Manuel Moreno

561 total citations
41 papers, 322 citations indexed

About

Manuel Moreno is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Manuel Moreno has authored 41 papers receiving a total of 322 indexed citations (citations by other indexed papers that have themselves been cited), including 33 papers in Finance, 14 papers in Economics and Econometrics and 12 papers in General Economics, Econometrics and Finance. Recurrent topics in Manuel Moreno's work include Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (14 papers) and Monetary Policy and Economic Impact (12 papers). Manuel Moreno is often cited by papers focused on Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (14 papers) and Monetary Policy and Economic Impact (12 papers). Manuel Moreno collaborates with scholars based in Spain, Colombia and France. Manuel Moreno's co-authors include Juan Ignacio Peña, Ángel León, Nathaly Garzón‐Orjuela, G. Romano, Pieralessandro Lasalvia, Winfried Stute, Diego Rosselli, Francesco Paolo Appio, Alfonso Novales and India J. Ornelas and has published in prestigious journals such as SHILAP Revista de lepidopterología, European Journal of Operational Research and Journal of Banking & Finance.

In The Last Decade

Manuel Moreno

37 papers receiving 307 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Manuel Moreno Spain 10 230 150 44 34 26 41 322
Gregorio Serna Spain 9 324 1.4× 281 1.9× 91 2.1× 29 0.9× 29 1.1× 30 447
Petter Bjerksund Norway 8 252 1.1× 127 0.8× 31 0.7× 16 0.5× 22 0.8× 17 284
Lars Stentoft Canada 12 539 2.3× 283 1.9× 94 2.1× 83 2.4× 90 3.5× 66 638
Gunnar Stensland Norway 9 228 1.0× 100 0.7× 30 0.7× 20 0.6× 23 0.9× 15 253
Andrés Mora‐Valencia Colombia 10 168 0.7× 220 1.5× 39 0.9× 39 1.1× 4 0.2× 42 306
Burak Saltoğlu Türkiye 11 312 1.4× 290 1.9× 132 3.0× 59 1.7× 12 0.5× 23 449
Stefan R. Jaschke Germany 8 241 1.0× 142 0.9× 48 1.1× 152 4.5× 31 1.2× 21 338
Boda Kang Australia 10 192 0.8× 141 0.9× 36 0.8× 92 2.7× 62 2.4× 30 302
Alexey Rubtsov Canada 9 191 0.8× 128 0.9× 17 0.4× 89 2.6× 62 2.4× 26 268
Yuliya Plyakha Luxembourg 5 264 1.1× 145 1.0× 49 1.1× 65 1.9× 5 0.2× 6 292

Countries citing papers authored by Manuel Moreno

Since Specialization
Citations

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

Fields of papers citing papers by Manuel Moreno

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Manuel Moreno

This figure shows the co-authorship network connecting the top 25 collaborators of Manuel Moreno. A scholar is included among the top collaborators of Manuel Moreno 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 Manuel Moreno. Manuel Moreno 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.
Moreno, Manuel, et al.. (2025). On Machine Learning models explainability in the banking sector: the case of SHAP. Journal of the Operational Research Society. 76(12). 2591–2603.
2.
3.
Moreno, Manuel, et al.. (2023). The impact of public attention during the COVID-19 pandemic. Finance research letters. 58. 104322–104322. 7 indexed citations
4.
Moreno, Manuel, et al.. (2022). Bond market completeness under stochastic strings with distribution-valued strategies. Quantitative Finance. 22(2). 197–211. 2 indexed citations
5.
Moreno, Manuel, et al.. (2020). Valuation of caps and swaptions under a stochastic string model. Physica A Statistical Mechanics and its Applications. 559. 125103–125103. 4 indexed citations
6.
Moreno, Manuel, et al.. (2020). Random LGD adjustments in the Vasicek credit risk model. European Journal of Finance. 26(18). 1856–1875. 2 indexed citations
7.
8.
Lasalvia, Pieralessandro, et al.. (2019). International experiences in multicriteria decision analysis (MCDA) for evaluating orphan drugs: a scoping review. Expert Review of Pharmacoeconomics & Outcomes Research. 19(4). 409–420. 20 indexed citations
9.
Moreno, Manuel, et al.. (2018). A term structure model under cyclical fluctuations in interest rates. Economic Modelling. 72. 140–150. 2 indexed citations
10.
Moreno, Manuel, et al.. (2016). The stochastic string model as a unifying theory of the term structure of interest rates. Physica A Statistical Mechanics and its Applications. 461. 217–237. 7 indexed citations
11.
Moreno, Manuel, et al.. (2014). A cyclical square-root model for the term structure of interest rates. European Journal of Operational Research. 241(1). 109–121. 22 indexed citations
12.
Moreno, Manuel, et al.. (2014). Estimating the distribution of total default losses on the Spanish financial system. Journal of Banking & Finance. 49. 242–261. 2 indexed citations
13.
Moreno, Manuel, et al.. (2013). A Comprehensive Approach for History Matching A Giant and Complex Oil Reservoir. 1 indexed citations
14.
Moreno, Manuel, et al.. (2013). Tail Risk in Energy Portfolios. SSRN Electronic Journal. 1 indexed citations
15.
Moreno, Manuel, et al.. (2012). Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter?. European Journal of Operational Research. 225(3). 429–442. 8 indexed citations
16.
Moreno, Manuel, et al.. (2011). Statistical properties and economic implications of jump-diffusion processes with shot-noise effects. European Journal of Operational Research. 214(3). 656–664. 9 indexed citations
17.
Moreno, Manuel, et al.. (2010). Bounding Security Prices in Incomplete Markets - Does Stochastic Volatility Matter?. SSRN Electronic Journal. 1 indexed citations
18.
Moreno, Manuel, et al.. (2009). Land valuation using a real option approach. Revista de la Real Academia de Ciencias Exactas Físicas y Naturales Serie A Matemáticas. 103(2). 405–420. 2 indexed citations
19.
Moreno, Manuel, et al.. (2008). Australian Options. Australian Journal of Management. 33(1). 69–93. 5 indexed citations
20.
Moreno, Manuel, et al.. (2001). On the Robustness of Least-Squares Monte Carlo (LSM) for Pricing American Derivatives. SSRN Electronic Journal. 25 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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