Florian Ielpo

677 total citations
46 papers, 417 citations indexed

About

Florian Ielpo is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Florian Ielpo has authored 46 papers receiving a total of 417 indexed citations (citations by other indexed papers that have themselves been cited), including 38 papers in Economics and Econometrics, 37 papers in Finance and 19 papers in General Economics, Econometrics and Finance. Recurrent topics in Florian Ielpo's work include Market Dynamics and Volatility (28 papers), Financial Risk and Volatility Modeling (19 papers) and Monetary Policy and Economic Impact (19 papers). Florian Ielpo is often cited by papers focused on Market Dynamics and Volatility (28 papers), Financial Risk and Volatility Modeling (19 papers) and Monetary Policy and Economic Impact (19 papers). Florian Ielpo collaborates with scholars based in France, Italy and New Zealand. Florian Ielpo's co-authors include Julien Chevallier, José Da Fonseca, Dominique Guégan, Martino Grasselli, Martino Grasselli, Benoît Sévi, Marie Brière and Jérôme Teïletche and has published in prestigious journals such as Journal of Banking & Finance, Finance research letters and Journal of Economic Dynamics and Control.

In The Last Decade

Florian Ielpo

43 papers receiving 403 citations

Peers

Florian Ielpo
Bernd Wilfling Germany
Xinfeng Ruan New Zealand
Giulio Cifarelli Italy
Angelia L. Grant Australia
Xisong Jin Luxembourg
Anders B. Trolle Denmark
Iqbal Mansur United States
William R. Melick United States
Bruno Feunou Canada
Benjamin Wong Australia
Bernd Wilfling Germany
Florian Ielpo
Citations per year, relative to Florian Ielpo Florian Ielpo (= 1×) peers Bernd Wilfling

Countries citing papers authored by Florian Ielpo

Since Specialization
Citations

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

Fields of papers citing papers by Florian Ielpo

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Florian Ielpo

This figure shows the co-authorship network connecting the top 25 collaborators of Florian Ielpo. A scholar is included among the top collaborators of Florian Ielpo 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 Florian Ielpo. Florian Ielpo 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.
Ielpo, Florian, et al.. (2021). Alternative Risk Premia Timing: A Point-in-Time Macro, Sentiment, Valuation Analysis. 1(1). 52–72. 1 indexed citations
2.
Ielpo, Florian, et al.. (2018). Factor Timing Revisited: Alternative Risk Premia Allocation Based on Nowcasting and Valuation Signals. SSRN Electronic Journal. 5 indexed citations
3.
Chevallier, Julien & Florian Ielpo. (2014). Investigating the leverage effect in commodity markets with a recursive estimation approach. Research in International Business and Finance. 39. 763–778. 11 indexed citations
4.
Guégan, Dominique, et al.. (2014). Testing for Leverage Effect in Financial Returns. SSRN Electronic Journal. 1 indexed citations
5.
Ielpo, Florian, et al.. (2014). Determining the Maximum Number of Uncorrelated Strategies in a Global Portfolio. The Journal of Alternative Investments. 16(4). 8–27. 5 indexed citations
6.
Fonseca, José Da, Martino Grasselli, & Florian Ielpo. (2013). Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function. Studies in Nonlinear Dynamics and Econometrics. 18(3). 253–289. 22 indexed citations
7.
Guégan, Dominique, et al.. (2013). Option pricing with discrete time jump processes. Journal of Economic Dynamics and Control. 37(12). 2417–2445. 9 indexed citations
8.
Chevallier, Julien, et al.. (2013). Commodity markets through the business cycle. Quantitative Finance. 14(9). 1597–1618. 11 indexed citations
9.
Ielpo, Florian. (2012). Equity, credit and the business cycle. Applied Financial Economics. 22(12). 939–954. 6 indexed citations
10.
Ielpo, Florian, et al.. (2011). The Number of Regimes Across Asset Returns: Identification and Economic Value. SSRN Electronic Journal. 5 indexed citations
11.
Ielpo, Florian, et al.. (2011). Option Pricing with Discrete Time Jump Processes. SSRN Electronic Journal. 2 indexed citations
12.
Ielpo, Florian. (2011). Forecasting the European Credit Cycle Using Macroeconomic Variables. SSRN Electronic Journal. 2 indexed citations
13.
Ielpo, Florian, et al.. (2010). Mean-reversion properties of implied volatilities. European Journal of Finance. 16(6). 587–610. 1 indexed citations
14.
Guégan, Dominique, et al.. (2010). Option Pricing for GARCH-Type Models with Generalized Hyperbolic Innovations. SSRN Electronic Journal.
15.
Guégan, Dominique, et al.. (2010). Option pricing for GARCH-type models with generalized hyperbolic innovations. Quantitative Finance. 12(7). 1079–1094. 37 indexed citations
16.
Fonseca, José Da, Florian Ielpo, & Martino Grasselli. (2009). Hedging (Co)Variance Risk with Variance Swaps. SSRN Electronic Journal. 4 indexed citations
17.
Guégan, Dominique, et al.. (2009). Martingalized historical approach for option pricing. Finance research letters. 7(1). 24–28. 14 indexed citations
18.
Guégan, Dominique & Florian Ielpo. (2008). Further Evidence on the Impact of Economic News on Interest Rates. SSRN Electronic Journal. 2 indexed citations
19.
Fonseca, José Da, Martino Grasselli, & Florian Ielpo. (2008). Hedging (Co)Variance Risk with Variance Swaps. SSRN Electronic Journal. 13 indexed citations
20.
Brière, Marie & Florian Ielpo. (2007). Yield Curve Reaction to Macroeconomic News in Europe: Disentangling the US Influence. 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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