Citation profile for Igor Ferreira Batista Martins

Igor Ferreira Batista Martins : Citation Profile

Örebro Universitet

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   2 years (2023 - 2025). See details.
   Cites by year: 0
   Journals where Igor Ferreira Batista Martins has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfe643
   Updated: 2026-11-07    RAS profile: 2026-10-15
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Relations with other researchers

Works with:

FREITAS LOPES, HEDIBERT (2)

Nguyen, Hoang (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Igor Ferreira Batista Martins.

Is cited by:

Cites to:

Bollerslev, Tim (11)

Andersen, Torben (10)

Diebold, Francis (8)

Vega, Clara (6)

Sarno, Lucio (5)

Burnside, Craig (4)

Verdelhan, Adrien (4)

Roussanov, Nikolai (4)

Lustig, Hanno (4)

Carvalho, Carlos (4)

Rebelo, Sergio (4)

Main data

Where Igor Ferreira Batista Martins has published?

Working Papers Series with more than one paper published	# docs
Working Papers / �rebro University, School of Business	3
Papers / arXiv.org	2

Recent works citing Igor Ferreira Batista Martins (2025 and 2024)

Year	Title of citing document
2026	Good and bad cojump dynamics: A network modeling perspective. (2026). Zhou, YI ; Ye, Wuyi ; Xia, Wenjing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:85:y:2026:i:c:s1062940826000914. Full description at Econpapers \|\| Download paper
2026	Do energy price shocks affect U.S. data center REIT returns?. (2026). Boufous, Sawssan ; Khaliq, Abdul. In: Finance Research Letters. RePEc:eee:finlet:v:104:y:2026:i:c:s1544612326007191. Full description at Econpapers \|\| Download paper

Works by Igor Ferreira Batista Martins:

Year	Title	Type	Cited
2023	Stochastic volatility models with skewness selection In: Papers. [Full Text][Citation analysis]	paper	0
2024	What events matter for exchange rate volatility ? In: Papers. [Full Text][Citation analysis]	paper	0
2025	What events matter for exchange rate volatility?.(2025) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2025	Good volatility, bad volatility and the cross section of commodity returns In: Finance Research Letters. [Full Text][Citation analysis]	article	2
2025	Long-Run Interest Rate Differentials and the Profitability of Currency Carry In: Working Papers. [Full Text][Citation analysis]	paper	0
2025	Fast and Slow Level Shifts in Intraday Stochastic Volatility In: Working Papers. [Full Text][Citation analysis]	paper	0
2025	Volume-driven time-of-day effects in intraday volatility models In: Working Papers. [Full Text][Citation analysis]	paper	0