Geir Drage Drage Berentsen : Citation Profile

Norges Handelshøyskole (NHH) (50% share)
Norges Handelshøyskole (NHH) (50% share)

2

H index

1

i10 index

13

Citations

RESEARCH PRODUCTION:

4

Articles

2

Papers

RESEARCH ACTIVITY:

   10 years (2014 - 2024). See details.
   Cites by year: 1
   Journals where Geir Drage Drage Berentsen has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdr167
   Updated: 2025-12-13    RAS profile: 2024-02-08    
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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 Geir Drage Drage Berentsen.

Is cited by:

Bampinas, Georgios (5)

Panagiotidis, Theodore (5)

GUPTA, RANGAN (2)

Wang, Shixuan (2)

Panagiotidis, Theodore (1)

Dimitriou, Dimitrios (1)

Bouri, Elie (1)

Kenourgios, Dimitris (1)

Escobar Anel, Marcos (1)

Politsidis, Panagiotis (1)

Cites to:

Lucas, Andre (3)

Rahbek, Anders (3)

Ait-Sahalia, Yacine (3)

Bartolucci, Francesco (2)

Alcock, Jamie (2)

Ang, Andrew (2)

Jagannathan, Ravi (2)

Koopman, Siem Jan (2)

Schwaab, Bernd (2)

faff, robert (2)

Panagiotidis, Theodore (2)

Main data

Where Geir Drage Drage Berentsen has published?

Recent works citing Geir Drage Drage Berentsen (2025 and 2024)

YearTitle of citing document
2024Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries. (2024). Cai, Yuan ; Zhang, Feipeng ; Li, Dongxin ; Yuan, DI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:909-939.

Full description at Econpapers || Download paper

2025Conditional Correlation via Generalized Random Forests with Application to Hedge Funds. (2025). Escobar Anel, Marcos ; Aghapour, Ahmad ; Escobar-Anel, Marcos ; Arian, Hamid ; Seco, Luis. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:3:d:10.1007_s43069-025-00548-4.

Full description at Econpapers || Download paper

2025The implications of non‐synchronous trading in G‐7 financial markets. (2025). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Tsioutsios, Alexandros ; Simos, Theodore. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:689-709.

Full description at Econpapers || Download paper

Works by Geir Drage Drage Berentsen:

YearTitleTypeCited
2021Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations In: Papers.
[Full Text][Citation analysis]		paper0
2022Portfolio allocation under asymmetric dependence in asset returns using local Gaussian correlations.(2022) In: Finance Research Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2022Modelling clusters of corporate defaults: Regime‐switching models significantly reduce the contagion source In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article0
2017Some Properties of Local Gaussian Correlation and Other Nonlinear Dependence Measures In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2024Joint Forecasting of Salmon Lice and Treatment Interventions in Aquaculture Operations In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2014Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation In: Journal of Statistical Software.
[Full Text][Citation analysis]		article11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team