Karl Larsson : Citation Profile

Are you Karl Larsson?

2

H index

2

i10 index

85

Citations

RESEARCH PRODUCTION:

5

Articles

1

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 7
   Journals where Karl Larsson has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla552
   Updated: 2024-11-08    RAS profile: 2024-09-25    
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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 Karl Larsson.

Is cited by:

GUPTA, RANGAN (5)

Darné, Olivier (4)

Baum, Christopher (3)

Pierdzioch, Christian (2)

Chevallier, Julien (2)

Suleman, Tahir (2)

Demirer, Riza (2)

Chan, Joshua (2)

Wohar, Mark (2)

Pouliasis, Panos (2)

Nayga, Rodolfo (2)

Cites to:

Laurent, Sébastien (6)

Bauwens, Luc (4)

GUEGAN, Dominique (3)

Ielpo, Florian (3)

Engle, Robert (3)

Casassus, Jaime (2)

Diebold, Francis (2)

Serletis, Apostolos (2)

Jagannathan, Ravi (2)

Gonzalez-Rivera, Gloria (2)

Giot, Pierre (2)

Main data

Where Karl Larsson has published?

Journals with more than one article published# docs
Energy Economics2

Recent works citing Karl Larsson (2024 and 2023)

YearTitle of citing document
2024Risk valuation of quanto derivatives on temperature and electricity. (2023). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692.

Full description at Econpapers || Download paper

2024Generalized divergences for statistical evaluation of uncertainty in long-memory processes. (2024). Yoshioka, Yumi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924001784.

Full description at Econpapers || Download paper

2023Currency portfolio behavior in seven major Asian markets. (2023). Lin, Chinho ; Chang, Hao-Wen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:540-559.

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2023Endogenous thresholds in energy prices: Modeling and empirical estimation. (2023). Wright, Brian D ; Bobenrieth, Juan ; Guerra, Ernesto. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001676.

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2023Risk transmission from the energy markets to the carbon market: Evidence from the recursive window approach. (2023). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Vellachami, Sanggetha. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002314.

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2023Inter-industry risk spillover, role reversal, and economic stability. (2023). Luo, Qingtian ; Zhu, Zongyuan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006189.

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2023Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008735.

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2024Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?. (2024). Zhang, Haizhen ; Wei, Jiajia ; Gao, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003131.

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2024Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269.

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2024Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (2024). Yue, Jia ; He, Xin-Jiang ; Yang, Ben-Zhang ; Hu, Zhihao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:219:y:2024:i:c:p:212-230.

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2024An inverted U?shaped crude oil price return?implied volatility relationship. (2015). Agbeyegbe, Temisan. In: Review of Financial Economics. RePEc:wly:revfec:v:27:y:2015:i:1:p:28-45.

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Works by Karl Larsson:

YearTitleTypeCited
2023A stochastic time-series model for solar irradiation In: Energy Economics.
[Full Text][Citation analysis]		article1
2011Jumps and stochastic volatility in oil prices: Time series evidence In: Energy Economics.
[Full Text][Citation analysis]		article67
2018Cross-commodity news transmission and volatility spillovers in the German energy markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article15
2016Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2023Parametric heat wave insurance In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article2
2012General approximation schemes for option prices in stochastic volatility models In: Quantitative Finance.
[Full Text][Citation analysis]		article0

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