§ Claudiu Albulescu

Management Department, Politehnica University of Timisoara

Professor

P-ta Victoriei, no. 2

Timisoara, 300006

Romania

https://sites.google.com/site/claudiutiberiualbulescu/

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 13,471

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Top 13,471

in Total Papers Downloads

5,310

SSRN CITATIONS
Rank 26,702

SSRN RANKINGS

Top 26,702

in Total Papers Citations

28

CROSSREF CITATIONS

6

Scholarly Papers (13)

1.

Coronavirus and Oil Price Crash

Number of pages: 13 Posted: 18 Mar 2020
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 3,923 (3,810)
Citation 55

Abstract:

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oil price; coronavirus; financial volatility; economic policy uncertainty; bound tests; COVID-19

2.

Coronavirus and Financial Volatility: 40 Days of Fasting and Fear

Number of pages: 7 Posted: 09 Mar 2020
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 774 (46,553)
Citation 8

Abstract:

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coronavirus, financial volatility, VIX, announcement effect

3.

Do COVID-19 and Crude Oil Prices Drive the US Economic Policy Uncertainty?

Number of pages: 7 Posted: 17 Mar 2020 Last Revised: 18 Mar 2020
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 112 (340,985)
Citation 14

Abstract:

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coronavirus, US economic policy uncertainty, COVID-19, bound tests, oil prices

4.

Does Economic Policy Uncertainty Connect Financial Markets? Evidence from Oil and Commodity Currencies

Number of pages: 39 Posted: 09 Jan 2019
§ Claudiu Albulescu, Riza Demirer, Ibrahim Raheem and Aviral Kumar Tiwari
Management Department, Politehnica University of Timisoara, Southern Illinois University Edwardsville - Department of Economics & Finance, University of Kent - Department of Economics and Rajagiri Business School
Downloads 98 (372,643)
Citation 3

Abstract:

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economic policy uncertainty, oil-currency nexus, nonlinear causality, frequency domain, volatility spillover

5.

Government Interventions and Sovereign Bond Market Volatility during COVID-19: A Quantile Analysis

Number of pages: 14 Posted: 12 Apr 2021
Management Department, Politehnica University of Timisoara, Management Department, Politehnica University of Timisoara, Montpellier Business School and Ono Academic College
Downloads 82 (415,615)
Citation 1

Abstract:

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COVID-19, government bond price volatility, government policy responses, international financial markets, containment and closure, economic support, panel quantile regression.

6.

COVID-19 and the United States Financial Markets’ Volatility

Finance Research Letters, Forthcoming
Number of pages: 9 Posted: 05 Aug 2020
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 71 (450,375)
Citation 9

Abstract:

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COVID-19, coronavirus pandemic, US financial market volatility, realized volatility, announcement effect

7.

Oil-US Stock Market Nexus: Some Insights about the New Coronavirus Crisis

Economics Bulletin 2021
Number of pages: 7 Posted: 10 Apr 2021
§ Claudiu Albulescu, Michel Mina and Cornel Oros
Management Department, Politehnica University of Timisoara, Universite de Poitiers and Universite de Poitiers
Downloads 56 (506,486)

Abstract:

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oil prices, stock prices, new coronavirus, COVID-19, economic policy uncertainty, wavelets, time-frequency domain, partial wavelet analysis

8.

The Asymmetric Effect of Environmental Policy Stringency on CO2 Emissions in OECD Countries

Number of pages: 24 Posted: 29 Aug 2021
Management Department, Politehnica University of Timisoara, Politehnica University of Timisoara and Politehnica University of Timisoara
Downloads 48 (541,650)

Abstract:

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CO2 emissions; environmental policies; environmental Kuznets curve; pollution haven hypothesis; panel quantiles regression

9.

Bank Financial Stability and International Oil Prices: Evidence From Listed Russian Public Banks

Number of pages: 28 Posted: 10 Feb 2019 Last Revised: 06 Apr 2022
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 44 (560,911)

Abstract:

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bank financial stability; international oil prices; bank valuation; Russian public banks; panel data estimation

10.

Time-Frequency Relationship between Inflation and Inflation Uncertainty for the U.S.: Evidence from Historical Data

Number of pages: 27 Posted: 29 Jul 2016
Management Department, Politehnica University of Timisoara, Rajagiri Business School, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Downloads 29 (646,528)
Citation 1

Abstract:

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historical inflation rate, uncertainty, continuous wavelet transform, bounded series, U.S.

11.

Firm-Level Total Factor Productivity Convergence in German Electricity and Gas Industry

Number of pages: 7 Posted: 14 Apr 2020
§ Claudiu Albulescu and Șerban Miclea
Management Department, Politehnica University of Timisoara and affiliation not provided to SSRN
Downloads 28 (653,234)

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total factor productivity, convergence, panel unit root tests, firm-level data, German electricity and gas industry

12.

CO 2 Emissions, Renewable Energy and Environmental Regulations in the EU Countries

Number of pages: 32 Posted: 19 Jun 2019
Management Department, Politehnica University of Timisoara, affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 23 (690,277)
Citation 2

Abstract:

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CO2 emissions; environmental Kuznets curve hypothesis; pollution halo hypothesis; renewable energy production; environmental regulations; panel data analysis

13.

Copula-Based Local Dependence Among Energy, Agriculture and Metal Commodities Markets

Number of pages: 42 Posted: 04 Mar 2020 Last Revised: 02 Apr 2020
§ Claudiu Albulescu, Aviral Kumar Tiwari and Qiang Ji
Management Department, Politehnica University of Timisoara, Rajagiri Business School and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 22 (698,221)

Abstract:

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energy prices, commodity markets, local dependence, co-movements, mixture copula, local Kendall’s tau