Alejandro Bernales : Citation Profile


Are you Alejandro Bernales?

Universidad de Chile

4

H index

3

i10 index

56

Citations

RESEARCH PRODUCTION:

9

Articles

8

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   8 years (2012 - 2020). See details.
   Cites by year: 7
   Journals where Alejandro Bernales has often published
   Relations with other researchers
   Recent citing documents: 22.    Total self citations: 4 (6.67 %)

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   Permalink: http://citec.repec.org/pbe583
   Updated: 2022-05-21    RAS profile: 2019-03-14    
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Relations with other researchers


Works with:

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

Is cited by:

Shang, Han Lin (7)

Verousis, Thanos (7)

van Riet, Ad (4)

Kearney, Fearghal (3)

Alam, Md. Mahmudul (2)

Duffie, Darrell (1)

Grigoriadis, Theocharis (1)

Salter, Alexander (1)

Smith, Daniel (1)

Hoeberichts, Marco (1)

Gradojevic, Nikola (1)

Cites to:

Guidolin, Massimo (21)

Timmermann, Allan (13)

Easley, David (12)

Cao, Huining (12)

Grossman, Sanford (9)

Shastri, Kuldeep (8)

Diamond, Douglas (8)

Foucault, Thierry (8)

Miller, Merton (8)

Subrahmanyam, Avanidhar (7)

Christoffersen, Peter (7)

Main data


Where Alejandro Bernales has published?


Recent works citing Alejandro Bernales (2021 and 2020)


YearTitle of citing document
2020Implied volatility smile dynamics in the presence of jumps. (2017). Kanniainen, Juho ; Barholm, Perttu ; Magris, Martin. In: Papers. RePEc:arx:papers:1711.02925.

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2022A Two-Step Framework for Arbitrage-Free Prediction of the Implied Volatility Surface. (2021). Zhang, Gongqiu ; Li, Lingfei. In: Papers. RePEc:arx:papers:2106.07177.

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2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces. (2021). Shang, Han Lin ; Kearney, Fearghal. In: Papers. RePEc:arx:papers:2107.14026.

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2021Joint optimization of sales-mix and generation plan for a large electricity producer. (2021). Ruiz, Carlos ; Falbo, Paolo. In: Papers. RePEc:arx:papers:2110.02016.

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2021Power system stability in the transition to a low carbon grid: A techno?economic perspective on challenges and opportunities. (2021). Moreno, Rodrigo ; Flynn, Damian ; Mancarella, Pierluigi ; Meegahapola, Lasantha. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:10:y:2021:i:5:n:e399.

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2020Spatial and sectoral benefit distribution in water-energy system design. (2020). Erfani, Tohid ; Siddiqui, Afzal ; Olivares, Marcelo A ; Hurford, Anthony ; Ze, Aung ; Bottacin-Busolin, Andrea ; Seid, Abdulkarim H ; Panteli, Mathaios ; Obuobie, Emmanuel ; Martinez, Eduardo A ; Mutale, Joseph ; Harou, Julien J ; Mancarella, Pierluigi ; Tomlinson, James E ; Strzepek, Kenneth M ; Gonzalez, Jose M. In: Applied Energy. RePEc:eee:appene:v:269:y:2020:i:c:s0306261920303068.

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The effect of environmental policies on risk reductions in energy generation. (2021). Moreno, Rodrigo ; Inzunza, Andres ; Flores, Andres ; Bernales, Alejandro ; Acevedo, Giancarlo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:126:y:2021:i:c:s0165188920301950.

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2022The stock implied volatility and the implied dividend volatility. (2022). Tunaru, Radu ; Quaye, Enoch. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002116.

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2021Analysing decarbonizing strategies in the European power system applying stochastic dominance constraints. (2021). Moriggia, Vittorio ; Carrion, Miguel ; Vitali, Sebastiano ; Dominguez, Ruth. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003297.

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2022Risk aversion in multilevel electricity market models with different congestion pricing regimes. (2022). van der Weijde, Adriaan H ; Grimm, Veronika ; Egerer, Jonas ; Ambrosius, Mirjam. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005521.

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2021Electricity market design for low-carbon and flexible systems: Room for improvement in Chile. (2021). Moreno, Rodrigo ; Pereira, Eduardo ; Suazo-Martinez, Carlos ; Muoz, Francisco D. In: Energy Policy. RePEc:eee:enepol:v:148:y:2021:i:pb:s0301421520307084.

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2020Do investors follow the herd in option markets?. (2020). Voukelatos, Nikolaos ; Verousis, Thanos ; Bernales, Alejandro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426616000406.

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2022Market-consistent valuation of natural catastrophe risk. (2022). Braun, Alexander ; Beer, Simone. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003010.

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2021Implied volatility of structured warrants: Emerging market evidence. (2021). Sifat, Imtiaz Mohammad ; Mohamad, Azhar ; Murad, Najmi Ismail. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:464-479.

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2021The Role of Fast Frequency Response of Energy Storage Systems and Renewables for Ensuring Frequency Stability in Future Low-Inertia Power Systems. (2021). Gonzalez-Inostroza, Pablo ; Rehtanz, Christian ; Nowak, Wolfgang ; Haas, Jannik ; Alvarez, Ricardo ; Rahmann, Claudia. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5656-:d:557184.

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2021Magnitudes of households’ carbon footprint in Iskandar Malaysia: Policy implications for sustainable development. (2021). Doberstein, Brent ; Alam, Md Mahmudul ; Al-Amin, Abul Quasem ; Zen, Irina Safitri . In: Post-Print. RePEc:hal:journl:hal-03520198.

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2020An Empirical Assessment of Monetary Policy Channels on Income and Wealth Disparities. (2020). Alves, José ; Silva, Tomas . In: Working Papers REM. RePEc:ise:remwps:wp01442020.

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2020On shadow banking and fiÂ…nancial frictions in DSGE modeling. (2020). Kirchner, Philipp . In: MAGKS Papers on Economics. RePEc:mar:magkse:202019.

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2020Market Fragmentation. (2020). Duffie, Darrell ; Chen, Daniel. In: NBER Working Papers. RePEc:nbr:nberwo:26828.

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2021Magnitudes of Households’ Carbon Footprint in Iskandar Malaysia: A Policy Implications for Sustainable Development. (2021). Alam, Md. Mahmudul ; Al-Amin, Abul Quasem ; Zen, Irina Safitri ; Doberstein, Brent. In: OSF Preprints. RePEc:osf:osfxxx:j5g8e.

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2020Project portfolio selection and scheduling optimization based on risk measure: a conditional value at risk approach. (2020). Tiwari, Manoj Kumar ; Dixit, Vijaya. In: Annals of Operations Research. RePEc:spr:annopr:v:285:y:2020:i:1:d:10.1007_s10479-019-03214-1.

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2020What do we know about individual equity options?. (2020). Verousis, Thanos ; Bernales, Alejandro ; Zhang, Mengyu ; Voukelatos, Nikolaos. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:67-91.

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Works by Alejandro Bernales:


YearTitleTypeCited
2014The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings. In: Working papers.
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2016The Information Contained in Money Market Interactions: Unsecured vs. Collateralized Lending. In: Working papers.
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2014Trading algorithmique et trading haute fréquence - Compte rendu de l’atelier de recherche organisé par la Banque de France le 8 novembre 2013 In: Bulletin de la Banque de France.
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2014International workshop on algorithmic and high-frequency trading:a brief summary In: Quarterly selection of articles - Bulletin de la Banque de France.
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2017Learning and forecasts about option returns through the volatility risk premium In: Journal of Economic Dynamics and Control.
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2017The success of option listings In: Journal of Empirical Finance.
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2016CVaR constrained planning of renewable generation with consideration of system inertial response, reserve services and demand participation In: Energy Economics.
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article15
2018Bid–ask spread and liquidity searching behaviour of informed investors in option markets In: Finance Research Letters.
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article1
2015Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? In: Journal of Financial Markets.
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article8
2015Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2014Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests In: Journal of Banking & Finance.
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article14
2012Can We Forecast the Implied Volatility Surface Dynamics of Equity Options? Predictability and Economic Value Tests.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 14
paper
201350 Years of Money and Finance: Lessons and Challenges In: SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges.
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2013The Effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Derivatives and Credit Default Swaps In: SUERF 50th Anniversary Volume Chapters.
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2013The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps In: Post-Print.
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2013Risk Management with Thinly Traded Securities: Methodology and Implementation In: IDB Publications (Working Papers).
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2013The Effects of Information Asymmetries on the Success of Stock Option Listings In: Working Papers.
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2014Thinly traded securities and risk management In: Estudios de Economia.
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2020Trader Competition in Fragmented Markets: Liquidity Supply versus Picking-off Risk In: SAFE Working Paper Series.
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