Juergen Kaehler : Citation Profile

Friedrich-Alexander-Universität Erlangen-Nürnberg

3

H index

0

i10 index

22

Citations

RESEARCH PRODUCTION:

5

Articles

6

Papers

1

Chapters

RESEARCH ACTIVITY:

   38 years (1985 - 2023). See details.
   Cites by year: 0
   Journals where Juergen Kaehler has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 1 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka1155
   Updated: 2026-01-10    RAS profile: 2024-08-10    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Juergen Kaehler.

Is cited by:

Asaad, Zeravan (1)

Hoque, Ariful (1)

Maheu, John (1)

Milonas, Nikolaos (1)

Michail, Nektarios (1)

Krishnamurti, Chandrasekhar (1)

Medhioub, Imed (1)

McCurdy, Thomas (1)

Dewachter, Hans (1)

Weber, Christoph (1)

Cites to:

Irwin, Scott (11)

Reinhart, Carmen (9)

Bollerslev, Tim (8)

Engle, Robert (8)

Frankel, Jeffrey (5)

Rogoff, Kenneth (5)

Hamilton, James (4)

Rose, Andrew (4)

Kaminsky, Graciela (4)

White, Alan (4)

Taylor, Alan (4)

Main data

Where Juergen Kaehler has published?

Working Papers Series with more than one paper published# docs
ZEW Discussion Papers / ZEW - Leibniz Centre for European Economic Research5

Recent works citing Juergen Kaehler (2025 and 2024)

YearTitle of citing document
2024Examining the behaviour of inflation to supply and demand shocks using an MS-VAR model. (2024). Savva, Christos ; Michail, Nektarios ; Koursaros, Demetris. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400258x.

Full description at Econpapers || Download paper

2025Financial risk management innovation in energy market: Evidence from a machine learning hybrid model. (2025). Lu, Xinjie ; Ma, Feng ; Li, Zepei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001847.

Full description at Econpapers || Download paper

2024Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173.

Full description at Econpapers || Download paper

2025The predictive effect of heterogeneous investor behavior on commodity pricing. (2025). Li, Zhou ; Shao, Hang. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04795-y.

Full description at Econpapers || Download paper

2024Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features. (2024). Fernandes, Mario Correia ; Dias, Jose Carlos ; Vidal, Joo Pedro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:343-383.

Full description at Econpapers || Download paper

2024The convenience yield under commodity financialization. (2024). Milonas, Nikolaos ; Photina, Evangelia K. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:631-652.

Full description at Econpapers || Download paper

2024Financialization of commodity markets: New evidence from temporal and spatial domains. (2024). Yin, Libo ; Cao, Hong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1357-1382.

Full description at Econpapers || Download paper

Works by Juergen Kaehler:

YearTitleTypeCited
2014The Iraqi Stock Market: Development and Determinants In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]		article3
1992International Business Cycles and Long - Run Growth : An analysis with Markov-Switching and Cointegration Methods In: Discussion Papers (REL - Recherches Economiques de Louvain).
[Full Text][Citation analysis]		paper5
2023Inflation in the aftermath of financial crises In: Economic Modelling.
[Full Text][Citation analysis]		article1
2013Kurz kommentiert In: Wirtschaftsdienst.
[Full Text][Citation analysis]		article0
2021Financialization, common stochastic trends, and commodity prices In: Journal of Futures Markets.
[Full Text][Citation analysis]		article8
2009Die Messung der Agglomeration als latente Variable und ihr Einfluss auf Staatsausgaben In: Forschungs- und Sitzungsberichte der ARL: Aufsätze.
[Full Text][Citation analysis]		chapter0
1985Der Wechselkurs als Finanzmarkt-Preis: Neuere Entwicklungen der Wechselkurstheorie In: Wirtschaftsdienst – Zeitschrift für Wirtschaftspolitik (1949 - 2007).
[Full Text][Citation analysis]		article0
1991Modelling and forecasting exchange-rate volatility with ARCH-type models In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper0
1993Markov-switching models for exchange-rate dynamics and the pricing of foreign-currency options In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper3
1993Forecasting volatility and option pricing for exchange-rate dynamics: a comparison of models In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper0
1993On the modelling of speculative prices by stable Paretian distributions and regularly varying tails In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper0
1996Delta-neutral volatility trading with intra-day prices: an application to options on the DAX In: ZEW Discussion Papers.
[Full Text][Citation analysis]		paper2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team