Vladimir Volkov : Citation Profile

National Research University Higher School of Economics (HSE) (50% share)
University of Tasmania (50% share)

6

H index

4

i10 index

126

Citations

RESEARCH PRODUCTION:

15

Articles

16

Papers

RESEARCH ACTIVITY:

   10 years (2015 - 2025). See details.
   Cites by year: 12
   Journals where Vladimir Volkov has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 14 (10 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pvo328
   Updated: 2026-01-17    RAS profile: 2025-07-02    
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Relations with other researchers

Works with:

Fry-McKibbin, Renee (2)

Hurn, Stan (2)

Clements, Adam (2)

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

Is cited by:

Gross, Christian (4)

Rosenkranz, Peter (4)

Kočenda, Evžen (4)

Siklos, Pierre (4)

Greenwood-Nimmo, Matthew (4)

Baruník, Jozef (3)

Vacha, Lukas (3)

Pesaran, Mohammad (3)

Billio, Monica (3)

Caporin, Massimiliano (3)

Nguyen, Viet Hoang (3)

Cites to:

Yilmaz, Kamil (59)

Diebold, Francis (55)

Lo, Andrew (17)

Bollerslev, Tim (14)

Fry-McKibbin, Renee (14)

Engle, Robert (12)

Pelizzon, Loriana (11)

Pesaran, Mohammad (11)

Tirole, Jean (10)

Vespignani, Joaquin (10)

Andersen, Torben (10)

Main data

Where Vladimir Volkov has published?

Journals with more than one article published# docs
Empirical Economics2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Working Papers / University of Tasmania, Tasmanian School of Business and Economics9

Recent works citing Vladimir Volkov (2025 and 2024)

YearTitle of citing document
2024Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhuang, Zixi ; Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199.

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2024A contagion test with unspecified heteroscedastic errors. (2024). Ko, Stanley Iat-Meng ; Peng, Liang ; Aboagye, Ernest ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105.

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2024Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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2025Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744.

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2024Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x.

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2025Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000724.

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2024The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Uddin, Gazi ; Hao, Zhu Shi ; Sheng, Lin Wen ; Sen, Ding. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805.

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2024Investigating extreme linkage topology in the aerospace and defence industry. (2024). Sheenan, Lisa ; Tang, Yayan ; Bouri, Elie ; Quinn, Barry. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400098x.

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2024Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

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2025Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067.

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2024The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy. (2024). Doojav, Gan-Ochir ; Batjargal, Anand ; Purevdorj, Munkhbayar. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000872.

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2024Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702.

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2024Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Chen, Huayi ; Shi, Huai-Long. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000023.

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2025Exploring global financial interdependencies among ASEAN-5, major developed and developing markets. (2025). Kumar, Pankaj ; Yadav, Mahender ; Saini, Mohit ; Dhingra, Barkha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000471.

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2024Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197.

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2025Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408.

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2024Quantile volatility connectedness among themes and sectors: Novel evidence from China. (2024). Shi, Huai-Long ; Zhou, Bin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001431.

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2025Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective. (2025). Zhu, Chen ; Jia, Junsheng ; Ma, Xiaofu ; Li, Mengting. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500139x.

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2024Network structure, dynamic evolution and block characteristics of sovereign debt risk: The global evidence. (2024). Guo, Wenjing ; Zhou, Yuqin ; Song, Ziyu ; Liu, Yilong ; Wu, Shan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s027553192400285x.

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2025Exploring spillover effects in the four shipping markets: Theory and empirical evidence from bulk shipping. (2025). Palaios, Panagiotis ; Triantafillou, Anna. In: Transport Policy. RePEc:eee:trapol:v:170:y:2025:i:c:p:75-91.

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2024Research on Stock Market Risk Contagion of Major Debt Crises Based on Complex Network Models—The Case of Evergrande in China. (2024). Zhang, Wenfeng ; Li, Shuliang ; Liang, Kaihao. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1675-:d:1403333.

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2024Machine learning in accounting and finance research: a literature review. (2024). Alexandridis, Antonios ; Nerantzidis, Michail ; Liaras, Evangelos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01306-z.

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2025Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3.

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2025The Macroeconomic Fragility of Critical Mineral Markets. (2025). Vespignani, Joaquin ; Smyth, Russell ; Kang, Wilson. In: Monash Economics Working Papers. RePEc:mos:moswps:2025-09.

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2025Assessing the financial interconnectedness between China and Russia: A dynamic approach. (2025). Vukovic, D ; Rogova, E ; Fefelov, D. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:67:p:110-137.

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2024The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets. (2024). Baba, Boubekeur. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00350-4.

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2024Financial Interconnectedness and Bank Risk-Taking: Evidence from China. (2024). Kang, Jing ; Wang, Rui. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01515-2.

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2025The Memory in Return Volatility: An Analysis of Mutual Fund Returns. (2025). Duan, Kun ; Yao, Kai ; Chevapatrakul, Thanaset ; Huang, Rong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2930-2945.

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Works by Vladimir Volkov:

YearTitleTypeCited
2020Transmission of a Resource Boom: The Case of Australia In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article10
2019Transmission of a Resource Boom: The Case of Australia.(2019) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2025High-Frequency Estimation of ITÔ Semimartingale Baseline for Hawkes Processes In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2025A three-sector structural VAR model for Australia In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article1
2018R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks In: Economics Letters.
[Full Text][Citation analysis]		article6
2017R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2015Volatility transmission in global financial markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article24
2019The changing network of financial market linkages: The Asian experience In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article37
2018The Changing Network of Financial Market Linkages: The Asian Experience.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2018The Changing Network of Financial Market Linkages: The Asian Experience.(2018) In: ADB Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2018The changing network of financial market linkages: the Asian experience.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2022Detecting signed spillovers in global financial markets: A Markov-switching approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2024Opacity and frequency dependence of beta In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2019The changing international network of sovereign debt and financial institutions In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article17
2017The changing international network of sovereign debt and financial institutions.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2016Common trends in global volatility In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article3
2020Crisis transmission: Visualizing vulnerability In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article2
2019Crisis transmission: visualizing vulnerability.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Signed Spillover Effects Building on Historical Decompositions In: CAMA Working Papers.
[Full Text][Citation analysis]		paper5
2017Signed spillover effects building on historical decompositions.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2017Recovery from Dutch Disease In: CAMA Working Papers.
[Full Text][Citation analysis]		paper3
2019Information Flow in Times of Crisis: The Case of the European Banking and Sovereign Sectors In: Econometrics.
[Full Text][Citation analysis]		article4
2023Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
2019Changing Vulnerability in Asia: Contagion and Systemic Risk In: ADB Economics Working Paper Series.
[Full Text][Citation analysis]		paper3
2022Contagion or interdependence? Comparing spillover indices In: Empirical Economics.
[Full Text][Citation analysis]		article3
2023Changing vulnerability in Asia: contagion and spillovers In: Empirical Economics.
[Full Text][Citation analysis]		article2
2022Dynamic effects of network exposure on equity markets In: Eurasian Economic Review.
[Full Text][Citation analysis]		article0
2021Dynamic effects of network exposure on equity markets.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Contagion or interdependence? Comparing signed and unsigned spillovers In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Calm before the storm: an early warning approach before and during the COVID-19 crisis In: Working Papers.
[Full Text][Citation analysis]		paper0
2021A simple linear alternative to multiplicative error models with an application to trading volume In: Working Papers.
[Full Text][Citation analysis]		paper0

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