Benjamin Auer

1.5k total citations
69 papers, 952 citations indexed

About

Benjamin Auer is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Benjamin Auer has authored 69 papers receiving a total of 952 indexed citations (citations by other indexed papers that have themselves been cited), including 48 papers in Economics and Econometrics, 47 papers in Finance and 13 papers in General Economics, Econometrics and Finance. Recurrent topics in Benjamin Auer's work include Financial Markets and Investment Strategies (38 papers), Market Dynamics and Volatility (32 papers) and Financial Risk and Volatility Modeling (21 papers). Benjamin Auer is often cited by papers focused on Financial Markets and Investment Strategies (38 papers), Market Dynamics and Volatility (32 papers) and Financial Risk and Volatility Modeling (21 papers). Benjamin Auer collaborates with scholars based in Germany, United States and United Kingdom. Benjamin Auer's co-authors include Frank Schuhmacher, Stephan Arnold, Horst Rottmann, Martín Schuster, Andreas Hoffmann, Hanxiong Zhang, Bruce Spottiswoode, Sharmila Dorbala, Marcelo F. Di Carli and Shilpa Vijayakumar and has published in prestigious journals such as Management Science, European Journal of Operational Research and Energy Policy.

In The Last Decade

Benjamin Auer

56 papers receiving 907 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Benjamin Auer Germany 16 595 510 236 154 149 69 952
Janusz Brzeszczyński United Kingdom 19 1.1k 1.9× 708 1.4× 147 0.6× 120 0.8× 251 1.7× 64 1.4k
Marcelo Cabús Klötzle Brazil 14 510 0.9× 362 0.7× 164 0.7× 65 0.4× 182 1.2× 86 821
Mike Staunton United Kingdom 13 503 0.8× 673 1.3× 298 1.3× 69 0.4× 433 2.9× 38 1.1k
Qingfu Liu China 16 472 0.8× 296 0.6× 187 0.8× 138 0.9× 150 1.0× 50 822
Ronald J. Balvers United States 15 881 1.5× 929 1.8× 167 0.7× 203 1.3× 293 2.0× 43 1.3k
Han Smit Netherlands 15 544 0.9× 739 1.4× 372 1.6× 170 1.1× 205 1.4× 35 1.0k
Remco C. J. Zwinkels Netherlands 18 922 1.5× 693 1.4× 128 0.5× 122 0.8× 111 0.7× 79 1.1k
Maximilian Wimmer Germany 12 235 0.4× 261 0.5× 173 0.7× 193 1.3× 105 0.7× 24 568
Konstantinos Gavriilidis United Kingdom 12 876 1.5× 370 0.7× 64 0.3× 51 0.3× 187 1.3× 25 1.1k
Zhi Su China 16 629 1.1× 230 0.5× 104 0.4× 85 0.6× 130 0.9× 54 851

Countries citing papers authored by Benjamin Auer

Since Specialization
Citations

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

Fields of papers citing papers by Benjamin Auer

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Benjamin Auer. 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 Benjamin Auer. The network helps show where Benjamin Auer may publish in the future.

Co-authorship network of co-authors of Benjamin Auer

This figure shows the co-authorship network connecting the top 25 collaborators of Benjamin Auer. A scholar is included among the top collaborators of Benjamin Auer 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 Benjamin Auer. Benjamin Auer 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.
Auer, Benjamin, et al.. (2024). A note on Steuer and Utz’s (2023) multi-objective optimization approach for generating sustainability-efficient fronts. European Journal of Operational Research. 316(2). 792–797. 3 indexed citations
2.
Auer, Benjamin, Shilpa Vijayakumar, Olivier Clerc, et al.. (2024). Fully Automated Quantitation of 99mTc-PYP SPECT/CT Images Using Artificial Intelligence-Based Segmentation of Low-Dose CTAC. Journal of Nuclear Cardiology. 38. 101942–101942.
3.
Auer, Benjamin, et al.. (2024). Optimal Versus Naive Diversification in Commodity Futures Markets. Journal of Futures Markets. 45(1). 3–22.
4.
Auer, Benjamin, et al.. (2023). Rehabilitating Mean–Variance Portfolio Selection: Theory and Evidence. The Journal of Portfolio Management. 49(7). 159–178.
5.
Auer, Benjamin, et al.. (2022). A comparison of minimum variance and maximum Sharpe ratio portfolios for mainstream investors. The Journal of Risk Finance. 23(1). 55–84. 5 indexed citations
6.
Auer, Benjamin. (2021). Implementation and profitability of sustainable investment strategies: An errors‐in‐variables perspective. Business Ethics the Environment & Responsibility. 30(4). 619–638. 2 indexed citations
7.
Auer, Benjamin, et al.. (2021). Reducing complexity in multivariate electricity price forecasting. International Journal of Energy Sector Management. 16(1). 21–49. 1 indexed citations
8.
Auer, Benjamin, et al.. (2018). How does the choice of Value-at-Risk estimator influence asset allocation decisions?. Quantitative Finance. 18(12). 2005–2022. 9 indexed citations
9.
Auer, Benjamin, et al.. (2018). Pricing and risk of swing contracts in natural gas markets. Review of Derivatives Research. 22(1). 77–167. 4 indexed citations
10.
Auer, Benjamin & Andreas Hoffmann. (2016). Do carry trade returns show signs of long memory?. The Quarterly Review of Economics and Finance. 61. 201–208. 5 indexed citations
11.
Auer, Benjamin. (2016). Pure return persistence, Hurst exponents and hedge fund selection – A practical note. Journal of Asset Management. 17(5). 319–330. 3 indexed citations
12.
Arnold, Stephan & Benjamin Auer. (2015). What do scientists know about inflation hedging?. The North American Journal of Economics and Finance. 34. 187–214. 66 indexed citations
13.
Auer, Benjamin. (2015). Superstitious seasonality in precious metals markets? Evidence from GARCH models with time-varying skewness and kurtosis. Applied Economics. 47(27). 2844–2859. 18 indexed citations
14.
Auer, Benjamin. (2015). Extreme value theory, asset ranking and threshold choice: a practical note on VaR estimation. The Journal of Risk. 18(1). 27–44. 1 indexed citations
15.
Auer, Benjamin & Horst Rottmann. (2014). Statistik und Ökonometrie für Wirtschaftswissenschaftler. 5 indexed citations
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17.
Schuster, Martín & Benjamin Auer. (2012). A note on empirical Sharpe ratio dynamics. Economics Letters. 116(1). 124–128. 15 indexed citations
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20.
Auer, Benjamin & Martín Schuster. (2010). Does the financial crisis influence the random walk behaviour of international stock markets?. Applied Economics Letters. 18(4). 319–323. 6 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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