Boda Kang

510 total citations
30 papers, 302 citations indexed

About

Boda Kang is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Boda Kang has authored 30 papers receiving a total of 302 indexed citations (citations by other indexed papers that have themselves been cited), including 25 papers in Finance, 12 papers in Economics and Econometrics and 6 papers in Demography. Recurrent topics in Boda Kang's work include Stochastic processes and financial applications (20 papers), Market Dynamics and Volatility (10 papers) and Financial Risk and Volatility Modeling (10 papers). Boda Kang is often cited by papers focused on Stochastic processes and financial applications (20 papers), Market Dynamics and Volatility (10 papers) and Financial Risk and Volatility Modeling (10 papers). Boda Kang collaborates with scholars based in Australia, United Kingdom and United States. Boda Kang's co-authors include Jerzy A. Filar, Carl Chiarella, Christina Sklibosios Nikitopoulos, Jonathan Ziveyi, Gunter H. Meyer, Marcel Prokopczuk, Yuhong Lin, Yang Shen, Dan Zhu and Song‐Ping Zhu and has published in prestigious journals such as IEEE Transactions on Automatic Control, Energy Economics and Computers & Mathematics with Applications.

In The Last Decade

Boda Kang

29 papers receiving 289 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Boda Kang Australia	10	192	141	92	62	36	30	302
Rudi Zagst Germany	12	396 2.1×	227 1.6×	146 1.6×	88 1.4×	49 1.4×	109	540
Vittorio Moriggia Italy	12	137 0.7×	126 0.9×	164 1.8×	72 1.2×	15 0.4×	33	320
Alex Weissensteiner Italy	12	242 1.3×	158 1.1×	144 1.6×	70 1.1×	57 1.6×	63	380
Rosella Giacometti Italy	11	285 1.5×	218 1.5×	130 1.4×	125 2.0×	42 1.2×	52	463
Jules Sadefo Kamdem France	9	108 0.6×	132 0.9×	151 1.6×	14 0.2×	33 0.9×	38	310
Thorsten Rheinländer United Kingdom	10	514 2.7×	281 2.0×	186 2.0×	115 1.9×	62 1.7×	28	629
Zhuliang Chen Canada	5	152 0.8×	113 0.8×	27 0.3×	57 0.9×	9 0.3×	7	255
Jörn Saß Germany	11	192 1.0×	122 0.9×	106 1.2×	31 0.5×	18 0.5×	43	261
Yun Shi China	9	132 0.7×	118 0.8×	138 1.5×	16 0.3×	12 0.3×	31	264
Pieter Klaassen Netherlands	10	420 2.2×	189 1.3×	138 1.5×	61 1.0×	56 1.6×	17	490

Countries citing papers authored by Boda Kang

Since Specialization

Citations

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

Fields of papers citing papers by Boda Kang

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Boda Kang

This figure shows the co-authorship network connecting the top 25 collaborators of Boda Kang. A scholar is included among the top collaborators of Boda Kang 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 Boda Kang. Boda Kang is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Kang, Boda, Christina Sklibosios Nikitopoulos, & Marcel Prokopczuk. (2020). Economic determinants of oil futures volatility: A term structure perspective. Energy Economics. 88. 104743–104743. 23 indexed citations

Kang, Boda, et al.. (2019). The Impact of Jumps on American Option Pricing: The S&P 100 Options Case. RePEc: Research Papers in Economics. 1 indexed citations

Zhu, Song‐Ping, et al.. (2019). A Numerical Solution of Optimal Portfolio Selection Problem with General Utility Functions. Computational Economics. 55(3). 957–981. 4 indexed citations

Kang, Boda, Christina Sklibosios Nikitopoulos, & Marcel Prokopczuk. (2019). Oil Futures Volatility and the Economy. SSRN Electronic Journal. 3 indexed citations

Kang, Boda, et al.. (2018). Pricing American Options with Jumps in Asset and Volatility. RePEc: Research Papers in Economics. 1 indexed citations

Kang, Boda, et al.. (2018). Analysis of a multiple year gas sales agreement with make-up, carry-forward and indexation. Energy Economics. 79. 76–96. 2 indexed citations

Chiarella, Carl, et al.. (2018). Particle Filters for Markov-Switching Stochastic Volatility Models. Oxford University Press eBooks. 2 indexed citations

Kang, Boda & Jonathan Ziveyi. (2016). Optimal Surrender of Guaranteed Minimum Maturity Benefits Under Stochastic Volatility and Interest Rates. SSRN Electronic Journal. 3 indexed citations

Chiarella, Carl, et al.. (2015). The Return-Volatility Relation in Commodity Futures Markets. SSRN Electronic Journal. 6 indexed citations

10.

Chiarella, Carl, Boda Kang, & Gunter H. Meyer. (2014). The :Numerical Solution Of The American Option Pricing Problem, Finite Difference And Transform Approaches. RePEc: Research Papers in Economics. 2 indexed citations

11.

Chiarella, Carl, et al.. (2014). A comparative study on time-efficient methods to price compound options in the Heston model. Computers & Mathematics with Applications. 67(6). 1254–1270. 6 indexed citations

12.

Chiarella, Carl, et al.. (2013). Humps in the volatility structure of the crude oil futures market: New evidence. Energy Economics. 40. 989–1000. 23 indexed citations

13.

Chiarella, Carl, et al.. (2012). Humps in the Volatility Structure of the Crude Oil Futures Market. RePEc: Research Papers in Economics.

14.

Chiarella, Carl, Boda Kang, & Gunter H. Meyer. (2012). The evaluation of barrier option prices under stochastic volatility. Computers & Mathematics with Applications. 64(6). 2034–2048. 29 indexed citations

15.

Chiarella, Carl, et al.. (2012). Particle Filters for Markov Switching Stochastic Volatility Models. SSRN Electronic Journal. 3 indexed citations

16.

Chiarella, Carl, et al.. (2012). Humps in the Volatility Structure of the Crude Oil Futures Market: New Evidence. SSRN Electronic Journal. 10 indexed citations

17.

Chiarella, Carl, Les Clewlow, & Boda Kang. (2009). Modelling and Estimating the Forward Price Curve in the Energy Market. RePEc: Research Papers in Economics. 1 indexed citations

18.

Chiarella, Carl & Boda Kang. (2009). The Evaluation of American Compound Option Prices under Stochastic Volatility Using the Sparse Grid Approach. SSRN Electronic Journal. 6 indexed citations

19.

Chiarella, Carl, et al.. (2008). The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines. SSRN Electronic Journal. 11 indexed citations

20.

Lin, Yuanlie, et al.. (2003). Optimal models with maximizing probability of first achieving target value in the preceding stages. Science China Mathematics. 46(3). 396–414. 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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