Andrés Mora‐Valencia

465 total citations
42 papers, 306 citations indexed

About

Andrés Mora‐Valencia is a scholar working on Economics and Econometrics, Finance and Management Science and Operations Research. According to data from OpenAlex, Andrés Mora‐Valencia has authored 42 papers receiving a total of 306 indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Economics and Econometrics, 26 papers in Finance and 9 papers in Management Science and Operations Research. Recurrent topics in Andrés Mora‐Valencia's work include Market Dynamics and Volatility (25 papers), Financial Risk and Volatility Modeling (23 papers) and Complex Systems and Time Series Analysis (7 papers). Andrés Mora‐Valencia is often cited by papers focused on Market Dynamics and Volatility (25 papers), Financial Risk and Volatility Modeling (23 papers) and Complex Systems and Time Series Analysis (7 papers). Andrés Mora‐Valencia collaborates with scholars based in Colombia, Spain and Mexico. Andrés Mora‐Valencia's co-authors include Javier Perote, Esther B. Del Brío, José A. García del Castillo, Antonio Díaz, Gonzalo García‐Donato, Trino‐Manuel Ñíguez, Alfonso Novales and Daniel E. Velásquez and has published in prestigious journals such as SHILAP Revista de lepidopterología, Sustainability and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Andrés Mora‐Valencia

38 papers receiving 297 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Andrés Mora‐Valencia Colombia 10 220 168 42 39 39 42 306
Piotr Fiszeder Poland 12 213 1.0× 146 0.9× 22 0.5× 60 1.5× 69 1.8× 38 304
Dominik Wolff Germany 9 187 0.8× 202 1.2× 26 0.6× 75 1.9× 81 2.1× 21 296
Takuji Kinkyo Japan 9 267 1.2× 146 0.9× 46 1.1× 98 2.5× 44 1.1× 35 366
Houda Litimi Tunisia 8 330 1.5× 223 1.3× 35 0.8× 59 1.5× 38 1.0× 12 365
Huaigang Long China 12 362 1.6× 248 1.5× 92 2.2× 54 1.4× 51 1.3× 34 440
Yousra Trichilli Tunisia 11 219 1.0× 134 0.8× 48 1.1× 34 0.9× 36 0.9× 18 304
Duy Duong Vietnam 8 224 1.0× 102 0.6× 125 3.0× 22 0.6× 47 1.2× 14 305
Suwan Long Ireland 8 229 1.0× 98 0.6× 99 2.4× 12 0.3× 27 0.7× 19 328
Imen Mbarki Russia 6 262 1.2× 141 0.8× 110 2.6× 11 0.3× 37 0.9× 6 312

Countries citing papers authored by Andrés Mora‐Valencia

Since Specialization
Citations

This map shows the geographic impact of Andrés Mora‐Valencia'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 Andrés Mora‐Valencia with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andrés Mora‐Valencia more than expected).

Fields of papers citing papers by Andrés Mora‐Valencia

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andrés Mora‐Valencia. 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 Andrés Mora‐Valencia. The network helps show where Andrés Mora‐Valencia may publish in the future.

Co-authorship network of co-authors of Andrés Mora‐Valencia

This figure shows the co-authorship network connecting the top 25 collaborators of Andrés Mora‐Valencia. A scholar is included among the top collaborators of Andrés Mora‐Valencia 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 Andrés Mora‐Valencia. Andrés Mora‐Valencia 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.
Perote, Javier, et al.. (2025). ESG Portfolio Optimization: The Relevance of Higher Order Moments. Corporate Social Responsibility and Environmental Management. 32(6). 8161–8181.
2.
Mora‐Valencia, Andrés, et al.. (2025). Dynamic volatility spillovers among commodities, bitcoin, and emerging markets. Emerging Markets Review. 69. 101375–101375. 1 indexed citations
3.
Mora‐Valencia, Andrés, et al.. (2024). Real Options Volatility Surface for Valuing Renewable Energy Projects. Energies. 17(5). 1225–1225. 1 indexed citations
4.
Mora‐Valencia, Andrés, et al.. (2024). Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers. International Review of Economics & Finance. 92. 302–315. 6 indexed citations
5.
Mora‐Valencia, Andrés, et al.. (2024). Skew Index: a machine learning forecasting approach. Risk Management. 27(1).
6.
Mora‐Valencia, Andrés, et al.. (2023). Volatility transmission dynamics between energy and financial indices of emerging markets: a comparison between the subprime crisis and the COVID-19 pandemic. International Journal of Emerging Markets. 20(1). 135–156. 2 indexed citations
7.
Mora‐Valencia, Andrés, et al.. (2023). Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. Emerging Markets Review. 56. 101054–101054. 13 indexed citations
8.
Mora‐Valencia, Andrés, et al.. (2023). Adaptive Market Hypothesis and Predictability: Evidence in Latin American Stock Indices. Latin American Research Review. 59(2). 292–314. 1 indexed citations
9.
Mora‐Valencia, Andrés, et al.. (2021). Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies. Risk Management. 24(1). 81–99. 1 indexed citations
10.
Mora‐Valencia, Andrés, et al.. (2021). Semi-nonparametric risk assessment with cryptocurrencies. Research in International Business and Finance. 59. 101567–101567. 12 indexed citations
11.
Castillo, José A. García del, Andrés Mora‐Valencia, & Javier Perote. (2021). Moral hazard index for credit risk to SMEs. International Economics. 172. 311–323. 2 indexed citations
12.
Mora‐Valencia, Andrés, et al.. (2020). Market-crash forecasting based on the dynamics of the alpha-stable distribution. Physica A Statistical Mechanics and its Applications. 557. 124876–124876. 7 indexed citations
13.
Díaz, Antonio, Gonzalo García‐Donato, & Andrés Mora‐Valencia. (2019). Quantifying Risk in Traditional Energy and Sustainable Investments. Sustainability. 11(3). 720–720. 8 indexed citations
14.
Mora‐Valencia, Andrés, et al.. (2016). The Return Performance of Cubic Market Model: An Application to Emerging Markets. Emerging Markets Finance and Trade. 53(10). 2233–2241. 2 indexed citations
15.
Mora‐Valencia, Andrés, Trino‐Manuel Ñíguez, & Javier Perote. (2016). Multivariate approximations to portfolio return distribution. Computational and Mathematical Organization Theory. 23(3). 347–361. 3 indexed citations
16.
Mora‐Valencia, Andrés, et al.. (2015). Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad. SHILAP Revista de lepidopterología.
17.
Mora‐Valencia, Andrés, et al.. (2015). Opciones reales aplicadas en redes integradas de servicios de salud empleando diferentes métodos de estimación de la volatilidad. SHILAP Revista de lepidopterología. 287–298. 4 indexed citations
18.
19.
Mora‐Valencia, Andrés, et al.. (2013). Construcción de la distribución de pérdidas y el problema de agregación de riesgo operativo bajo modelos LDA: una revisión. SHILAP Revista de lepidopterología. 12(23). 71–82. 1 indexed citations
20.
Mora‐Valencia, Andrés. (2011). Estimadores del índice de cola y el valor en riesgo. Cuadernos de Administración. 26(44). 71–88. 1 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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