Gregorio Serna

661 total citations
30 papers, 447 citations indexed

About

Gregorio Serna is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Gregorio Serna has authored 30 papers receiving a total of 447 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 19 papers in Economics and Econometrics and 6 papers in Accounting. Recurrent topics in Gregorio Serna's work include Market Dynamics and Volatility (12 papers), Stochastic processes and financial applications (9 papers) and Capital Investment and Risk Analysis (9 papers). Gregorio Serna is often cited by papers focused on Market Dynamics and Volatility (12 papers), Stochastic processes and financial applications (9 papers) and Capital Investment and Risk Analysis (9 papers). Gregorio Serna collaborates with scholars based in Spain, Colombia and Germany. Gregorio Serna's co-authors include Gonzalo Rubio, Ángel León, Pablo Villaplana, Alejandro Balbás and Juan Ignacio Peña and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Banking & Finance and Energy Economics.

In The Last Decade

Gregorio Serna

28 papers receiving 417 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Gregorio Serna Spain	9	324	281	91	43	34	30	447
George Panayotov United States	11	489 1.5×	369 1.3×	228 2.5×	23 0.5×	37 1.1×	22	622
Moawia Alghalith Trinidad and Tobago	10	172 0.5×	227 0.8×	49 0.5×	56 1.3×	26 0.8×	85	374
Timotheos Angelidis Greece	15	458 1.4×	435 1.5×	136 1.5×	31 0.7×	87 2.6×	43	581
Toshiaki Watanabe Japan	13	395 1.2×	467 1.7×	210 2.3×	57 1.3×	19 0.6×	42	620
Yiu Kuen Tse Singapore	12	375 1.2×	380 1.4×	150 1.6×	23 0.5×	69 2.0×	39	489
Erik Kole Netherlands	8	347 1.1×	312 1.1×	100 1.1×	16 0.4×	33 1.0×	23	485
Michiel De Pooter United States	15	497 1.5×	358 1.3×	274 3.0×	7 0.2×	19 0.6×	30	611
A. Tolga Ergün United States	6	424 1.3×	439 1.6×	122 1.3×	38 0.9×	47 1.4×	12	566
Ruijun Bu United Kingdom	9	166 0.5×	205 0.7×	59 0.6×	50 1.2×	6 0.2×	24	321
Anders B. Trolle Denmark	13	721 2.2×	429 1.5×	191 2.1×	55 1.3×	39 1.1×	26	813

Countries citing papers authored by Gregorio Serna

Since Specialization

Citations

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

Fields of papers citing papers by Gregorio Serna

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Gregorio Serna

This figure shows the co-authorship network connecting the top 25 collaborators of Gregorio Serna. A scholar is included among the top collaborators of Gregorio Serna 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 Gregorio Serna. Gregorio Serna 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

1.

Balbás, Alejandro & Gregorio Serna. (2023). Selling options to beat the market: Further empirical evidence. Research in International Business and Finance. 67. 102119–102119. 1 indexed citations

2.

Serna, Gregorio, et al.. (2023). Proposal for calculating regulatory capital requirements for reverse mortgages. Socio-Economic Planning Sciences. 88. 101659–101659. 4 indexed citations

3.

Serna, Gregorio. (2022). On the predictive ability of conditional market skewness. The Quarterly Review of Economics and Finance. 91. 186–191. 4 indexed citations

4.

Serna, Gregorio, et al.. (2021). Estimating regulatory capital requirements for reverse mortgages. An international comparison. International Review of Economics & Finance. 74. 239–252. 9 indexed citations

5.

Serna, Gregorio, et al.. (2020). Reverse Mortgage Risks. Time Evolution of VaR in Lump-Sum Solutions. Mathematics. 8(11). 2043–2043. 8 indexed citations

6.

Serna, Gregorio, et al.. (2020). Hedging voyage charter rates on illiquid routes. International Journal of Shipping and Transport Logistics. 12(3). 197–197. 1 indexed citations

7.

Serna, Gregorio, et al.. (2020). Hedging voyage charter rates on illiquid routes. International Journal of Shipping and Transport Logistics. 12(3). 197–197. 1 indexed citations

8.

Serna, Gregorio, et al.. (2015). OPTION PRICING BASED ON A LOG–SKEW–NORMAL MIXTURE. International Journal of Theoretical and Applied Finance. 18(8). 1550051–1550051. 1 indexed citations

9.

Serna, Gregorio, et al.. (2014). Option pricing based on the generalised Tukey distribution. 3(3). 191–191. 1 indexed citations

10.

Serna, Gregorio, et al.. (2013). The stochastic seasonal behavior of energy commodity convenience yields. Energy Economics. 40. 155–166. 16 indexed citations

11.

Serna, Gregorio, et al.. (2012). Analyzing the dynamics of the refining margin: implications for valuation and hedging. Quantitative Finance. 12(12). 1839–1855. 9 indexed citations

12.

Serna, Gregorio, et al.. (2010). The Stochastic Seasonal Behaviour of Natural Gas Prices. European Financial Management. 18(3). 410–443. 33 indexed citations

13.

León, Ángel, Gonzalo Rubio, & Gregorio Serna. (2005). Autoregresive conditional volatility, skewness and kurtosis. The Quarterly Review of Economics and Finance. 45(4-5). 599–618. 148 indexed citations

14.

Serna, Gregorio. (2004). La sonrisa de la volatilidad en los mercados de opciones. 34–37. 1 indexed citations

15.

Serna, Gregorio. (2004). EL MODELO DE CORRADO Y SU EN EL MERCADO DE OPCIONES SOBRE EL FUTURO DEL IBEX-35. Revista de economía aplicada. 12(34). 101–125.

16.

Serna, Gregorio. (2002). Valoración de Opciones con Sonrisas de Volatilidad: Aplicación al Mercado Españil de Opciones Sobre el Futuro del Índice IBEX-35. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad. 31(114). 1203–1227.

17.

Serna, Gregorio, et al.. (2001). Las participaciones accionariales de las entidades financieras: influencia sobre sus resultados. Economía industrial. 35–42. 2 indexed citations

18.

Rubio, Gonzalo, et al.. (2001). Smiles, Bid‐ask Spreads and Option Pricing. European Financial Management. 7(3). 351–374. 17 indexed citations

19.

Serna, Gregorio, et al.. (2001). The risk free rate and the relation volatility-market risk premium. Dialnet (Universidad de la Rioja). 1(8). 1–29. 1 indexed citations

20.

Peña, Juan Ignacio, Gonzalo Rubio, & Gregorio Serna. (2000). Smiles, Bid-Ask Spread and Option Pricing. SSRN Electronic Journal. 4 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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