3
H index
2
i10 index
41
Citations
Pawel Sakowski : Citation Profile
Uniwersytet Warszawski | RESEARCH PRODUCTION: 9 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2006 - 2020). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Pawel Sakowski. | Is cited by:
| Cites to:
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Main data
Where Pawel Sakowski has published?
| Journals with more than one article published | # docs |
|---|---|
| Ekonomia journal | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Faculty of Economic Sciences, University of Warsaw | 17 |
Recent works citing Pawel Sakowski (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Alternative Loss Function in Evaluation of Transformer Models. (2025). Ślepaczuk, Robert ; Sakowski, Pawel ; Micha, Jakub. In: Papers. RePEc:arx:papers:2507.16548. Full description at Econpapers || Download paper |
| 2025 | Do risk preferences drive momentum in cryptocurrencies?. (2025). Buchwalter, Bastien ; Schweizer, Denis ; Proelss, Juliane. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324015605. Full description at Econpapers || Download paper |
Works by Pawel Sakowski:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Does historical VIX term structure contain valuable information for predicting VIX futures? In: Dynamic Econometric Models. [Full Text][Citation analysis] | article | 2 |
| 2019 | Momentum and contrarian effects on the cryptocurrency market In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 15 |
| 2018 | Momentum and contrarian effects on the cryptocurrency market.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2012 | Volatility Measurement, Modeling and Forecasting—An Overview of the Literature In: Ekonomia journal. [Full Text][Citation analysis] | article | 0 |
| 2014 | Wycena opcji na VIX – podejscie heurystyczne In: Ekonomia journal. [Full Text][Citation analysis] | article | 0 |
| 2016 | Applying exogenous variables and regime switching to multi-factor models on equity indices In: Ekonomia journal. [Full Text][Citation analysis] | article | 0 |
| 2016 | Applying Exogenous Variables and Regime Switching To Multifactor Models on Equity Indices.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2006 | Quasi-Experimental Estimates of Class Size Effect in Primary Schools in Poland In: MPRA Paper. [Full Text][Citation analysis] | paper | 12 |
| 2016 | CROSS-SECTIONAL RETURNS WITH VOLATILITY REGIMES FROM A DIVERSE PORTFOLIO OF EMERGING AND DEVELOPED EQUITY INDICES In: e-Finanse. [Full Text][Citation analysis] | article | 0 |
| 2015 | Cross-Sectional Returns With Volatility Regimes From Diverse Portfolio of Emerging and Developed Equity Indices.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | Which Option Pricing Model Is the Best? HF Data for Nikkei 225 Index Options In: Central European Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2018 | Investment Strategies that Beat the Market. What Can We Squeeze from the Market? In: Financial Internet Quarterly (formerly e-Finanse). [Full Text][Citation analysis] | article | 3 |
| 2010 | Option Pricing Models with HF Data – a Comparative Study. The Properties of Black Model with Different Volatility Measures In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2010 | Midquotes or Transactional Data? The Comparison of Black Model on HF Data In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Which Option Pricing Model is the Best? High Frequency Data for Nikkei225 Index Options In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Investment strategies beating the market. What can we squeeze from the market? In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Does historical volatility term structure contain valuable in-formation for predicting volatility index futures? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Simple heuristics for pricing VIX options In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Volatility as a new class of assets? The advantages of using volatility index futures in investment strategies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Options delta hedging with no options at all In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Do Multi-Factor Models Produce Robust Results? Econometric And Diagnostic Issues In Equity Risk Premia Study In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Can We Invest Based on Equity Risk Premia and Risk Factors from Multi-Factor Models? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Why you should not invest in mining endeavour? The efficiency of BTC mining under current market conditions In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Investing in VIX futures based on rolling GARCH models forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Verification of Investment Opportunities on the Cryptocurrency Market within the Markowitz Framework In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Does Bitcoin Improve Investment Portfolio Efficiency? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | DRGs IN EUROPE: A CROSS COUNTRY ANALYSIS FOR CHOLECYSTECTOMY In: Health Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team