Param Silvapulle

1.8k total citations
45 papers, 1.3k citations indexed

About

Param Silvapulle is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Param Silvapulle has authored 45 papers receiving a total of 1.3k indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Economics and Econometrics, 30 papers in Finance and 27 papers in General Economics, Econometrics and Finance. Recurrent topics in Param Silvapulle's work include Monetary Policy and Economic Impact (25 papers), Market Dynamics and Volatility (23 papers) and Financial Risk and Volatility Modeling (18 papers). Param Silvapulle is often cited by papers focused on Monetary Policy and Economic Impact (25 papers), Market Dynamics and Volatility (23 papers) and Financial Risk and Volatility Modeling (18 papers). Param Silvapulle collaborates with scholars based in Australia, United Kingdom and United States. Param Silvapulle's co-authors include Imad A. Moosa, Don U. A. Galagedera, Xibin Zhang, Russell Smyth, Sisira Jayasuriya, Jan M. Podivinsky, Jiti Gao, Gianna Boero, Jae H. Kim and Brett Inder and has published in prestigious journals such as Journal of Banking & Finance, Energy Economics and Journal of the Operational Research Society.

In The Last Decade

Param Silvapulle

43 papers receiving 1.2k citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Param Silvapulle Australia 17 1.1k 598 556 223 204 45 1.3k
Olivier Darné France 21 1.3k 1.1× 698 1.2× 599 1.1× 134 0.6× 207 1.0× 80 1.5k
Simon van Norden Canada 17 1.4k 1.2× 652 1.1× 990 1.8× 220 1.0× 93 0.5× 48 1.6k
Craig Hiemstra United States 5 1.2k 1.1× 737 1.2× 451 0.8× 145 0.7× 157 0.8× 9 1.5k
Ramaprasad Bhar Australia 20 929 0.8× 644 1.1× 501 0.9× 143 0.6× 121 0.6× 79 1.2k
Fabio Spagnolo United Kingdom 19 822 0.7× 492 0.8× 492 0.9× 109 0.5× 70 0.3× 68 1.1k
Amélie Charles France 15 853 0.8× 561 0.9× 292 0.5× 102 0.5× 135 0.7× 43 1.0k
Claudio Morana Italy 22 1.7k 1.6× 1.1k 1.9× 969 1.7× 163 0.7× 155 0.8× 129 2.1k
Joscha Beckmann Germany 24 1.9k 1.7× 719 1.2× 1.1k 2.0× 339 1.5× 143 0.7× 99 2.1k
Kyle Jurado United States 5 1.7k 1.5× 854 1.4× 1.1k 2.1× 157 0.7× 117 0.6× 8 2.0k
Nathan S. Balke United States 22 1.5k 1.4× 675 1.1× 1.2k 2.1× 350 1.6× 91 0.4× 57 1.9k

Countries citing papers authored by Param Silvapulle

Since Specialization
Citations

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

Fields of papers citing papers by Param Silvapulle

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Param Silvapulle

This figure shows the co-authorship network connecting the top 25 collaborators of Param Silvapulle. A scholar is included among the top collaborators of Param Silvapulle 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 Param Silvapulle. Param Silvapulle 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.
Bailey, N. T. J., et al.. (2024). Impact of climate change on agriculture in Australia: an interactive fixed effects model approach. Applied Economics. 57(43). 6901–6914.
2.
Silvapulle, Param, et al.. (2017). Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. Energy Economics. 67. 255–267. 127 indexed citations
3.
Gao, Jiti, et al.. (2016). Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models. Journal of Business and Economic Statistics. 36(1). 88–100. 43 indexed citations
4.
Silvapulle, Param, et al.. (2016). Nonparametric estimation of operational value-at-risk (OpVaR). Insurance Mathematics and Economics. 69. 194–201. 1 indexed citations
5.
Silvapulle, Param, et al.. (2016). Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries. Economic Modelling. 58. 83–92. 30 indexed citations
6.
Raghavan, Mala, George Athanasopoulos, & Param Silvapulle. (2016). Canadian monetary policy analysis using a structural VARMA model. Canadian Journal of Economics/Revue canadienne d économique. 49(1). 347–373. 13 indexed citations
7.
Li, Song, Mervyn J. Silvapulle, Param Silvapulle, & Xibin Zhang. (2014). Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval. Econometric Reviews. 34(3). 394–412. 2 indexed citations
8.
Gao, Jiti, et al.. (2013). Nonparametric Estimation and Parametric Calibration of Time-Varying Coefficient Realized Volatility Models. SSRN Electronic Journal. 2 indexed citations
9.
Boero, Gianna, et al.. (2010). Modelling the bivariate dependence structure of exchange rates before and after the introduction of the euro: a semi-parametric approach. International Journal of Finance & Economics. 16(4). 357–374. 45 indexed citations
10.
Moosa, Imad A. & Param Silvapulle. (2010). An empirical analysis of the operational losses of Australian banks. Accounting and Finance. 52(1). 165–185. 10 indexed citations
11.
Silvapulle, Param, et al.. (2008). Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion. Applied Financial Economics. 18(4). 267–273. 2 indexed citations
12.
Silvapulle, Param & Xibin Zhang. (2007). Assessing dependence changes using nonparametric methods. Applied Financial Economics Letters. 3(6). 397–401. 1 indexed citations
13.
Galagedera, Don U. A. & Param Silvapulle. (2003). Experimental evidence on robustness of data envelopment analysis. Journal of the Operational Research Society. 54(6). 654–660. 48 indexed citations
14.
Galagedera, Don U. A., Darren Henry, & Param Silvapulle. (2003). Empirical Evidence on the Conditional Relation between Higher-Order Systematic Co-Moments and Security Returns. 42(1). 121–137. 21 indexed citations
15.
Moosa, Imad A., Param Silvapulle, & Mervyn J. Silvapulle. (2003). Testing for Temporal Asymmetry in the Price‐Volume Relationship. Bulletin of Economic Research. 55(4). 373–389. 2 indexed citations
16.
Moosa, Imad A., Param Silvapulle, & Mervyn J. Silvapulle. (2001). Is the Interest Rate-Inflation Relationship Asymmetric?. 6(2). 127–142. 1 indexed citations
17.
Silvapulle, Param & Jan M. Podivinsky. (2000). The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration and restriction tests. ePrints Soton (University of Southampton). 4 indexed citations
18.
Banik, Shipra & Param Silvapulle. (1999). Testing for Seasonal Stability in Unemployment Series: International Evidence. Empirica. 26(2). 123–139. 5 indexed citations
19.
Silvapulle, Param & Imad A. Moosa. (1999). The relationship between spot and futures prices: Evidence from the crude oil market. Journal of Futures Markets. 19(2). 175–193. 221 indexed citations
20.
Silvapulle, Param, et al.. (1997). The impact of inflation rate announcements on interest rate volatility: Australian evidence. Applied Financial Economics. 7(5). 559–566. 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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