Leonidas Tsiaras : Citation Profile

Aston University

3

H index

1

i10 index

24

Citations

RESEARCH PRODUCTION:

3

Articles

3

Papers

RESEARCH ACTIVITY:

   14 years (2009 - 2023). See details.
   Cites by year: 1
   Journals where Leonidas Tsiaras has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts54
   Updated: 2026-02-14    RAS profile: 2023-11-08    
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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 Leonidas Tsiaras.

Is cited by:

Wang, Yudong (4)

Muzzioli, Silvia (3)

Crisóstomo, Ricardo (2)

Adjemian, Michael (2)

Bruno, Valentina (2)

Robe, Michel (2)

lucey, brian (1)

Lehnert, Thorsten (1)

Mallory, Mindy (1)

Trujillo-Barrera, Andres (1)

Kokoszczyński, Ryszard (1)

Cites to:

Bollerslev, Tim (12)

Patton, Andrew (10)

Diebold, Francis (6)

Hansen, Peter (5)

Shephard, Neil (5)

Andersen, Torben (4)

Lunde, Asger (4)

West, Kenneth (3)

Lizieri, Colin (3)

Newey, Whitney (3)

Schlag, Christian (3)

Main data

Where Leonidas Tsiaras has published?

Journals with more than one article published# docs
Journal of Futures Markets2

Recent works citing Leonidas Tsiaras (2025 and 2024)

YearTitle of citing document
2024Volatility forecasting on Chinas oil futures: New evidence from interpretable ensemble boosting trees. (2024). lucey, brian ; Zhu, Yiying ; Feng, Lingbing ; Rao, Haicheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1595-1615.

Full description at Econpapers || Download paper

2025OPEC Basket Monthly Crude Oil Price Forecasting: Comparative Study Between Prophet Facebook, NNAR, FTS Models. (2025). Choubar, Lyes ; Hadjira, Abdelmounaim ; Salhi, Hicham. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10762-7.

Full description at Econpapers || Download paper

Works by Leonidas Tsiaras:

YearTitleTypeCited
2010The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks In: CREATES Research Papers.
[Full Text][Citation analysis]		paper9
2009The Forecast Performance of Competing Implied Volatility Measures: The Case of Individual Stocks.(2009) In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2010Dynamic Models of Exchange Rate Dependence Using Option Prices and Historical Returns In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2023Investigating the Links between UK House Prices and Share Prices with Copulas In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article0
2011Density forecasts of crude‐oil prices using option‐implied and ARCH‐type models In: Journal of Futures Markets.
[Full Text][Citation analysis]		article11
2020Volatility forecasts embedded in the prices of crude‐oil options In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4

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