Kristoffer Glover : Citation Profile

Are you Kristoffer Glover?

University of Technology Sydney

5

H index

5

i10 index

146

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 11
   Journals where Kristoffer Glover has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 4 (2.67 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgl29
   Updated: 2023-05-27    RAS profile: 2023-04-27    
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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 Kristoffer Glover.

Is cited by:

lucey, brian (13)

O'Connor, Fergal (9)

Batten, Jonathan (7)

Shahzad, Syed Jawad Hussain (6)

Roubaud, David (5)

Beckmann, Joscha (5)

Czudaj, Robert (5)

Bouri, Elie (4)

Krištoufek, Ladislav (3)

Risse, Marian (2)

ter Ellen, Saskia (2)

Cites to:

Baur, Dirk (13)

He, Xuezhong (Tony) (8)

Westerhoff, Frank (8)

Phillips, Peter (8)

Yu, Jun (7)

lucey, brian (6)

Hommes, Cars (6)

Reitz, Stefan (5)

Winker, Peter (5)

Campbell, John (5)

Perron, Pierre (5)

Main data

Where Kristoffer Glover has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney5
Papers / arXiv.org3
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney3
Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2

Recent works citing Kristoffer Glover (2022 and 2021)

YearTitle of citing document
2021Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli.

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2022Only Time Will Tell: Credible Dynamic Signaling. (2020). Starkov, Egor. In: Papers. RePEc:arx:papers:2007.09568.

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2021On the value of non-Markovian Dynkin games with partial and asymmetric information. (2020). Palczewski, Jan ; Merkulov, Nikita ; de Angelis, Tiziano. In: Papers. RePEc:arx:papers:2007.10643.

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2022Optimal stopping of Gauss-Markov bridges. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835.

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2022Gold as a Factor of Change in Central Bank Reserves in Periods of the Financial Markets Turbulence: the Case of Kazakhstan. (2022). Dodonov, Vyacheslav. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:11:y:2022:i:2:p:209-224.

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2021Optimal stopping of an Ornstein-Uhlenbeck bridge. (2021). D'Auria, Bernardo ; Azze, Abel Guada ; Portugues, Eduardo Garcia. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:33508.

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2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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2021Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703.

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2022Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?. (2022). Ren, Xiaohang ; Tong, XI ; Wen, Fenghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000898.

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2021From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Matkovskyy, Roman ; Bouraoui, Taoufik ; Dowling, Michael ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309894.

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2022Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach. (2022). Padakandla, Steven Raj ; Kumar, Anoop S. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000356.

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2023The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213.

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2021Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?. (2021). Hassan, Kabir M ; Hasan, Md Bokhtiar ; Alhenawi, Yasser ; Rashid, Md Mamunur. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000661.

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2021Comparing behavioural heterogeneity across asset classes. (2021). , Remco ; Hommes, Cars H ; Ellen, Saskia Ter. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:185:y:2021:i:c:p:747-769.

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2021Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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2021Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic. (2021). Alshami, Abdullah ; Elgammal, Mohammed M. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003433.

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2022The role of precious metals in portfolio diversification during the Covid19 pandemic: A wavelet-based quantile approach. (2022). Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005390.

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2022Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period. (2022). Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001271.

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2021Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold. (2021). BenSaïda, Ahmed ; Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma ; Tayachi, Tahar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:71-85.

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2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69.

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2021Gold and US sectoral stocks during COVID-19 pandemic. (2021). Salisu, Afees ; Lucey, Brian ; Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000453.

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2022Does political risk matter for gold market fluctuations? A structural VAR analysis. (2022). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Ding, Qian. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s027553192200006x.

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2022Perpetual American standard and lookback options with event risk and asymmetric information. (2022). Li, Libo ; Gapeev, Pavel V. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:114940.

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2022Safe-haven investments against stock returns in Pakistan: a role of real estate, gold, oil and US dollar. (2022). Ahad, Muhammad ; Imran, Zulfiqar Ali. In: International Journal of Housing Markets and Analysis. RePEc:eme:ijhmap:ijhma-12-2021-0134.

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2022Bubble contagion effect between the main precious metals. (2022). Maghyereh, Aktham ; Abdoh, Hussein. In: Studies in Economics and Finance. RePEc:eme:sefpps:sef-08-2021-0345.

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2022Impact of Negative Tweets on Diverse Assets during Stressful Events: An Investigation through Time-Varying Connectedness. (2022). Ghosh, Bikramaditya ; Balasudarsun, N L ; Mahendran, Sathish. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:260-:d:835087.

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2023Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375.

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2021COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave. (2021). Vuković, Darko ; Maiti, Moinak ; Frömmel, Michael ; Vukovic, Darko ; Frommel, Michael ; Grigorieva, Elena M ; Grubisic, Zoran. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:15:p:8578-:d:606381.

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2022Derivatives under market impact: Disentangling cost and information. (2022). Eyraud-Loisel, Anne ; Barigou, Karim ; Alimoradian, Behzad. In: Working Papers. RePEc:hal:wpaper:hal-03668432.

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2021The DOL-DFL Nexus: The Relationship between the Degree of Operating Leverage (DOL) and the Degree of Financial Leverage (DFL). (2021). Paganini, Marco A. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:13:y:2021:i:6:p:71.

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2021Adjustment coefficients and exact rational expectations in cointegrated vector autoregressive models. (2021). Swensen, Anders Rygh ; RyghSwensen, Anders ; Johansen, Soeren. In: Discussion Papers. RePEc:kud:kuiedp:2107.

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2021Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan. (2021). Imran, Zulfiqar Ali ; Ahad, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:107613.

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2021Investigating the Effective Factors in the Growth of Private Sector Investment in Iran. (2021). Haji, Gholamali ; Shojaee, Abdul Nasser ; Behnamian, Mehdi. In: Quarterly Journal of Applied Theories of Economics. RePEc:ris:qjatoe:0215.

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2021Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach. (2021). Zhou, Siwen. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:2:d:10.1007_s00181-019-01776-4.

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2022Large and uncertain heterogeneity of expectations: stability of equilibrium from a policy maker standpoint. (2022). Valori, Vincenzo ; Vigna, Matteo ; Colucci, Domenico. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:1:d:10.1007_s11403-021-00335-4.

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2022Perpetual American Double Lookback Options on Drawdowns and Drawups with Floating Strikes. (2022). Gapeev, Pavel V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-021-09917-y.

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2022Optimal Double Stopping Problems for Maxima and Minima of Geometric Brownian Motions. (2022). Kort, Peter ; Lavrutich, Maria N ; Gapeev, Pavel V. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09959-w.

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Works by Kristoffer Glover:

YearTitleTypeCited
2020Dynkin games with incomplete and asymmetric information In: Papers.
[Full Text][Citation analysis]		paper4
2019Short Selling with Margin Risk and Recall Risk In: Papers.
[Full Text][Citation analysis]		paper1
2022SHORT SELLING WITH MARGIN RISK AND RECALL RISK.(2022) In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2022With or without replacement? Sampling uncertainty in Shepps urn scheme In: Papers.
[Full Text][Citation analysis]		paper0
2014Heterogeneous expectations in the gold market: Specification and estimation In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article27
2016Leveraged investments and agency conflicts when cash flows are mean reverting In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2015Speculative trading in the gold market In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article21
2022Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article3
2014The trade-off theory revisited: on the effect of operating leverage In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article2
2013The Trade-off Theory Revisited: On the Effect of Operating Leverage.(2013) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2010On nonlinear models of markets with finite liquidity: Some cautionary notes In: Published Paper Series.
[Full Text][Citation analysis]		paper4
2014Optimal prediction of the last-passage time of a transient diffusion In: Published Paper Series.
[Full Text][Citation analysis]		paper0
2017Dynkin games with heterogeneous beliefs In: Published Paper Series.
[Full Text][Citation analysis]		paper5
2009The British Asian Option In: Research Paper Series.
[Full Text][Citation analysis]		paper5
2010The British Russian Option In: Research Paper Series.
[Full Text][Citation analysis]		paper4
2011Three-Dimensional Brownian Motion and the Golden Ratio Rule In: Research Paper Series.
[Full Text][Citation analysis]		paper12
2012Leveraged Investments and Agency Conflicts When Prices Are Mean Reverting In: Research Paper Series.
[Full Text][Citation analysis]		paper1
2012The Destruction of a Safe Haven Asset? In: Working Paper Series.
[Full Text][Citation analysis]		paper40
2012A Gold Bubble? In: Working Paper Series.
[Full Text][Citation analysis]		paper16
2022Financially constrained index futures arbitrage In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0

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