Bryan R. Routledge : Citation Profile

Are you Bryan R. Routledge?

Carnegie Mellon University

9

H index

9

i10 index

728

Citations

RESEARCH PRODUCTION:

7

Articles

21

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1998 - 2021). See details.
   Cites by year: 31
   Journals where Bryan R. Routledge has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 3 (0.41 %)

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   Permalink: http://citec.repec.org/pro450
   Updated: 2023-08-19    RAS profile: 2012-11-20    
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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 Bryan R. Routledge.

Is cited by:

Sabatini, Fabio (20)

Miao, Jianjun (17)

Young, Eric (12)

Fernandez-Villaverde, Jesus (11)

Antoci, Angelo (11)

Luo, Yulei (10)

Rubio-Ramirez, Juan F (8)

He, Xuezhong (Tony) (8)

Epstein, Larry (7)

Sodini, Mauro (7)

Villeneuve, Bertrand (7)

Cites to:

Caballero, Ricardo (3)

Jermann, Urban (3)

Alvarez, Fernando (3)

Macleod, W. Bentley (2)

Laroque, Guy (2)

Carmichael, Lorne (2)

Dolmas, Jim (1)

Wright, Brian (1)

Glaeser, Edward (1)

Bailey, Roy (1)

Sobel, Joel (1)

Main data

Where Bryan R. Routledge has published?

Journals with more than one article published# docs
Journal of Finance2

Working Papers Series with more than one paper published# docs
GSIA Working Papers / Carnegie Mellon University, Tepper School of Business7
NBER Working Papers / National Bureau of Economic Research, Inc4
Computing in Economics and Finance 2000 / Society for Computational Economics2

Recent works citing Bryan R. Routledge (2022 and 2021)

YearTitle of citing document
2023Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2023Strategic Ambiguity in Global Games. (2023). Ui, Takashi. In: Papers. RePEc:arx:papers:2303.12263.

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2021Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841.

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2022Is the Output Growth Rate in NIPA a Welfare Measure?. (2022). Licandro, Omar ; Duran, Jorge. In: Working Papers. RePEc:bge:wpaper:1357.

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2022Financial investments and commodity prices. (2022). Xu, David Xiaoyu ; Qiu, Zhigang ; Liu, Peng. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:4:p:637-661.

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2022Value of life and annuity demand. (2022). Porapakkarm, Ponpoje ; Pashchenko, Svetlana. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:371-396.

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2022Equilibrium price in intraday electricity markets. (2022). Pham, Huyen ; Cosso, Andrea ; Aid, Rene. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:517-554.

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2022Integration of long? and short?term contracts in a market for capacity. (2022). Jackson, Peter L ; Sapra, Amar. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:7:p:2872-2890.

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2022Competitive trading in forward and spot markets under yield uncertainty. (2022). Wu, Xiaole ; Wang, Derui ; Shao, Lusheng. In: Production and Operations Management. RePEc:bla:popmgt:v:31:y:2022:i:9:p:3400-3418.

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2021How Do Subnational Governments React to Shocks to Different Revenue Sources? Evidence from Hydrocarbon-Producing Provinces in Argentina. (2021). Besfamille, Martin ; Sanguinetti, Pablo ; Manzano, Osmel ; Jorrat, Diego. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9251.

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2022The Role of Storage in Commodity Markets: Indirect Inference Based on Grains Data. (2022). Legrand, Nicolas ; Gouel, Christophe. In: Working Papers. RePEc:cii:cepidt:2022-04.

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2022Asymmetries in risk premia, macroeconomic uncertainty and business cycles. (2022). Yeromonahos, Mallory ; Gortz, Christoph. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000355.

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2022Machine learning and speed in high-frequency trading. (2022). He, Xuezhong (Tony) ; Jianwei, LI ; Arifovic, Jasmina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:139:y:2022:i:c:s0165188922001439.

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2021Mental accounts with horizon and asymmetry preferences. (2021). Lejeune, Thomas ; Hübner, Georges ; Hubner, Georges. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002042.

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2021A consumption-based asset pricing model with disappointment aversion and uncertainty shocks. (2021). Guo, Zhaoxuan ; Xia, Bobo ; Li, Kaifeng. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:235-243.

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2022The sentiment pricing dynamics with short-term and long-term learning. (2022). Li, Jinfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001474.

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2022Is normal backwardation normal? Valuing financial futures with a local index-rate covariance. (2022). ZIMMERMANN, Paul ; Raimbourg, Philippe. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:1:p:351-367.

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2022Price discovery under model uncertainty. (2022). Linn, Scott ; Kim, Jaeho. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000202.

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2022Extreme price co-movement of commodity futures and industrial production growth: An empirical evaluation. (2022). Pantelous, Athanasios A ; Xie, Yuxin ; Wen, Xiaoqian. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000950.

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2023Endogenous thresholds in energy prices: Modeling and empirical estimation. (2023). Wright, Brian D ; Bobenrieth, Juan ; Guerra, Ernesto. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001676.

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2023A novel downside beta and expected stock returns. (2023). Liu, Jinjing. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004057.

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2022Banks’ liquidity provision and panic runs with recursive preferences. (2022). Panetti, Ettore. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005912.

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2022Asymmetric tail dependence in cryptocurrency markets: A Model-free approach. (2022). Ahn, Yongkil. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000666.

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2021Consumer defaults and social capital?. (2021). Siddique, Akhtar ; Li, Feng ; Lai, Helen ; Hasan, Iftekhar ; Clark, Brian. In: Journal of Financial Stability. RePEc:eee:finsta:v:53:y:2021:i:c:s1572308920301248.

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2021Uncertainty of uncertainty and firm cash holdings. (2021). Goyal, Abhinav ; Urquhart, Andrew ; Goodell, John W. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000814.

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2021Games with second-order expected utility. (2021). Beggs, Alan. In: Games and Economic Behavior. RePEc:eee:gamebe:v:130:y:2021:i:c:p:569-590.

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2021The cost of diversification over time, and a simple way to improve target-date funds. (2021). Levy, Moshe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302570.

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2021Ambiguity, asset illiquidity, and price variability. (2021). Zhou, Tong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:280-292.

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2022Air pollution and political trust in local government: Evidence from China. (2022). Zhang, Lin ; Smyth, Russell ; Li, Xue ; Yao, Yao. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:115:y:2022:i:c:s0095069622000808.

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2021The envelope theorem, Euler and Bellman equations, without differentiability. (2021). Werner, Jan ; Marimon, Ramon. In: Journal of Economic Theory. RePEc:eee:jetheo:v:196:y:2021:i:c:s0022053121001265.

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2023A test of (weak) certainty independence. (2023). Trautmann, Stefan T ; Kops, Christopher ; Konig-Kersting, Christian. In: Journal of Economic Theory. RePEc:eee:jetheo:v:209:y:2023:i:c:s0022053123000194.

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2022Realized semibetas: Disentangling “good” and “bad” downside risks. (2022). Quaedvlieg, Rogier ; Patton, Andrew J ; Bollerslev, Tim. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:1:p:227-246.

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2022Oil volatility risk. (2022). Xu, Lai ; Shaliastovich, Ivan ; Hitzemann, Steffen ; Gao, Lin. In: Journal of Financial Economics. RePEc:eee:jfinec:v:144:y:2022:i:2:p:456-491.

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2023The colour of finance words. (2023). Rohrer, Maximilian ; Hu, Xiaowen ; Garcia, Diego. In: Journal of Financial Economics. RePEc:eee:jfinec:v:147:y:2023:i:3:p:525-549.

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2021Revisiting the process of aggregate growth recovery after a capital destruction. (2021). Bouché, Stéphane ; de Miguel, Carlos ; Bouche, Stephane ; Alonso-Carrera, Jaime. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:68:y:2021:i:c:s0164070421000069.

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2021Asymmetric volatility in commodity markets. (2021). Mu, Xiaoyi ; Chen, Yu-Fu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:22:y:2021:i:c:s2405851320300167.

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2022The commodities/equities beta term-structure. (2022). Oglend, Atle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000022.

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2023Theory of storage implications in the European natural gas market. (2023). Torro, Hipolit ; Martinez, Beatriz. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000678.

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2021Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946.

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2021On the long-term common movement of resource and commodity prices.A methodological proposal. (2021). Esposti, Roberto. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000271.

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2021Incorporating strategic petroleum reserve and welfare losses: A way forward for the policy development of crude oil resources in South Asia. (2021). Sadiq, Muhammad ; Iqbal, Wasim ; Chien, Fengsheng ; Chau, Ka Yin ; Tang, Yuk Ming ; Liu, Zhen. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003196.

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2022Inventories and the term structure of oil prices: A complex relationship. (2022). Aldayel, Abdullah ; Galkin, Philipp ; Considine, Jennifer. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001064.

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2023Distributional effects of endogenous discounting. (2023). Hashimzade, Nigar ; Kirsanova, Tatiana. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:122:y:2023:i:c:p:1-6.

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2021The influence of the SARS pandemic on asset prices. (2021). Zhao, Qin ; Zhang, Xuan ; Ma, Xinxin ; Song, Pengcheng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000500.

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2022Individual-level exit choice behaviour under uncertain risk. (2022). Ming, Eric Wai ; Xie, Wei ; Li, Dong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005635.

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2021Ambiguity, Long-Run Risks, and Asset Prices. (2021). Wei, Bin. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:93476.

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2021Estimating the Competitive Storage Model with Stochastic Trends in Commodity Prices. (2021). Kleppe, Tore ; Osmundsen, Kjartan Kloster ; Oglend, Atle ; Liesenfeld, Roman. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:40-:d:672866.

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2021Can Economic Factors Improve Momentum Trading Strategies? The Case of Managed Futures during the COVID-19 Pandemic. (2021). TERESIENE, DEIMANTE ; Guobuait, Renata. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:86-:d:564401.

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2022How Uncertainty About Market Crowdedness Impacts Asset Prices: Knight meets Vives. (2022). Yang, Hao. In: Working Papers. RePEc:hal:wpaper:hal-03686748.

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2023Determinants of Corn and Soybean Futures Prices Traded on the Brazilian Stock Exchange: An ARDL Approach. (2023). Lima, Alexandre Vasconcelos ; Carrasco-Gutierrez, Carlos Enrique ; Tessmann, Mathias Schneid. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:15:y:2023:i:1:p:65.

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2021The Financialization of Storable Commodities. (2021). Baker, Steven D. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:1:p:471-499.

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2021Uncertainty and Effectiveness of Public Consumption. (2021). de Sa, Eduardo. In: Working Papers REM. RePEc:ise:remwps:wp01802021.

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2022Social Capital Measurement in Turkiye: Creating an Index by Province. (2022). Ayaydin, Hasan ; Pilatin, Abdulmuttalip. In: Journal of Economy Culture and Society. RePEc:ist:iujecs:v:66:y:2022:i:0:p:235-259.

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2022Equilibrium pricing of commodity spot and forward under incomplete markets with implications on convenience yield. (2022). Nakajima, Katsushi. In: Annals of Finance. RePEc:kap:annfin:v:18:y:2022:i:1:d:10.1007_s10436-021-00402-7.

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2021Value of Life and Annuity Demand. (2021). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: MPRA Paper. RePEc:pra:mprapa:107378.

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2021Value of Life and Annuity Demand. (2021). Pashchenko, Svetlana ; Porapakkarm, Ponpoje. In: MPRA Paper. RePEc:pra:mprapa:108886.

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2021The fundamental surplus strikes again. (). Sargent, Thomas ; Ljungqvist, Lars. In: Review of Economic Dynamics. RePEc:red:issued:21-119.

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2021Asymmetries in Risk Premia, Macroeconomic Uncertainty and Business Cycles. (2021). Görtz, Christoph ; Yeromonahos, Mallory ; Gortz, Christoph. In: Working Paper series. RePEc:rim:rimwps:21-25.

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2021An Impulse-Regime Switching Game Model of Vertical Competition. (2021). Ludkovski, Mike ; Li, Liangchen ; Campi, Luciano ; Aid, Rene. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:11:y:2021:i:4:d:10.1007_s13235-021-00381-4.

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2021Strategic Ambiguity in Global Games. (2021). Ui, Takashi. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:032.

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2021Downward Hypothetical Bias in the Willingness to Accept Measure for Private Goods: Evidence from a Field Experiment. (2021). Liu, Pengfei ; Tian, Xiaohui. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:5:p:1679-1699.

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2021Large fluctuations of Chinas commodity prices: Main sources and heterogeneous effects. (2021). Lin, Boqiang ; Xu, Bin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2074-2089.

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2022Technology trade with asymmetric tax regimes and heterogeneous labour markets: Implications for macro quantities and asset prices. (2022). Donadelli, Michael ; Curatola, Giuliano ; Gruning, Patrick. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:3805-3831.

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2021Stock market tail risk, tail risk premia, and return predictability. (2021). Yoon, SunJoong ; Suh, Sangwon. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1569-1596.

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2023A tale of two premiums revisited. (2023). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:580-614.

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Works by Bryan R. Routledge:

YearTitleTypeCited
2000Equilibrium Forward Curves for Commodities In: Journal of Finance.
[Full Text][Citation analysis]		article212
Equilibrium Forward Curves for Commodities.() In: GSIA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 212		paper
Equilibrium Forward Curves for Commodities.() In: GSIA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 212		paper
2010Generalized Disappointment Aversion and Asset Prices In: Journal of Finance.
[Full Text][Citation analysis]		article90
2003Generalized Disappointment Aversion and Asset Prices.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 90		paper
Model Uncertainty and Liquidity In: GSIA Working Papers.
[Full Text][Citation analysis]		paper89
2000Model Uncertainty and Liquidity.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		paper
2001Model Uncertainty and Liquidity.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		paper
2009Model Uncertainty and Liquidity.(2009) In: Review of Economic Dynamics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 89		article
2000MODEL UNCERTAINITY AND LIQUIDITY.(2000) In: Computing in Economics and Finance 2000.
[Citation analysis]
This paper has another version. Agregated cites: 89		paper
0000Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies, In: GSIA Working Papers.
[Full Text][Citation analysis]		paper20
Co-Evolution and Spatial Interactoin In: GSIA Working Papers.
[Full Text][Citation analysis]		paper3
Endogenous Social Capital In: GSIA Working Papers.
[Full Text][Citation analysis]		paper1
1998The Spark Spread: An equilibrium model of the Cross-Commodity Price Relationships in Electricity In: GSIA Working Papers.
[Citation analysis]		paper6
2001GENETIC ALGORITHM LEARNING TO CHOOSE AND USE INFORMATION In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article13
2003Social capital and growth In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article87
2021PEAD.txt: Post-Earnings-Announcement Drift Using Text In: Working Papers.
[Citation analysis]		paper1
2002Project Assignment Rights and Incentives for Eliciting Ideas In: Management Science.
[Full Text][Citation analysis]		article4
2005Exotic Preferences for Macroeconomists In: NBER Chapters.
[Full Text][Citation analysis]		chapter137
2004Exotic Preferences for Macroeconomists.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137		paper
2004Exotic Preferences for Macroeconomists.(2004) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 137		paper
2005Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technology In: NBER Working Papers.
[Full Text][Citation analysis]		paper20
1999Adaptive Learning in Financial Markets. In: Review of Financial Studies.
[Citation analysis]		article44
2004International Risk Sharing with exotic preferences In: 2004 Meeting Papers.
[Citation analysis]		paper0
2006Asset pricing implications for business cycle analysis In: 2006 Meeting Papers.
[Citation analysis]		paper0
2007Recursive Risk Sharing: Microfoundations for Representative-Agent Asset Pricing In: 2007 Meeting Papers.
[Citation analysis]		paper0
2008The Term Structure of Oil Prices, Bond Prices, and Monetary Policy In: 2008 Meeting Papers.
[Citation analysis]		paper0
2009The Cyclical Component of US Asset Returns In: 2009 Meeting Papers.
[Citation analysis]		paper1
2000SOLUTION ALGORITHMS FOR DYNAMIC CHOQUET EXPECTED UTILITY In: Computing in Economics and Finance 2000.
[Citation analysis]		paper0

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