8
H index
4
i10 index
123
Citations
Andrés Mora Valencia : Citation Profile
Universidad de los Andes (Colombia) | RESEARCH PRODUCTION: 37 Articles 3 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2010 - 2025). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Andrés Mora Valencia. | Is cited by:
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Main data
Where Andrés Mora Valencia has published?
| Journals with more than one article published | # docs |
|---|---|
| Risk Management | 4 |
| Physica A: Statistical Mechanics and its Applications | 3 |
| Emerging Markets Review | 3 |
| Finance Research Letters | 2 |
| Estudios Gerenciales | 2 |
| Mathematics | 2 |
| Energies | 2 |
| The North American Journal of Economics and Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Documentos de Trabajo CIEF / Universidad EAFIT | 3 |
Recent works citing Andrés Mora Valencia (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives. (2024). Suprijanto, Djoko ; Hakim, Arief ; Syuhada, Khreshna. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007594. Full description at Econpapers || Download paper |
| 2024 | Multiscale quantile dependence between Chinas green bond and green equity: Fresh evidence from higher-order moment perspective. (2024). Zhang, Yongmin ; Yang, Xiaomei ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004174. Full description at Econpapers || Download paper |
| 2024 | Risk quantification and validation for green energy markets: New insight from a credibility theory approach. (2024). Hakim, Arief ; Syuhada, Khreshna. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001703. Full description at Econpapers || Download paper |
| 2024 | Price discovery of climate risk and green bonds: A dynamic information leadership share approach. (2024). Goodell, John W ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011279. Full description at Econpapers || Download paper |
| 2024 | Some stylized facts about bitcoin halving. (2024). Lashkaripour, Mohammadhossein. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012273. Full description at Econpapers || Download paper |
| 2024 | Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623. Full description at Econpapers || Download paper |
| 2024 | Do conventional and new energy stock markets herd differently? Evidence from China. (2024). Zhang, Cheng ; Jiang, Lijun ; Hong, Hui ; Yue, Zhonggang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002465. Full description at Econpapers || Download paper |
| 2024 | Selling options to beat the market: Further empirical evidence. (2024). Serna, Gregorio ; Balbas, Alejandro. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002453. Full description at Econpapers || Download paper |
| 2025 | Risk Forecasting Comparisons in Decentralized Finance: An Approach in Constant Product Market Makers. (2025). Perlin, Marcelo Scherer ; Mller, Fernanda Maria ; Almeida, Lucas Mussoi. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10585-6. Full description at Econpapers || Download paper |
| 2025 | Using Decision Trees to Predict Insolvency in Spanish SMEs: Is Early Warning Possible?. (2025). Cruz, Carlos A ; Novoa-Hernndez, Pavel ; Lara-Rubio, Juan ; Navarro-Galera, Andrs. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10586-5. Full description at Econpapers || Download paper |
| 2024 | Mixtures of log-normal distributions in the mid-scale range of firm-size variables. (2024). Ishikawa, Atushi ; Fujimoto, Shouji ; Mizuno, Takayuki ; Ramos, Arturo ; Massing, Till. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:21:y:2024:i:2:d:10.1007_s40844-024-00283-1. Full description at Econpapers || Download paper |
| 2025 | The effects of skewness and kurtosis on production and hedging decisions: a Gram-Charlier expansion approach. (2025). Jiang, Xuejun ; Cheng, Lingju ; Dai, Xinjie. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00680-w. Full description at Econpapers || Download paper |
Works by Andrés Mora Valencia:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | CDS: relación con índices accionarios y medida de riesgo In: Revista ESPE - Ensayos sobre Política Económica. [Full Text][Citation analysis] | article | 0 |
| 2011 | CDS: relación con índices accionarios y medida de riesgo.(2011) In: Revista ESPE - Ensayos Sobre Política Económica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Moral hazard index for credit risk to SMEs In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Moral hazard index for credit risk to SMEs.(2022) In: International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2016 | The productivity of top researchers: A semi-nonparametric approach In: Documentos de Trabajo de Valor Público. [Full Text][Citation analysis] | paper | 8 |
| 2016 | The productivity of top researchers: a semi-nonparametric approach.(2016) In: Scientometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2017 | Measuring firm size distribution with semi-nonparametric densities In: Documentos de Trabajo de Valor Público. [Full Text][Citation analysis] | paper | 13 |
| 2017 | Measuring firm size distribution with semi-nonparametric densities.(2017) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2017 | Implicit probability distribution for WTI options: The Black Scholes vs. the semi-nonparametric approach In: Documentos de Trabajo de Valor Público. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad In: Estudios Gerenciales. [Full Text][Citation analysis] | article | 1 |
| 2015 | Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad In: Estudios Gerenciales. [Full Text][Citation analysis] | article | 1 |
| 2010 | Consideraciones en la estimación de cuantiles altos en el riesgo operativo In: Análisis - Revista del Mercado de Valores. [Full Text][Citation analysis] | article | 0 |
| 2020 | Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2021 | Skew index: Descriptive analysis, predictive power, and short-term forecast In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2014 | VaR performance during the subprime and sovereign debt crises: An application to emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 9 |
| 2017 | The kidnapping of Europe: High-order moments transmission between developed and emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 29 |
| 2023 | Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model In: Emerging Markets Review. [Full Text][Citation analysis] | article | 1 |
| 2020 | Risk quantification for commodity ETFs: Backtesting value-at-risk and expected shortfall In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 12 |
| 2018 | Moral hazard and default risk of SMEs with collateralized loans In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
| 2022 | Has the interaction between skewness and kurtosis of asset returns information content for risk forecasting? In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2023 | Earnings management to avoid losses: Evidence in non-listed Colombian companies In: Journal of International Accounting, Auditing and Taxation. [Full Text][Citation analysis] | article | 0 |
| 2014 | Semi-nonparametric VaR forecasts for hedge funds during the recent crisis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2020 | Market-crash forecasting based on the dynamics of the alpha-stable distribution In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2024 | Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | Semi-nonparametric risk assessment with cryptocurrencies In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets In: Energies. [Full Text][Citation analysis] | article | 8 |
| 2024 | Real Options Volatility Surface for Valuing Renewable Energy Projects In: Energies. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2019 | Quantifying Risk in Traditional Energy and Sustainable Investments In: Sustainability. [Full Text][Citation analysis] | article | 3 |
| 2017 | The Return Performance of Cubic Market Model: An Application to Emerging Markets In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2014 | El uso de la distribución g-h en riesgo operativo In: Contaduría y Administración. [Full Text][Citation analysis] | article | 0 |
| 2017 | Risk quantification in turmoil markets In: Risk Management. [Full Text][Citation analysis] | article | 8 |
| 2019 | Testing expected shortfall: an application to emerging market stock indices In: Risk Management. [Full Text][Citation analysis] | article | 1 |
| 2022 | Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies In: Risk Management. [Full Text][Citation analysis] | article | 0 |
| 2025 | Skew Index: a machine learning forecasting approach In: Risk Management. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2017 | Multivariate approximations to portfolio return distribution In: Computational and Mathematical Organization Theory. [Full Text][Citation analysis] | article | 0 |
| 2021 | Financial Market Crash Prediction Through Analysis of Stable and Pareto Distributions In: Springer Books. [Citation analysis] | chapter | 0 |
| 2022 | Modified variance incorporating high-order moments in risk measure with Gram-Charlier returns In: The Engineering Economist. [Full Text][Citation analysis] | article | 0 |
| 2021 | Backtesting expected shortfall for world stock index ETFs with extreme value theory and Gram–Charlier mixtures In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
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