Simon Trimborn : Citation Profile

City University
Universiteit van Amsterdam

7

H index

6

i10 index

235

Citations

RESEARCH PRODUCTION:

5

Articles

13

Papers

RESEARCH ACTIVITY:

   6 years (2015 - 2021). See details.
   Cites by year: 39
   Journals where Simon Trimborn has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 8 (3.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr350
   Updated: 2026-01-03    RAS profile: 2023-10-04    
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Relations with other researchers

Works with:

Härdle, Wolfgang (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Simon Trimborn.

Is cited by:

Härdle, Wolfgang (17)

Walther, Thomas (7)

Reule, Raphael (7)

Hafner, Christian (4)

Häusler, Konstantin (4)

Yarovaya, Larisa (4)

Wang, Bingling (4)

lucey, brian (4)

Tomić, Bojan (3)

Ahelegbey, Daniel Felix (3)

Pennoni, Fulvia (3)

Cites to:

Szafarz, Ariane (8)

OOSTERLINCK, Kim (8)

Walther, Thomas (6)

Härdle, Wolfgang (5)

Giudici, Paolo (5)

Houy, Nicolas (5)

Roubaud, David (4)

Bouri, Elie (4)

Bollerslev, Tim (4)

Uhlig, Harald (3)

Cao, Charles (3)

Main data

Where Simon Trimborn has published?

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk4
IRTG 1792 Discussion Papers / Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series"3
Papers / arXiv.org2

Recent works citing Simon Trimborn (2025 and 2024)

YearTitle of citing document
2024Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests. (2024). Schienle, Melanie ; Gorgen, Konstantin ; Meirer, Jonas. In: Papers. RePEc:arx:papers:2203.08224.

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2024Quantifying neural network uncertainty under volatility clustering. (2024). , Steven ; Azizi, Lamiae. In: Papers. RePEc:arx:papers:2402.14476.

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2024Review of deep learning models for crypto price prediction: implementation and evaluation. (2024). Zhang, Xinyi ; Chandra, Rohtiash ; Wu, Jingyang ; Zhou, Haochen ; Huang, Fangyixuan. In: Papers. RePEc:arx:papers:2405.11431.

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2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Guo, LI ; Tu, Jun ; Sang, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566.

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2025Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729.

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2024Robustifying Markowitz. (2024). Klochkov, Yegor ; Hardle, Wolfgang Karl ; Zhivotovskiy, Nikita ; Petukhina, Alla. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000180.

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2024Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices. (2024). Shahedur, MD ; Damianov, Damian S. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004659.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Górka, Joanna ; Będowska-Sójka, Barbara ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x.

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2024The impact of cryptocurrency-related cyberattacks on return, volatility, and trading volume of cryptocurrencies and traditional financial assets. (2024). Molnar, Peter ; Storsveen, Mattis ; Cheraghali, Hamid ; Veliqi, Florent. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003715.

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2024Testing the credibility of crypto influencers: An event study on Bitcoin. (2024). Sandner, Philipp ; Welpe, Isabell M ; Meyer, Eva Andrea. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012369.

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2025Are cryptocurrencies priced in the cross-section? A portfolio approach. (2025). Ekponon, Adelphe ; Assamoi, Vincent K ; Guo, Zihan. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014661.

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2025No shortfall of ES estimators: Insights from cryptocurrency portfolios. (2025). Výrost, Tomáš ; Horváth, Matúš ; Vrost, Tom ; Horvth, Mat. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324017148.

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2025Predicting value at risk for cryptocurrencies with generalized random forests. (2025). Grgen, Konstantin ; Buse, Rebekka ; Schienle, Melanie. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1199-1222.

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2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). lucey, brian ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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2025All that glitters: A theory of multiple bubbles with implications for cryptocurrencies. (2025). Han, Jungsuk ; Wang, Yenan. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000352.

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2025Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158.

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2025Investigation of the intentional and spurious herding effects in the cryptocurrency market with global events. (2025). Tavares, Natalia Alves ; Klotzle, Marcelo Cabus ; Jordao, Paulo Vitor. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s106297692500033x.

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2025Navigating Chinas green bonds: Insights from cryptocurrency price, oil price, and economic policy uncertainty. (2025). Wen, Cui-Ping ; Wang, Kai-Hua ; Su, Chi-Wei ; Li, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004873.

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2024Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach. (2024). Wang, Gang-Jin ; Li, Zhao-Chen ; Zhu, You ; Zhou, Yang ; Gong, Jue ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:329-358.

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2025The impact of rural upbringing on household risky financial asset allocation: An analysis based on CHFS. (2025). Li, Yutong ; Mou, Yilin ; Qiu, Zhiyuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007676.

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2025Navigating the green wave: Understanding behavioral antecedents of sustainable cryptocurrency investment. (2025). ben Arfi, Wissal ; Tiberius, Victor ; Khvatova, Tatiana ; Ammari, Aymen ; Drgan, George Bogdan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524007078.

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2025Spectral risk for digital assets. (2025). Horváth, Matúš ; Hrdle, Wolfgang Karl ; Wang, Xingjia ; Horvth, Mat ; Lu, Meng-Jou. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:2:d:10.1007_s11156-024-01313-0.

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2025A machine learning based regulatory risk index for cryptocurrencies. (2025). Ni, Xinwen ; Xie, Taojun ; Zuo, Xiaorui ; Hrdle, Wolfgang Karl. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:7:d:10.1007_s00180-025-01629-y.

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2024Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data. (2024). Nagy, Odett ; Saef, Danial ; Hrdle, Wolfgang Karl ; Sizov, Sergej. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-024-00116-1.

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2025Regime switching forecasting for cryptocurrencies. (2025). Zuo, Xiaorui ; Becker, Denis ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Digital Finance. RePEc:spr:digfin:v:7:y:2025:i:1:d:10.1007_s42521-024-00123-2.

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2025The relationships between RedditSI and BTC exchange characteristics: Do Reddit users still control the market?. (2025). Baklanova, Valeriia. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00304-9.

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2025Portfolio risk of cryptocurrency inclusion: a comparison among conventional cryptocurrencies and asset-backed cryptocurrencies. (2025). Husain, Afzol ; Yii, Kwang-Jing ; Fung, Chorng Yuan ; Busulwa, Richard. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:3:d:10.1007_s40822-025-00320-3.

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2024On the robust drivers of cryptocurrency liquidity: the case of Bitcoin. (2024). , Walid. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00598-9.

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2025Asymmetries in factors influencing non-fungible tokens’ (NFTs) returns. (2025). Nagy, Blint Zsolt ; Benedek, Botond. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00672-w.

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2025Crypto market betas: the limits of predictability and hedging. (2025). Weber, Thomas ; Sila, Jan ; Krištoufek, Ladislav ; Kristoufek, Ladislav ; Mark, Michael. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00777-w.

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2024Digital currency: an empirical study analyzing its effectiveness in the banking sector. (2024). Boddeda, Omnamasivaya ; Gorli, Chaitanya ; Jada, Kameswari ; Palisetty, Ramesh ; Gondesi, Santhoshi ; Bastray, Tejaswini ; Hiremath, Sony ; Bhavikatti, Veena Ishwarappa. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:15:y:2024:i:11:d:10.1007_s13198-024-02509-2.

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2024Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures. (2024). lucey, brian ; Gabauer, David ; Chatziantoniou, Ioannis ; Long, Suwan. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:13:p:1470-1489.

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2024Emoji driven crypto assets market reactions. (2024). Xiaorui, Zuo ; Karl, Hardle Wolfgang ; Yao-Tsung, Chen. In: Management & Marketing. RePEc:vrs:manmar:v:19:y:2024:i:2:p:158-178:n:1001.

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2025Cryptocurrency Market Analysis: Insights from Metcalfe’s Law and Log-Periodic Power Laws. (2025). Daniela-Ioana, Manea ; Mazurencu-Marinescu-Pele Miruna, ; Traian, Pele Daniel ; Andrei-Theodor, Ginavar. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:490-505:n:1004.

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Works by Simon Trimborn:

YearTitleTypeCited
2020Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies In: Papers.
[Full Text][Citation analysis]		paper31
2021Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies.(2021) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		article
2020CRIX an index for cryptocurrencies In: Papers.
[Full Text][Citation analysis]		paper106
2018CRIX an Index for cryptocurrencies.(2018) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		article
2020CRIX an Index for cryptocurrencies.(2020) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		paper
2021VCRIX — A volatility index for crypto-currencies In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2019VCRIX - a volatility index for crypto-currencies.(2019) In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2020Lead Behaviour in Bitcoin Markets In: Risks.
[Full Text][Citation analysis]		article3
2015CRIX or evaluating Blockchain based currencies In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper15
2016CRIX or evaluating blockchain based currencies In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2016The Cross-Section of Crypto-Currencies as Financial Assets: An Overview In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper27
2017Investing with cryptocurrencies - A liquidity constrained investment approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper19
2020Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article19
2017Investing with cryptocurrencies - A liquidity constrained investment approach.(2017) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2018Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies In: IRTG 1792 Discussion Papers.
[Full Text][Citation analysis]		paper8
2015CRIX or evaluating blockchain based currencies In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1
2016CRIX or evaluating blockchain based currencies.(2016) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2016The cross-section of crypto-currencies as financial assets: An overview In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper1

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