Jeremy Penzer

461 total citations
24 papers, 220 citations indexed

About

Jeremy Penzer is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Soil Science. According to data from OpenAlex, Jeremy Penzer has authored 24 papers receiving a total of 220 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Economics and Econometrics, 6 papers in General Economics, Econometrics and Finance and 6 papers in Soil Science. Recurrent topics in Jeremy Penzer's work include Agricultural risk and resilience (6 papers), Insurance, Mortality, Demography, Risk Management (6 papers) and Monetary Policy and Economic Impact (6 papers). Jeremy Penzer is often cited by papers focused on Agricultural risk and resilience (6 papers), Insurance, Mortality, Demography, Risk Management (6 papers) and Monetary Policy and Economic Impact (6 papers). Jeremy Penzer collaborates with scholars based in United Kingdom, Switzerland and Australia. Jeremy Penzer's co-authors include Piet de Jong, Stephen Jewson, Yorghos Tripodis, Qiwei Yao, Friedrich Schmid and Rafael Schmidt and has published in prestigious journals such as Journal of the American Statistical Association, Biometrika and Agricultural Economics.

In The Last Decade

Jeremy Penzer

23 papers receiving 202 citations

Peers

Jeremy Penzer
Gaël Riboulet France
Jin‐Lung Lin Taiwan
Carlo Grillenzoni Italy
Tetsuya Kaji United States
Fabian Krüger Germany
Victoria Zinde‐Walsh Canada
Lilian Shiao-Yen Wu United States
Zifeng Zhao United States
Hohsuk Noh South Korea
Ralf Werner Germany
Gaël Riboulet France
Jeremy Penzer
Citations per year, relative to Jeremy Penzer Jeremy Penzer (= 1×) peers Gaël Riboulet

Countries citing papers authored by Jeremy Penzer

Since Specialization
Citations

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

Fields of papers citing papers by Jeremy Penzer

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Jeremy Penzer

This figure shows the co-authorship network connecting the top 25 collaborators of Jeremy Penzer. A scholar is included among the top collaborators of Jeremy Penzer 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 Jeremy Penzer. Jeremy Penzer 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.
Penzer, Jeremy, et al.. (2021). Probability and Statistical Inference: From Basic Principles to Advanced Models. 1 indexed citations
2.
Penzer, Jeremy, et al.. (2021). Probability and Statistical Inference. 11 indexed citations
3.
Penzer, Jeremy, Friedrich Schmid, & Rafael Schmidt. (2011). Measuring large comovements in financial markets. Quantitative Finance. 12(7). 1037–1049. 4 indexed citations
4.
Penzer, Jeremy, et al.. (2009). APPROXIMATING VOLATILITIES BY ASYMMETRIC POWER GARCH FUNCTIONS. Australian & New Zealand Journal of Statistics. 51(2). 201–225. 5 indexed citations
5.
Tripodis, Yorghos & Jeremy Penzer. (2007). Single‐season heteroscedasticity in time series. Journal of Forecasting. 26(3). 189–202. 6 indexed citations
6.
Jewson, Stephen & Jeremy Penzer. (2006). Estimating Trends in Weather Series: Consequences for Pricing Derivatives. Studies in Nonlinear Dynamics and Econometrics. 10(3). 8 indexed citations
7.
Jewson, Stephen & Jeremy Penzer. (2006). Weather Derivative Pricing and the Normal Distribution: Fitting the Variance to Maximise Expected Predictive Log-Likelihood. SSRN Electronic Journal. 2 indexed citations
8.
9.
Jewson, Stephen & Jeremy Penzer. (2005). Weather Derivative Pricing and the Detrending of Meteorological Data: Three Alternative Representations of Damped Linear Detrending. SSRN Electronic Journal. 2 indexed citations
10.
11.
Penzer, Jeremy. (2005). Diagnosing seasonal shifts in time series using state space models. Statistical Methodology. 3(3). 193–210. 1 indexed citations
12.
Penzer, Jeremy, et al.. (2005). Estimation of time‐varying price elasticity in 1970–1997 Japanese raw milk supply by structural time‐series model. Agricultural Economics. 32(1). 1–14. 7 indexed citations
13.
Jewson, Stephen & Jeremy Penzer. (2004). Weather Derivative Pricing and a Preliminary Investigation into a Decision Rule for Detrending. SSRN Electronic Journal. 1 indexed citations
14.
Jewson, Stephen & Jeremy Penzer. (2004). Weather Derivative Pricing and the Interpretation of Linear Trend Models. SSRN Electronic Journal. 4 indexed citations
15.
16.
Jong, Piet de & Jeremy Penzer. (2004). The ARMA model in state space form. Statistics & Probability Letters. 70(1). 119–125. 24 indexed citations
17.
18.
Penzer, Jeremy, et al.. (1999). Finite sample prediction and interpolation for ARIMA models with missing data. Journal of Forecasting. 18(6). 411–419. 2 indexed citations
19.
Jong, Piet de & Jeremy Penzer. (1998). Diagnosing Shocks in Time Series. Journal of the American Statistical Association. 93(442). 796–796. 24 indexed citations
20.
Penzer, Jeremy. (1997). The exact likelihood of an autoregressive-moving average model with incomplete data. Biometrika. 84(4). 919–928. 16 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Gaël Riboulet Breakdown of academic impact, for papers by Jin‐Lung Lin Breakdown of academic impact, for papers by Carlo Grillenzoni Breakdown of academic impact, for papers by Tetsuya Kaji Breakdown of academic impact, for papers by Fabian Krüger Breakdown of academic impact, for papers by Victoria Zinde‐Walsh Breakdown of academic impact, for papers by Lilian Shiao-Yen Wu Breakdown of academic impact, for papers by Zifeng Zhao Breakdown of academic impact, for papers by Hohsuk Noh Breakdown of academic impact, for papers by Ralf Werner
Rankless by CCL
2026