aurelio.fernandez
Bariviera , Aurelio F.
Associate Professor
Specialization Quantitative Finance, Information Theory, Econophysics
e-mail aurelio.fernandez@urv.cat
Phone 977759833
Office D113

Publications

Articles in journals JCR
  • Fakhfekh, M. , Bejaoui, A. , Bariviera, Aurelio F. and Jeribi, A. (2024): "Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach", North American Journal of economics and finance, 70, 102079
  • Fernandes, L.H. , Silva, J.W. , Araujo, F. and Bariviera, Aurelio F. (2024): "Quantifying the COVID-19 shock in cryptocurrencies", Fractals, 32, 1, 2450019
  • Bariviera, Aurelio F. , Fabregat-Aibar, L. and Sorrosal-Forradellas, M.T. (2023): "Disentangling the impact of economic and health crises on financial markets", Research in International Business and Finance, 65, 101928
  • Bejaoui, A. , Wajdi, F. , Ahmed, J. and Bariviera, Aurelio F. (2023): "Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis", Physica A: Statistical Mechanics and its Applications, 619, 128720
  • Vásquez Sáenz, J. , Quiroga, F.M. and Bariviera, Aurelio F. (2023): "Data vs. information: Using clustering techniques to enhance stock returns forecasting", International Review of Financial Analysis, 88, 102657
  • Aslanidis, Nektarios , Bariviera, Aurelio F. and Pérez-Laborda, Alejandro (2021): "Are cryptocurrencies becoming more interconnected?", Economics Letters, 199, 109725
  • Aslanidis, Nektarios , Bariviera, Aurelio F. and Martínez, Óscar (2019): "An analysis of cryptocurrencies conditional cross correlations", Finance Research Letters, 31, 130-137