{"id":"https://openalex.org/W2789457967","doi":"https://doi.org/10.1016/j.qref.2018.03.003","title":"A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries","display_name":"A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries","publication_year":2018,"publication_date":"2018-03-11","ids":{"openalex":"https://openalex.org/W2789457967","doi":"https://doi.org/10.1016/j.qref.2018.03.003","mag":"2789457967"},"language":"en","primary_location":{"id":"doi:10.1016/j.qref.2018.03.003","doi":"https://doi.org/10.1016/j.qref.2018.03.003","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.qref.2018.03.003","pdf_url":null,"source":{"id":"https://openalex.org/S125273398","display_name":"The Quarterly Review of Economics and Finance","issn_l":"1062-9769","issn":["1062-9769","1878-4259"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Quarterly Review of Economics and Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5016848904","display_name":"Ivelina Pavlova","orcid":"https://orcid.org/0000-0003-3356-6038","observed_orcids":["https://orcid.org/0000-0003-3356-6038"]},"institutions":[{"id":"https://openalex.org/I52913039","display_name":"University of Houston - Clear Lake","ror":"https://ror.org/01t817z14","country_code":"US","type":"education","lineage":["https://openalex.org/I52913039"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Ivelina Pavlova","raw_affiliation_strings":["College of Business, 2700 Bay Area Blvd., Box 70, University of Houston \u2013 Clear Lake, Houston, TX, 77058, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Business, 2700 Bay Area Blvd., Box 70, University of Houston \u2013 Clear Lake, Houston, TX, 77058, United States","institution_ids":["https://openalex.org/I52913039"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045633120","display_name":"Maria Eugenia De Boyrie","orcid":"https://orcid.org/0000-0002-7813-2463","observed_orcids":["https://orcid.org/0000-0002-7813-2463"]},"institutions":[{"id":"https://openalex.org/I10052268","display_name":"New Mexico State University","ror":"https://ror.org/00hpz7z43","country_code":"US","type":"education","lineage":["https://openalex.org/I10052268"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Maria E. de Boyrie","raw_affiliation_strings":["Department of Finance, MSC 3FIN, College of Business, P.O. BOX 30001, New Mexico State University, Las Cruces, NM, 88003, United States"],"raw_orcid":"https://orcid.org/0000-0002-7813-2463","affiliations":[{"raw_affiliation_string":"Department of Finance, MSC 3FIN, College of Business, P.O. BOX 30001, New Mexico State University, Las Cruces, NM, 88003, United States","institution_ids":["https://openalex.org/I10052268"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5006775277","display_name":"Ali M. Parhizgari","orcid":"https://orcid.org/0000-0002-0567-9476","observed_orcids":["https://orcid.org/0000-0002-0567-9476"]},"institutions":[{"id":"https://openalex.org/I19700959","display_name":"Florida International University","ror":"https://ror.org/02gz6gg07","country_code":"US","type":"education","lineage":["https://openalex.org/I19700959"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Ali M. Parhizgari","raw_affiliation_strings":["Finance Department, Florida International University, MMC, RB 245B, Miami, FL, 33199, United States"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Finance Department, Florida International University, MMC, RB 245B, Miami, FL, 33199, United States","institution_ids":["https://openalex.org/I19700959"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5016848904"],"corresponding_institution_ids":["https://openalex.org/I52913039"],"apc_list":{"value":2740,"currency":"USD","value_usd":2740},"apc_paid":null,"fwci":8.3758,"has_fulltext":false,"cited_by_count":59,"citation_normalized_percentile":{"value":0.97267321,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"68","issue":null,"first_page":"10","last_page":"22"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9970999956130981,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies","score":0.0008999999845400453,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.000699999975040555,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/oil-prices","display_name":"oil prices","score":0.9129999876022339},{"id":"https://openalex.org/keywords/oil-price-volatility","display_name":"oil price volatility","score":0.8029999732971191},{"id":"https://openalex.org/keywords/sovereign-risk","display_name":"sovereign risk","score":0.921999990940094},{"id":"https://openalex.org/keywords/sovereign-credit-default-swap-spreads","display_name":"sovereign credit default swap spreads","score":0.8370000123977661},{"id":"https://openalex.org/keywords/directional-spillovers","display_name":"directional spillovers","score":0.7860000133514404},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.890999972820282},{"id":"https://openalex.org/keywords/oil-exporting-countries","display_name":"oil-exporting countries","score":0.9520000219345093},{"id":"https://openalex.org/keywords/oil-price-uncertainty","display_name":"oil price uncertainty","score":0.7590000033378601},{"id":"https://openalex.org/keywords/political-risk","display_name":"political risk","score":0.5220000147819519}],"concepts":[{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.883766770362854},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.685276210308075},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6834415793418884},{"id":"https://openalex.org/C2987168347","wikidata":"https://www.wikidata.org/wiki/Q22656","display_name":"Crude oil","level":2,"score":0.5686565637588501},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.5275390148162842},{"id":"https://openalex.org/C30589699","wikidata":"https://www.wikidata.org/wiki/Q624028","display_name":"Credit default swap","level":3,"score":0.4685923457145691},{"id":"https://openalex.org/C2993360226","wikidata":"https://www.wikidata.org/wiki/Q912281","display_name":"Oil supply","level":2,"score":0.4393089711666107},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.34618550539016724},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.32932645082473755},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.1696440875530243},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.09858298301696777},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C78762247","wikidata":"https://www.wikidata.org/wiki/Q1273174","display_name":"Petroleum engineering","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.qref.2018.03.003","doi":"https://doi.org/10.1016/j.qref.2018.03.003","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.qref.2018.03.003","pdf_url":null,"source":{"id":"https://openalex.org/S125273398","display_name":"The Quarterly Review of Economics and Finance","issn_l":"1062-9769","issn":["1062-9769","1878-4259"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"The Quarterly Review of Economics and Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:quaeco:v:68:y:2018:i:c:p:10-22","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1062976916301594","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":60,"referenced_works":["https://openalex.org/W221408594","https://openalex.org/W1523822536","https://openalex.org/W1541616325","https://openalex.org/W1547068196","https://openalex.org/W1572189156","https://openalex.org/W1588163064","https://openalex.org/W1751720123","https://openalex.org/W1968914532","https://openalex.org/W1969610664","https://openalex.org/W1973809982","https://openalex.org/W1985066035","https://openalex.org/W1986765375","https://openalex.org/W1998289244","https://openalex.org/W2000624020","https://openalex.org/W2007119655","https://openalex.org/W2008917505","https://openalex.org/W2021983604","https://openalex.org/W2022921407","https://openalex.org/W2026752292","https://openalex.org/W2037190858","https://openalex.org/W2039734130","https://openalex.org/W2050815921","https://openalex.org/W2052775749","https://openalex.org/W2058001071","https://openalex.org/W2066928381","https://openalex.org/W2074988857","https://openalex.org/W2075490235","https://openalex.org/W2075575799","https://openalex.org/W2075922338","https://openalex.org/W2083902262","https://openalex.org/W2088836047","https://openalex.org/W2099057455","https://openalex.org/W2106451978","https://openalex.org/W2115098378","https://openalex.org/W2163937387","https://openalex.org/W2164022520","https://openalex.org/W2215400625","https://openalex.org/W2268782313","https://openalex.org/W2297260621","https://openalex.org/W2343343243","https://openalex.org/W2419479474","https://openalex.org/W2478081490","https://openalex.org/W2499080988","https://openalex.org/W2508630754","https://openalex.org/W2605843424","https://openalex.org/W2611614074","https://openalex.org/W2755081817","https://openalex.org/W2890067203","https://openalex.org/W2953427900","https://openalex.org/W3121547086","https://openalex.org/W3121943714","https://openalex.org/W3122186884","https://openalex.org/W3122543112","https://openalex.org/W3122872482","https://openalex.org/W3123315691","https://openalex.org/W3124491480","https://openalex.org/W3124567809","https://openalex.org/W3125470130","https://openalex.org/W3167183605","https://openalex.org/W3184178316"],"related_works":["https://openalex.org/W4291238147","https://openalex.org/W4399116664","https://openalex.org/W3014576994","https://openalex.org/W7170156190","https://openalex.org/W2917994771","https://openalex.org/W2763758851","https://openalex.org/W3080533154","https://openalex.org/W3113197935","https://openalex.org/W3122604902","https://openalex.org/W2987362156"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":8},{"year":2024,"cited_by_count":9},{"year":2023,"cited_by_count":6},{"year":2022,"cited_by_count":8},{"year":2021,"cited_by_count":7},{"year":2020,"cited_by_count":9},{"year":2019,"cited_by_count":6},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2018-03-29T00:00:00"}
