Jim Hanly : Citation Profile


Are you Jim Hanly?

Dublin Institute of Technology

5

H index

1

i10 index

54

Citations

RESEARCH PRODUCTION:

9

Articles

12

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 4
   Journals where Jim Hanly has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 7 (11.48 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha690
   Updated: 2019-07-14    RAS profile: 2019-01-29    
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Relations with other researchers


Works with:

cotter, john (2)

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

Is cited by:

Torro, Hipolit (7)

cotter, john (5)

Barbi, Massimiliano (3)

armeanu, dan (2)

De-Losso, Rodrigo (2)

Hou, Yang (2)

Yang, Li (1)

Živkov, Dejan (1)

Sukcharoen, Kunlapath (1)

Holmes, Mark (1)

Leatham, David (1)

Cites to:

cotter, john (8)

Bollerslev, Tim (5)

Brooks, Chris (4)

Engle, Robert (4)

Granger, Clive (4)

shin, yongcheol (4)

Lo, Andrew (3)

Pesaran, M (3)

Yang, Li (3)

Cartea, Álvaro (3)

Demirer, Riza (3)

Main data


Where Jim Hanly has published?


Journals with more than one article published# docs
Energy Economics3
Energy Policy2

Working Papers Series with more than one paper published# docs
Working Papers / Geary Institute, University College Dublin6
Papers / arXiv.org4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Jim Hanly (2018 and 2017)


YearTitle of citing document
2017Investigating the risk-return trade-off for crude oil futures using high-frequency data. (2017). Xia, Xiao-Hua ; Pan, Bin ; Huang, Jianbai ; Wen, Fenghua ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:196:y:2017:i:c:p:152-161.

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2017Pure martingale and joint normality tests for energy futures contracts. (2017). Shrestha, Keshab ; Rassiah, Puspavathy ; Subramaniam, Ravichandran. In: Energy Economics. RePEc:eee:eneeco:v:63:y:2017:i:c:p:174-184.

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2018Quantile hedge ratio for energy markets. (2018). Shrestha, Keshab ; Suresh, Sheena Sara ; Peranginangin, Yessy ; Subramaniam, Ravichandran. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:253-272.

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2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

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2018Hedging spark spread risk with futures. (2018). Torro, Hipolit ; Martinez, Beatriz. In: Energy Policy. RePEc:eee:enepol:v:113:y:2018:i:c:p:731-746.

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2017Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets. (2017). Shi, Yukun ; Park, Jin Suk. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:176-191.

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2018Energy and agricultural commodities revealed through hedging characteristics: Evidence from developing and mature markets. (2018). Conlon, Thomas ; Bredin, Don ; Spencer, Simon. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:1-20.

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2019Review of modelling energy transitions pathways with application to energy system flexibility. (2019). Bolwig, Simon ; Blumberga, Dagnija ; Gravelsins, Armands ; Lund, Peter D ; Klitkou, Antje ; Bazbauers, Gatis . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:101:y:2019:i:c:p:440-452.

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2018Skewness, basis risk, and optimal futures demand. (2018). Barbi, Massimiliano ; Romagnoli, Silvia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:14-29.

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2018Analysis of risk premium in UK natural gas futures. (2018). Torro, Hipolit ; Martinez, Beatriz. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:621-636.

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2019Estimating the conditional equity risk premium in African frontier markets. (2019). Othieno, Ferdinand ; Biekpe, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:538-551.

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2017Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models. (2017). Mirovic, Vera ; Njegic, Jovan ; Zivkov, Dejan. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:67:y:2017:i:5:p:396-422.

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2018Using Neural Networks to Price and Hedge Variable Annuity Guarantees. (2018). Doyle, Daniel ; Groendyke, Chris . In: Risks. RePEc:gam:jrisks:v:7:y:2018:i:1:p:1-:d:192723.

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2017Hedging spark spread risk with futures. (2017). Torro, Hipolit ; Enguix, Hipolit Torro ; Martinez, Beatriz Martinez . In: Working Papers. Serie EC. RePEc:ivi:wpasec:2017-01.

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2018Comparison of the Impact of Econometric Models on Hedging Performance by Crude Oil and Natural Gas. (2018). Benada, Ludk. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2018066020423.

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2017On the effects of static and autoregressive conditional higher order moments on dynamic optimal hedging. (2017). Hou, Yang ; Holmes, Mark. In: MPRA Paper. RePEc:pra:mprapa:82000.

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Works by Jim Hanly:


YearTitleTypeCited
2017Managing Energy Price Risk using Futures Contracts: A Comparative Analysis In: The Energy Journal.
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article1
2011Hedging Effectiveness under Conditions of Asymmetry In: Papers.
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paper7
2007Hedging Effectiveness under Conditions of Asymmetry.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 7
paper
2012Hedging effectiveness under conditions of asymmetry.(2012) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 7
article
2011Hedging Effectiveness under Conditions of Asymmetry.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2011Hedging: Scaling and the Investor Horizon In: Papers.
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paper1
2010Hedging: Scaling and the Investor Horizon.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2011Time Varying Risk Aversion: An Application to Energy Hedging In: Papers.
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paper8
2010Time-varying risk aversion: An application to energy hedging.(2010) In: Energy Economics.
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This paper has another version. Agregated cites: 8
article
2010Time Varying Risk Aversion: An Application to Energy Hedging.(2010) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2011A Utility Based Approach to Energy Hedging In: Papers.
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paper9
2012A utility based approach to energy hedging.(2012) In: Energy Economics.
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This paper has another version. Agregated cites: 9
article
2011A Utility Based Approach to Energy Hedging.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 9
paper
2015Performance of utility based hedges In: Energy Economics.
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article7
2014Performance of Utility Based Hedges.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 7
paper
2018European power markets–A journey towards efficiency In: Energy Policy.
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article1
2018The positive feedback cycle in the electricity market: Residential solar PV adoption, electricity demand and prices In: Energy Policy.
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article1
2005Re-evaluating Hedging Performance In: MPRA Paper.
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paper19
2011Re-evaluating Hedging Performance.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2006Reevaluating hedging performance.(2006) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 19
article
2018The efficacy of financial futures as a hedging tool in electricity markets In: International Journal of Finance & Economics.
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article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team