Mohammad Reza Jahan-Parvar : Citation Profile

Are you Mohammad Reza Jahan-Parvar?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

13

H index

15

i10 index

459

Citations

RESEARCH PRODUCTION:

22

Articles

26

Papers

RESEARCH ACTIVITY:

   15 years (2008 - 2023). See details.
   Cites by year: 30
   Journals where Mohammad Reza Jahan-Parvar has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 17 (3.57 %)

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   Permalink: http://citec.repec.org/pja212
   Updated: 2024-04-18    RAS profile: 2023-09-26    
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Relations with other researchers

Works with:

Londono, Juan M. (2)

Aramonte, Sirio (2)

Rogers, John (2)

Datta, Deepa (2)

Cascaldi-Garcia, Danilo (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mohammad Reza Jahan-Parvar.

Is cited by:

Hasanov, Fakhri (9)

Baruník, Jozef (9)

Feunou, Bruno (8)

Kočenda, Evžen (8)

Liu, Xiaochun (6)

Liu, Xiaochun (6)

Mukerji, Sujoy (6)

Vacha, Lukas (6)

Donadelli, Michael (6)

Liu, Xiaochun (6)

Liu, Xiaochun (6)

Cites to:

Campbell, John (31)

Bollerslev, Tim (24)

Harvey, Campbell (20)

Feunou, Bruno (18)

Shiller, Robert (17)

Hamilton, James (13)

French, Kenneth (11)

Tauchen, George (11)

Valkanov, Rossen (10)

Bekaert, Geert (10)

Andersen, Torben (10)

Main data

Where Mohammad Reza Jahan-Parvar has published?

Journals with more than one article published# docs
Journal of Policy Modeling2
Emerging Markets Review2
The Quarterly Review of Economics and Finance2
The Review of Financial Studies2

Working Papers Series with more than one paper published# docs
International Finance Discussion Papers / Board of Governors of the Federal Reserve System (U.S.)8
MPRA Paper / University Library of Munich, Germany6
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)5
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2
BIS Working Papers / Bank for International Settlements2
Staff Working Papers / Bank of Canada2

Recent works citing Mohammad Reza Jahan-Parvar (2024 and 2023)

YearTitle of citing document
2023Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index. (2023). Perezmontiel, Jose A ; Ozcelebi, Oguzhan. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1157-1180.

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2023Flood insurance literacy and flood risk knowledge: Evidence from Portland, Oregon. (2023). Netusil, Noelwah R ; Kousky, Carolyn. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:26:y:2023:i:2:p:175-201.

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2023Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8.

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2023Oil Exports, Political Issues, and Stock Market Nexus. (2023). Saleem, Awaz Mohamed ; Fatah, Omed Rafiq ; Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-39.

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2023Impact of Oil Factor on Investment: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Huseyn, Afag ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-14.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023Impact of Oil Factor on Consumer Market: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Mileddin, Sabuhi Tanriverdiyev ; Gadim, Ibrahim Guliyev ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-23.

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2023Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54.

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2023Robust investment and hedging policy with limited commitment. (2023). Liang, Yongtang ; Wu, Yaoyao ; Ma, Jinrun. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001566.

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2023Sustainable investment under ESG volatility and ambiguity. (2023). Yan, Qianhui ; Shan, Xun ; Luo, Deqing. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323002833.

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2023Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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2023Good volatility, bad volatility, and the cross section of cryptocurrency returns. (2023). Zhao, Ran ; Zhang, Zehua. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002284.

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2023Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237.

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2023Downside variance premium, firm fundamentals, and expected corporate bond returns. (2023). Li, Junye ; Jiang, Liang ; Huang, Tao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001516.

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2023Supply and demand shocks in the global oil market: How much do they matter for exchange rates in OPEC members?. (2023). Baek, Jungho. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000144.

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2023Hidden causality between oil prices and exchange rates. (2023). An, Feng ; Wu, Tao ; Wang, ZE ; Gao, Xiangyun. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002209.

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2023Natural resource curse: A literature survey and comparative assessment of regional groupings of oil-rich countries. (2023). Benhin, James ; Alssadek, Marwan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s030142072300452x.

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2023How does green floating bond and financial sector readiness promote green economic growth evidence from China. (2023). Wang, Xiaofang ; Ma, Binfeng. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006827.

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2023Assessing the housing price capitalization of non-destructive flooding events. (2023). Livy, Mitchell. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:2:p:265-274.

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2023Urban Flood Loss Assessment and Index Insurance Compensation Estimation by Integrating Remote Sensing and Rainfall Multi-Source Data: A Case Study of the 2021 Henan Rainstorm. (2023). Duan, Chenfei ; Hu, Wenli ; Huang, Shan ; Chen, Yijun ; Zheng, Xiazhong ; Wu, Zhixia. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:15:p:11639-:d:1204528.

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2023Arrow-Pratt-Type Measure of Ambiguity Aversion. (2023). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:1097.

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2023Robust management of climate risk damages. (2023). Melin, Lionel ; Ronzani, Riccardo ; Rebonato, Riccardo. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:3:d:10.1057_s41283-023-00119-z.

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2023Measuring SMEs Risk – Evidence from Malaysia. (2023). Harith, Samir ; Bai, Min. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:7:d:10.1007_s43546-023-00496-3.

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2023Neural networks for estimating Macro Asset Pricing model in football clubs. (2023). Salas, Belen M ; Esteban, Ignacio ; Alaminos, David. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:2:p:57-75.

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2023Industry variance risk premium, cross?industry correlation, and expected returns. (2023). Xu, QI ; Luo, Xingguo ; Zhu, Yabei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:3-32.

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2023Modeling skewness in portfolio choice. (2023). Markellos, Raphael ; Kourtis, Apostolos ; Le, Trung H. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:734-770.

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2023.

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Works by Mohammad Reza Jahan-Parvar:

YearTitleTypeCited
2023What Is Certain about Uncertainty? In: Journal of Economic Literature.
[Full Text][Citation analysis]		article20
2020What is Certain about Uncertainty?.(2020) In: International Finance Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2013Which Parametric Model for Conditional Skewness? In: Staff Working Papers.
[Full Text][Citation analysis]		paper15
2016Which parametric model for conditional skewness?.(2016) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2015Downside Variance Risk Premium In: Staff Working Papers.
[Full Text][Citation analysis]		paper44
2015Downside Variance Risk Premium.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 44		paper
2018Downside Variance Risk Premium.(2018) In: Journal of Financial Econometrics.
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This paper has nother version. Agregated cites: 44		article
2015Macroeconomic Effects of Banking Sector Losses across Structural Models In: BIS Working Papers.
[Full Text][Citation analysis]		paper24
2015Macroeconomic Effects of Banking Sector Losses across Structural Models.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2019Macroeconomic Effects of Banking-Sector Losses across Structural Models.(2019) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2021Firm-specific risk-neutral distributions with options and CDS In: BIS Working Papers.
[Full Text][Citation analysis]		paper3
2022Firm-Specific Risk-Neutral Distributions with Options and CDS.(2022) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2011Flood Insurance Coverage in the Coastal Zone In: Journal of Risk & Insurance.
[Citation analysis]		article41
2008Flood Insurance Coverage in the Coastal Zone.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2010Equity price bubbles in the Middle Eastern and North African Financial markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article12
2009Equity Price Bubbles in the Middle Eastern and North African Financial Markets.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2014Risk–return trade-off in the pacific basin equity markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article6
2010An empirical investigation of stock market behavior in the Middle East and North Africa In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article37
2009An Empirical Investigation of Stock Market Behavior in the Middle East and North Africa.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2018A year of rising dangerously? The U.S. stock market performance in the aftermath of the presidential election In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article3
2021The impact of financial sanctions: The case of Iran In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article7
2013Risk and return in the Tehran stock exchange In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article8
2019Institutions and return predictability in oil-exporting countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article2
2015Institutions and return predictability in oil-exporting countries.(2015) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2012U.S. industry-level returns and oil prices In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article30
2009US Industry-Level Returns and Oil Prices.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2009Oil prices and competitiveness: time series evidence from six oil?producing countries In: Journal of Economic Studies.
[Full Text][Citation analysis]		article9
2015Measuring Ambiguity Aversion In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2019When do low-frequency measures really measure transaction costs? In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper2
2021Non-Financial Corporate Credit and Recessions In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2023The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2017Firm-Specific Risk-Neutral Distributions : The Role of CDS Spreads In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper1
2017Taxonomy of Global Risk, Uncertainty, and Volatility Measures In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper16
2018Does Smooth Ambiguity Matter for Asset Pricing? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper14
2019Does Smooth Ambiguity Matter for Asset Pricing?.(2019) In: The Review of Financial Studies.
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This paper has nother version. Agregated cites: 14		article
2018Why Has the Stock Market Risen So Much Since the US Presidential Election? In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper6
2018Why Has the Stock Market Risen So Much Since the US Presidential Election?.(2018) In: Policy Briefs.
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This paper has nother version. Agregated cites: 6		paper
2020The Impact of Financial Sanctions: The Case of Iran 2011-2016 In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Optimizing Credit Gaps for Predicting Financial Crises: Modelling Choices and Tradeoffs In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper2
2022SONOMA: a Small Open ecoNOmy for MAcrofinance In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper0
2011Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach In: Journal of Developing Areas.
[Full Text][Citation analysis]		article29
2008Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2013Equity Returns and Business Cycles in Small Open Economies In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article11
2009Equity Returns and Business Cycles in Small Open Economies.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2013Equity Returns and Business Cycles in Small Open Economies.(2013) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		article
2013Modeling Market Downside Volatility In: Review of Finance.
[Full Text][Citation analysis]		article41
2014Ambiguity Aversion and Asset Prices in Production Economies In: The Review of Financial Studies.
[Full Text][Citation analysis]		article32
2012Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article41

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