Denis Pelletier

1.1k total citations
21 papers, 623 citations indexed

About

Denis Pelletier is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Denis Pelletier has authored 21 papers receiving a total of 623 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Finance, 10 papers in Economics and Econometrics and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Denis Pelletier's work include Monetary Policy and Economic Impact (8 papers), Financial Risk and Volatility Modeling (7 papers) and Market Dynamics and Volatility (6 papers). Denis Pelletier is often cited by papers focused on Monetary Policy and Economic Impact (8 papers), Financial Risk and Volatility Modeling (7 papers) and Market Dynamics and Volatility (6 papers). Denis Pelletier collaborates with scholars based in United States, Canada and Denmark. Denis Pelletier's co-authors include Peter Christoffersen, William J. McCausland, Éric Renault, Jean-Marie Dufour, Jean‐Daniel Saphores, Lynda Khalaf, Alastair R. Hall, Jean‐Marie Dufour, Robert L. Clark and Srinivasan Krishnamurthy and has published in prestigious journals such as Journal of Econometrics, Journal of Business and Economic Statistics and American Journal of Agricultural Economics.

In The Last Decade

Denis Pelletier

19 papers receiving 587 citations

Peers

Denis Pelletier
Comparison fields: 5 of 66
  • Finance 429
  • Economics and Econometrics 417
  • General Economics, Econometrics and Finance 199
  • Statistics and Probability 68
  • Management Science and Operations Research 64
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Francesco Audrino Switzerland
Daniel Straumann Switzerland
Gabriele Fiorentini Spain
Anthony S. Tay Singapore
Ioannis D. Vrontos Greece
Rogier Quaedvlieg Netherlands
Walter Distaso United Kingdom
Toshiaki Watanabe Japan
Markus Haas Germany
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Citations per field, relative to Denis Pelletier
Denis Pelletier · 1×
Citations per year, relative to Denis Pelletier
Denis Pelletier · 1×

Countries citing papers authored by Denis Pelletier

Since Specialization
Citations

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

Fields of papers citing papers by Denis Pelletier

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Denis Pelletier

This figure shows the co-authorship network connecting the top 25 collaborators of Denis Pelletier. A scholar is included among the top collaborators of Denis Pelletier 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 Denis Pelletier. Denis Pelletier 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
# Work Indexed citations
1 0
2 2
3 12
4 7
5 4
6 5
7 5
8 2
9 5
10 8
11
A New Approach to Investigate Market Integration: a Markov-Switching Autoregressive Model with Time-Varying Transition Probabilities
0
12 90
13 19
14 2
15
Evaluating Value-at-Risk Models with Desk-Level Data
3
16 255
17 92
18 79
19
On Jumps and ARCH Effects in Natural Resource Prices: An Application to Pacific Northwest Stumpage Prices
1
20 31

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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