Szymon Borak : Citation Profile


Are you Szymon Borak?

Humboldt-Universität Berlin
Humboldt-Universität Berlin
Humboldt-Universität Berlin

4

H index

3

i10 index

140

Citations

RESEARCH PRODUCTION:

5

Papers

RESEARCH ACTIVITY:

   2 years (2005 - 2007). See details.
   Cites by year: 70
   Journals where Szymon Borak has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (0.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo287
   Updated: 2022-11-19    RAS profile: 2011-04-17    
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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 Szymon Borak.

Is cited by:

Climent Hernández, José (24)

Härdle, Wolfgang (18)

Weron, Rafał (7)

Gaffeo, Edoardo (4)

Chevallier, Julien (4)

Su, Liangjun (4)

Fouilloux, Jessica (4)

Darné, Olivier (4)

LINTON, OLIVER (4)

Vici, Laura (4)

Song, Song (4)

Cites to:

Härdle, Wolfgang (9)

Fengler, Matthias (5)

Weron, Rafał (4)

LINTON, OLIVER (3)

DA FONSECA, José (2)

Connor, Gregory (2)

Burtraw, Dallas (2)

Larson, Donald (2)

merton, robert (2)

Palmer, Karen (2)

Rezek, Jon (1)

Main data


Where Szymon Borak has published?


Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany5

Recent works citing Szymon Borak (2022 and 2021)


YearTitle of citing document
2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Papers. RePEc:arx:papers:2007.10727.

Full description at Econpapers || Download paper

2021The inconvenience yield of carbon futures. (2021). Pardo, Angel ; Palao, Fernando. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003479.

Full description at Econpapers || Download paper

2021Does weather, or energy prices, affect carbon prices?. (2021). Young, Martin R ; Maddox, Grace E ; Batten, Jonathan A. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s014098832030356x.

Full description at Econpapers || Download paper

2021Mortality forecasting using factor models: Time-varying or time-invariant factor loadings?. (2021). Huang, Fei ; He, Lingyu ; Yang, Yanrong ; Shi, Jianjie. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:98:y:2021:i:c:p:14-34.

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2021Central and Eastern European CO 2 Market—Challenges of Emissions Trading for Energy Companies. (2021). Skrzek-Lubasiska, Magorzata ; Klimczak, Dawid ; Ciesielska-Macigowska, Dorota. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:4:p:1051-:d:500911.

Full description at Econpapers || Download paper

2021Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics. (2020). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Working Papers. RePEc:hal:wpaper:hal-02903655.

Full description at Econpapers || Download paper

2021Empirical likelihood inference for generalized additive partially linear models. (2021). Zhao, Yichuan ; Liu, Rong. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:30:y:2021:i:3:d:10.1007_s11749-020-00731-1.

Full description at Econpapers || Download paper

Works by Szymon Borak:


YearTitleTypeCited
2005Stable Distributions In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper39
2005FFT Based Option Pricing In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper9
2005DSFM fitting of Implied Volatility Surfaces In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper2
2006Convenience Yields for CO2 Emission Allowance Futures Contracts In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper42
2007Time Series Modelling with Semiparametric Factor Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper48

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