Marta Szymanowska : Citation Profile

Erasmus Universiteit Rotterdam

5

H index

3

i10 index

266

Citations

RESEARCH PRODUCTION:

4

Articles

2

Papers

RESEARCH ACTIVITY:

   14 years (2006 - 2020). See details.
   Cites by year: 19
   Journals where Marta Szymanowska has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 0 (0 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psz42
   Updated: 2026-02-14    RAS profile: 2023-04-09    
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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 Marta Szymanowska.

Is cited by:

Fuertes, Ana-Maria (13)

Prokopczuk, Marcel (12)

faff, robert (6)

Weber, Michael (6)

Torro, Hipolit (5)

Mendes, Victor (4)

Gospodinov, Nikolay (3)

Masih, Abul (3)

Pedersen, Lasse (3)

Yin, Libo (3)

Guidolin, Massimo (3)

Cites to:

Campbell, John (9)

Epstein, Larry (6)

Ang, Andrew (6)

French, Kenneth (5)

Strzalecki, Tomasz (4)

Fama, Eugene (4)

Bekaert, Geert (3)

Piazzesi, Monika (3)

Singleton, Kenneth (3)

Harvey, Campbell (3)

Wei, Min (3)

Main data

Where Marta Szymanowska has published?

Recent works citing Marta Szymanowska (2025 and 2024)

YearTitle of citing document
2024Risks of heterogeneously persistent higher moments. (2024). Kurka, Josef ; Baruník, Jozef. In: Papers. RePEc:arx:papers:2104.04264.

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2024Who should buy structured investment products and why?. (2024). Guidolin, Massimo ; Pedio, Manuela ; Leonetti, Giacomo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp24222.

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2024Inflation and Trading. (2024). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11580.

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2025The FED model: Is it still with us?. (2025). McMillan, David G. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000889.

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2024The dark side of “flight-to-safety”: Evidence from macroeconomic tail risk beta. (2024). Fang, Zhenming ; Li, Tong ; Yao, Shouyu ; Wang, Chunfeng. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002799.

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2024Do investors care about inflation risk? Evidence from global bond portfolio allocation. (2024). Ceballos, Luis ; Ng, Oscar. In: Economics Letters. RePEc:eee:ecolet:v:243:y:2024:i:c:s0165176524004397.

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2024Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x.

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2025Tail risk premium in the crude oil market. (2025). Li, Shenru. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001057.

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2025Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective. (2025). Xu, Zhiwei ; Zhang, Teng ; Gou, Xinyi. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002336.

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2024Forecasting the volatility of crude oil basis: Univariate models versus multivariate models. (2024). Wang, Yudong ; Geng, Qianjie. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412.

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2025Stock returns and macroeconomic uncertainty. (2025). Smedts, Kristien ; Nguyen, Thao P ; Iania, Leonardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003503.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2025Newswire tone-overlay commodity portfolios. (2025). Fuertes, Ana-Maria ; Fernandez-Perez, Adrian ; Zhao, Nan ; Miffre, Jolle. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001219.

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2024Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets. (2024). Robe, Michel ; Roberts, John S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000084.

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2024When Chinese mania meets global frenzy: Commodity price bubbles. (2024). Fan, John Hua ; Todorova, Neda ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000564.

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2024Carbon pricing and the commodity risk premium. (2024). Wang, Qiao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000667.

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2025Media emotion intensity and commodity futures pricing. (2025). Vu, Thanh ; El-Jahel, Lina ; Chi, Yeguang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851325000042.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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2025An investigation into the causes of stock market return deviations from real earnings yields. (2025). Alsalman, Zeina ; Souropanis, Ioannis ; Murphy, Austin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s105905602500379x.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024On the design of bail-in-able bonds from the perspective of non-financial firms. (2024). Dai, Tian-Shyr ; Liu, Liang-Chih ; Zhou, Lei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1136-1155.

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2024Stock returns and monetary policy stance. (2024). So, Inhwan ; Jang, Bosung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:851-869.

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2025“Good” Inflation, “Bad” Inflation: Implications for Risky Asset Prices. (2025). Palazzo, Berardino ; Bonelli, Diego ; Yamarthy, Ram S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-02.

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2025Impact of Global Risk Factors on the Islamic Stock Market: New Evidence from Wavelet Analysis. (2025). Karata, Ali Rauf ; Kazak, Hasan ; Saiti, Buerhan ; Kili, Cneyt ; Akcan, Ahmet Tayfur. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10665-7.

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2025Investor emotions and market bubbles. (2025). Wang, Chenyang ; Taffler, Richard J ; Agarwal, Vineet. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01309-w.

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2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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2024Hedging pressure and oil volatility: Insurance versus liquidity demands. (2024). Wang, Jianxin ; Nikitopoulos, Christina Sklibosios ; Thomas, Alice Carole. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:252-280.

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2024Predictability of commodity futures returns with machine learning models. (2024). Zhang, Tianyang ; Wang, Shirui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:302-322.

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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.

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2024Commodity premia and risk management. (2024). Zhang, Tingxi ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1097-1116.

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2024Inflation and trading. (2024). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: CFS Working Paper Series. RePEc:zbw:cfswop:308804.

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2024Inflation and trading. (2024). Weber, Michael ; Hackethal, Andreas ; Schnorpfeil, Philip. In: SAFE Working Paper Series. RePEc:zbw:safewp:296483.

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2025Stock-Oil Comovement: Cash Flows or Discount Rates?. (2025). Zechner, Josef ; Sgner, Leopold ; Randl, Otto ; Melone, Alessandro. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325398.

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Works by Marta Szymanowska:

YearTitleTypeCited
2014An Anatomy of Commodity Futures Risk Premia In: Journal of Finance.
[Full Text][Citation analysis]		article185
2020Time-varying inflation risk and stock returns In: Journal of Financial Economics.
[Full Text][Citation analysis]		article41
2013Time-Varying Inflation Risk and Stock Returns.(2013) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2012Asset Pricing Restrictions on Predictability: Frictions Matter In: Management Science.
[Full Text][Citation analysis]		article6
2006Essays on rational asset pricing In: Other publications TiSEM.
[Full Text][Citation analysis]		paper5
2009Reverse convertible bonds analyzed In: Journal of Futures Markets.
[Full Text][Citation analysis]		article29

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