Jaime Casassus

1000 total citations
16 papers, 589 citations indexed

About

Jaime Casassus is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Jaime Casassus has authored 16 papers receiving a total of 589 indexed citations (citations by other indexed papers that have themselves been cited), including 13 papers in Economics and Econometrics, 12 papers in Finance and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Jaime Casassus's work include Market Dynamics and Volatility (10 papers), Capital Investment and Risk Analysis (9 papers) and Monetary Policy and Economic Impact (8 papers). Jaime Casassus is often cited by papers focused on Market Dynamics and Volatility (10 papers), Capital Investment and Risk Analysis (9 papers) and Monetary Policy and Economic Impact (8 papers). Jaime Casassus collaborates with scholars based in Chile, United States and Switzerland. Jaime Casassus's co-authors include Pierre Collin‐Dufresne, Gonzalo Cortázar, Eduardo S. Schwartz, Ke Tang, Peng Liu, Bryan Routledge and Bob Goldstein and has published in prestigious journals such as The Journal of Finance, Review of Financial Studies and Journal of Banking & Finance.

In The Last Decade

Jaime Casassus

15 papers receiving 548 citations

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Jaime Casassus 461 417 187 93 40 16 589
Margaret Monroe Smoller 403 0.9× 405 1.0× 118 0.6× 55 0.6× 45 1.1× 9 540
Carsten Trenkler 390 0.8× 176 0.4× 330 1.8× 55 0.6× 10 0.3× 27 500
Klaus Mohn 186 0.4× 83 0.2× 77 0.4× 132 1.4× 30 0.8× 21 312
Ole Gjølberg 283 0.6× 78 0.2× 119 0.6× 108 1.2× 37 0.9× 20 369
Fergal A. O’Connor 584 1.3× 186 0.4× 226 1.2× 69 0.7× 16 0.4× 26 649
Diderik Lund 173 0.4× 98 0.2× 39 0.2× 40 0.4× 36 0.9× 22 239
Michael Tamvakis 344 0.7× 105 0.3× 185 1.0× 131 1.4× 7 0.2× 18 420
Mengxi He 521 1.1× 171 0.4× 145 0.8× 135 1.5× 19 0.5× 41 578
Henry Thille 245 0.5× 40 0.1× 72 0.4× 84 0.9× 11 0.3× 22 309

Countries citing papers authored by Jaime Casassus

Since Specialization
Citations

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

Fields of papers citing papers by Jaime Casassus

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Jaime Casassus

This figure shows the co-authorship network connecting the top 25 collaborators of Jaime Casassus. A scholar is included among the top collaborators of Jaime Casassus 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 Jaime Casassus. Jaime Casassus is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

16 of 16 papers shown
1.
Casassus, Jaime, Pierre Collin‐Dufresne, & Bryan Routledge. (2018). Equilibrium commodity prices with irreversible investment and non-linear technologies. Journal of Banking & Finance. 95. 128–147. 25 indexed citations
2.
Casassus, Jaime, et al.. (2016). A COMPOUND OPTION MODEL FOR EVALUATING MULTISTAGE NATURAL RESOURCE INVESTMENTS. 2 indexed citations
3.
Casassus, Jaime, et al.. (2013). The Economic Impact of Oil on Industry Portfolios. RePEc: Research Papers in Economics. 1–64. 1 indexed citations
4.
Casassus, Jaime, Peng Liu, & Ke Tang. (2012). Economic Linkages, Relative Scarcity, and Commodity Futures Returns. Review of Financial Studies. 26(5). 1324–1362. 57 indexed citations
5.
Casassus, Jaime, et al.. (2012). Short-horizon return predictability and oil prices. Quantitative Finance. 12(12). 1909–1934. 11 indexed citations
6.
Casassus, Jaime, et al.. (2011). Stock Return Predictability and Oil Prices. RePEc: Research Papers in Economics. 4 indexed citations
7.
Casassus, Jaime, et al.. (2011). Consumption and Hedging in Oil‐Importing Developing Countries. European Financial Management. 18(5). 896–928. 2 indexed citations
8.
Casassus, Jaime, et al.. (2010). Correlation structure between inflation and oil futures returns: An equilibrium approach. Resources Policy. 35(4). 301–310. 4 indexed citations
9.
Casassus, Jaime, Pierre Collin‐Dufresne, & Bryan Routledge. (2009). Equilibrium Commodity Prices with Irreversible Investment and Non-Linear Technologies. SSRN Electronic Journal. 24 indexed citations
10.
Casassus, Jaime, Pierre Collin‐Dufresne, & Bob Goldstein. (2005). Unspanned stochastic volatility and fixed income derivatives pricing. Journal of Banking & Finance. 29(11). 2723–2749. 25 indexed citations
11.
Casassus, Jaime & Pierre Collin‐Dufresne. (2005). Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates. The Journal of Finance. 60(5). 2283–2331. 302 indexed citations
12.
Casassus, Jaime & Pierre Collin‐Dufresne. (2002). 'Maximal' Convenience Yield Model Implied by Commodity Futures. SSRN Electronic Journal. 2 indexed citations
13.
Cortázar, Gonzalo, Eduardo S. Schwartz, & Jaime Casassus. (2001). Optimal exploration investments under price and geological‐technical uncertainty: a real options model. R and D Management. 31(2). 181–189. 67 indexed citations
14.
Cortázar, Gonzalo, Eduardo S. Schwartz, & Jaime Casassus. (2000). Optimal Exploration Investments under Price and Geological-Technical Uncertainty: A Real Options Model. SSRN Electronic Journal. 13 indexed citations
15.
Cortázar, Gonzalo & Jaime Casassus. (1998). Optimal Timing of a Mine Expansion: Implementing a Real Options Model. SSRN Electronic Journal. 1 indexed citations
16.
Cortázar, Gonzalo & Jaime Casassus. (1998). Optimal timing of a mine expansion: Implementing a real options model. The Quarterly Review of Economics and Finance. 38(3). 755–769. 49 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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