Prof.
Francisco Jareño
University
of Castilla-La Mancha, Spain
Professor
Email:
Francisco.Jareno@uclm.es, fran.jareno@gmail.com
Qualifications
2006 Ph.D.,
University of Castilla-La Mancha, Spain, Financial Economics
2003 Diploma
of Advances Studies, University of Castilla-La Mancha, Spain, Financial
Economics
1999 B.A.
(Hons), University of Castilla-La Mancha, Spain, Business Administration
Publications (Selected)
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Esparcia, C., Gubareva, M., Sokolova, T., & Jareño, F. (2025). Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada. The North American Journal of Economics and Finance, 75, 102282.
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Esparcia, C., Fakhfakh, T., Jareño, F., & Ghorbel, A. (2024). Dynamic DeFi-G7 stock markets interactions and their potential role in diversifying and hedging strategies. Financial Innovation, 10(1), 73.
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Jareño, F., Esparcia, C., & Fantini, G. (2024). Risk exposure in ESG-driven portfolios: A wavelet study within the tail-concerned insurance sector. Finance Research Letters, 67, 105855.
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Koczar, M. W., Jareño, F., & Escribano, A. (2024). Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. The North American Journal of Economics and Finance, 74, 102247.
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Sevillano, M. C., Jareño, F., López, R., & Esparcia, C. (2024). Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. Energy Economics, 131, 107398.
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Esparcia, C., Fakhfakh, T., & Jareño, F. (2024). The green, the dirty and the stable: diversifying equity portfolios by adding tokens of different nature. The North American Journal of Economics and Finance, 69, 102020.
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Esparcia, C., Escribano, A., & Jareño, F. (2023). Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. Journal of International Financial Markets, Institutions and Money, 89, 101851.
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Jareño, F., & Yousaf, I. (2023). Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities. International Review of Financial Analysis, 89, 102826.
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Yousaf, I., Jareño, F., & Martínez-Serna, M. I. (2023). Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. Journal of Behavioral and Experimental Finance, 39, 100823.
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Escribano, A., Jareño, F., & Cano, J. Á. (2023). Study of the leading European construction companies using risk factor models. International Journal of Finance & Economics, 28(3), 3386-3402.
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Jareño, F., Martínez-Serna, M. I., & Chicharro, M. (2023). Government bonds and COVID-19. An international evaluation under different market states. Evaluation Review, 47(3), 433-478.
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Escribano, A., Koczar, M. W., Jareño, F., & Esparcia, C. (2023). Shock transmission between crude oil prices and stock markets. Resources Policy, 83, 103754.
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Yousaf, I., Jareño, F., & Tolentino, M. (2023). Connectedness between Defi assets and equity markets during COVID-19: A sector analysis. Technological Forecasting and Social Change, 187, 122174.
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Esparcia, C., Jareño, F., & Umar, Z. (2022). Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic. The North American Journal of Economics and Finance, 61, 101677.
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Umar, Z., Jareño, F., & Escribano, A. (2022). Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era. Applied Economics, 54(9), 1030-1054.
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Umar, Z., Jareño, F., & Escribano, A. (2021). Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. Resources Policy, 73, 102147.
Profile Details
WoS ResearcherID: L-7645-2014
https://orcid.org/0000-0001-9778-7345
https://scholar.google.com.hk/citations?user=FvgvIIAAAAAJ&hl=zh-CN&oi=sr
https://www.researchgate.net/profile/Francisco-Jareno