Gerardo Hernández-del-Valle : Citation Profile


Centro de Estudios Monetarios Latinoamericanos (CEMLA)

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Citations

RESEARCH PRODUCTION:

1

Articles

10

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 0
   Journals where Gerardo Hernández-del-Valle has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 1 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe789
   Updated: 2026-01-17    RAS profile: 2025-03-20    
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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 Gerardo Hernández-del-Valle.

Is cited by:

Hernandez-Vega, Marco (2)

Lin, Boqiang (1)

Bozma, Gurkan (1)

Yoon, Seong-Min (1)

Baek, Jungho (1)

Cites to:

Campbell, John (4)

Jacks, David (4)

Bollerslev, Tim (4)

O'Rourke, Kevin (4)

Brière, Marie (3)

Kilian, Lutz (3)

Engle, Robert (3)

Beck, Stacie (2)

Shiller, Robert (2)

Christensen, Jens (2)

Rudebusch, Glenn (2)

Main data


Where Gerardo Hernández-del-Valle has published?


Working Papers Series with more than one paper published# docs
Working Papers / Banco de México6
CEMLA Working Paper Series / CEMLA2

Recent works citing Gerardo Hernández-del-Valle (2025 and 2024)


YearTitle of citing document
2024Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

Full description at Econpapers || Download paper

2025The transmission of coal price shock to Chinese industry: Sub-sectors and regions heterogeneity. (2025). Lin, Boqiang ; Lan, Tianxu. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001136.

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2025The stock market effects of committing and setting GHG targets: evidence from the science-based targets initiative. (2025). Hernandez-Vega, Marco ; Hernndez-Vega, Marco ; Hernndez-Del, Gerardo ; Guerrero-Escobar, Santiago. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000924.

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2025Asymmetric Effects of Oil Price Shocks on Economic Growth and Inflation in Asia: What do We Learn from Empirical Studies?. (2025). Jiranyakul, Komain. In: MPRA Paper. RePEc:pra:mprapa:123664.

Full description at Econpapers || Download paper

Works by Gerardo Hernández-del-Valle:


YearTitleTypeCited
2009Optimal execution of Portfolio transactions with geometric price process In: Papers.
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2014On a new class of barrier options In: Working Papers.
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2014Valuation of credit default swaps via Bessel bridges In: Working Papers.
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2015On the pricing of defaultable bonds and Hitting times of Ito processes In: Working Papers.
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2016A Functional Approach to Test Trending Volatility In: Working Papers.
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paper1
2018Do heterogeneous countries respond differently to oil price shocks? In: Working Papers.
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paper8
2023The Stock Market Effects of Committing and Setting GHG Targets: Evidence from the Science-Based Initiative In: Working Papers.
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2023Explicit formulae for the valuation of European options with price impacts In: CEMLA Working Paper Series.
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2023On the heat equation with a moving boundary and applications to hitting times for Brownian motion In: CEMLA Working Paper Series.
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2018A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models In: Computational Economics.
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article1
2016Inflation expectations derived from a portfolio model In: MPRA Paper.
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