Krzysztof Echaust

455 total citations
29 papers, 319 citations indexed

About

Krzysztof Echaust is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Krzysztof Echaust has authored 29 papers receiving a total of 319 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 21 papers in Economics and Econometrics and 4 papers in General Economics, Econometrics and Finance. Recurrent topics in Krzysztof Echaust's work include Market Dynamics and Volatility (16 papers), Financial Risk and Volatility Modeling (15 papers) and Financial Markets and Investment Strategies (8 papers). Krzysztof Echaust is often cited by papers focused on Market Dynamics and Volatility (16 papers), Financial Risk and Volatility Modeling (15 papers) and Financial Markets and Investment Strategies (8 papers). Krzysztof Echaust collaborates with scholars based in Poland. Krzysztof Echaust's co-authors include Małgorzata Just, Barbara Będowska-Sójka, Agata Kliber and Krzysztof Piasecki and has published in prestigious journals such as SHILAP Revista de lepidopterología, Energies and Economics Letters.

In The Last Decade

Krzysztof Echaust

24 papers receiving 310 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Krzysztof Echaust Poland 9 268 139 34 34 25 29 319
Cosmin-Octavian Cepoi Romania 7 266 1.0× 126 0.9× 36 1.1× 56 1.6× 34 1.4× 19 325
Muneer Shaik India 11 292 1.1× 117 0.8× 39 1.1× 78 2.3× 55 2.2× 36 344
Ivan Indriawan New Zealand 9 311 1.2× 205 1.5× 74 2.2× 60 1.8× 27 1.1× 42 381
Luu Duc Toan Huynh United Kingdom 9 194 0.7× 75 0.5× 43 1.3× 17 0.5× 24 1.0× 30 240
José Pedro Ramos-Requena Spain 9 233 0.9× 113 0.8× 19 0.6× 20 0.6× 23 0.9× 12 276
Ningru Zhao China 4 295 1.1× 126 0.9× 22 0.6× 39 1.1× 92 3.7× 10 328
Michael Sigmund Austria 8 143 0.5× 118 0.8× 42 1.2× 40 1.2× 10 0.4× 33 228
Md Rajib Kamal Norway 6 289 1.1× 75 0.5× 52 1.5× 32 0.9× 34 1.4× 6 333
Pierangelo De Pace United States 8 302 1.1× 152 1.1× 142 4.2× 25 0.7× 23 0.9× 24 378
Carlos Esparcia Spain 11 306 1.1× 101 0.7× 37 1.1× 33 1.0× 71 2.8× 30 354

Countries citing papers authored by Krzysztof Echaust

Since Specialization
Citations

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

Fields of papers citing papers by Krzysztof Echaust

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Krzysztof Echaust

This figure shows the co-authorship network connecting the top 25 collaborators of Krzysztof Echaust. A scholar is included among the top collaborators of Krzysztof Echaust 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 Krzysztof Echaust. Krzysztof Echaust 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.
Just, Małgorzata, Agata Kliber, & Krzysztof Echaust. (2025). Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe. International Review of Financial Analysis. 103. 104094–104094. 1 indexed citations
2.
Echaust, Krzysztof, Małgorzata Just, & Agata Kliber. (2024). To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. International Review of Financial Analysis. 94. 103292–103292. 9 indexed citations
3.
4.
Just, Małgorzata & Krzysztof Echaust. (2022). Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat?. Economics Letters. 217. 110671–110671. 53 indexed citations
5.
Będowska-Sójka, Barbara, Krzysztof Echaust, & Małgorzata Just. (2022). The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory. Journal of International Financial Markets Institutions and Money. 78. 101563–101563. 1 indexed citations
6.
Echaust, Krzysztof & Małgorzata Just. (2021). Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic. Energies. 14(14). 4147–4147. 18 indexed citations
7.
Just, Małgorzata & Krzysztof Echaust. (2021). An Optimal Tail Selection in Risk Measurement. Risks. 9(4). 70–70. 4 indexed citations
8.
Będowska-Sójka, Barbara & Krzysztof Echaust. (2020). Do Liquidity Proxies Based on Daily Prices and Quotes Really Measure Liquidity?. Entropy. 22(7). 783–783. 3 indexed citations
9.
Echaust, Krzysztof. (2020). Asymmetric tail dependence between stock market returns and implied volatility. The Journal of Economic Asymmetries. 23. e00190–e00190. 8 indexed citations
10.
Echaust, Krzysztof & Małgorzata Just. (2020). Value at Risk Estimation Using the GARCH-EVT Approach with Optimal Tail Selection. Mathematics. 8(1). 114–114. 24 indexed citations
11.
Just, Małgorzata & Krzysztof Echaust. (2020). Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach. Finance research letters. 37. 101775–101775. 121 indexed citations
12.
Będowska-Sójka, Barbara & Krzysztof Echaust. (2019). Commonality in Liquidity Indices: The Emerging European Stock Markets. Systems. 7(2). 24–24. 13 indexed citations
13.
Echaust, Krzysztof. (2018). CONDITIONAL VAR USING GARCH-EVT APPROACH WITH OPTIMAL TAIL SELECTION. 1 indexed citations
14.
Echaust, Krzysztof & Krzysztof Piasecki. (2016). Black-Litterman Model with Intuitionistic Fuzzy Posterior Return. SSRN Electronic Journal. 1 indexed citations
15.
Echaust, Krzysztof. (2014). Risk of Extreme Events on the Futures Market in Poland. SSRN Electronic Journal. 1 indexed citations
16.
Echaust, Krzysztof & Krzysztof Piasecki. (2012). Porównanie teorii wartości ekstremalnych i rozkładów bezwarunkowych w pomiarze Value at Risk - studium przypadku. Zeszyty Naukowe / Uniwersytet Ekonomiczny w Poznaniu. 18–33.
17.
Echaust, Krzysztof. (2010). Hipoteczne instrumenty pochodne na tle kryzysu kredytów subprime w USA. Bank i Kredyt.
18.
Echaust, Krzysztof, et al.. (2008). Wybrane rozkłady prawdopodobieństwa w modelowaniu empirycznych stóp zwrotu akcji notowanych na GPW w Warszawie. 34–66. 2 indexed citations
19.
Echaust, Krzysztof. (2007). Hedging i spekulacja na rynku instrumentów pochodnych. Zeszyty Naukowe Uniwersytetu Szczecińskiego. Finanse, Rynki Finansowe, Ubezpieczenia. 457–466. 1 indexed citations
20.
Echaust, Krzysztof. (2005). Czy stosowanie strategii opcyjnych do zabezpiecznia ryzykownych ekspozycji w przedsiębiorstwie to postępowanie racjonalne. 38–42. 1 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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