§ 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

14

DOWNLOADS
Rank 15,296

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Top 15,296

in Total Papers Downloads

6,016

SSRN CITATIONS
Rank 18,310

SSRN RANKINGS

Top 18,310

in Total Papers Citations

61

CROSSREF CITATIONS

12

Scholarly Papers (14)

1.

Coronavirus and Oil Price Crash

Number of pages: 13 Posted: 18 Mar 2020
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 4,136 (4,693)
Citation 107

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 930 (46,898)
Citation 120

Abstract:

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coronavirus, financial volatility, VIX, announcement effect

3.

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 Indian Institute of Management Bodh Gaya
Downloads 151 (353,993)
Citation 9

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

4.

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 128 (403,161)
Citation 25

Abstract:

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

5.

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

Number of pages: 19 Posted: 12 Apr 2021 Last Revised: 03 Nov 2022
§ Claudiu Albulescu and ‡ Eugenia Grecu
Management Department, Politehnica University of Timisoara and Management Department, Politehnica University of Timisoara
Downloads 112 (445,470)
Citation 2

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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 92 (510,028)
Citation 29

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, Université de Poitiers and Université de Poitiers
Downloads 78 (563,696)
Citation 3

Abstract:

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

8.

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 78 (563,696)
Citation 2

Abstract:

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

9.

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 70 (598,940)
Citation 1

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

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, Indian Institute of Management Bodh Gaya, University of Nevada, Las Vegas - Department of Economics and University of Pretoria - Department of Economics
Downloads 61 (643,003)
Citation 2

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

11.

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 58 (658,995)

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

12.

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, Indian Institute of Management Bodh Gaya and Chinese Academy of Sciences (CAS) - Institute of Policy and Management
Downloads 54 (681,443)

Abstract:

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

13.

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 43 (750,771)
Citation 1

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

14.

Total Factor Productivity and Tax Avoidance: An Asymmetric Micro-Data Analysis for European Oil and Gas Companies

Number of pages: 25 Posted: 25 Jul 2023
§ Claudiu Albulescu
Management Department, Politehnica University of Timisoara
Downloads 25 (893,711)

Abstract:

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TFP, tax avoidance, oil and gas companies, tax haven, quantile regression