Krenar Avdulaj : Citation Profile


Are you Krenar Avdulaj?

Univerzita Karlova v Praze

2

H index

1

i10 index

31

Citations

RESEARCH PRODUCTION:

4

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 5
   Journals where Krenar Avdulaj has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (6.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pav32
   Updated: 2020-10-24    RAS profile: 2018-05-17    
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Relations with other researchers


Works with:

Baruník, Jozef (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Krenar Avdulaj.

Is cited by:

Tiwari, Aviral (2)

Wagner, Niklas (2)

Ayala, Astrid (2)

Szilagyi, Peter (2)

Hamori, Shigeyuki (2)

Yang, Lu (2)

Batten, Jonathan (2)

Albulescu, Claudiu (2)

Blazsek, Szabolcs (2)

Høg, Esben (2)

KÜÇÜKÖZMEN, CUMHUR (1)

Cites to:

Christoffersen, Peter (6)

Patton, Andrew (5)

Engle, Robert (5)

Diebold, Francis (4)

Jagannathan, Ravi (4)

Giacomini, Raffaella (4)

Bollerslev, Tim (4)

Hansen, Bruce (3)

White, Halbert (3)

Horvath, Roman (3)

Creal, Drew (2)

Main data


Where Krenar Avdulaj has published?


Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing Krenar Avdulaj (2020 and 2019)


YearTitle of citing document
2019Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall. (2019). Gerlach, Richard ; Wang, Chao. In: Papers. RePEc:arx:papers:1906.09961.

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2020Asymmetric risk spillovers between Shanghai and Hong Kong stock markets under China’s capital account liberalization. (2020). He, Jianmin ; Li, Shouwei ; Wei, YU ; Yang, Kun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302384.

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2019Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model. (2019). Xu, Jianjun ; Chen, Rongda. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:379-391.

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2019A seasonal copula mixture for hedging the clean spark spread with wind power futures. (2019). Hog, Esben ; Pircalabu, Anca ; Christensen, Troels Sonderby. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:64-80.

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2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

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2020Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures. (2020). Wang, Chao ; Gerlach, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:489-506.

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2020Dynamic dependence between ETFs and crude oil prices by using EGARCH-Copula approach. (2020). FERROUHI, EL MEHDI ; Ahmed, Sheraz ; Umar, Zaghum ; Naeem, Muhammad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304581.

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2019Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?. (2019). McAleer, Michael ; Chang, Chia-Lin ; Caporin, Massimiliano. In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:50-70.

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2020Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management. (2020). Yang, Lu ; Hamori, Shigeyuki ; Tian, Shuairu ; Cai, Xiaojing. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:2:p:294-:d:306122.

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2020Optimal futures hedging for energy commodities: An application of the GAS model. (2020). Xu, Yingying ; Lien, Donald. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1090-1108.

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Works by Krenar Avdulaj:


YearTitleTypeCited
2015Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data In: Papers.
[Full Text][Citation analysis]
paper24
2015Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data.(2015) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
article
2015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data.(2015) In: FinMaP-Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2013Can we still benefit from international diversification? The case of the Czech and German stock markets In: Papers.
[Full Text][Citation analysis]
paper4
2013Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets.(2013) In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2017A semiparametric nonlinear quantile regression model for financial returns In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article2
2012The Extreme Value Theory and Copulas as a Tool to Measure Market Risk In: Bulletin of the Czech Econometric Society.
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article0
2011The Extreme Value Theory as a Tool to Measure Market Risk In: Working Papers IES.
[Full Text][Citation analysis]
paper1

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