Citation analysis for Statistics & Risk Modeling / De Gruyter

Statistics & Risk Modeling / De Gruyter

0.06

Impact Factor

0.04

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990	0.02	0.1	0.01	24	24	1	0.04	4	52	1	76	1	(%)			0.04
1991	0.02	0.09	0.01	20	44	1	0.02	5	47	1	100	1	(%)			0.04
1992		0.1	0.02	27	71	2	0.03	19	44		120	2	(%)			0.04
1993	0.02	0.11	0.02	25	96	2	0.02	8	47	1	123	2	(%)			0.05
1994	0.02	0.12	0.03	28	124	3	0.02	15	52	1	119	3	(%)			0.05
1995	0.04	0.19	0.02	26	150	6	0.04	19	53	2	124	3	(%)			0.07
1996	0.02	0.22	0.03	23	173	8	0.05	31	54	1	126	4	(%)			0.09
1997	0.02	0.27	0.06	25	198	16	0.08	10	49	1	129	8	(%)	1	0.04	0.09
1998	0.02	0.27	0.02	23	221	9	0.04	16	48	1	127	3	(%)	1	0.04	0.1
1999	0.02	0.31	0.02	23	244	6	0.02	7	48	1	125	3	(%)			0.13
2000	0.04	0.4	0.05	20	264	16	0.06	12	46	2	120	6	(%)	1	0.05	0.15
2001		0.4	0.04	23	287	13	0.05	22	43		114	4	(%)			0.15
2002	0.02	0.42	0.01	23	310	8	0.03	3	43	1	114	1	(%)			0.18
2003	0.02	0.44	0.01	21	331	12	0.04	38	46	1	112	1	(%)			0.18
2004	0.02	0.49	0.05	19	350	11	0.03	7	44	1	110	5	(%)			0.2
2005	0.03	0.53	0.04	18	368	16	0.04	34	40	1	106	4	(%)			0.21
2006	0.24	0.51	0.12	25	393	30	0.08	98	37	9	104	12	(%)	2	0.08	0.2
2007	0.21	0.44	0.11	15	408	23	0.06	8	43	9	106	12	(%)			0.18
2008	0.35	0.47	0.23	10	418	38	0.09	10	40	14	98	23	(%)			0.2
2009	0.08	0.47	0.14	28	446	28	0.06	8	25	2	87	12	(%)			0.19
2010	0.03	0.44	0.18		446	34	0.08		38	1	96	17	(%)			0.16
2011	0.04	0.51	0.12	20	466	26	0.06	15	28	1	78	9	(%)			0.2
2012	0.15	0.56	0.14	16	482	55	0.11	3	20	3	73	10	(%)			0.21
2013	0.14	0.66	0.14	19	501	43	0.09	6	36	5	74	10	(%)	1	0.05	0.23
2014	0.06	0.67	0.12	14	515	33	0.06	1	35	2	83	10	(%)			0.22
2015	0.06	0.82	0.04	7	522	15	0.03		33	2	69	3	(%)			0.27

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published 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
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%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
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series:

#	Year	Title	Cited
1	2006	Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Goovaerts, Marc ; Dhaene, Jan ; Michel, Denuit ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1. Full description at Econpapers \|\| Download paper	23
2	2006	Convex risk measures and the dynamics of their penalty functions. (2006). Hans, Follmer ; Irina, Penner . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:36:n:9. Full description at Econpapers \|\| Download paper	17
3	2006	Robust utility maximization in a stochastic factor model. (2006). Daniel, Hernandez-Hernandez ; Alexander, Schied . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:17:n:2. Full description at Econpapers \|\| Download paper	15
4	2005	Duality theory for optimal investments under model uncertainty. (2005). Alexander, Schied ; Ching-Tang, Wu. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:3/2005:p:199-217:n:3. Full description at Econpapers \|\| Download paper	14
5	2006	On the optimal risk allocation problem. (2006). Christian, Burgert ; Ludger, Ruschendorf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:19:n:4. Full description at Econpapers \|\| Download paper	13
6	2003	On arbitrage and replication in the fractional BlackâScholes pricing model. (2003). Sottinen, Tommi ; Tommi, Sottinen ; Esko, Valkeila . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:93-108:n:7. Full description at Econpapers \|\| Download paper	13
7	2001	ESTIMATION OF THE DENSITY AND THE REGRESSION FUNCTION UNDER MIXING CONDITIONS. (2001). Liebscher E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:19:y:2001:i:1:p:9-26:n:8. Full description at Econpapers \|\| Download paper	13
8	2003	Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models. (2003). Woerner Jeannette H. C., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:47-68:n:6. Full description at Econpapers \|\| Download paper	10
9	1987	INADMISSIBILITY OF THE BEST EQUIVARIANT ESTIMATORS OF THE VARIANCE-COVARIANCE MATRIX, THE PRECISION MATRIX, AND THE GENERALIZED VARIANCE UNDER ENTROPY LOSS. (1987). Ghosh M., ; Sinha B. K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:3-4:p:201-228:n:1. Full description at Econpapers \|\| Download paper	10
10	2006	Law invariant concave utility functions and optimization problems with monotonicity and comonotonicity constraints. (2006). Dana, Rose-Anne ; Guillaume, Carlier ; Rose-anne, Dana. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:26:n:3. Full description at Econpapers \|\| Download paper	10
11	2011	On the maximization of financial performance measures within mixture models. (2011). Prigent, Jean-Luc ; Rania, Hentati ; Jean-Luc, Prigent . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:63-80:n:5. Full description at Econpapers \|\| Download paper	9
12	2006	Law invariant convex risk measures for portfolio vectors. (2006). Ludger, Ruschendorf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:12:n:10. Full description at Econpapers \|\| Download paper	9
13	1996	ESTIMATORS AND TESTS FOR CHANGE IN VARIANCES. (1996). Horvath, Lajos ; Edit, Gombay ; Marie, Huskova ; Lajos, Horvath . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:145-160:n:4. Full description at Econpapers \|\| Download paper	8
14	2006	Parametric and semiparametric inference for shape: the role of the scale functional. (2006). Hallin, Marc ; Marc, Hallin ; Davy, Paindaveine . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:3:p:24:n:2. Full description at Econpapers \|\| Download paper	7
15	2005	Optimal consumption strategies under model uncertainty. (2005). Christian, Burgert ; Ludger, Ruschendorf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:1-14:n:1. Full description at Econpapers \|\| Download paper	7
16	1996	ON SOME ASPECTS OF RANKED SET SAMPLING FOR ESTIMATION OF NORMAL AND EXPONENTIAL PARAMETERS. (1996). Sumitra, Purkayastha ; Sinha Bimal K., ; Sinha Bikas K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:3:p:223-240:n:2. Full description at Econpapers \|\| Download paper	7
17	1989	EMPIRICAL BAYES SUBSET ESTIMATION IN REGRESSION MODELS. (1989). Ghosh M., ; Sen P. K., ; Saleh A. K. Md. E., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:1-2:p:15-36:n:4. Full description at Econpapers \|\| Download paper	6
18	1996	ON LEAST SQUARES ESTIMATES OF AN EXPONENTIAL TAIL COEFFICIENT. (1996). Schultze J., ; Steinebach J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:4:p:353-372:n:3. Full description at Econpapers \|\| Download paper	6
19	2008	Optimal portfolios with Haezendonck risk measures. (2008). Fabio, Bellini ; Emanuela, Rosazza Gianin . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:89-108:n:3. Full description at Econpapers \|\| Download paper	5
20	1987	ON ADAPTIVE ESTIMATION IN AUTOREGRESSIVE MODELS WHEN THERE ARE NUISANCE FUNCTIONS. (1987). Jens-Peter, Kreiss . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:1-2:p:59-76:n:12. Full description at Econpapers \|\| Download paper	5
21	2005	Perpetual convertible bonds in jump-diffusion models. (2005). Pavel, Gapeev ; Christoph, Kuhn . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:15-31:n:2. Full description at Econpapers \|\| Download paper	5
22	1998	WEAK AND STRONG UNIVERSAL CONSISTENCY OF SEMI-RECURSIVE KERNEL AND PARTITIONING REGRESSION ESTIMATES. (1998). Gyorfi L., ; Walk H., ; Kohler M., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:1-18:n:1. Full description at Econpapers \|\| Download paper	5
23	1995	PARTITIONING-ESTIMATES OF A REGRESSION FUNCTION UNDER RANDOM CENSORING. (1995). Carbonez A., ; Meulen E. C. van der, ; Gyorfi L., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:13:y:1995:i:1:p:21-38:n:2. Full description at Econpapers \|\| Download paper	5
24	1989	FREQUENTIST BEHAVIOR OF ROBUST BAYES ESTIMATES OF NORMAL MEANS. (1989). DasGupta A., ; Studden W. J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:4:p:333-362:n:3. Full description at Econpapers \|\| Download paper	5
25	1997	EXPANSION OF BAYES RISK FOR ENTROPY LOSS AND REFERENCE PRIOR IN NONREGULAR CASES. (1997). Subhashis, Ghosal ; Tapas, Samanta . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:15:y:1997:i:2:p:129-140:n:2. Full description at Econpapers \|\| Download paper	5
26	2006	Estimating market risk with neural networks. (2006). Mabouba, Diagne ; Jurgen, Franke . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:2:p:21:n:2. Full description at Econpapers \|\| Download paper	4
27	1996	DECISION THEORETIC ESTIMATION OF THE VARIANCE RATIO. (1996). Ghosh M., ; Kundu S., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:14:y:1996:i:2:p:161-176:n:5. Full description at Econpapers \|\| Download paper	4
28	2007	Estimating the error distribution function in semiparametric regression. (2007). Muller Ursula U., ; Wolfgang, Wefelmeyer ; Anton, Schick . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:25:y:2007:i:1/2007:p:18:n:1. Full description at Econpapers \|\| Download paper	4
29	2008	Nonparametric nearest neighbor based empirical portfolio selection strategies. (2008). Udina, Frederic ; Laszlo, Gyorfi ; Harro, Walk ; Frederic, Udina . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:26:y:2008:i:2:p:145-157:n:5. Full description at Econpapers \|\| Download paper	4
30	2003	Parameter estimation for some non-recurrent solutions of SDE. (2003). Dietz Hans M., ; Kutoyants Yury A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:29-46:n:4. Full description at Econpapers \|\| Download paper	4
31	1989	ESTIMATING ORDERED LOCATION AND SCALE PARAMETERS. (1989). Cohen A., ; Kushary D., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:3:p:201-214:n:1. Full description at Econpapers \|\| Download paper	4
32	2005	On stationary multiplier methods for the rounding of probabilities and the limiting law of the Sainte-LaguÃ« divergence. (2005). Lothar, Heinrich ; Udo, Schwingenschlogl ; Friedrich, Pukelsheim . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:2/2005:p:117-129:n:2. Full description at Econpapers \|\| Download paper	3
33	1992	GEOMETRIC STABLE DISTRIBUTIONS AND LAPLACE-WEIBULL MIXTURES. (1992). Rachev S. T., ; SenGupta A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:10:y:1992:i:3:p:251-272:n:4. Full description at Econpapers \|\| Download paper	3
34	2005	On low dimensional case in the fundamental asset pricing theorem with transaction costs. (2005). Grigoriev Pavel G., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:1/2005:p:33-48:n:3. Full description at Econpapers \|\| Download paper	3
35	1992	ON TESTING EXPONENTIALITY AGAINST HNBUE ALTERNATIVES. (1992). Aly Emad-Eldin A. A., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:10:y:1992:i:3:p:239-250:n:3. Full description at Econpapers \|\| Download paper	3
36	2012	Bounds for joint portfolios of dependent risks. (2012). Giovanni, Puccetti ; Ludger, Ruschendorf . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:29:y:2012:i:2:p:107-132:n:4. Full description at Econpapers \|\| Download paper	3
37	1998	THE EXACT RISK OF A WEIGHTED AVERAGE ESTIMATOR OF THE OLS AND STEIN-RULE ESTIMATORS IN REGRESSION UNDER BALANCED LOSS. (1998). Kazuhiro, Ohtani . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:1:p:35-46:n:5. Full description at Econpapers \|\| Download paper	3
38	1998	LINEAR ESTIMATORS OF A POISSON MEAN UNDER BALANCED LOSS FUNCTIONS. (1998). Younshik, Chung ; Seongho, Song ; Chansoo, Kim . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:16:y:1998:i:3:p:245-258:n:3. Full description at Econpapers \|\| Download paper	3
39	2007	Dynamic utility-based good deal bounds. (2007). Susanne, Kloppel ; Martin, Schweizer . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:25:y:2007:i:4/2007:p:25:n:3. Full description at Econpapers \|\| Download paper	3
40	2003	On the construction of efficient estimators in semiparametric models. (2003). Forrester Jeffrey S., ; Anton, Schick ; Hanxiang, Peng ; Hooper William J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:109-138:n:2. Full description at Econpapers \|\| Download paper	3
41	1994	THE INNER CHARACTERIZATION OF GEOMETRIC STABLE LAWS. (1994). Kozubowski Tomasz J., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:12:y:1994:i:3:p:307-322:n:8. Full description at Econpapers \|\| Download paper	3
42	2000	MINIMAX ESTIMATION OF A CONSTRAINED BINOMIAL PROPORTION. (2000). Brenda, MacGibbon ; eric, Marchand . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:18:y:2000:i:2:p:129-168:n:2. Full description at Econpapers \|\| Download paper	3
43	1988	GAMMA-MINIMAX ESTIMATORS FOR A BOUNDED NORMAL MEAN. (1988). Eichenauer J., ; Lehn J., ; Kirschgarth P., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:6:y:1988:i:4:p:343-348:n:2. Full description at Econpapers \|\| Download paper	3
44	2003	A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions. (2003). Yuzo, Maruyama . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:1/2003:p:69-78:n:7. Full description at Econpapers \|\| Download paper	3
45	1992	BEHAVIOUR OF THE POSTERIOR DISTRIBUTION AND INFERENCES FOR A NORMAL MEAN WITH t PRIOR DISTRIBUTIONS. (1992). Berger James O., ; Tsai-Hung, Fan . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:10:y:1992:i:1-2:p:99-120:n:17. Full description at Econpapers \|\| Download paper	3
46	2004	Maximum likelihood estimator in a two-phase nonlinear random regression model. (2004). Gabriela, Ciuperca . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:22:y:2004:i:4/2004:p:335-349:n:6. Full description at Econpapers \|\| Download paper	3
47	2005	Quantile hedging and its application to life insurance. (2005). Alexander, Melnikov ; Victoria, Skornyakova . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:4/2005:p:301-316:n:3. Full description at Econpapers \|\| Download paper	3
48	1994	ROBUST BAYESIAN ESTIMATION IN THE ONE-DIMENSIONAL NORMAL MODEL. (1994). Agata, Boratyska ; Marek, Mczarski . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:12:y:1994:i:3:p:221-230:n:1. Full description at Econpapers \|\| Download paper	2
49	2002	OPTIMAL CHOICE OF NONPARAMETRIC ESTIMATES OF A DENSITY AND OF ITS DERIVATIVES. (2002). Ivana, Horova ; Jii, Zelinka ; Philippe, Vieu . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:20:y:2002:i:1-4:p:355-378:n:20. Full description at Econpapers \|\| Download paper	2
50	1989	SENSITIVITY OF POSTERIOR MEAN TO UNIMODALITY PRESERVING CONTAMINATIONS. (1989). Sivaganesan S., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:7:y:1989:i:1-2:p:77-94:n:13. Full description at Econpapers \|\| Download paper	2

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2011	On the maximization of financial performance measures within mixture models. (2011). Prigent, Jean-Luc ; Rania, Hentati ; Jean-Luc, Prigent . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:1:p:63-80:n:5. Full description at Econpapers \|\| Download paper	7
2	2006	Risk measurement with equivalent utility principles. (2006). Laeven, Roger ; Goovaerts, Marc ; Dhaene, Jan ; Michel, Denuit ; Roger, Laeven ; Rob, Kaas ; Marc, Goovaerts ; Jan, Dhaene . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:25:n:1. Full description at Econpapers \|\| Download paper	6
3	2005	Duality theory for optimal investments under model uncertainty. (2005). Alexander, Schied ; Ching-Tang, Wu. In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:23:y:2005:i:3/2005:p:199-217:n:3. Full description at Econpapers \|\| Download paper	3
4	2006	Robust utility maximization in a stochastic factor model. (2006). Daniel, Hernandez-Hernandez ; Alexander, Schied . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:17:n:2. Full description at Econpapers \|\| Download paper	3
5	2006	Convex risk measures and the dynamics of their penalty functions. (2006). Hans, Follmer ; Irina, Penner . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:24:y:2006:i:1/2006:p:36:n:9. Full description at Econpapers \|\| Download paper	3
6	2003	On arbitrage and replication in the fractional BlackâScholes pricing model. (2003). Sottinen, Tommi ; Tommi, Sottinen ; Esko, Valkeila . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:21:y:2003:i:2/2003:p:93-108:n:7. Full description at Econpapers \|\| Download paper	3
7	2011	Optimal dividend-payout in random discrete time. (2011). Hansjorg, Albrecher ; Stefan, Thonhauser ; Nicole, Bauerle . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:28:y:2011:i:3:p:251-276:n:2. Full description at Econpapers \|\| Download paper	2
8	2013	Membership conditions for consistent families of monetary valuations. (2013). Schumacher, Johannes ; Berend, Roorda ; Hans, Schumacher . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:30:y:2013:i:3:p:255-280:n:5. Full description at Econpapers \|\| Download paper	2
9	1987	INADMISSIBILITY OF THE BEST EQUIVARIANT ESTIMATORS OF THE VARIANCE-COVARIANCE MATRIX, THE PRECISION MATRIX, AND THE GENERALIZED VARIANCE UNDER ENTROPY LOSS. (1987). Ghosh M., ; Sinha B. K., . In: Statistics & Risk Modeling. RePEc:bpj:strimo:v:5:y:1987:i:3-4:p:201-228:n:1. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 2:

Year	Title
2015	Network Structure and Counterparty Credit Risk. (2015). von Felbert, Alexander . In: Papers. RePEc:arx:papers:1504.06789. Full description at Econpapers \|\| Download paper
2015	Residential emissions reductions through variable timing of electricity consumption. (2015). Harris, A R ; Wang, Caisheng ; McElmurry, Shawn P ; Miller, Carol J ; Rogers, Michelle Marinich . In: Applied Energy. RePEc:eee:appene:v:158:y:2015:i:c:p:484-489. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2013

Year	Citing document
2013	Valuation of collateralized debt obligations with hierarchical Archimedean copulae. (2013). HÃÂ¤rdle, Wolfgang ; Choros-Tomczyk, Barbara ; Choro-Tomczyk, Barbara ; Hardle, Wolfgang Karl ; Okhrin, Ostap . In: Journal of Empirical Finance. RePEc:eee:empfin:v:24:y:2013:i:c:p:42-62. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	Insurance: Mathematics and Economics / Elsevier	23
2	Papers / arXiv.org	19
3	Finance and Stochastics / Springer	9
4	Statistics & Probability Letters / Elsevier	8
5	Economics Papers from University Paris Dauphine / Paris Dauphine University	6
6	Journal of Multivariate Analysis / Elsevier	6
7	SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany	5
8	Journal of Mathematical Economics / Elsevier	4
9	Post-Print / HAL	4
10	Stochastic Processes and their Applications / Elsevier	3
11	Sciences Po publications / Sciences Po	3

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.