Andrés Mora Valencia : Citation Profile


Are you Andrés Mora Valencia?

Universidad de los Andes (Colombia)

7

H index

4

i10 index

105

Citations

RESEARCH PRODUCTION:

27

Articles

3

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 8
   Journals where Andrés Mora Valencia has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 14 (11.76 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo824
   Updated: 2024-01-16    RAS profile: 2022-05-07    
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Relations with other researchers


Works with:

Perote, Javier (7)

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

Is cited by:

Cortés, Lina (19)

Perote, Javier (17)

Trespalacios, Alfredo (14)

Corbet, Shaen (6)

HU, YANG (5)

Oxley, Les (2)

Ahmed, Walid (2)

Maghyereh, Aktham (2)

Popescu, Catalin (2)

Larkin, Charles (2)

Vo, Duc (1)

Cites to:

Perote, Javier (96)

DEL BRIO, ESTHER (21)

Engle, Robert (20)

Ñíguez Grau, Trino (20)

Laurent, Sébastien (15)

Mauleón, Ignacio (14)

Cortés, Lina (13)

Giot, Pierre (12)

Bollerslev, Tim (11)

Gallant, A. (10)

Jagannathan, Ravi (10)

Main data


Where Andrés Mora Valencia has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications3
Risk Management3
Estudios Gerenciales2
Mathematics2
Emerging Markets Review2
The North American Journal of Economics and Finance2

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

Recent works citing Andrés Mora Valencia (2024 and 2023)


YearTitle of citing document
2023Composite distributions in the social sciences: A comparative empirical study of firms sales distribution for France, Germany, Italy, Japan, South Korea, and Spain. (2023). Mizuno, Takayuki ; Fujimoto, Shouji ; Ishikawa, Atushi ; Massing, Till ; Ramos, Arturo. In: Papers. RePEc:arx:papers:2301.09438.

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2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596.

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2023An empirical investigation of multiperiod tail risk forecasting models. (2023). Qi, Shuyuan ; Su, Xiaoman ; Zhang, Ning. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000145.

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2023From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618.

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2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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2023Realized higher-order moments spillovers between commodity and stock markets: Evidence from China. (2023). Xu, Yahua ; Gao, Wang ; Bouri, Elie ; Jin, Chen ; Zhang, Hongwei. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000320.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2023Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450.

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2023Energy Transition and the Economy: A Review Article. (2023). Kosempel, Stephen ; Genc, Talat S. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:7:p:2965-:d:1106226.

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2023Effect of Chinese Currency Appreciation on Investments in Renewable Energy Projects in Countries along the Belt and Road. (2023). Zai, Wenjiao ; Ergu, Daji ; Wang, Huazhang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1784-:d:1038820.

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2023Risk measures-based cluster methods for finance. (2023). Righi, Marcelo Brutti ; Muller, Fernanda Maria ; Guedes, Pablo Cristini. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00110-0.

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2023Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6.

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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 nother version. Agregated cites: 0
article
2016The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo CIEF.
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paper9
2016The productivity of top researchers: a semi-nonparametric approach.(2016) In: Scientometrics.
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This paper has nother version. Agregated cites: 9
article
2017Measuring firm size distribution with semi-nonparametric densities In: Documentos de Trabajo CIEF.
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paper12
2017Measuring firm size distribution with semi-nonparametric densities.(2017) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 12
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 In: Estudios Gerenciales.
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article1
2010Consideraciones en la estimación de cuantiles altos en el riesgo operativo In: Análisis - Revista del Mercado de Valores.
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article0
2020Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach In: The North American Journal of Economics and Finance.
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article1
2021Skew index: Descriptive analysis, predictive power, and short-term forecast In: The North American Journal of Economics and Finance.
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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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article10
2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets In: Emerging Markets Review.
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article25
2020Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall In: International Review of Financial Analysis.
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article12
2018Moral hazard and default risk of SMEs with collateralized loans In: Finance Research Letters.
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article8
2014Semi-nonparametric VaR forecasts for hedge funds during the recent crisis In: Physica A: Statistical Mechanics and its Applications.
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article4
2020Market-crash forecasting based on the dynamics of the alpha-stable distribution In: Physica A: Statistical Mechanics and its Applications.
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article1
2022Semi-nonparametric risk assessment with cryptocurrencies In: Research in International Business and Finance.
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article4
2020A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets In: Energies.
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article6
In: .
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article1
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article0
2019Quantifying Risk in Traditional Energy and Sustainable Investments In: Sustainability.
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article2
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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article7
2019Testing expected shortfall: an application to emerging market stock indices In: Risk Management.
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article1
2022Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies 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
2021Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions In: Springer Books.
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chapter0
2021Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures In: International Journal of Finance & Economics.
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article0

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