Andrés Mora Valencia : Citation Profile


Are you Andrés Mora Valencia?

Universidad de los Andes

4

H index

0

i10 index

33

Citations

RESEARCH PRODUCTION:

20

Articles

3

Papers

RESEARCH ACTIVITY:

   10 years (2010 - 2020). See details.
   Cites by year: 3
   Journals where Andrés Mora Valencia has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 7 (17.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo824
   Updated: 2020-09-22    RAS profile: 2020-08-11    
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Relations with other researchers


Works with:

Perote, Javier (11)

Cortés, Lina (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrés Mora Valencia.

Is cited by:

Perote, Javier (11)

Trespalacios, Alfredo (8)

Cortés, Lina (7)

Batten, Jonathan (1)

Greselin, Francesca (1)

Creedy, John (1)

Buckle, Robert (1)

Santero, Rosa (1)

BenSaïda, Ahmed (1)

Cites to:

Perote, Javier (48)

Ñíguez Grau, Trino (12)

DEL BRIO, ESTHER (12)

Gallant, A. (9)

Mauleón, Ignacio (8)

Rockinger, Michael (8)

Jondeau, Eric (7)

Hammoudeh, Shawkat (6)

Sentana, Enrique (6)

Peel, David (6)

Paya, Ivan (6)

Main data


Where Andrés Mora Valencia has published?


Journals with more than one article published# docs
Estudios Gerenciales2
Emerging Markets Review2
Physica A: Statistical Mechanics and its Applications2
Risk Management2
Computational and Mathematical Organization Theory2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo CIEF / Universidad EAFIT3

Recent works citing Andrés Mora Valencia (2020 and 2019)


YearTitle of citing document
2019Firm size and concentration inequality: A flexible extension of Gibrat’s law. (2019). Perote, Javier ; Lozada, Juan M ; Cortes, Lina . In: Documentos de Trabajo CIEF. RePEc:col:000122:017205.

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2019Uncertainty in Electricity Markets from a seminonparametric Approach. (2019). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Documentos de Trabajo CIEF. RePEc:col:000122:017304.

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2019Modeling the electricity spot price with switching regime semi-nonparametric distributions. (2019). Perote, Javier ; Cortés, Lina ; Cortes, Lina M ; Trespalacios, Alfredo. In: Documentos de Trabajo CIEF. RePEc:col:000122:017618.

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2020Firm size and economic concentration: An analysis from lognormal expansion. (2020). Perote, Javier ; Lozada, Juan M ; Cortes, Lina. In: Documentos de Trabajo CIEF. RePEc:col:000122:018185.

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2020Modeling electricity price and quantity uncertainty: An application for hedging with forward contracts. (2020). Trespalacios, Alfredo ; Perote, Javier ; Cortes, Lina M. In: Documentos de Trabajo CIEF. RePEc:col:000122:018186.

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2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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2020Uncertainty in electricity markets from a semi-nonparametric approach. (2020). Perote, Javier ; Cortes, Lina M ; Trespalacios, Alfredo. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306780.

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2019Credit rating and microfinance lending decisions based on loss given default (LGD). (2019). Wu, BI ; Zhao, Xue ; Shi, Baofeng ; Dong, Yizhe. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:124-129.

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2019Does government support promote SME tax payments? New evidence from Vietnam. (2019). Cuong, Ly Kim ; van Huong, VU. In: Finance Research Letters. RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318306159.

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2019Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609.

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2020Multiply broken power-law densities as survival functions: An alternative to Pareto and lognormal fits. (2020). Tomaschitz, Roman. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119317935.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2019Practice Oriented and Monte Carlo Based Estimation of the Value-at-Risk for Operational Risk Measurement. (2019). Zitikis, Riardas ; Piacenza, Fabio ; Greselin, Francesca. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:50-:d:227534.

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2019The Role of Mutual Guarantee Institutions in the Financial Sustainability of New Family-Owned Small Businesses. (2019). Santero, Rosa ; Laguna-Sanchez, Pilar ; Santero-Sanchez, Rosa ; de Castro-Pardo, Monica ; de la Fuente-Cabrero, Concepcion. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:22:p:6409-:d:286963.

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2019Volatilidad en Opciones Reales: Revisión Literaria y un Caso de Aplicación en el Sector Petrolero Colombiano || Real Options Volatility: Literature Review and a Case of Application in the Colombian . (2019). Sanchez, Marcela Prada ; Pareja, Julian Dba ; Escobar, Martha Moreno. In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:27:y:2019:i:1:p:136-155.

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Equity fund flows, market returns, and market risk: evidence from China. (2019). Qureshi, Saba ; Khan, Habib Hussain ; Kutan, Ali M. In: Risk Management. RePEc:pal:risman:v:21:y:2019:i:1:d:10.1057_s41283-018-0042-3.

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2019Evaluation of state support programs for small business: A regional aspect. (2019). Kuzmina, Nadehzda N ; Pylaeva, Irina S ; Podshivalova, Mariya V. In: Upravlenets. RePEc:url:upravl:v:10:y:2019:i:1:p:28-39.

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Works by Andrés Mora Valencia:


YearTitleTypeCited
2011CDS: relación con índices accionarios y medida de riesgo In: Revista ESPE - Ensayos sobre Política Económica.
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article0
2011CDS: relación con índices accionarios y medida de riesgo.(2011) In: Revista ESPE - Ensayos Sobre Política Económica.
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This paper has another version. Agregated cites: 0
article
2016The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo CIEF.
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paper7
2016The productivity of top researchers: a semi-nonparametric approach.(2016) In: Scientometrics.
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This paper has another version. Agregated cites: 7
article
2017Measuring firm size distribution with semi-nonparametric densities In: Documentos de Trabajo CIEF.
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paper7
2017Measuring firm size distribution with semi-nonparametric densities.(2017) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 7
article
2017Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach In: Documentos de Trabajo CIEF.
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paper0
2015Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad In: Estudios Gerenciales.
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article1
2015Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes me?todos de estimacio?n de la volatilidad.(2015) In: Estudios Gerenciales.
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This paper has another version. Agregated cites: 1
article
2010Consideraciones en la estimación de cuantiles altos en el riesgo operativo In: Análisis - Revista del Mercado de Valores.
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article0
2014VaR performance during the subprime and sovereign debt crises: An application to emerging markets In: Emerging Markets Review.
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article6
2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets In: Emerging Markets Review.
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article3
2020Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall In: International Review of Financial Analysis.
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article0
2018Moral hazard and default risk of SMEs with collateralized loans In: Finance Research Letters.
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article5
2014Semi-nonparametric VaR forecasts for hedge funds during the recent crisis In: Physica A: Statistical Mechanics and its Applications.
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article2
2020A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets In: Energies.
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article0
2019Quantifying Risk in Traditional Energy and Sustainable Investments In: Sustainability.
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article0
2017The Return Performance of Cubic Market Model: An Application to Emerging Markets In: Emerging Markets Finance and Trade.
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article0
2014El uso de la distribución g-h en riesgo operativo In: Contaduría y Administración.
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article0
2017Risk quantification in turmoil markets In: Risk Management.
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article2
2019Testing expected shortfall: an application to emerging market stock indices In: Risk Management.
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article0
2017Multivariate approximations to portfolio return distribution In: Computational and Mathematical Organization Theory.
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article0
Multivariate approximations to portfolio return distribution In: Computational and Mathematical Organization Theory.
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article0

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