Yuliya Lovcha

479 total citations
14 papers, 338 citations indexed

About

Yuliya Lovcha is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Yuliya Lovcha has authored 14 papers receiving a total of 338 indexed citations (citations by other indexed papers that have themselves been cited), including 14 papers in Economics and Econometrics, 8 papers in General Economics, Econometrics and Finance and 3 papers in Finance. Recurrent topics in Yuliya Lovcha's work include Market Dynamics and Volatility (8 papers), Monetary Policy and Economic Impact (8 papers) and Financial Risk and Volatility Modeling (3 papers). Yuliya Lovcha is often cited by papers focused on Market Dynamics and Volatility (8 papers), Monetary Policy and Economic Impact (8 papers) and Financial Risk and Volatility Modeling (3 papers). Yuliya Lovcha collaborates with scholars based in Spain, United Kingdom and Germany. Yuliya Lovcha's co-authors include Alejandro Pérez-Laborda, Luis A. Gil-Alaña, Máximo Camacho, Mirko Abbritti, Antonio Moreno, Gabriel Pérez‐Quirós and Guglielmo Maria Caporale and has published in prestigious journals such as Applied Energy, Energy and Journal of International Money and Finance.

In The Last Decade

Yuliya Lovcha

12 papers receiving 331 citations

Peers

Yuliya Lovcha

EE

FINAN

GEEF

RESE

EE

Ikram Jebabli Morocco

Klaus Mohn Norway

Nadia Arfaoui Tunisia

Yannick Le Pen France

Gabriel Di Bella United States

Mo Yang China

Talat Ulussever Türkiye

Rufei Ma Macao

Tezer Yelkenci Türkiye

Ikram Jebabli Morocco

Yuliya Lovcha

316 ×1.1

EE

67 ×0.7

FINAN

66 ×0.7

GEEF

94 ×1.5

RESE

16 ×0.6

EE

Citations per year, relative to Yuliya Lovcha Yuliya Lovcha (= 1×) peers Ikram Jebabli

Countries citing papers authored by Yuliya Lovcha

Since Specialization

Citations

This map shows the geographic impact of Yuliya Lovcha's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Yuliya Lovcha with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Yuliya Lovcha more than expected).

Fields of papers citing papers by Yuliya Lovcha

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Yuliya Lovcha. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Yuliya Lovcha. The network helps show where Yuliya Lovcha may publish in the future.

Co-authorship network of co-authors of Yuliya Lovcha

This figure shows the co-authorship network connecting the top 25 collaborators of Yuliya Lovcha. A scholar is included among the top collaborators of Yuliya Lovcha based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Yuliya Lovcha. Yuliya Lovcha is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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14 of 14 papers shown

1.

Lovcha, Yuliya, et al.. (2021). The determinants of CO2 prices in the EU emission trading system. Applied Energy. 305. 117903–117903. 90 indexed citations

2.

Lovcha, Yuliya & Alejandro Pérez-Laborda. (2021). Long-memory and volatility spillovers across petroleum futures. Energy. 243. 122950–122950. 4 indexed citations

3.

Lovcha, Yuliya & Alejandro Pérez-Laborda. (2020). IDENTIFYING TECHNOLOGY SHOCKS AT THE BUSINESS CYCLE VIA SPECTRAL VARIANCE DECOMPOSITIONS. Macroeconomic Dynamics. 25(8). 1966–1992.

4.

Lovcha, Yuliya & Alejandro Pérez-Laborda. (2019). Trimmed Whittle estimation of the SVAR vs. filtering low-frequency fluctuations: applications to technology shocks. Studies in Nonlinear Dynamics and Econometrics. 24(1). 2 indexed citations

5.

Lovcha, Yuliya & Alejandro Pérez-Laborda. (2019). Dynamic frequency connectedness between oil and natural gas volatilities. Economic Modelling. 84. 181–189. 95 indexed citations

6.

Lovcha, Yuliya & Alejandro Pérez-Laborda. (2018). Dynamic Cyclical Connectedness between Oil and Natural Gas Volatilities. SSRN Electronic Journal. 2 indexed citations

7.

Lovcha, Yuliya & Alejandro Pérez-Laborda. (2017). Monetary policy shocks, inflation persistence, and long memory. Journal of Macroeconomics. 55. 117–127. 19 indexed citations

8.

Caporale, Guglielmo Maria, Luis A. Gil-Alaña, & Yuliya Lovcha. (2016). Testing Unemployment Theories: A Multivariate Long Memory Approach. Journal of Applied Economics. 19(1). 95–112. 8 indexed citations

9.

Abbritti, Mirko, Luis A. Gil-Alaña, Yuliya Lovcha, & Antonio Moreno. (2015). Term Structure Persistence. Journal of Financial Econometrics. 14(2). 331–352. 60 indexed citations

10.

Camacho, Máximo, Yuliya Lovcha, & Gabriel Pérez‐Quirós. (2014). Can we use seasonally adjusted variables in dynamic factor models?. Studies in Nonlinear Dynamics and Econometrics. 19(3). 377–391. 4 indexed citations

11.

Lovcha, Yuliya & Alejandro Pérez-Laborda. (2014). THE HOURS WORKED–PRODUCTIVITY PUZZLE: IDENTIFICATION IN A FRACTIONAL INTEGRATION SETTING. Macroeconomic Dynamics. 19(7). 1593–1621. 6 indexed citations

12.

Caporale, Guglielmo Maria, Luis A. Gil-Alaña, & Yuliya Lovcha. (2013). Testing Unemployment Theories: A Multivariate Long Memory Approach. SSRN Electronic Journal.

13.

Lovcha, Yuliya & Alejandro Pérez-Laborda. (2013). Is exchange rate – Customer order flow relationship linear? Evidence from the Hungarian FX market. Journal of International Money and Finance. 35. 20–35. 6 indexed citations

14.

Camacho, Máximo, Gabriel Pérez‐Quirós, & Yuliya Lovcha. (2012). Can We Use Seasonally Adjusted Indicators in Dynamic Factor Models?. SSRN Electronic Journal. 42 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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