Review of Derivatives Research

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 0 0 0 0.08 1997 0.2 0 0 0 0.08 1998 0.23 0 0 0 0.1 1999 0.31 0 0 0 0.15 2000 0.43 0 0 0 0.19 2001 0.4 0 0 0 0.17 2002 0.43 0 0 0 0.2 2003 0.48 0 0 0 0.22 2004 0.52 7 15 0 0 1 0.14 0.23 2005 0.86 0.59 0 7 6 0 0.27 2006 0.29 0.63 6 1 7 2 0 1 0.17 0.27
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:kap:revdev:v:6:y:2003:i:2:p:129-155 ().
Cited: 8 times.

(2) RePEc:kap:revdev:v:7:y:2004:i:2:p:129-168 Assessing the Least Squares Monte-Carlo Approach to American Option Valuation (2004).
Cited: 8 times.

(3) RePEc:kap:revdev:v:3:y:2000:i:3:p:263-282 ().
Cited: 5 times.

(4) RePEc:kap:revdev:v:4:y:2000:i:3:p:231-262 ().
Cited: 4 times.

(5) RePEc:kap:revdev:v:7:y:2004:i:2:p:99-127 On the Information in the Interest Rate Term Structure and Option Prices (2004).
Cited: 4 times.

(6) RePEc:kap:revdev:v:6:y:2003:i:2:p:107-128 ().
Cited: 3 times.

(7) RePEc:kap:revdev:v:7:y:2004:i:2:p:79-97 A Model of the Convenience Yields in On-the-Run Treasuries (2004).
Cited: 2 times.

(8) RePEc:kap:revdev:v:3:y:1999:i:2:p:157-181 ().
Cited: 2 times.

(9) RePEc:kap:revdev:v:6:y:2003:i:3:p:179-202 ().
Cited: 2 times.

(10) RePEc:kap:revdev:v:9:y:2006:i:2:p:167-186 Seasonal and stochastic effects in commodity forward curves (2006).
Cited: 1 times.

(11) RePEc:kap:revdev:v:5:y:2002:i:3:p:273-314 ().
Cited: 1 times.

(12) RePEc:kap:revdev:v:7:y:2004:i:1:p:5-24 Theory of Storage and the Pricing of Commodity Claims (2004).
Cited: 1 times.

(13) RePEc:kap:revdev:v:6:y:2003:i:3:p:165-177 ().
Cited: 1 times.

(14) RePEc:kap:revdev:v:5:y:2002:i:3:p:251-271 ().
Cited: 1 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:bep:sndecm:10:2006:3:1372-1372 Analysis and Modelling of Electricity Futures Prices (2006). Studies in Nonlinear Dynamics & Econometrics

Recent citations received in: 2005

Recent citations received in: 2004

(1) RePEc:dgr:kubcen:200418 An irregular grid approach for pricing high-dimensional American options (2004). Tilburg University, Center for Economic Research / Discussion Paper

Recent citations received in: 2003

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.