Citation profile for Vasiliki Skintzi

Vasiliki Skintzi : Citation Profile

University of the Peloponnese

H index

i10 index

163

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   17 years (2005 - 2022). See details.
   Cites by year: 9
   Journals where Vasiliki Skintzi has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 1 (0.61 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk22
   Updated: 2024-01-16    RAS profile: 2022-05-16
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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 Vasiliki Skintzi.

Is cited by:

Schadner, Wolfgang (6)

Papadamou, Stephanos (4)

GUPTA, RANGAN (3)

Corbet, Shaen (3)

Conrad, Christian (3)

Nguyen, Duc Khuong (3)

Kollias, Christos (3)

Hakim, Abdul (3)

Yoon, Seong-Min (3)

Weber, Enzo (3)

AROURI, Mohamed (2)

Cites to:

Bollerslev, Tim (16)

Engle, Robert (11)

Diebold, Francis (9)

Andersen, Torben (8)

Corsi, Fulvio (5)

Timmermann, Allan (5)

Campbell, John (4)

Bekaert, Geert (4)

Sheppard, Kevin (4)

Christiansen, Charlotte (3)

Vilkov, Grigory (3)

Main data

Where Vasiliki Skintzi has published?

Journals with more than one article published	# docs
International Review of Financial Analysis	3

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	2

Recent works citing Vasiliki Skintzi (2024 and 2023)

Year	Title of citing document
2023	Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2023). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471. Full description at Econpapers \|\| Download paper
2023	Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715. Full description at Econpapers \|\| Download paper
2023	Oil futures volatility prediction: Bagging or combination?. (2023). Zhang, Jixiang ; Ma, Feng ; Lyu, Zhichong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:457-467. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	A good hedge or safe haven? The hedging ability of Chinas commodity futures market under extreme market conditions. (2023). Xiong, Tao ; Huang, Huilian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:968-1035. Full description at Econpapers \|\| Download paper

Works by Vasiliki Skintzi:

Year	Title	Type	Cited
2014	Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers In: International Review of Financial Analysis. [Full Text][Citation analysis]	article	15
2012	Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15	paper
2016	Realized hedge ratio: Predictability and hedging performance In: International Review of Financial Analysis. [Full Text][Citation analysis]	article	6
2019	Determinants of stock-bond market comovement in the Eurozone under model uncertainty In: International Review of Financial Analysis. [Full Text][Citation analysis]	article	16
2017	Determinants of stock-bond market comovement in the Eurozone under model uncertainty.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16	paper
2006	Volatility spillovers and dynamic correlation in European bond markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis]	article	71
2016	On the predictability of model-free implied correlation In: International Journal of Forecasting. [Full Text][Citation analysis]	article	4
2007	Evaluation of correlation forecasting models for risk management In: Journal of Forecasting. [Full Text][Citation analysis]	article	2
2017	High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers In: The Journal of Financial Econometrics. [Full Text][Citation analysis]	article	5
2022	Statistical and economic performance of combination methods for forecasting crude oil price volatility In: Applied Economics. [Full Text][Citation analysis]	article	1
2020	Predictive ability and economic gains from volatility forecast combinations In: Journal of Forecasting. [Full Text][Citation analysis]	article	3
2005	Implied correlation index: A new measure of diversification In: Journal of Futures Markets. [Full Text][Citation analysis]	article	40