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Raquel Quiroga-Garcia

Personal Details

First Name:Raquel
Middle Name:
Last Name:Quiroga-Garcia
Suffix:
RePEc Short-ID:pqu184
[This author has chosen not to make the email address public]

Affiliation

Departamento de Economía Cuantitativa
Facultad de Economía y Empresa
Universidad de Oviedo

Oviedo, Spain
http://www.unioviedo.es/ecocuan/
RePEc:edi:dcovies (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Amelia Bilbao-Terol & Mar Arenas-Parra & Raquel Quiroga-García & Celia Bilbao-Terol, 2022. "An extended best–worst multiple reference point method: application in the assessment of non-life insurance companies," Operational Research, Springer, vol. 22(5), pages 5323-5362, November.
  2. Quiroga-Garcia, Raquel & Pariente-Martinez, Natalia & Arenas-Parra, Mar, 2022. "Evidence for round number effects in cryptocurrencies prices," Finance Research Letters, Elsevier, vol. 47(PB).
  3. Raquel Ibar-Alonso & Raquel Quiroga-García & Mar Arenas-Parra, 2022. "Opinion Mining of Green Energy Sentiment: A Russia-Ukraine Conflict Analysis," Mathematics, MDPI, vol. 10(14), pages 1-22, July.
  4. Suárez-Fernández, Sara & Quiroga-Garcia, Raquel & Manzano-Perez, Isabel, 2021. "A Comparison of DEA and SFA Approaches: Application to the US Non-Life Insurance Market," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, vol. 28(2).
  5. David G. McMillan & Raquel Quiroga García, 2013. "Does Information Help Intra‐Day Volatility Forecasts?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 1-9, January.
  6. David G. McMillan & Raquel Quiroga Garcia, 2008. "Efficiency of the IBEX spot–futures basis: The impact of the mini‐futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(4), pages 398-415, April.
    RePEc:taf:apfiec:v:19:y:2009:i:8:p:611-623 is not listed on IDEAS

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Quiroga-Garcia, Raquel & Pariente-Martinez, Natalia & Arenas-Parra, Mar, 2022. "Evidence for round number effects in cryptocurrencies prices," Finance Research Letters, Elsevier, vol. 47(PB).

    Cited by:

    1. Katsiampa, Paraskevi & Yarovaya, Larisa & Zięba, Damian, 2022. "High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).

  2. Raquel Ibar-Alonso & Raquel Quiroga-García & Mar Arenas-Parra, 2022. "Opinion Mining of Green Energy Sentiment: A Russia-Ukraine Conflict Analysis," Mathematics, MDPI, vol. 10(14), pages 1-22, July.

    Cited by:

    1. Xin, Baogui & Zhang, Mengwei, 2023. "Evolutionary game on international energy trade under the Russia-Ukraine conflict," Energy Economics, Elsevier, vol. 125(C).
    2. Olajide O. Oyadeyi & Sodiq Arogundade & Mduduzi Biyase, 2024. "How did African stock markets react to the Russia-Ukraine crisis “black-swan” event? Empirical insights from event study," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-13, December.
    3. Myriam Caratù & Valerio Brescia & Ilaria Pigliautile & Paolo Biancone, 2023. "Assessing Energy Communities’ Awareness on Social Media with a Content and Sentiment Analysis," Sustainability, MDPI, vol. 15(8), pages 1-28, April.

  3. David G. McMillan & Raquel Quiroga García, 2013. "Does Information Help Intra‐Day Volatility Forecasts?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 1-9, January.

    Cited by:

    1. Massimiliano Caporin & Francesco Poli, 2017. "Building News Measures from Textual Data and an Application to Volatility Forecasting," Econometrics, MDPI, vol. 5(3), pages 1-46, August.
    2. Xiong Xiong & Zhang Jin & Feng Xu & Jin Xi, 2016. "Review on Financial Innovations in Big Data Era," Journal of Systems Science and Information, De Gruyter, vol. 4(6), pages 489-504, December.
    3. Zhang, Yongjie & Feng, Lina & Jin, Xi & Shen, Dehua & Xiong, Xiong & Zhang, Wei, 2014. "Internet information arrival and volatility of SME PRICE INDEX," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 399(C), pages 70-74.

  4. David G. McMillan & Raquel Quiroga Garcia, 2008. "Efficiency of the IBEX spot–futures basis: The impact of the mini‐futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(4), pages 398-415, April.

    Cited by:

    1. Greppmair, Stefan & Theissen, Erik, 2019. "Small is beautiful? How the introduction of mini futures contracts affects the regular contract," CFR Working Papers 19-06, University of Cologne, Centre for Financial Research (CFR).
    2. Greppmair, Stefan & Theissen, Erik, 2022. "Small is beautiful? How the introduction of mini futures contracts affects the regular contracts," Journal of Empirical Finance, Elsevier, vol. 67(C), pages 19-38.

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