Perfil

Aurelio F. Bariviera és llicenciat per la Universidad Nacional de La Plata (Argentina), diplomat de postgrau per la Università degli Studi di Padova (Itàlia) i doctor per la Universitat Rovira i Virgili. És professor titular d'universitat de matemàtiques empresarials i financeres. També és professor visitant a la Universidad Nacional de La Plata i membre del Consorci de Cloud Computing, Big Data i Temes Emergents.

Durant els anys 2010 i 2011 va ser responsable d’ensenyament del grau d'Administració i Direcció d'Empreses.

Els seus interessos de recerca se centren en les finances quantitatives, la teoria de la informació, l'econofísica i l'econometria financera. Dos dels seus articles (publicats a Economics Letters i Physica A el 2017) són Highly Cited Papers segons Web of Science.

Publicacions

Articles en revistes JCR

• Arouxet, M.B.; Bariviera, Aurelio F.; Pastor, V.E.; Vampa, V. (2024): "Time-frequency co-movements between commodities and global economic policy uncertainty across different crises", Heliyon ,10(14), e34231
• Aslanidis, Nektarios; Bariviera, Aurelio F.; Savva, C. (2024): "How do online attention and sentiment affect cryptocurrencies’ correlations?,", Research in International Business and Finance ,forthcoming,
• Fakhfekh, M.; Bejaoui, A.; Bariviera, Aurelio 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
• Fernandes, L.H.; Silva, J.W.; Araujo, F.; Bariviera, Aurelio F. (2024): "Quantifying the COVID-19 shock in cryptocurrencies", Fractals ,32, 1, 2450019
• Bariviera, Aurelio 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
• Bejaoui, A.; Wajdi, F.; Ahmed, J.; Bariviera, Aurelio 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
• Vásquez Sáenz, J.; Quiroga, F.M.; Bariviera, Aurelio F. (2023): "Data vs. information: Using clustering techniques to enhance stock returns forecasting", International Review of Financial Analysis ,88, 102657
• Aslanidis, Nektarios; Bariviera, Aurelio F.; Pérez Laborda, Alejandro (2021): "Are cryptocurrencies becoming more interconnected?", Economics Letters ,199, 109725
• Aslanidis, Nektarios; Bariviera, Aurelio F.; Martínez Ibáñez, Óscar (2019): "An analysis of cryptocurrencies conditional cross correlations", Finance Research Letters ,31, 130-137

Projectes