Kris Boudt : Citation Profile

Universiteit Gent

16

H index

23

i10 index

914

Citations

RESEARCH PRODUCTION:

49

Articles

32

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 53
   Journals where Kris Boudt has often published
   Relations with other researchers
   Recent citing documents: 241.    Total self citations: 28 (2.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbo300
   Updated: 2026-03-28    RAS profile: 2025-05-15    
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Relations with other researchers

Works with:

Ardia, David (7)

Bluteau, Keven (6)

Vanduffel, Steven (4)

Inghelbrecht, Koen (3)

Spithoven, Andre (2)

Bouamara, Nabil (2)

Algaba, Andres (2)

Schoors, Koen (2)

Inghels, Yanick (2)

Neely, Christopher (2)

Weytjens, Johannes (2)

van den Heuvel, Milan (2)

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

Is cited by:

Laurent, Sébastien (25)

Ardia, David (17)

Sensoy, Ahmet (12)

Bluteau, Keven (11)

Hotta, Luiz (11)

Darné, Olivier (11)

Francq, Christian (11)

Caporin, Massimiliano (11)

Hubert, Paul (10)

Labondance, Fabien (10)

Vrins, Frédéric (10)

Cites to:

Laurent, Sébastien (38)

Bollerslev, Tim (27)

Bauwens, Luc (26)

Shephard, Neil (26)

Engle, Robert (25)

Hansen, Peter (21)

Diebold, Francis (21)

Andersen, Torben (19)

Lunde, Asger (18)

Ardia, David (18)

Bai, Jushan (16)

Main data

Where Kris Boudt has published?

Journals with more than one article published# docs
Quantitative Finance5
International Journal of Forecasting4
Finance Research Letters3
Journal of Econometrics3
International Review of Financial Analysis3
Journal of Financial Markets2
Journal of Risk2
Journal of Empirical Finance2
Computational Statistics & Data Analysis2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration7
Papers / arXiv.org5
LIDAM Reprints LFIN / Universit catholique de Louvain, Louvain Finance (LFIN)3
ULB Institutional Repository / ULB -- Universite Libre de Bruxelles2
Working Papers / Federal Reserve Bank of St. Louis2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Kris Boudt (2025 and 2024)

YearTitle of citing document
2024Do Agricultural Commodity Price Spikes Always Stem from News?. (2024). Li, Zhouxin ; Wang, Zhiguang ; Diersen, Matthew. In: 2024 Conference, April 22-23, 2024, St. Louis, Missouri. RePEc:ags:nccc24:379009.

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2024Convolution Bounds on Quantile Aggregation. (2024). Liu, Yang ; Wang, Ruodu ; Blanchet, Jose ; Lam, Henry. In: Papers. RePEc:arx:papers:2007.09320.

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2024Hedge Fund Index Rules and Construction. (2024). Xiao, David. In: Papers. RePEc:arx:papers:2403.15925.

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2024Optimal Text-Based Time-Series Indices. (2024). Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2405.10449.

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2026A nonparametric test for diurnal variation in spot correlation processes. (2024). Liu, Zhi ; Hounyo, Ulrich ; Christensen, Kim. In: Papers. RePEc:arx:papers:2408.02757.

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2024Disentangling the sources of cyber risk premia. (2024). Monnet, Nathan ; Mar, Loic. In: Papers. RePEc:arx:papers:2409.08728.

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2025Temporal Relational Reasoning of Large Language Models for Detecting Stock Portfolio Crashes. (2024). Zheng, Huanhuan ; Chua, Tat-Seng ; Ma, Yunshan. In: Papers. RePEc:arx:papers:2410.17266.

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2025Analyst Reports and Stock Performance: Evidence from the Chinese Market. (2025). Liang, Jiayou ; Liu, Rui ; Hu, Yujia ; Chen, Haolong. In: Papers. RePEc:arx:papers:2411.08726.

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2025Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025Local signature-based expansions. (2025). Bandi, Federico M ; Svaluto-Ferro, Sara ; Reno, Roberto. In: Papers. RePEc:arx:papers:2504.06351.

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2025Shocking concerns: public perception about climate change and the macroeconomy. (2025). Sorge, Marco ; Bontempi, Maria ; de Angelis, Luca ; Neri, Paolo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2505.04669.

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2025Green Shields: The Role of ESG in Uncertain Time. (2025). Stasiulaitis, Dominykas ; Kansoy, Fatih. In: Papers. RePEc:arx:papers:2506.02143.

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2025Higher moments under dependence uncertainty with applications in insurance. (2025). Vanduffel, Steven ; Bernard, Carole ; Chen, Jinghui. In: Papers. RePEc:arx:papers:2508.16600.

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2025Selection Confidence Sets for Equally Weighted Portfolios. (2025). Ferrari, Davide ; Fulci, Alessandro ; Paterlini, Sandra. In: Papers. RePEc:arx:papers:2510.14988.

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2025Extended Convolution Bounds on the Fr\{e}chet Problem: Robust Risk Aggregation and Risk Sharing. (2025). Liu, Yang ; Teng, Houhan. In: Papers. RePEc:arx:papers:2511.21929.

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2026Is the diurnal pattern sufficient to explain intraday variation in volatility? A nonparametric assessment. (2026). Hounyo, Ulrich ; Podolskij, Mark ; Christensen, Kim. In: Papers. RePEc:arx:papers:2601.16613.

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2026Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility. (2026). Massimo, Serena Ionta. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26262.

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2024A Study of Hierarchical Risk Parity in Portfolio Construction. (2024). Prybutok, Victor R ; Palit, Debjani. In: Journal of Economic Analysis. RePEc:bba:j00001:v:3:y:2024:i:3:p:106-125:d:218.

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2024Economic Policy Uncertainty in Central America and the Dominican Republic. (2024). Ghirelli, Corinna ; Diakonova, Marina ; Quionez, Juan. In: Occasional Papers. RePEc:bde:opaper:2426e.

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2026Environmental score and bond pricing: it better be good, it better be green. (2026). Zaghini, Andrea ; Pianeselli, Daniele ; Fornari, Fabio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1002_26.

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2025The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25.

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2026Sentiment and Uncertainty Indices from economic news in Colombia. (2026). Clara, Roco ; Mora-Prez, Dora Alicia ; Orozco-Gallo, Antonio Jos. In: Borradores de Economia. RePEc:bdr:borrec:1340.

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2024Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950.

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2025Green financing and the relationship between banks and non-financial corporations through the lens of balance-sheet interaction. (2025). Harrison, Michael ; Shabani, Mimoza. In: IFC Bulletins chapters. RePEc:bis:bisifc:65-06.

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2025Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59.

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2024Manager‐specific manipulation of tone and stock price synchronicity. (2024). Li, Luxi ; Jiang, Miao ; Zhu, BO. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:3803-3821.

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2024Can Corporate Social Responsibility Lead to Social License? A Sentiment and Emotion Analysis. (2024). Oh, Chang Hoon ; Ham, Shuna Shu ; Shapiro, Daniel. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:2:p:445-476.

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2024Accentuate the positive? Strategic negativity amid the hazard of high expectations. (2024). Parker, Owen N ; Short, Cole E ; Titus, Varkey K ; Gong, KE ; Nahm, Peter Inho. In: Strategic Management Journal. RePEc:bla:stratm:v:45:y:2024:i:9:p:1851-1874.

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2024Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386.

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2024The effect of the U.S.–China trade war on Chinese corporate innovation: A curse or a blessing?. (2024). Li, Leona Shao-Zhi ; Liu, Yize ; Yuan, Jia. In: Working Papers. RePEc:boa:wpaper:202418.

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2025Improving text classification: logistic regression makes small LLMs strong and explainable ‘tens-of-shot’ classifiers. (2025). Hill, ED ; Buckmann, Marcus. In: Bank of England working papers. RePEc:boe:boeewp:1127.

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2024Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2449.

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2024Jumps Versus Bursts: Dissection and Origins via a New Endogenous Thresholding Approach. (2024). Zhao, Xueyan ; LINTON, OLIVER ; Hong, S Y. In: Janeway Institute Working Papers. RePEc:cam:camjip:2423.

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2025Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944.

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2025Climate Risk and Financial Stability: Some Panel Evidence for the European Banking Sector. (2025). Caporale, Guglielmo Maria ; Sova, Anamaria Diana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11958.

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2024Role of Artificial Intelligence and Big Data in Sustainable Entrepreneurship. (2024). Abushanab, Rula. In: Journal of Artificial Intelligence General science (JAIGS) ISSN:3006-4023. RePEc:das:njaigs:v:5:y:2024:i:1:p:275-294:id:199.

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2025Capturing international influences in U.S. monetary policy through a NLP approach. (2025). Ferrara, Laurent ; de Roux, Nicolas. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-23.

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2024Physical and transition risk premiums in euro area corporate bond markets. (2024). Bats, Joost Victor ; Bua, Giovanna ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20242899.

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2025What can newspaper articles reveal about the euro area economy?. (2025). Saiz, Lorena ; Magro, Manuel Medina. In: Working Paper Series. RePEc:ecb:ecbwps:20253122.

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2026Environmental score and bond pricing: it better be good, it better be green. (2026). Zaghini, Andrea ; Fornari, Fabio ; Pianeselli, Daniele. In: Working Paper Series. RePEc:ecb:ecbwps:20263176.

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2024Tone of narrative disclosures and earnings management: UK evidence. (2024). Elshandidy, Tamer ; Kamel, Hany. In: Advances in accounting. RePEc:eee:advacc:v:64:y:2024:i:c:s088261102300069x.

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2024Generalist CEOs and the readability of the 10-K report. (2024). Chen, Zheng ; Kalelkar, Rachana ; Xu, Hongkang ; Nguyen, Duong. In: Advances in accounting. RePEc:eee:advacc:v:65:y:2024:i:c:s0882611023000391.

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2025Climate policy uncertainty and analyst forecast quality for greenhouse gas-intensive firms. (2025). Lin, K C ; Dong, Xiaobo. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000124.

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2024Mixed-frequency data Sampling Grey system Model: Forecasting annual CO2 emissions in China with quarterly and monthly economic-energy indicators. (2024). An, Yimeng ; Dang, Yaoguo ; Mai, Son T ; Wang, Junjie ; Zhou, Huimin. In: Applied Energy. RePEc:eee:appene:v:370:y:2024:i:c:s0306261924009140.

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2024Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Sengupta, Rajeswari ; Pratap, Bhanu ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112.

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2024Immigration Narrative and Home Prices. (2024). Mazzotta, Stefano. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000741.

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2024Do sustainably managed pension savings foster sustainable investments? Evidence from a field experiment. (2024). Meyer, Julia. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024000911.

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2024Strategic forward-looking nonearnings disclosure and overinvestment. (2024). Loi, Fai Lim ; Song, Peiyang ; Chen, Jean Jinghan. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924001951.

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2025Discretionary tone in reward-based crowdfunding: Do project owners talk their way to success?. (2025). Zhang, Junru ; Shan, Yuan George ; Cumming, Douglas ; Lan, Yihui. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924001975.

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2025Editorial: What have we learned about green and climate finance?. (2025). Ng, Lilian ; Liang, Hao ; Yoon, Aaron. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:5:s0890838925001994.

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2025Imbalanced ESG investing?. (2025). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Wu, Haoran ; Zhao, Binru. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000781.

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2025Can investors curb greenwashing?. (2025). Zerbib, Olivier David ; Cartellier, Fanny ; Tankov, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001617.

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2024The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Ren, Zhong-Yuan ; Wang, Dai-Song. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991.

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2024Benefits of diversification in EU capital markets: Evidence from stock portfolios. (2024). Gossé, Jean-Baptiste ; Gosse, Jean-Baptiste ; Jehle, Camille. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000816.

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2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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2024Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Huang, Yirong ; Luo, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2025Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468.

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2025The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds. (2025). Ma, Junfeng ; Zhou, Deheng ; Xu, Ziyao ; Yuan, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000270.

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2025Superiority of ESG-oriented portfolios in Taiwan stock market: Quantile-on-quantile with GARCH approach. (2025). Chi, Pei-Yu ; Chang, Hao-Wen ; Lin, Chin-Ho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001251.

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2025Risky finance, riskier climate: when financial instability meets climate risks on the bridge of sustainability uncertainty. (2025). GAIES, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001329.

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2026Examining climate risk attention in stock markets: insights from quantile-on-quantile regression. (2026). Zhao, Lili ; Yang, Guozheng ; Liu, Zhenhao ; Lin, Yutong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001846.

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2026Determinants and effects of green bond issuance: Environmental awareness, ecological budget, biodiversity, oil and lithium. (2026). Dabbous, Amal ; Horn, Matthias ; Gbel, Florian ; Oehler, Andreas. In: Ecological Economics. RePEc:eee:ecolec:v:239:y:2026:i:c:s0921800925002368.

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2025Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165.

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2025Climate concerns, salient events, and green preferences. (2025). Petey, Joël ; MERLI, Maxime ; Roger, Tristan. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003714.

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2025Do markets react to weather? Stock price reactions to weather alerts. (2025). Panetsidou, Styliani ; Synapis, Angelos. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s016517652500388x.

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2024Autoregressive conditional betas. (2024). Laurent, Sébastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003469.

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2024Common volatility shocks driven by the global carbon transition. (2024). Hendry, David ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665.

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2024Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property. (2024). Cai, Zhanrui ; Yang, Songshan ; Wen, Jiawei ; Li, Changcheng. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622000902.

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2024Dynamic partial correlation models. (2024). Lucas, Andre ; Dinnocenzo, Enzo. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624000939.

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2025Green stocks and monetary policy shocks: Evidence from Europe. (2025). Rudebusch, Glenn ; Bauer, Michael ; Offner, Eric A. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125000947.

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2025Warning words in a warming world: Central bank communication and climate change. (2025). Deyris, Jrme ; Scalisi, Ginevra ; Campiglio, Emanuele ; Romelli, Davide. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001515.

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2025Asset allocation with factor-based covariance matrices. (2025). Conlon, Thomas ; Cotter, John ; Kynigakis, Iason. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:1:p:189-203.

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2024Macroeconomic news, senior officials speeches, and emerging currency markets: An intraday analysis of price jump reaction. (2024). ben Omrane, Walid ; Ayadi, Mohamed A ; Das, Deepan Kumar. In: Emerging Markets Review. RePEc:eee:ememar:v:60:y:2024:i:c:s1566014124000426.

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2025Do management climate change concerns mitigate greenwashing? Evidence from China. (2025). Yang, Jinyu ; Cao, Jiawei ; Yue, Sishi. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000573.

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2025Management equity incentives and bond credit spread: Evidence from China. (2025). Wu, Duowen ; Zhang, Xueying. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001256.

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2025Climate change risk and green bond pricing. (2025). del Giudice, Alfonso ; Signori, Andrea ; Rigamonti, Silvia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000386.

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2024Energy ETF performance: The role of fossil fuels. (2024). Decclesia, Rita Laura ; Stefanelli, Kevyn ; Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000409.

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2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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2024Sustainable energy practices and cryptocurrency market behavior. (2024). Saadi, Samir ; ben Omrane, Walid ; Savaser, Tanseli. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006455.

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2025The impact of political risks on carbon emissions. (2025). Zhang, Qin ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008399.

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2025Financial innovation and corporate climate policy uncertainty exposure: Evidence from Chinas crude oil futures. (2025). Zhang, Wei ; Wang, Ziqiao ; Chen, Longxuan. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002506.

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2025The path to sustainable Bitcoin mining: Challenges and barriers. (2025). Lashkaripour, Mohammadhossein ; Hosseini, Seyedmehdi ; Bouri, Elie ; Basirian, Elnaz. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003275.

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2025Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165.

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2025Climate transition risks, ESG sentiment and market value: Insights from the European stock market. (2025). Gaies, Brahim ; Chabane, Najeh ; Adeosun, Opeoluwa Adeniyi ; Sahut, Jean-Michel. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004323.

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2025Optimizing portfolios under carbon risk constraints: Setting effective constraints to favor green investments. (2025). Chen, AN ; Gerick, Leonard ; Jin, Zhuo. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500461x.

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2025Climate policy uncertainty and trading behavior: Evidence from aggregate herd behavior. (2025). Wanidwaranan, Phasin ; Wongkantarakorn, Jutamas ; Padungsaksawasdi, Chaiyuth. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005870.

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2025Does climate transition risk threaten Chinas energy system stability? Insights from high-dimensional systemic risk spillover network. (2025). Hu, Xin ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006310.

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2025Optimal carbon emission path under uncertainty: Physical risks and transition risks. (2025). Hu, Kaixuan ; Wang, Xinyu ; Chang, Shuhua. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007418.

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2025How do environmental concerns and global economic conditions affect energy prices?. (2025). ben Jabeur, Sami ; Boubaker, Sabri ; Carmona, Pedro ; Stef, Nicolae. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001879.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Hasanov, Akram ; Khajimuratov, Nizomjon Shukurullaevich ; Qizi, Madina Mansur ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2024Promotion or inhibition? Understanding the impact of public environmental concerns on energy transition in China. (2024). Sun, Qingyu ; Li, Chuandong ; Ma, Xiaowei. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224035461.

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2025Does the energy transition affect return spillovers between multiple energy sources and Chinese industry indices? Network evidence of asymmetric dynamic spillovers. (2025). Wang, Shouyang ; Zhang, Zhe George ; Chai, Jian ; Kou, Honghong. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225007546.

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2025The impact of corporate climate risk on carbon intensity: Evidence from China. (2025). Yan, Ying ; Lin, Tao ; Ma, Heng. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s0360544225031743.

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2025Spotlighting energy sector through green transition attention. (2025). Cerqueti, Roy ; Stefanelli, Kevyn. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503453x.

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2025Opportunism in crisis: Big baths and COVID-19 disclosure. (2025). Guo, Meng ; Liu, Chen ; Luo, Danglun. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002212.

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2025Physical climate risk, fund holdings, and idiosyncratic risk. (2025). Sun, Shanghong ; Zhang, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002704.

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2025Sustainability arbitrage pricing of ESG derivatives. (2025). Kanamura, Takashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002649.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2025Carbon transition risk and stock market premium. (2025). Luo, Qin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005459.

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More than 100 citations found, this list is not complete...

Works by Kris Boudt:

YearTitleTypeCited
2014Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks In: LIDAM Reprints LFIN.
[Citation analysis]		paper56
2014Intraday liquidity dynamics and news releases around price jumps: evidence from the DJIA stocks.(2014) In: LIDAM Reprints CORE.
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This paper has nother version. Agregated cites: 56		paper
2014Intraday liquidity dynamics and news releases around price jumps: Evidence from the DJIA stocks.(2014) In: Journal of Financial Markets.
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This paper has nother version. Agregated cites: 56		article
2015Analysts forecast error: a robust prediction model and its short-term trading profitability In: LIDAM Reprints LFIN.
[Citation analysis]		paper4
2015Analysts forecast error: a robust prediction model and its short-term trading profitability.(2015) In: Accounting and Finance.
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This paper has nother version. Agregated cites: 4		article
2018When does the tone of earnings press releases matter? In: LIDAM Reprints LFIN.
[Citation analysis]		paper11
2018When does the tone of earnings press releases matter?.(2018) In: International Review of Financial Analysis.
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This paper has nother version. Agregated cites: 11		article
2016Generalized Autoregressive Score Models in R: The GAS Package In: Papers.
[Full Text][Citation analysis]		paper13
2016Value-at-Risk Prediction in R with the GAS Package In: Papers.
[Full Text][Citation analysis]		paper4
2021Media abnormal tone, earnings announcements, and the stock market In: Papers.
[Full Text][Citation analysis]		paper5
2022Media abnormal tone, earnings announcements, and the stock market.(2022) In: Journal of Financial Markets.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2023Generating drawdown-realistic financial price paths using path signatures In: Papers.
[Full Text][Citation analysis]		paper1
2023Sluggish news reactions: A combinatorial approach for synchronizing stock jumps In: Papers.
[Full Text][Citation analysis]		paper0
2025Sluggish news reactions: A combinatorial approach for synchronizing stock jumps.(2025) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2019Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics In: Financial Management.
[Full Text][Citation analysis]		article24
2020ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article60
2016Smart beta and CPPI performance In: Finance.
[Full Text][Citation analysis]		article1
2011Robust estimation of intraweek periodicity in volatility and jump detection In: LIDAM Reprints CORE.
[Citation analysis]		paper105
2011Robust estimation of intraweek periodicity in volatility and jump detection.(2011) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 105		article
2011Outlyingness weighted covariation In: LIDAM Reprints CORE.
[Citation analysis]		paper33
2010Robust M-estimation of multivariate GARCH models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article15
2012Jump robust daily covariance estimation by disentangling variance and correlation components In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article10
2017Generalized financial ratios to predict the equity premium In: Economic Modelling.
[Full Text][Citation analysis]		article3
2016The economic benefits of market timing the style allocation of characteristic-based portfolios In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2013The impact of a sustainability constraint on the mean-tracking error efficient frontier In: Economics Letters.
[Full Text][Citation analysis]		article5
2017Positive semidefinite integrated covariance estimation, factorizations and asynchronicity In: Journal of Econometrics.
[Full Text][Citation analysis]		article21
2020Nearest comoment estimation with unobserved factors In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
2019NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS.(2019) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023ETF Basket-Adjusted Covariance estimation In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2024Robust interactive fixed effects In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2017Funding liquidity, market liquidity and TED spread: A two-regime model In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article32
2013Funding liquidity, market liquidity and TED spread : A two-regime model.(2013) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2019Evaluating the Shariah-compliance of equity portfolios: The weighting method matters In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2022Properties of the Margrabe Best-of-two strategy to tactical asset allocation In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2015Higher order comoments of multifactor models and asset allocation In: Finance Research Letters.
[Full Text][Citation analysis]		article17
2015Testing equality of modified Sharpe ratios In: Finance Research Letters.
[Full Text][Citation analysis]		article16
2021Performance-sharing optimization by risk-constrained equity investors In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2019Macro-financial regimes and performance of Shariah-compliant equity portfolios In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2013Robust forecasting of dynamic conditional correlation GARCH models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article50
2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study In: International Journal of Forecasting.
[Full Text][Citation analysis]		article59
2019Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values In: International Journal of Forecasting.
[Full Text][Citation analysis]		article59
2023Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
2021Daily news sentiment and monthly surveys: A mixed–frequency dynamic factor model for nowcasting consumer confidence.(2021) In: Working Paper Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2016Managers set the tone: Equity incentives and the tone of earnings press releases In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article52
2018The peer performance ratios of hedge funds In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article18
2019The response of multinationals’ foreign exchange rate exposure to macroeconomic news In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article9
2017The response of multinationals’ foreign exchange rate exposure to macroeconomic news.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2023Predictability of Belgian residential real estate rents using tree-based ML models and IML techniques In: International Journal of Housing Markets and Analysis.
[Full Text][Citation analysis]		article2
2022Interpretability of Composite Indicators Based on Principal Components In: Journal of Probability and Statistics.
[Full Text][Citation analysis]		article4
2012The short term prediction of analysts forecast error In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Climate Change Concerns and the Performance of Green vs. Brown Stocks In: Management Science.
[Full Text][Citation analysis]		article93
2025Mapping Economic Growth and Employment in EU-Funded Research Projects: Trac(k)ing the SDG 8 Trajectory In: De Economist.
[Full Text][Citation analysis]		article0
2013Implied Expected Returns and the Choice of a Mean-Variance Efficient Portfolio Proxy In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
2013The Peer Performance of Hedge Funds In: Cahiers de recherche.
[Full Text][Citation analysis]		paper0
2012Regime switches in the volatility and correlation of financial institutions In: Working Paper Research.
[Full Text][Citation analysis]		paper6
2020Climate change concerns and the performance of green versus brown stocks In: Working Paper Research.
[Full Text][Citation analysis]		paper34
2021Climate change concerns and the performance of green versus brown stocks.(2021) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		paper
2022Household Heterogeneity and Policy Relevance In: Working Paper Research.
[Full Text][Citation analysis]		paper0
2016Exporters’ Exposures to Currencies: Beyond the Loglinear Model In: Review of Finance.
[Full Text][Citation analysis]		article0
2010Differential Evolution (DEoptim) for Non-Convex Portfolio Optimization In: MPRA Paper.
[Full Text][Citation analysis]		paper7
2008Hedge fund portfolio selection with modified expected shortfall In: MPRA Paper.
[Full Text][Citation analysis]		paper0
Estimation and decomposition of downside risk for portfolios with non-normal returns In: Journal of Risk.
[Full Text][Citation analysis]		article0
Asset allocation with conditional value-at-risk budgets In: Journal of Risk.
[Full Text][Citation analysis]		article0
2021Beta-Adjusted Covariance Estimation In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]		paper0
2023Taming the Zoo of Consumption Responses to Labour Income Changes In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]		paper2
2024Trac(k)ing the trajectory: Mapping Sustainable Development Goal 8 in EU-funded research projects In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]		paper0
2024Estimation of Non-Gaussian Factors Using Higher-order Multi-cumulants in Weak Factor Models In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]		paper0
2024Pro-Debtor Bias, Court Shopping, and Bankruptcy Outcomes In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
[Full Text][Citation analysis]		paper0
2017The impact of covariance misspecification in risk-based portfolios In: Annals of Operations Research.
[Full Text][Citation analysis]		article22
2018Block rearranging elements within matrix columns to minimize the variability of the row sums In: 4OR.
[Full Text][Citation analysis]		article4
2021Cardinality-Constrained Higher-Order Moment Portfolios Using Particle Swarm Optimization In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter0
2011Robust explicit estimators of Weibull parameters In: Metrika: International Journal for Theoretical and Applied Statistics.
[Full Text][Citation analysis]		article7
2020Robust Distribution-Based Winsorization in Composite Indicators Construction In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
[Full Text][Citation analysis]		article3
2022Estimation and decomposition of food price inflation risk In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article0
2020The variance implied conditional correlation In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2019The variance implied conditional correlation.(2019) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2015Jump robust two time scale covariance estimation and realized volatility budgets In: Quantitative Finance.
[Full Text][Citation analysis]		article10
2018Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation In: Quantitative Finance.
[Full Text][Citation analysis]		article5
2018Beyond risk-based portfolios: balancing performance and risk contributions in asset allocation.(2018) In: ULB Institutional Repository.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2020Machine Learning for Asset Managers In: Quantitative Finance.
[Full Text][Citation analysis]		article0
2022The optimal payoff for a Yaari investor In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2023Dynamic core-satellite investing using higher order moments: an explicit solution In: Quantitative Finance.
[Full Text][Citation analysis]		article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team