Javier Perote

1.6k total citations
81 papers, 1.1k citations indexed

About

Javier Perote is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Javier Perote has authored 81 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 57 papers in Economics and Econometrics, 49 papers in Finance and 15 papers in General Economics, Econometrics and Finance. Recurrent topics in Javier Perote's work include Market Dynamics and Volatility (37 papers), Financial Risk and Volatility Modeling (34 papers) and Monetary Policy and Economic Impact (15 papers). Javier Perote is often cited by papers focused on Market Dynamics and Volatility (37 papers), Financial Risk and Volatility Modeling (34 papers) and Monetary Policy and Economic Impact (15 papers). Javier Perote collaborates with scholars based in Spain, Colombia and United Kingdom. Javier Perote's co-authors include Esther B. Del Brío, Trino‐Manuel Ñíguez, Andrés Mora‐Valencia, Tibor Neugebauer, Ulrich Schmidt, Gabriel de la Fuente Herrero, Alberto Miguel, Iván Payá, David Peel and José A. García del Castillo and has published in prestigious journals such as PLoS ONE, Energy Policy and Journal of Banking & Finance.

In The Last Decade

Javier Perote

76 papers receiving 1.0k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Javier Perote Spain 21 644 495 173 166 146 81 1.1k
Alberto G. Rossi United States 16 744 1.2× 710 1.4× 160 0.9× 471 2.8× 148 1.0× 47 1.2k
Rajna Gibson Switzerland 17 922 1.4× 1.1k 2.3× 310 1.8× 251 1.5× 139 1.0× 54 1.7k
Shimon Kogan United States 14 277 0.4× 364 0.7× 36 0.2× 225 1.4× 197 1.3× 40 754
Sven Rady Germany 17 816 1.3× 441 0.9× 67 0.4× 325 2.0× 470 3.2× 31 1.3k
Stéphane Villeneuve France 15 484 0.8× 612 1.2× 28 0.2× 246 1.5× 160 1.1× 55 962
Ansgar Walther United Kingdom 10 367 0.6× 400 0.8× 65 0.4× 228 1.4× 86 0.6× 25 731
Yoram Kroll Israel 14 536 0.8× 690 1.4× 145 0.8× 153 0.9× 365 2.5× 40 1.1k
Jacob S. Sagi United States 13 580 0.9× 542 1.1× 95 0.5× 248 1.5× 247 1.7× 39 1.1k
Thomas Mariotti France 15 899 1.4× 625 1.3× 57 0.3× 378 2.3× 366 2.5× 42 1.4k
Ross M. Starr United States 16 1.0k 1.6× 416 0.8× 668 3.9× 245 1.5× 115 0.8× 48 1.4k

Countries citing papers authored by Javier Perote

Since Specialization
Citations

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

Fields of papers citing papers by Javier Perote

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Javier Perote

This figure shows the co-authorship network connecting the top 25 collaborators of Javier Perote. A scholar is included among the top collaborators of Javier Perote 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 Javier Perote. Javier Perote 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.
Martínez‐Ferrero, Jennifer, et al.. (2025). Sustainability Assurance Practice Diversity and Idiosyncratic Risk in Carbon‐Intensive Firms: A Textual Analysis Approach. Accounting and Finance. 65(4). 3664–3687. 1 indexed citations
2.
Perote, Javier, et al.. (2025). ESG Portfolio Optimization: The Relevance of Higher Order Moments. Corporate Social Responsibility and Environmental Management. 32(6). 8161–8181.
3.
Mora‐Valencia, Andrés, et al.. (2025). Dynamic volatility spillovers among commodities, bitcoin, and emerging markets. Emerging Markets Review. 69. 101375–101375. 1 indexed citations
4.
Mora‐Valencia, Andrés, et al.. (2024). Real Options Volatility Surface for Valuing Renewable Energy Projects. Energies. 17(5). 1225–1225. 1 indexed citations
5.
Perote, Javier, et al.. (2023). Prudential regulation and bank solvency based on flexible distributions: An example for evaluating the impact of monetary policy. World Economy. 46(9). 2780–2807. 1 indexed citations
6.
Perote, Javier, José David Vicente‐Lorente, & J. Vicente. (2023). How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis. Finance research letters. 53. 103638–103638. 11 indexed citations
7.
Mora‐Valencia, Andrés, et al.. (2023). Volatility transmission dynamics between energy and financial indices of emerging markets: a comparison between the subprime crisis and the COVID-19 pandemic. International Journal of Emerging Markets. 20(1). 135–156. 2 indexed citations
8.
Perote, Javier, et al.. (2021). Firm size and economic concentration: An analysis from a lognormal expansion. PLoS ONE. 16(7). e0254487–e0254487. 1 indexed citations
9.
Mora‐Valencia, Andrés, et al.. (2021). Semi-nonparametric risk assessment with cryptocurrencies. Research in International Business and Finance. 59. 101567–101567. 12 indexed citations
10.
Mora‐Valencia, Andrés, et al.. (2021). Dynamic selection of Gram–Charlier expansions with risk targets: an application to cryptocurrencies. Risk Management. 24(1). 81–99. 1 indexed citations
11.
Castillo, José A. García del, Andrés Mora‐Valencia, & Javier Perote. (2021). Moral hazard index for credit risk to SMEs. International Economics. 172. 311–323. 2 indexed citations
12.
Mora‐Valencia, Andrés, et al.. (2020). Market-crash forecasting based on the dynamics of the alpha-stable distribution. Physica A Statistical Mechanics and its Applications. 557. 124876–124876. 7 indexed citations
13.
Lacomba, Juan Antonio, Francisco Lagos, & Javier Perote. (2017). The Lazarillo’s game: Sharing resources with asymmetric conditions. PLoS ONE. 12(7). e0180421–e0180421. 6 indexed citations
14.
Perote, Javier, et al.. (2016). Agents’ Behavior in Market Bubbles: Herding and Information Effects. 5(1). 2 indexed citations
15.
Ñíguez, Trino‐Manuel, Javier Perote, & Antonio Rubia. (2011). Are the high-order moments of the assets returns distribution forecastable?. WestminsterResearch (University of Westminster). 2 indexed citations
16.
Ñíguez, Trino‐Manuel, et al.. (2008). Multivariate Gram-Charlier Densities. 1. 1 indexed citations
17.
Ñíguez, Trino‐Manuel & Javier Perote. (2007). Semi-parametric density expansions: orthogonality vs simplicity. WestminsterResearch (University of Westminster).
18.
Perote, Javier & Esther B. Del Brío. (2003). Measuring Value at Risk under the Conditional Edgeworth-Sargan Distribution. SSRN Electronic Journal. 2 indexed citations
19.
Perote, Javier, et al.. (2003). The impossibility of strategy-proof clustering. Economics bulletin. 4(23). 1–9. 7 indexed citations
20.
Perote, Javier. (2003). Value at Risk of Non-Normal Portfolios. Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad. 32(115). 290–310. 3 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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