Farrukh Javed

666 total citations
33 papers, 473 citations indexed

About

Farrukh Javed is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Farrukh Javed has authored 33 papers receiving a total of 473 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Economics and Econometrics, 15 papers in Finance and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Farrukh Javed's work include Market Dynamics and Volatility (14 papers), Financial Risk and Volatility Modeling (14 papers) and Monetary Policy and Economic Impact (8 papers). Farrukh Javed is often cited by papers focused on Market Dynamics and Volatility (14 papers), Financial Risk and Volatility Modeling (14 papers) and Monetary Policy and Economic Impact (8 papers). Farrukh Javed collaborates with scholars based in Sweden, United Kingdom and Pakistan. Farrukh Javed's co-authors include Ai Jun Hou, Hossein Asgharian, Panagiotis Mantalos, Syed Muhammad Alay-e-Abbas, Ghulam Abbas, A. Laref, Martin T. Bohl, Patrick M. Stephan, Nasir Amin and Stepan Mazur and has published in prestigious journals such as SHILAP Revista de lepidopterología, The Journal of Physical Chemistry C and International Journal of Hydrogen Energy.

In The Last Decade

Farrukh Javed

33 papers receiving 455 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Farrukh Javed Sweden 10 302 194 128 60 59 33 473
Melanie Schienle Germany 13 268 0.9× 239 1.2× 99 0.8× 26 0.4× 17 0.3× 33 536
Xinsheng Lu China 17 566 1.9× 267 1.4× 98 0.8× 115 1.9× 56 0.9× 34 714
Yanbo Jin China 10 344 1.1× 174 0.9× 53 0.4× 41 0.7× 27 0.5× 24 737
Nityananda Sarkar India 10 133 0.4× 98 0.5× 65 0.5× 22 0.4× 30 0.5× 28 348
Jiangcheng Li China 12 216 0.7× 122 0.6× 11 0.1× 56 0.9× 21 0.4× 73 532
Carlos Ibarra-Valdez Mexico 8 441 1.5× 165 0.9× 41 0.3× 31 0.5× 56 0.9× 24 535
Yue Fang China 11 84 0.3× 70 0.4× 43 0.3× 29 0.5× 15 0.3× 41 367
Vegard H. Larsen Norway 11 272 0.9× 91 0.5× 174 1.4× 20 0.3× 52 0.9× 18 370
Francesco Violante France 6 199 0.7× 132 0.7× 54 0.4× 31 0.5× 37 0.6× 12 257
Luca Onorante Germany 15 366 1.2× 154 0.8× 324 2.5× 25 0.4× 23 0.4× 33 492

Countries citing papers authored by Farrukh Javed

Since Specialization
Citations

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

Fields of papers citing papers by Farrukh Javed

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Farrukh Javed

This figure shows the co-authorship network connecting the top 25 collaborators of Farrukh Javed. A scholar is included among the top collaborators of Farrukh Javed 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 Farrukh Javed. Farrukh Javed 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.
Javed, Farrukh, et al.. (2025). Nonlinear forecasting with many predictors using mixed data sampling kernel ridge regression models. Annals of Operations Research. 1 indexed citations
2.
Görg, Holger, et al.. (2024). AI Unboxed and Jobs: A Novel Measure and Firm-Level Evidence from Three Countries. SSRN Electronic Journal. 8 indexed citations
3.
Javed, Farrukh, et al.. (2023). Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. Journal of Empirical Finance. 73. 272–292. 6 indexed citations
4.
Javed, Farrukh, et al.. (2023). A reality check on the GARCH-MIDAS volatility models. European Journal of Finance. 30(6). 575–596. 1 indexed citations
5.
Javed, Farrukh, et al.. (2023). Tangency portfolio weights under a skew-normal model in small and large dimensions. Journal of the Operational Research Society. 75(7). 1395–1406. 5 indexed citations
6.
Javed, Farrukh, et al.. (2023). Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data. Energy Economics. 120. 106621–106621. 15 indexed citations
7.
Javed, Farrukh, et al.. (2022). Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity. Applied Economics. 54(58). 6669–6686. 1 indexed citations
8.
Bodnar, Taras, et al.. (2022). Singular Conditional Autoregressive Wishart Model for Realized Covariance Matrices. Journal of Business and Economic Statistics. 41(3). 833–845. 1 indexed citations
9.
Ahmed, Shahbaz, et al.. (2021). Accurate first-principles evaluation of structural, electronic, optical and photocatalytic properties of BaHfO3 and SrHfO3 perovskites. Journal of Alloys and Compounds. 892. 162071–162071. 23 indexed citations
10.
Javed, Farrukh, et al.. (2020). Higher order moments of the estimated tangency portfolio weights. Journal of Applied Statistics. 48(3). 517–535. 13 indexed citations
11.
Alay-e-Abbas, Syed Muhammad, Farrukh Javed, Ghulam Abbas, Nasir Amin, & A. Laref. (2019). Density Functional Theory Evaluation of Ceramics Suitable for Hybrid Advanced Oxidation Processes: A Case Study for Ce4+-Doped BaZrO3. The Journal of Physical Chemistry C. 123(10). 6044–6053. 39 indexed citations
12.
Javed, Farrukh, Ilias Thomas, & Mevludin Memedi. (2018). A comparison of feature selection methods when using motion sensors data: a case study in Parkinson’s disease. PubMed. 3. 5426–5429. 7 indexed citations
13.
Javed, Farrukh & Krzysztof Podgórski. (2016). Tail Behavior and Dependence Structure in the APARCH Model. Lund University Publications (Lund University). 9(2). 3 indexed citations
14.
Javed, Farrukh, et al.. (2016). European equity market integration and joint relationship of conditional volatility and correlations. Journal of International Money and Finance. 71. 53–77. 35 indexed citations
15.
Javed, Farrukh & Panagiotis Mantalos. (2015). Sensitivity of the causality in variance tests to GARCH(1,1) processes. 6(1). 49–65. 6 indexed citations
16.
Javed, Farrukh & Krzysztof Podgórski. (2014). Leverage Effect for Volatility with Generalized Laplace Error. Economic Quality Control. 29(2). 157–166. 1 indexed citations
17.
Javed, Farrukh & Panagiotis Mantalos. (2013). GARCH-Type Models and Performance of Information Criteria. Communications in Statistics - Simulation and Computation. 42(8). 1917–1933. 24 indexed citations
18.
Bohl, Martin T., Farrukh Javed, & Patrick M. Stephan. (2013). Do Commodity Index Traders Destabilize Agricultural Futures Prices. RePEc: Research Papers in Economics. 59(2). 125–148. 17 indexed citations
19.
Asgharian, Hossein, Ai Jun Hou, & Farrukh Javed. (2013). The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach. Journal of Forecasting. 32(7). 600–612. 186 indexed citations
20.
Bohl, Martin T., Farrukh Javed, & Patrick M. Stephan. (2012). Do Commodity Index Traders Destabilize Agricultural Futures Prices?. SSRN Electronic Journal. 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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