Kristoffer Glover : Citation Profile


Are you Kristoffer Glover?

University of Technology Sydney

6

H index

5

i10 index

154

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 11
   Journals where Kristoffer Glover has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 5 (3.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgl29
   Updated: 2024-01-16    RAS profile: 2023-04-27    
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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 Kristoffer Glover.

Is cited by:

lucey, brian (13)

O'Connor, Fergal (9)

Batten, Jonathan (7)

Shahzad, Syed Jawad Hussain (6)

Beckmann, Joscha (5)

Roubaud, David (5)

Czudaj, Robert (5)

Bouri, Elie (4)

Krištoufek, Ladislav (3)

Gensbittel, Fabien (2)

Pierdzioch, Christian (2)

Cites to:

Baur, Dirk (13)

Phillips, Peter (9)

He, Xuezhong (Tony) (8)

Yu, Jun (8)

Westerhoff, Frank (8)

lucey, brian (6)

Hommes, Cars (6)

Perron, Pierre (5)

Campbell, John (5)

Winker, Peter (5)

Reitz, Stefan (5)

Main data


Where Kristoffer Glover has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney5
Papers / arXiv.org3
Published Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney3
Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney2

Recent works citing Kristoffer Glover (2024 and 2023)


YearTitle of citing document
2023Optimal stopping of Gauss-Markov bridges. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835.

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2023The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213.

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2023Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020.

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2023In search of hedges and safe havens during the COVID?19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Makram, Beljid ; Chaibi, Anis ; Boubaker, Sabri ; Al-Nassar, Nassar S. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:90:y:2023:i:c:p:318-332.

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2023Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69.

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2023Predicting the last zero before an exponential time of a spectrally negative Lévy process. (2023). Pedraza, Jose M ; Baurdoux, Erik J. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:119290.

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2023Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375.

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2023Hedging against risks associated with travel and tourism stocks during COVID?19 pandemic: The role of gold. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1872-1882.

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Works by Kristoffer Glover:


YearTitleTypeCited
2020Dynkin games with incomplete and asymmetric information In: Papers.
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paper4
2019Short Selling with Margin Risk and Recall Risk In: Papers.
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paper1
2022SHORT SELLING WITH MARGIN RISK AND RECALL RISK.(2022) In: International Journal of Theoretical and Applied Finance (IJTAF).
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This paper has nother version. Agregated cites: 1
article
2022With or without replacement? Sampling uncertainty in Shepps urn scheme In: Papers.
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paper0
2014Heterogeneous expectations in the gold market: Specification and estimation In: Journal of Economic Dynamics and Control.
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article27
2016Leveraged investments and agency conflicts when cash flows are mean reverting In: Journal of Economic Dynamics and Control.
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article1
2015Speculative trading in the gold market In: International Review of Financial Analysis.
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article21
2022Optimally stopping a Brownian bridge with an unknown pinning time: A Bayesian approach In: Stochastic Processes and their Applications.
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article3
2014The trade-off theory revisited: on the effect of operating leverage In: International Journal of Managerial Finance.
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article0
2010On nonlinear models of markets with finite liquidity: Some cautionary notes In: Published Paper Series.
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paper4
2014Optimal prediction of the last-passage time of a transient diffusion In: Published Paper Series.
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paper1
2017Dynkin games with heterogeneous beliefs In: Published Paper Series.
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paper5
2009The British Asian Option In: Research Paper Series.
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paper5
2010The British Russian Option In: Research Paper Series.
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paper4
2011Three-Dimensional Brownian Motion and the Golden Ratio Rule In: Research Paper Series.
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paper12
2012Leveraged Investments and Agency Conflicts When Prices Are Mean Reverting In: Research Paper Series.
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paper1
2013The Trade-off Theory Revisited: On the Effect of Operating Leverage In: Research Paper Series.
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paper6
2012The Destruction of a Safe Haven Asset? In: Working Paper Series.
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paper43
2012A Gold Bubble? In: Working Paper Series.
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paper16
2022Financially constrained index futures arbitrage In: Journal of Futures Markets.
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article0

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