Pawel Sakowski : Citation Profile


Are you Pawel Sakowski?

Uniwersytet Warszawski

3

H index

2

i10 index

35

Citations

RESEARCH PRODUCTION:

9

Articles

17

Papers

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 2
   Journals where Pawel Sakowski has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 4 (10.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psa504
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers


Works with:

Ślepaczuk, Robert (3)

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

Is cited by:

Ślepaczuk, Robert (8)

Urquiola, Miguel (3)

Verhoogen, Eric (3)

Coupé, Tom (3)

Bach, Maximilian (2)

Krištoufek, Ladislav (2)

Jakubowski, Maciej (1)

Sarmiento Espinel, Jaime Andrés (1)

Plastun, Alex (1)

Zaremba, Adam (1)

Caporale, Guglielmo Maria (1)

Cites to:

French, Kenneth (12)

Roubaud, David (11)

Bouri, Elie (10)

Ślepaczuk, Robert (8)

GUPTA, RANGAN (7)

Wu, Liuren (7)

Neely, Christopher (7)

Brière, Marie (7)

Brorsen, B (7)

Sharpe, William (6)

Fama, Eugene (6)

Main data


Where Pawel Sakowski has published?


Journals with more than one article published# docs
Ekonomia journal3

Working Papers Series with more than one paper published# docs
Working Papers / Faculty of Economic Sciences, University of Warsaw16

Recent works citing Pawel Sakowski (2023 and 2022)


YearTitle of citing document
2023Do clean energy indices outperform using contrarian strategies based on contrarian trading rules?. (2023). Ni, Yensen ; Day, Min-Yuh. In: Energy. RePEc:eee:energy:v:272:y:2023:i:c:s0360544223005078.

Full description at Econpapers || Download paper

2022Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak. (2022). Krištoufek, Ladislav ; Bouri, Elie ; Kristoufek, Ladislav ; Mitra, Subrata Kumar ; Iqbal, Najaf ; Kumar, Ashish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000166.

Full description at Econpapers || Download paper

2022Applying Hurst Exponent in pair trading strategies on Nasdaq 100 index. (2022). Lepaczuk, Robert ; Bui, Quynh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:592:y:2022:i:c:s037843712100964x.

Full description at Econpapers || Download paper

2022Do Investment Strategies Matter for Trading Global Clean Energy and Global Energy ETFs?. (2022). Hsu, Chinning ; Ni, Yensen ; Day, Min-Yuh ; Huang, Paoyu. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3328-:d:807894.

Full description at Econpapers || Download paper

2022Time connectedness of fear. (2022). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02056-w.

Full description at Econpapers || Download paper

2022On the role of stablecoins in cryptoasset pricing dynamics. (2022). Krištoufek, Ladislav. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00343-8.

Full description at Econpapers || Download paper

Works by Pawel Sakowski:


YearTitleTypeCited
2014Does historical VIX term structure contain valuable information for predicting VIX futures? In: Dynamic Econometric Models.
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2019Momentum and contrarian effects on the cryptocurrency market In: Physica A: Statistical Mechanics and its Applications.
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article11
2018Momentum and contrarian effects on the cryptocurrency market.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 11
paper
2012Volatility Measurement, Modeling and Forecasting—An Overview of the Literature In: Ekonomia journal.
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article0
2014Wycena opcji na VIX – podejscie heurystyczne In: Ekonomia journal.
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article0
2016Applying exogenous variables and regime switching to multi-factor models on equity indices In: Ekonomia journal.
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article0
2016Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2006Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland In: MPRA Paper.
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paper11
2016CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES In: e-Finanse.
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article0
2015Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2017Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options In: Central European Economic Journal.
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In: .
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article2
2010Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures In: Working Papers.
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2010Midquotes or Transactional Data? The Comparison of Black Model on HF Data In: Working Papers.
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2010Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options In: Working Papers.
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2012Investment strategies beating the market. What can we squeeze from the market? In: Working Papers.
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paper3
2014Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? In: Working Papers.
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paper1
2014Simple heuristics for pricing VIX options In: Working Papers.
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2014Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies In: Working Papers.
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2014Options delta hedging with no options at all In: Working Papers.
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2016Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study In: Working Papers.
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2016Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? In: Working Papers.
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2018Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions In: Working Papers.
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2020Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework In: Working Papers.
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2020Does Bitcoin Improve Investment Portfolio Efficiency? In: Working Papers.
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2012DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY In: Health Economics.
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article1

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