Publications in journals

Arouxet, M.B.; Bariviera, A.F.; Pastor, V.; Vampa, V. (2024). Time-frequency co-movements between commodities and global economic policy uncertainty across different crises. Heliyon, 10(14):e34231, https://doi.org/10.1016/j.heliyon.2024.e34231.

Reyes G, Tolozano-Benites R, Lanzarini L, Estrebou C, Bariviera AF, Barzola-Monteses J. (2024). Method for the Identification and Classification of Zones with Vehicular Congestion. ISPRS International Journal of Geo-Information, 13(3):73. https://doi.org/10.3390/ijgi13030073.

Fernandes, L.H.S.; Silva, J.W.L.; Araujo, F.H.A.; Bariviera, A.F. (2024) Quantifying the Covid-19 Shock in Cryptocurrencies, Fractals, 32(1):2450019 https://doi.org/10.1142/S0218348X24500191. 

Fakhfekh, M.; Bejaoui, A.; Bariviera, A.F.; 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.  https://doi.org/10.1016/j.najef.2024.102079

Reyes G., Tolozano-Benites R., Lanzarini L., Estrebou C., Bariviera A.F., Barzola-Monteses J. (2023) Methodology for the Identification of Vehicle Congestion Based on Dynamic Clustering, Sustainability, 15(24):16575. https://doi.org/10.3390/su152416575

Vásquez-Saenz, J.; Quiroga, F.M.; Bariviera, A.F. (2023)  Data vs. information: using clustering techniques to enhance stock returns forecasting, International Review of Financial Analysis, 88:102657. https://doi.org/10.1016/j.irfa.2023.102657.

Bejaoui, A.; Frikha, W.; Jeribi, A.; Bariviera, A.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, https://doi.org/10.1016/j.physa.2023.128720.

Bariviera, A.F.; Fabregat-Aibar, L.; Sorrosal-Forradellas, M.T. (2023). Disentangling the impact of economic and health crises on financial markets. Research in International Business and Finance, 65:101928,  https://doi.org/10.1016/j.ribaf.2023.101928. 

 Arouxet, M.B.; Bariviera, A.F.; Pastor, V.; Vampa, V. (2022). Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent, Physica A: Statistical Mechanics and its Applications. 596:127170, https://doi.org/10.1016/j.physa.2022.127170.

Martinez, L.B.; Guercio, M.B.; Bariviera, A.F. (2022). A meta-analysis of SMEs literature based on the Survey on Access to Finance of Enterprises of the European Central Bank. International Journal of Finance and Economics, 27(2):1870-0885.

Aslanidis, N.; Bariviera, A.F., López, O.G. (2022). The link between cryptocurrencies and Google Trends attention. Finance Research Letters, 102654.

Akyildirim, E; Bariviera, A.F.; Nguyen, D.K.; Sensoy, A. (2022). Forecasting high-frequency stock returns: a comparison of alternative methods, Annals of Operations Research, doi:10.1007/s10479-021-04464-8.

Reyes, G.; Lanzarini, L.; Hasperué, W.; Bariviera, A.F. (2021). A proposal for a pivot-based vehicle trajectory clustering method. Transportation Research Record, 2672(4):281-295.

Bariviera, A.F.; Merediz-Solà, I. (2021). Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. Journal of Economic Surveys, 35(2):377-407.

Aslanidis, N.; Bariviera, A.F.; Pérez-Laborda, A. (2021). Are cryptocurrencies becoming more interconnected? Economics Letters, 199:109725.

Bariviera, A.F. (2021). One model is not enough: heterogeneity in cryptocurrencies’ multifractal profiles. Finance Research Letters, 39:101649.

Guercio, M.B.; Martinez, L.B.; Bariviera, A.F.; Scherger, V. (2020). Credit crunch or loan demand shortage: what is the problem with the SMEs’ financing? Czech Journal of Economics and Finance (Finance a úvěr), 70(6):521-540.

Torres, R; Solis, M.A.; Salas, R.; Bariviera, A.F. (2020). A dynamic linguistic decision making approach for a cryptocurrency investment scenario, IEEE Access, 8:228514-228524.

Bariviera, A.F.; Fonts-Ferrer, A.; Sorrosal-Forradellas, M.T.; Rosso, O.A. (2019). An information theory perspective on the informational efficiency of gold price. North American Journal of Economics and Finance, 50:101018.

Villa Monte, A.; Lanzarini, L.; Bariviera, A.F.; J.A. Olivas (2019). User-oriented summaries using a PSO based scoring optimization method. Entropy, 21:617.

Aslanidis, N., Bariviera, A.F., and Martínez-Ibañez, O. (2019). An analysis of c ryptocurrencies conditional cross correlations. Finance Research Letters, 31:130-137.

Merediz-Solà, I, and Bariviera, A.F. (2019). A bibliometric analysis of Bitcoin scientific production. Research in International Business and Finance, 50:294-305.

Jimbo Santana, P., Lanzarini, L., and Bariviera, A.F. (2018). Fuzzy credit risk scoring rules using FRvarPSO. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 26(Suppl. 1):39–57.

Bariviera, A.F., Zunino, L., Rosso, O.A. (2018). An analysis of high frequency cryptocurrencies prices dynamics using permutation-information-theory quantifiers, Chaos, 28(2):075511.

Martinez, L.B.; Guercio, M.B.; Bariviera, A.F.; Terceño, A. (2018). The impact of the financial crisis on the long-range memory of European corporate bond and stock markets. Empirica, 45(1):1-15.

Bariviera, A.F. (2017). The inefficiency of bitcoin revisited: a dynamic approach. Economics Letters, 161:1-4.

Bariviera, A.F.; Basgall, M.J.; Hasperué, W.; Naiouf, M. (2017). Some stylized facts of the bitcoin market. Physica A: Statistical Mechanics and its Applications, 484:82-90.

Zunino, L.; Bariviera, A.F.; Olivares, F.; Rosso, O.A.(2017). A simple and fast representation space for classifying complex time series. Physics Letters A, 381(11):1021-1028.

Lanzarini, L.; Villa Monte, A.; Bariviera, A.F.; Jimbo Santanta, P. (2017). Simplifying credit scoring rules using LVQ+PSO. Kybernetes, 46(1):8-16.

Zunino, L.; Bariviera, A.F.; Guercio, M.B.; Martinez, L.B.; Rosso, O.A. (2016). Monitoring the informational efficiency of European corporate bond markets with dynamical permutation min-entropy, Physica A: Statistical Mechanics and its Applications, 456:1-9

Bariviera, A.F.; Guercio, M.B ; Martinez, L.B.; Rosso, O.A. (2016). Libor at crossroads: stochastic switching detection using Information Theory quantifiers. Chaos, Solitons & Fractals, 88:172-182.

Bariviera, A.F.; Martín, M.T.; Plastino, A.; Vampa, V. (2016). Libor troubles: anomalous movements detection based on Maximum Entropy. Physica A: Statistical Mechanics and its Applications, Vol. 449:401-407.

Zambrano, E.; Hernando, A.; Bariviera, A.F.; Hernando, R.; Plastino, A. (2015). Thermodynamics of firms' growth. Journal of The Royal Society Interface, 12(112):20150789.

Bariviera, A.F.;. Guercio, M.B ; Martinez, L.B.; Rosso, O.A. (2015). A permutation information theory tour through different interest rate maturities: the Libor case. Philosophical Transactions of the Royal Society of London A: Mathematical, Physical and Engineering Sciences, 373(20150119).

Fernández Bariviera, A.; Guercio, M.B. ; Martinez, L.B.; Rosso, O.A. (2015). The (in)visible hand in the Libor market: an information theory approach, European Physical Journal B, 88(8).

Fernández Bariviera, A.; Guercio, M.B. ; Martinez, L.B. (2014). Informational efficiency in distressed markets: the case of European corporate bonds, Economic and Social Review, 45(3): 349-369.

Fernández Bariviera, A.; Zunino, L.; Guercio, M.B. ; Martinez, L.B.; Rosso, O.A. (2013). Revisiting the European sovereign bonds with a permutation-information-theory approach, European Physical Journal B, 86(12):1-10.

Fernández Bariviera, A.; Zunino, L.; Guercio, M.B. ; Martinez, L.B.; Rosso, O.A. (2013). Efficiency and credit ratings: a permutation-information-theory analysis. Journal of Statistical Mechanics: Theory and Experiment, 2013(8):P08007.

Zunino, L.; Fernández Bariviera, A.; Guercio, M.B.; Martinez, L.B.; Rosso, O.A. (2012). On the efficiency of sovereign bond markets, Physica A: Statistical Mechanics and its Applications, 391(18):4342-4349.

Fernández Bariviera, A.; Guercio, M.B. ; Martinez, L.B. (2012). A comparative analysis of the informational efficiency of the fixed income market in seven European countries, Economics Letters, 116(3):426-428.

Fernández Bariviera, A. (2011). The Influence of Liquidity on Informational Efficiency: The Case of the Thail Stock Market, Physica A: Statistical Mechanics and its Applications, 390(23-24): 4426-4432.

 Beretta, E., Bariviera, A. F., Desogus, M., Naguib, C., Rossi, S. (2024). Productivity and Keynes’s 15-Hour Work Week Prediction for 2030: An Alternative, Macroeconomic Analysis for the United States. Journal of Risk and Financial Management, 17(7):306. https://doi.org/10.3390/jrfm17070306

Frikha W., Béjaoui A., Bariviera A.F., Jeribi A. (2024). What Matters for Comovements among Gold, Bitcoin, CO2, Commodities, VIX and International Stock Markets during the Health, Political and Bank Crises? Risks, 12(3):47. https://doi.org/10.3390/risks12030047

Reyes, G., Lanzarini, L., Estrebou, C., & Bariviera, A.F. (2022). Dynamic grouping of vehicle trajectories. Journal of Computer Science and Technology, 22(2), e11. https://doi.org/10.24215/16666038.22.e11 

Jimbo Santana, P., Lanzarini, L., Bariviera, A.F. (2020).  Fuzzy Classification Rules with FRvarPSO Using Various Methods for Obtaining Fuzzy Sets, Journal of Advances in Information Technology, 11(4): 233-240.

Jimbo Santana, P.,  Lanzarini, L.,  Bariviera, A.F. (2020). Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador. Risks, 8(1): 2.

Reyez-Zambrano, G., Lanzarini, L., Hasperué, W., and Bariviera, A.F. (2020). GPS trajectory clustering method for decision making on intelligent transportation systems. Journal of Intelligent & Fuzzy Systems, 38(5):5529-5535.

Villa-Monte, A., Lanzarini, L., Corvi, J., and Bariviera, A.F. (2020). Document summarization using a structural metrics based representation. Journal of Intelligent & Fuzzy Systems, 38(5):5579-5588.

Guercio, M. B., Martinez, L. B., Bariviera, A.F. (2019). SME Steeplechase:  When Obtaining Money Is Harder Than Innovating. International Journal of Financial Studies, 7(2):25.

Bariviera, A.F., Plastino, A.,  Judge, G. (2018). Spurious seasonality detection: A non-parametric test proposal. Econometrics, 6(1).

 Santana, P. J., Villa-Monte, A., Rucci, E., Lanzarini, L., Bariviera, A.F. (2017). Analysis of methods for generating classification rules applicable to credit risk. Journal of Computer Science and Technology (JCS&T),17(1):20–28.

 A. F. Bariviera, L. Zunino, O. A. Rosso, Crude oil market and geopolitical events: an analysis based on information-theory-based quantifiers (2017). Fuzzy Economic Review, 21:41–51.

J. López, L. Lanzarini, A.F. Bariviera. (2012). Variable population MOPSO applied to medical visits. Fuzzy Economic Review, 17:3–14.

 A. Terceño Gómez, J. M. Brotons Martínez, A.F. Bariviera  (2007), Immunization strategy in a fuzzy environment. Fuzzy Economic Review, 12:95–116.