Juan Angel Jimenez Martin : Citation Profile

Universidad Complutense de Madrid (50% share)
Universidad Complutense de Madrid (50% share)

10

H index

10

i10 index

221

Citations

RESEARCH PRODUCTION:

20

Articles

66

Papers

RESEARCH ACTIVITY:

   18 years (2006 - 2024). See details.
   Cites by year: 12
   Journals where Juan Angel Jimenez Martin has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 54 (19.64 %)

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   Permalink: http://citec.repec.org/pji27
   Updated: 2025-03-22    RAS profile: 2024-09-06    
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Relations with other researchers

Works with:

Caporin, Massimiliano (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Juan Angel Jimenez Martin.

Is cited by:

Chang, Chia-Lin (47)

Hammoudeh, Shawkat (11)

Allen, David (11)

Chan, Felix (10)

da Veiga, Bernardo (10)

Pérez-Amaral, Teodosio (6)

Chlebus, Marcin (5)

Liu, Xiaochun (5)

Liu, Xiaochun (5)

Liu, Xiaochun (5)

Liu, Xiaochun (5)

Cites to:

Pérez-Amaral, Teodosio (62)

Chang, Chia-Lin (32)

Ling, Shiqing (31)

Bollerslev, Tim (22)

Engle, Robert (22)

Caporin, Massimiliano (20)

Hafner, Christian (18)

da Veiga, Bernardo (14)

Casarin, Roberto (14)

Perignon, Christophe (10)

Chan, Felix (10)

Main data

Production by document typepaperarticle200620072008200920102011201220132014201520162017201820192020202120222023202401020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20062007200820092010201120122013201420152016201720182019202020212022202320240255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20092010201120122013201420152016201720182019202020212022202320242025010203040Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20092010201120122013201420152016201720182019202020212022202320240255075100Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 10Most cited documents12345678910111202040Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Juan Angel Jimenez Martin has published?

Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)3
The North American Journal of Economics and Finance3
International Review of Economics & Finance2

Working Papers Series with more than one paper published# docs
Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Econ�micas y Empresariales, Instituto Complutense de An�lisis Econ�mico24
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute12
KIER Working Papers / Kyoto University, Institute of Economic Research8
Tinbergen Institute Discussion Papers / Tinbergen Institute5
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo4
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo4
MPRA Paper / University Library of Munich, Germany2

Recent works citing Juan Angel Jimenez Martin (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Monetary policies on green financial markets: Evidence from a multi-moment connectedness network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400447x.

Full description at Econpapers || Download paper

2024The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Ku, Yu-Cheng ; Chuang, Hwei-Lin ; Zhao, Kai ; Kao, Yu-Sheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

Full description at Econpapers || Download paper

2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Caraiani, Petre ; Cepni, Oguzhan ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:202407.

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Works by Juan Angel Jimenez Martin:

Year  ↓Title  ↓Type  ↓Cited  ↓
2009THE TEN COMMANDMENTS FOR MANAGING VALUE AT RISK UNDER THE BASEL II ACCORD In: Journal of Economic Surveys.
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2010GFC-Robust Risk Management Strategies under the Basel Accord In: Working Papers in Economics.
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2013GFC-robust risk management strategies under the Basel Accord.(2013) In: International Review of Economics & Finance.
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2010GFC-Robust Risk Management Strategies under the Basel Accord.(2010) In: Econometric Institute Research Papers.
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2010GFC-Robust Risk Management Strategies under the Basel Accord.(2010) In: KIER Working Papers.
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2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord In: Working Papers in Economics.
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2011International Evidence on GFC-robust Forecasts for Risk Management under te Basel Accord.(2011) In: Econometric Institute Research Papers.
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2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord.(2011) In: KIER Working Papers.
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2013International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord.(2013) In: Journal of Forecasting.
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2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures In: Working Papers in Economics.
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2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: Econometric Institute Research Papers.
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2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures.(2011) In: KIER Working Papers.
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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures In: Working Papers in Economics.
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2013Risk management of risk under the Basel Accord: A Bayesian approach to forecasting Value-at-Risk of VIX futures.(2013) In: Mathematics and Computers in Simulation (MATCOM).
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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: Econometric Institute Research Papers.
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2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures.(2011) In: KIER Working Papers.
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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies In: Working Papers in Economics.
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2013GFC-robust risk management under the Basel Accord using extreme value methodologies.(2013) In: Mathematics and Computers in Simulation (MATCOM).
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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: Econometric Institute Research Papers.
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2011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies.(2011) In: KIER Working Papers.
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2013GFC-Robust Risk Management under the Basel Accord using Extreme Value Methodologies.(2013) In: Tinbergen Institute Discussion Papers.
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2011The Rise and Fall of S&P500 Variance Futures In: Working Papers in Economics.
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2013The rise and fall of S&P500 variance futures.(2013) In: The North American Journal of Economics and Finance.
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2011The Rise and Fall of S&P500 Variance Futures.(2011) In: Econometric Institute Research Papers.
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2011The Rise and Fall of S&P500 Variance Futures.(2011) In: KIER Working Papers.
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2013Has the Basel Accord Improved Risk Management During the Global Financial Crisis In: Working Papers in Economics.
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2013Has the Basel Accord improved risk management during the global financial crisis?.(2013) In: The North American Journal of Economics and Finance.
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2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: Econometric Institute Research Papers.
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2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: Econometric Institute Research Papers.
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2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2012) In: KIER Working Papers.
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2013Has the Basel Accord Improved Risk Management During the Global Financial Crisis?.(2013) In: Tinbergen Institute Discussion Papers.
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2009What Happened to Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series.
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2009What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: Econometric Institute Research Papers.
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2009What Happened to Risk Management During the 2008-09 Financial Crisis?.(2009) In: CIRJE F-Series.
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2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? In: CARF F-Series.
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2011Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2011) In: KIER Working Papers.
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2009Has the Basel II Accord Encouraged Risk Management during the 2008-09 Financial Crisis?.(2009) In: Tinbergen Institute Discussion Papers.
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2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?.(2009) In: CIRJE F-Series.
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2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk In: CARF F-Series.
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2008A decision rule to minimize daily capital charges in forecasting value-at-risk.(2008) In: Econometric Institute Research Papers.
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2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk.(2009) In: CIRJE F-Series.
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2009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis In: CARF F-Series.
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2009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: MPRA Paper.
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2009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis.(2009) In: CIRJE F-Series.
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2010State-uncertainty preferences and the risk premium in the exchange rate market In: Economic Modelling.
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2021TrAffic LIght system for systemic Stress: TALIS3 In: The North American Journal of Economics and Finance.
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2015A stochastic dominance approach to financial risk management strategies In: Journal of Econometrics.
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2022Measuring systemic risk during the COVID-19 period: A TALIS3 approach In: Finance Research Letters.
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2014Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises In: Journal of International Financial Markets, Institutions and Money.
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2013Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.(2013) In: MPRA Paper.
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2013Currency hedging strategies using dynamic multivariate GARCH In: Mathematics and Computers in Simulation (MATCOM).
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2019Choosing expected shortfall over VaR in Basel III using stochastic dominance In: International Review of Economics & Finance.
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2015Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance.(2015) In: Econometric Institute Research Papers.
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2015Choosing Expected Shortfall over VaR in Basel III Using Stochastic Dominance.(2015) In: Tinbergen Institute Discussion Papers.
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2015A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR? In: Econometric Institute Research Papers.
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2015A Stochastic Dominance Approach to the Basel III Dilemma: Expected Shortfall or VaR?.(2015) In: Tinbergen Institute Discussion Papers.
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2010PPP: Delusion or Reality? Evidence from a Nonlinear Analysis In: Open Economies Review.
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2006Can Equilibrium Models Replicate the Stochastic Properties of the Exchange Rates?/¿Se pueden replicar las propiedades estocásticas del tipo de cambio con un modelo de Equilibrio?. In: Estudios de Economia Aplicada.
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2024Measuring Climate Transition Risk Spillovers In: Review of Finance.
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2009Seasonal fluctuations and equilibrium models of exchange rate In: Applied Economics.
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2024ESG risk exposure: a tale of two tails In: Quantitative Finance.
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