Karl Larsson : Citation Profile

3

H index

2

i10 index

98

Citations

RESEARCH PRODUCTION:

5

Articles

1

Papers

RESEARCH ACTIVITY:

   12 years (2011 - 2023). See details.
   Cites by year: 8
   Journals where Karl Larsson has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pla552
   Updated: 2026-01-17    RAS profile: 2024-09-25    
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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 Karl Larsson.

Is cited by:

GUPTA, RANGAN (5)

Darné, Olivier (4)

Baum, Christopher (3)

CHARLES, Amelie (2)

Insley, Margaret (2)

Nayga, Rodolfo (2)

Wohar, Mark (2)

Chan, Joshua (2)

Agbeyegbe, Temisan (2)

Hasanov, Akram (2)

Laurini, Márcio (2)

Cites to:

Laurent, Sébastien (6)

Bauwens, Luc (4)

Ielpo, Florian (3)

GUEGAN, Dominique (3)

Engle, Robert (3)

Casassus, Jaime (2)

Djehiche, Boualem (2)

Jagannathan, Ravi (2)

Gonzalez-Rivera, Gloria (2)

Giot, Pierre (2)

Diebold, Francis (2)

Main data

Where Karl Larsson has published?

Journals with more than one article published# docs
Energy Economics2

Recent works citing Karl Larsson (2025 and 2024)

YearTitle of citing document
2024Risk valuation of quanto derivatives on temperature and electricity. (2024). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692.

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2024Universal approximation on non-geometric rough paths and applications to financial derivatives pricing. (2024). Straum, Fride ; Benth, Fred Espen ; Harang, Fabian A. In: Papers. RePEc:arx:papers:2412.16009.

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2025Adaptive Multilevel Splitting: First Application to Rare-Event Derivative Pricing. (2025). Gozzo, Riccardo. In: Papers. RePEc:arx:papers:2510.23461.

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2024Generalized divergences for statistical evaluation of uncertainty in long-memory processes. (2024). Yoshioka, Yumi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924001784.

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2024Empirical analysis of crude oil dynamics using affine vs. non-affine jump-diffusion models. (2024). Wong, Patrick ; Ignatieva, Katja. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000549.

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2025A seasonal two-factor model for solar energy production: A climate extreme events analysis. (2025). Bufalo, Michele ; Fanelli, Viviana. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004384.

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2025Does carbon news influence carbon prices?–Taking Chinas carbon market as an example. (2025). Sun, Tao ; Zhang, Heng-Guo. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225029810.

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2024Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005970.

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2025The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers. (2025). Li, Jie ; Smallwood, Aaron D. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000134.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2024More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?. (2024). Wang, LU ; Duong, Duy ; Liang, Chao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:1-19.

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2025Financial investors and cross-commodity markets integration. (2025). Isleimeyyeh, Mohammad. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000054.

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2024Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?. (2024). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003131.

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2024Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269.

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2024Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (2024). Hu, Zhihao ; He, Xin-Jiang ; Yue, Jia ; Yang, Ben-Zhang. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:219:y:2024:i:c:p:212-230.

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2024Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339.

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2025Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China. (2025). Cheung, Adrian ; Yan, Wan-Lin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000704.

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2024Commodity Asian option pricing and simulation in a 4-factor model with jump clusters. (2024). Brignone, Riccardo ; Sgarra, Carlo ; Gonzato, Luca. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05152-x.

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2024Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features. (2024). Fernandes, Mario Correia ; Dias, Jose Carlos ; Vidal, Joo Pedro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:343-383.

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Works by Karl Larsson:

YearTitleTypeCited
2023A stochastic time-series model for solar irradiation In: Energy Economics.
[Full Text][Citation analysis]		article3
2011Jumps and stochastic volatility in oil prices: Time series evidence In: Energy Economics.
[Full Text][Citation analysis]		article71
2018Cross-commodity news transmission and volatility spillovers in the German energy markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2016Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2023Parametric heat wave insurance In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article4
2012General approximation schemes for option prices in stochastic volatility models In: Quantitative Finance.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team