Adrian Fernandez-Perez

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Ana-Maria FuertesCass Business School, City, University of LondonVerified email at city.ac.uk
Bart FrijnsOpen University of the NetherlandsVerified email at ou.nl
Alireza Tourani RadAuckland University of TechnologyVerified email at aut.ac.nz
Ivan IndriawanSenior Lecturer in Finance, University of AdelaideVerified email at adelaide.edu.au
Simon Sosvilla-RiveroCatedrático de Economía (UCM)Verified email at ccee.ucm.es
Julián Andrada FélixProfesor Titular Universidad de Las Palmas de Gran CanariaVerified email at ulpgc.es
Fernando Fernandez RodríguezCatedrático de Economía, Universidad de Las Palmas de Gran CanariaVerified email at ulpgc.es
Alexandre GarelAudencia Business SchoolVerified email at audencia.com
Nhut (Nick) Hoang NguyenProfessor of Finance, Auckland University of TechnologyVerified email at aut.ac.nz
Aaron GilbertAuckland University of TechnologyVerified email at aut.ac.nz
MARCOS GONZÁLEZ FERNÁNDEZUniversidad de LeónVerified email at unileon.es
Alex EdmansProfessor of Finance, London Business SchoolVerified email at london.edu
Chris BrooksSchool of Accounting and Finance, University of BristolVerified email at bristol.ac.uk
Dr. Ogonna NnejiHead of Risk Advisory - Albourne PartnersVerified email at albourne.com
Neda TodorovaGriffith UniversityVerified email at griffith.edu.au
Jean-Philippe WeisskopfEHL Hospitality Business SchoolVerified email at ehl.ch
Yiuman TseUniversity of Missouri - St. LouisVerified email at umsl.edu
Ayesha ScottSenior Lecturer - Finance & Financial Planning, Griffith UniversityVerified email at griffith.edu.au
Yahua XuAssociate Professor of Finance, Central University of Finance and EconomicsVerified email at cufe.edu.cn
Raquel LópezUniversidad de Castilla-La ManchaVerified email at uclm.es

Adrian Fernandez-Perez

Senior Research Fellow

Verified email at aut.ac.nz - Homepage

Commodity Futures Behavioral Finance


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COVID-19 pandemic and stock market response: A culture effect A Fernandez-Perez, A Gilbert, I Indriawan, NH Nguyen Journal of behavioral and experimental finance 29, 100454, 2021	199	2021
The skewness of commodity futures returns A Fernandez-Perez, B Frijns, AM Fuertes, J Miffre Journal of Banking & Finance 86, 143-158, 2018	133	2018
Music sentiment and stock returns around the world A Edmans, A Fernandez-Perez, A Garel, I Indriawan Journal of Financial Economics 145 (2), 234-254, 2022	90	2022
Contemporaneous interactions among fuel, biofuel and agricultural commodities A Fernandez-Perez, B Frijns, A Tourani-Rad Energy Economics 58, 1-10, 2016	84	2016
Commodity strategies based on momentum, term structure, and idiosyncratic volatility AM Fuertes, J Miffre, A Fernandez‐Perez Journal of Futures Markets 35 (3), 274-297, 2015	81	2015
When no news is good news–The decrease in investor fear after the FOMC announcement A Fernandez-Perez, B Frijns, A Tourani-Rad Journal of Empirical Finance 41, 187-199, 2017	61	2017
The term structure of interest rates as predictor of stock returns: Evidence for the IBEX 35 during a bear market A Fernandez-Perez, F Fernández-Rodríguez, S Sosvilla-Rivero International Review of Economics & Finance 31, 21-33, 2014	41	2014
A comprehensive appraisal of style-integration methods A Fernandez-Perez, AM Fuertes, J Miffre Journal of Banking & Finance 105, 134-150, 2019	39*	2019
Commodity markets, long-run predictability, and intertemporal pricing A Fernandez-Perez, AM Fuertes, J Miffre Review of Finance 21 (3), 1159-1188, 2017	39	2017
Fear of hazards in commodity futures markets A Fernandez-Perez, AM Fuertes, M Gonzalez-Fernandez, J Miffre Journal of Banking & Finance 119, 105902, 2020	35	2020
Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities J Andrada-Félix, A Fernandez-Perez, S Sosvilla-Rivero Journal of International Financial Markets, Institutions and Money 67, 101219, 2020	35	2020
Fear connectedness among asset classes J Andrada-Félix, A Fernandez-Perez, S Sosvilla-Rivero Applied Economics 50 (39), 4234-4249, 2018	32	2018
Is idiosyncratic volatility priced in commodity futures markets? A Fernandez-Perez, AM Fuertes, J Miffre International Review of Financial Analysis 46, 219-226, 2016	32	2016
Music sentiment and stock returns A Fernandez-Perez, A Garel, I Indriawan Economics Letters 192, 109260, 2020	26	2020
Surprise and dispersion: Informational impact of USDA announcements A Fernandez‐Perez, B Frijns, I Indriawan, A Tourani‐Rad Agricultural Economics 50 (1), 113-126, 2019	21	2019
Speculative pressure JH Fan, A Fernandez‐Perez, AM Fuertes, J Miffre Journal of Futures Markets 40 (4), 575-597, 2020	19	2020
Precious metals, oil and the exchange rate: contemporaneous spillovers A Fernandez-Perez, B Frijns, A Tourani-Rad Applied Economics 49 (38), 3863-3879, 2017	16	2017
Internationalization of futures markets: Lessons from China JH Fan, A Fernandez-Perez, I Indriawan, N Todorova Pacific-Basin Finance Journal 63, 101429, 2020	14	2020
Commodity futures returns and idiosyncratic volatility J Miffre, AM Fuertes, A Fernandez-Perez Available at SSRN, 2012	14	2012
Profit margin hedging in the New Zealand dairy farming industry A Fernandez-Perez, B Frijns, I Gafiatullina, A Tourani-Rad Journal of Commodity Markets 26, 100197, 2022	13	2022

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