Ostap Okhrin : Citation Profile


Are you Ostap Okhrin?

Humboldt-Universität Berlin (34% share)
Humboldt-Universität Berlin (33% share)
Humboldt-Universität Berlin (33% share)

7

H index

5

i10 index

142

Citations

RESEARCH PRODUCTION:

2

Articles

16

Papers

RESEARCH ACTIVITY:

   4 years (2008 - 2012). See details.
   Cites by year: 35
   Journals where Ostap Okhrin has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 7 (4.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pok24
   Updated: 2019-11-10    RAS profile: 2012-08-04    
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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 Ostap Okhrin.

Is cited by:

Härdle, Wolfgang (13)

Odening, Martin (13)

Strausz, Roland (5)

Grajek, Michal (5)

López Cabrera, Brenda (5)

Hautsch, Nikolaus (5)

Ritter, Matthias (5)

Diebold, Francis (4)

Yilmaz, Kamil (4)

Shen, Zhiwei (4)

Hayes, Dermot (4)

Cites to:

Härdle, Wolfgang (13)

Bollerslev, Tim (7)

Patton, Andrew (6)

Nenovsky, Nikolay (5)

Chen, Xiaohong (5)

Diebold, Francis (5)

Corsi, Fulvio (5)

Andersen, Torben (5)

Odening, Martin (5)

Nautz, Dieter (4)

Shephard, Neil (4)

Main data


Where Ostap Okhrin has published?


Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany13

Recent works citing Ostap Okhrin (2018 and 2017)


YearTitle of citing document
2017Flexible Modeling of Multivariate Risks in Pricing Margin Protection Insurance: Modeling Portfolio Risks with Mixtures of Mixtures. (2017). Zeytoon Nejad Moosavian, Seyyed Ali. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258104.

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2018Systemic Risk, Geography and Area Insurance. (2018). Hennessy, David ; Feng, Hongli ; Gong, Xuche. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274479.

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2018Cheating? The Case of Producers’ Under‐Reporting Behavior in Hog Insurance in China. (2018). Zhang, Yuehua ; Wang, Holly H ; Cao, Ying. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:66:y:2018:i:3:p:489-510.

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2019Efficiency of region-wide catastrophic weather risk pools: Implications for African Risk Capacity insurance program. (2019). Awondo, Sebastain N. In: Journal of Development Economics. RePEc:eee:deveco:v:136:y:2019:i:c:p:111-118.

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2018High dimensional dependence in power systems: A review. (2018). Martinez, Edgar Nuo ; Sorensen, Poul ; Cutululis, Nicolaos. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:94:y:2018:i:c:p:197-213.

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2017A framework for joint modelling of activity choice, duration, and productivity while travelling. (2017). Pawlak, Jacek ; Sivakumar, Aruna ; Polak, John W. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:106:y:2017:i:c:p:153-172.

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2017The Realized Hierarchical Archimedean Copula in Risk Modelling. (2017). Okhrin, Ostap ; Tetereva, Anastasija. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:26-:d:101602.

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2017Recent Developments in Copula Models. (2017). Fermanian, Jean-David. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:34-:d:105663.

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2017Pricing Green Financial Products. (2017). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang K ; Melzer, Awdesch . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-020.

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2017Partial Stochastic Analysis with the Aglink-Cosimo Model: A Methodological Overview. (2017). Perez Dominguez, Ignacio ; Ignacio, Perez Dominguez ; Simone, Pieralli ; Sergio, Araujo Enciso. In: JRC Working Papers. RePEc:ipt:iptwpa:jrc108837.

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2017Semi-parametric estimation of income mobility with D‑vines using bivariate penalised splines. (2017). Schellhase, Christian ; Kuhlenkasper, Torben. In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:11:y:2017:i:2:d:10.1007_s11943-017-0205-9.

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2018On the estimation of nested Archimedean copulas: a theoretical and an experimental comparison. (2018). Uyttendaele, Nathan . In: Computational Statistics. RePEc:spr:compst:v:33:y:2018:i:2:d:10.1007_s00180-017-0743-1.

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2017M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements. (2017). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja. In: Discussion Papers. RePEc:zbw:bubdps:152017.

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Works by Ostap Okhrin:


YearTitleTypeCited
2009On the Systemic Nature of Weather Risk In: 2009 Annual Meeting, July 26-28, 2009, Milwaukee, Wisconsin.
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paper17
2009On the Systemic Nature of Weather Risk.(2009) In: 2009 Conference, August 16-22, 2009, Beijing, China.
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This paper has another version. Agregated cites: 17
paper
2010On the systemic nature of weather risk.(2010) In: Agricultural Finance Review.
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This paper has another version. Agregated cites: 17
article
2009On the Systemic Nature of Weather Risk.(2009) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 17
paper
2008Modeling Dependencies in Finance using Copulae In: SFB 649 Discussion Papers.
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paper3
2009CDO Pricing with Copulae In: SFB 649 Discussion Papers.
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paper4
2009Properties of Hierarchical Archimedean Copulas In: SFB 649 Discussion Papers.
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paper14
2009De copulis non est disputandum - Copulae: An Overview In: SFB 649 Discussion Papers.
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paper7
2009CDO and HAC In: SFB 649 Discussion Papers.
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paper4
2010Time varying Hierarchical Archimedean Copulae In: SFB 649 Discussion Papers.
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paper7
2010Fitting high-dimensional Copulae to Data In: SFB 649 Discussion Papers.
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paper2
2010Systemic Weather Risk and Crop Insurance: The Case of China In: SFB 649 Discussion Papers.
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paper22
2011Localising temperature risk In: SFB 649 Discussion Papers.
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paper40
2012HMM in dynamic HAC models In: SFB 649 Discussion Papers.
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paper0
2012Realized Copula In: SFB 649 Discussion Papers.
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paper5
2012Realized Copula.(2012) In: Economics Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
2012Hierarchical Archimedean Copulae: The HAC Package In: SFB 649 Discussion Papers.
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paper14
2010De copulis non est disputandum In: AStA Advances in Statistical Analysis.
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article3

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