Almut E. D. Veraart

792 total citations
48 papers, 305 citations indexed

About

Almut E. D. Veraart is a scholar working on Finance, Economics and Econometrics and Electrical and Electronic Engineering. According to data from OpenAlex, Almut E. D. Veraart has authored 48 papers receiving a total of 305 indexed citations (citations by other indexed papers that have themselves been cited), including 38 papers in Finance, 16 papers in Economics and Econometrics and 11 papers in Electrical and Electronic Engineering. Recurrent topics in Almut E. D. Veraart's work include Stochastic processes and financial applications (29 papers), Financial Risk and Volatility Modeling (25 papers) and Electric Power System Optimization (9 papers). Almut E. D. Veraart is often cited by papers focused on Stochastic processes and financial applications (29 papers), Financial Risk and Volatility Modeling (25 papers) and Electric Power System Optimization (9 papers). Almut E. D. Veraart collaborates with scholars based in United Kingdom, Denmark and Norway. Almut E. D. Veraart's co-authors include Ole E. Barndorff–Nielsen, Fred Espen Benth, Luitgard Anna Maria Veraart, Asger Lunde, Neil Shephard, Mark Podolskij, Robert Stelzer, Axel Gandy, Mikko S. Pakkanen and Huong Lan Thi Nguyen and has published in prestigious journals such as Journal of Econometrics, Energy Economics and Philosophical Transactions of the Royal Society A Mathematical Physical and Engineering Sciences.

In The Last Decade

Almut E. D. Veraart

46 papers receiving 296 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Almut E. D. Veraart United Kingdom 10 230 114 54 33 31 48 305
Tommi Sottinen Finland 13 364 1.6× 214 1.9× 55 1.0× 10 0.3× 43 1.4× 36 467
Jean-François Chassagneux France 11 256 1.1× 42 0.4× 29 0.5× 20 0.6× 44 1.4× 27 304
Tina Marquardt Germany 6 220 1.0× 88 0.8× 29 0.5× 11 0.3× 56 1.8× 9 258
Anatoliy Swishchuk Canada 11 227 1.0× 101 0.9× 30 0.6× 12 0.4× 24 0.8× 71 357
Tina Hviid Rydberg United Kingdom 8 399 1.7× 209 1.8× 21 0.4× 15 0.5× 68 2.2× 10 476
Robert Stelzer Germany 14 453 2.0× 193 1.7× 66 1.2× 20 0.6× 131 4.2× 33 557
John Schoenmakers Germany 15 445 1.9× 124 1.1× 33 0.6× 7 0.2× 56 1.8× 73 578
Jozef Komorník Slovakia 9 69 0.3× 82 0.7× 36 0.7× 15 0.5× 30 1.0× 21 269
Igor Cialenco United States 10 194 0.8× 59 0.5× 35 0.6× 5 0.2× 30 1.0× 30 272
Karsten Prause Germany 4 505 2.2× 263 2.3× 23 0.4× 12 0.4× 65 2.1× 5 573

Countries citing papers authored by Almut E. D. Veraart

Since Specialization
Citations

This map shows the geographic impact of Almut E. D. Veraart's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Almut E. D. Veraart with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Almut E. D. Veraart more than expected).

Fields of papers citing papers by Almut E. D. Veraart

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Almut E. D. Veraart. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Almut E. D. Veraart. The network helps show where Almut E. D. Veraart may publish in the future.

Co-authorship network of co-authors of Almut E. D. Veraart

This figure shows the co-authorship network connecting the top 25 collaborators of Almut E. D. Veraart. A scholar is included among the top collaborators of Almut E. D. Veraart based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Almut E. D. Veraart. Almut E. D. Veraart is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Pakkanen, Mikko S., et al.. (2024). The short-term predictability of returns in order book markets: A deep learning perspective. International Journal of Forecasting. 40(4). 1587–1621. 4 indexed citations
2.
Benth, Fred Espen, et al.. (2024). A feasible central limit theorem for realised covariation of SPDEs in the context of functional data. The Annals of Applied Probability. 34(2).
3.
Nguyen, Huong Lan Thi, et al.. (2023). A Dynamic Extreme Value Model with Application to Volcanic Eruption Forecasting. Mathematical Geosciences. 56(4). 841–865. 3 indexed citations
4.
Bennedsen, Mikkel, Asger Lunde, Neil Shephard, & Almut E. D. Veraart. (2023). Inference and forecasting for continuous-time integer-valued trawl processes. Journal of Econometrics. 236(2). 105476–105476. 3 indexed citations
5.
Benth, Fred Espen, et al.. (2021). A weak law of large numbers for realised covariation in a Hilbert space setting. Stochastic Processes and their Applications. 145. 241–268. 4 indexed citations
6.
Pakkanen, Mikko S., et al.. (2020). Limit Theorems for Trawl Processes. arXiv (Cornell University). 1 indexed citations
7.
Pakkanen, Mikko S., et al.. (2019). Hybrid simulation scheme for volatility modulated moving average fields. Mathematics and Computers in Simulation. 166. 224–244. 2 indexed citations
8.
Barndorff–Nielsen, Ole E., Fred Espen Benth, & Almut E. D. Veraart. (2018). Ambit Stochastics. CERN Document Server (European Organization for Nuclear Research). 20 indexed citations
9.
Veraart, Almut E. D.. (2018). Modeling, simulation and inference for multivariate time series of counts using trawl processes. Journal of Multivariate Analysis. 169. 110–129. 8 indexed citations
10.
Barndorff–Nielsen, Ole E., et al.. (2016). The Fascination of Probability, Statistics and their Applications : In Honour of Ole E. Barndorff-Nielsen. Springer eBooks. 3 indexed citations
11.
Veraart, Almut E. D., et al.. (2016). On the class of distributions of subordinated Lévy processes and bases. Stochastic Processes and their Applications. 127(2). 475–496. 1 indexed citations
12.
Veraart, Almut E. D., et al.. (2015). A Lévy-driven rainfall model with applications to futures pricing. AStA Advances in Statistical Analysis. 99(4). 403–432. 9 indexed citations
13.
Podolskij, Mark, et al.. (2015). The Fascination of Probability, Statistics and their Applications. Cadmus - EUI Research Repository (European University Institute). 18 indexed citations
14.
Veraart, Almut E. D., et al.. (2015). Modelling and Predicting Photovoltaic Power Generation in the EEX Market. SSRN Electronic Journal. 8 indexed citations
15.
Barndorff–Nielsen, Ole E., Asger Lunde, Neil Shephard, & Almut E. D. Veraart. (2014). Integer‐valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes. Scandinavian Journal of Statistics. 41(3). 693–724. 22 indexed citations
16.
Barndorff–Nielsen, Ole E., Fred Espen Benth, Jan Skov Pedersen, & Almut E. D. Veraart. (2013). On stochastic integration for volatility modulated Lévy-driven Volterra processes. Stochastic Processes and their Applications. 124(1). 812–847. 9 indexed citations
17.
Veraart, Almut E. D. & Luitgard Anna Maria Veraart. (2012). Modelling electricity day–ahead prices by multivariate Lévy semistationary processes. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 1 indexed citations
18.
Barndorff–Nielsen, Ole E. & Almut E. D. Veraart. (2012). Stochastic Volatility of Volatility and Variance Risk Premia. Journal of Financial Econometrics. 11(1). 1–46. 37 indexed citations
19.
Barndorff–Nielsen, Ole E. & Almut E. D. Veraart. (2009). Stochastic Volatility of Volatility in Continuous Time. SSRN Electronic Journal. 7 indexed citations
20.
Veraart, Almut E. D.. (2008). Inference for the Jump Part of Quadratic Variation of Itô Semimartingales. SSRN Electronic Journal. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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