Citation profile for Krenar Avdulaj

Krenar Avdulaj : Citation Profile

Univerzita Karlova v Praze

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   6 years (2011 - 2017). See details.
   Cites by year: 9
   Journals where Krenar Avdulaj has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 2 (3.57 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pav32
   Updated: 2024-11-04    RAS profile: 2024-10-10
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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 Krenar Avdulaj.

Is cited by:

Tiwari, Aviral (3)

Albulescu, Claudiu (2)

Wagner, Niklas (2)

Batten, Jonathan (2)

Blazsek, Szabolcs (2)

Ayala, Astrid (2)

Høg, Esben (2)

Hamori, Shigeyuki (2)

Szilagyi, Peter (2)

Yang, Lu (2)

Wang, Yudong (1)

Cites to:

Bollerslev, Tim (9)

Calvet, Laurent (8)

Fisher, Adlai (7)

Diebold, Francis (6)

Engle, Robert (6)

Patton, Andrew (5)

Hafner, Christian (4)

Jagannathan, Ravi (4)

Dacorogna, Michel (4)

Giacomini, Raffaella (4)

Hansen, Bruce (3)

Main data

Where Krenar Avdulaj has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	2

Recent works citing Krenar Avdulaj (2024 and 2023)

Year	Title of citing document
2023	Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511. Full description at Econpapers \|\| Download paper
2023	A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526. Full description at Econpapers \|\| Download paper
2023	The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402. Full description at Econpapers \|\| Download paper
2023	Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533. Full description at Econpapers \|\| Download paper
2023	Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659. Full description at Econpapers \|\| Download paper
2023	Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis. (2023). Abakah, Emmanuel ; Hammoudeh, Shawkat ; Alagidede, Imhotep Paul ; Tiwari, Aviral Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:3:d:10.1007_s00181-023-02366-1. Full description at Econpapers \|\| Download paper

Works by Krenar Avdulaj:

Year	Title	Type	Cited
2015	Are benefits from oil - stocks diversification gone? New evidence from a dynamic copula and high frequency data In: Papers. [Full Text][Citation analysis]	paper	45
2015	Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data.(2015) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45	article
2015	Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data.(2015) In: FinMaP-Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45	paper
2013	Can we still benefit from international diversification? The case of the Czech and German stock markets In: Papers. [Full Text][Citation analysis]	paper	5
2013	Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets.(2013) In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	article
2017	A semiparametric nonlinear quantile regression model for financial returns In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis]	article	3
2012	The Extreme Value Theory and Copulas as a Tool to Measure Market Risk In: Bulletin of the Czech Econometric Society. [Full Text][Citation analysis]	article	0
2011	The Extreme Value Theory as a Tool to Measure Market Risk In: Working Papers IES. [Full Text][Citation analysis]	paper	1
	In: . [Full Text][Citation analysis]	article	0