Lorenzo Pascual

556 total citations
10 papers, 325 citations indexed

About

Lorenzo Pascual is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Lorenzo Pascual has authored 10 papers receiving a total of 325 indexed citations (citations by other indexed papers that have themselves been cited), including 5 papers in Finance, 5 papers in General Economics, Econometrics and Finance and 5 papers in Economics and Econometrics. Recurrent topics in Lorenzo Pascual's work include Monetary Policy and Economic Impact (5 papers), Financial Risk and Volatility Modeling (5 papers) and Statistical Methods and Inference (3 papers). Lorenzo Pascual is often cited by papers focused on Monetary Policy and Economic Impact (5 papers), Financial Risk and Volatility Modeling (5 papers) and Statistical Methods and Inference (3 papers). Lorenzo Pascual collaborates with scholars based in Spain, Portugal and United Kingdom. Lorenzo Pascual's co-authors include Esther Ruiz, Juan Romo, M. Angeles Carnero, José Olmo and Andrés M. Alonso and has published in prestigious journals such as Energies, International Journal of Electrical Power & Energy Systems and International Journal of Forecasting.

In The Last Decade

Lorenzo Pascual

8 papers receiving 310 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Lorenzo Pascual Spain	7	174	169	120	93	59	10	325
Andrey L. Vasnev Australia	8	74 0.4×	145 0.9×	112 0.9×	164 1.8×	44 0.7×	37	374
Gregor Kastner Austria	7	177 1.0×	229 1.4×	162 1.4×	55 0.6×	81 1.4×	17	419
Beatriz Vaz de Melo Mendes Brazil	12	312 1.8×	234 1.4×	87 0.7×	81 0.9×	71 1.2×	42	486
Genaro Sucarrat Norway	12	251 1.4×	294 1.7×	124 1.0×	42 0.5×	31 0.5×	31	396
Burak Saltoğlu Türkiye	11	312 1.8×	290 1.7×	132 1.1×	59 0.6×	28 0.5×	23	449
Ioannis D. Vrontos Greece	13	488 2.8×	393 2.3×	193 1.6×	122 1.3×	65 1.1×	49	640
Francesco Audrino Switzerland	15	530 3.0×	450 2.7×	162 1.4×	130 1.4×	55 0.9×	62	655
Christian Menn Germany	6	220 1.3×	146 0.9×	35 0.3×	64 0.7×	32 0.5×	6	281
Jules Sadefo Kamdem France	9	108 0.6×	132 0.8×	33 0.3×	151 1.6×	69 1.2×	38	310
Flávio Augusto Ziegelmann Brazil	10	176 1.0×	218 1.3×	83 0.7×	39 0.4×	71 1.2×	29	354

Countries citing papers authored by Lorenzo Pascual

Since Specialization

Citations

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

Fields of papers citing papers by Lorenzo Pascual

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Lorenzo Pascual

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

All Works

Sort: Min cites: Since: Top N: Style:

10 of 10 papers shown

1.

Alonso, Andrés M., et al.. (2025). Predicting electricity supply and demand curves with functional data techniques. International Journal of Electrical Power & Energy Systems. 166. 110561–110561.

2.

Carnero, M. Angeles, José Olmo, & Lorenzo Pascual. (2018). Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS. Energies. 11(11). 3148–3148. 16 indexed citations

3.

Ruiz, Esther, et al.. (2014). Bootstrap multi-step forecasts of non-Gaussian VAR models. International Journal of Forecasting. 31(3). 834–848. 23 indexed citations

4.

Pascual, Lorenzo, et al.. (2008). Pricing daily electricity transfer capacities in the Spain – France Interconnection. 1–5.

5.

Pascual, Lorenzo, Juan Romo, & Esther Ruiz. (2005). Bootstrap prediction for returns and volatilities in GARCH models. Computational Statistics & Data Analysis. 50(9). 2293–2312. 104 indexed citations

6.

Pascual, Lorenzo, Juan Romo, & Esther Ruiz. (2004). Bootstrap prediction intervals for power-transformed time series. International Journal of Forecasting. 21(2). 219–235. 20 indexed citations

7.

Pascual, Lorenzo, Juan Romo, & Esther Ruiz. (2004). Bootstrap predictive inference for ARIMA processes. Journal of Time Series Analysis. 25(4). 449–465. 66 indexed citations

8.

Ruiz, Esther & Lorenzo Pascual. (2002). Bootstrapping Financial Time Series. Journal of Economic Surveys. 16(3). 271–300. 52 indexed citations

9.

Pascual, Lorenzo, Juan Romo, & Esther Ruiz. (2001). Effects of parameter estimation on prediction densities: a bootstrap approach. International Journal of Forecasting. 17(1). 83–103. 42 indexed citations

10.

Ruiz, Esther, Juan Romo, & Lorenzo Pascual. (1999). Bootstrap Predictive Inference for ARIMA Processes. SSRN Electronic Journal. 2 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