Grigory Vilkov
Impact in
- Finance top 0.5%
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Sustainable Finance and Green Bonds
- Financial Risk and Volatility Modeling
- Economics and Econometrics top 0.5%
- Market Dynamics and Volatility
- Energy, Environment, Economic Growth
Papers in
- Finance 47
- Financial Markets and Investment Strategies 45
- Stochastic processes and financial applications 26
- Financial Risk and Volatility Modeling 8
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- Market Dynamics and Volatility 18
- Economic theories and models 11
- Climate Change Policy and Economics 6
- Complex Systems and Time Series Analysis 3
- Co-authors
- Zacharias Sautner (9 shared papers)Laurence van Lent (7 shared papers)Pascal J. Maenhout (5 shared papers)Joost Driessen (5 shared papers)Raman Uppal (12 shared papers)Adrian Buss (13 shared papers)Yuliya Plyakha (5 shared papers)Victor DeMiguel (2 shared papers)
- Journals
- Management Science (3 papers)The Journal of Finance (2 papers)Review of Financial Studies (2 papers)Journal of Financial Economics (1 paper)Journal of Financial and Quantitative Analysis (1 paper)
- Partner nations
- GermanyUnited KingdomFrance
In The Last Decade
Grigory Vilkov
49 papers receiving 2.4k citations
Grigory Vilkov's Hit Papers
Peers
Comparison fields: 5 of 64
- Finance 1.7k
- Economics and Econometrics 1.4k
- Accounting 543
- Strategy and Management 548
- General Economics, Econometrics and Finance 184
Countries citing papers authored by Grigory Vilkov
This map shows the geographic impact of Grigory Vilkov'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 Grigory Vilkov with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Grigory Vilkov more than expected).
Fields of papers citing papers by Grigory Vilkov
This network shows the impact of papers produced by Grigory Vilkov. 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 Grigory Vilkov. The network helps show where Grigory Vilkov may publish in the future.
Co-authors
The 20 scholars most cited alongside Grigory Vilkov, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 53 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Carbon Tail Risk Hit paper breakdown → | 2020 | 583 |
| 2 | Firm‐Level Climate Change Exposure Hit paper breakdown → | 2023 | 575 |
| 3 | 2009 | 263 | |
| 4 | 2013 | 164 | |
| 5 | Pricing Climate Change Exposure Hit paper breakdown → | 2023 | 128 |
| 6 | 2012 | 102 | |
| 7 | 2006 | 88 | |
| 8 | 2011 | 63 | |
| 9 | 2020 | 58 | |
| 10 | 2011 | 51 | |
| 11 | 2012 | 44 | |
| 12 | 2020 | 38 | |
| 13 | 2011 | 33 | |
| 14 | 2015 | 33 | |
| 15 | 2013 | 21 | |
| 16 | 2018 | 19 | |
| 17 | 2022 | 16 | |
| 18 | 2016 | 16 | |
| 19 | 2012 | 15 | |
| 20 | 2010 | 14 |
About Grigory Vilkov
Grigory Vilkov is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Accounting and Strategy and Management, having authored 53 papers that have together received 2.5k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (45 papers), Stochastic processes and financial applications (26 papers), Market Dynamics and Volatility (18 papers), Economic theories and models (11 papers), Financial Risk and Volatility Modeling (8 papers), Monetary Policy and Economic Impact (6 papers), Climate Change Policy and Economics (6 papers) and Complex Systems and Time Series Analysis (3 papers). The work is most often cited by research in Finance (1.7k citations), Economics and Econometrics (1.4k citations), Accounting (543 citations), Strategy and Management (548 citations) and General Economics, Econometrics and Finance (184 citations). Grigory Vilkov has collaborated with scholars based in Germany, United Kingdom and France. Frequent co-authors include Zacharias Sautner, Laurence van Lent, Pascal J. Maenhout, Joost Driessen, Raman Uppal, Adrian Buss, Yuliya Plyakha, Victor DeMiguel, Ruishen Zhang and Zahid Rehman. Their work appears in journals such as Management Science, The Journal of Finance, Review of Financial Studies, Journal of Financial Economics and Journal of Financial and Quantitative Analysis.
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.