Philipp Sibbertsen

1.2k total citations
69 papers, 637 citations indexed

About

Philipp Sibbertsen is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Philipp Sibbertsen has authored 69 papers receiving a total of 637 indexed citations (citations by other indexed papers that have themselves been cited), including 41 papers in Finance, 39 papers in Economics and Econometrics and 19 papers in General Economics, Econometrics and Finance. Recurrent topics in Philipp Sibbertsen's work include Financial Risk and Volatility Modeling (28 papers), Market Dynamics and Volatility (25 papers) and Complex Systems and Time Series Analysis (23 papers). Philipp Sibbertsen is often cited by papers focused on Financial Risk and Volatility Modeling (28 papers), Market Dynamics and Volatility (25 papers) and Complex Systems and Time Series Analysis (23 papers). Philipp Sibbertsen collaborates with scholars based in Germany, United Kingdom and Denmark. Philipp Sibbertsen's co-authors include Robinson Kruse, James Davidson, Christoph Wegener, Tobias Basse, Walter Krämer, Matthias Jentschke, Peter Hillemanns, Jeroen Becker, Marcel Prokopczuk and Pushpa Dissanayake and has published in prestigious journals such as Water Resources Research, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

Philipp Sibbertsen

60 papers receiving 603 citations

Peers

Philipp Sibbertsen
Vı́ctor Gómez Spain
Stephen Gordon Canada
Anurag Gupta United States
Giovanni De Luca Italy
Nick Taylor United Kingdom
Kamran Abbas Pakistan
Guido Masarotto Italy
Walter Distaso United Kingdom
Yuqian Zhao United Kingdom
Claudia Foroni Italy
Vı́ctor Gómez Spain
Philipp Sibbertsen
Citations per year, relative to Philipp Sibbertsen Philipp Sibbertsen (= 1×) peers Vı́ctor Gómez

Countries citing papers authored by Philipp Sibbertsen

Since Specialization
Citations

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

Fields of papers citing papers by Philipp Sibbertsen

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Philipp Sibbertsen

This figure shows the co-authorship network connecting the top 25 collaborators of Philipp Sibbertsen. A scholar is included among the top collaborators of Philipp Sibbertsen 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 Philipp Sibbertsen. Philipp Sibbertsen 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.
Sibbertsen, Philipp, et al.. (2025). Induction of Labor with Oral Misoprostol – Effectiveness and Safety of Low-dose vs. High-dose Regimens. Geburtshilfe und Frauenheilkunde. 85(12). 1326–1333.
2.
Prokopczuk, Marcel, et al.. (2025). What determines the price of carbon? New evidence from phase III and IV of the EU ETS. 12. 100070–100070. 1 indexed citations
3.
Castro, Tomás del Barrio, Álvaro Escribano, & Philipp Sibbertsen. (2025). Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data. Energy Economics. 147. 108520–108520.
4.
Sibbertsen, Philipp, et al.. (2025). A CUSUM test for breaks in fractional cointegration. Economics Letters. 256. 112616–112616.
5.
Rodrigues, Paulo M.M., et al.. (2024). The stability of government bond markets’ equilibrium and the interdependence of lending rates. Empirical Economics. 67(6). 2503–2538.
6.
Sibbertsen, Philipp, et al.. (2023). Volatility-dependent probability weighting and the dynamics of the pricing kernel puzzle. Review of Derivatives Research. 27(1). 1–35. 2 indexed citations
7.
Sibbertsen, Philipp, et al.. (2023). Optimal forecasts in the presence of discrete structural breaks under long memory. Journal of Forecasting. 42(7). 1889–1908. 1 indexed citations
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10.
Jentschke, Matthias, et al.. (2020). Prophylactic HPV vaccination after conization: A systematic review and meta-analysis. Vaccine. 38(41). 6402–6409. 70 indexed citations
11.
Sibbertsen, Philipp, et al.. (2019). Seasonality robust local whittle estimation. Applied Economics Letters. 27(18). 1489–1494. 1 indexed citations
12.
Sibbertsen, Philipp, et al.. (2018). The Periodogram of Spurious Long-Memory Processes. Econstor (Econstor). 1 indexed citations
13.
Sibbertsen, Philipp, et al.. (2015). Information criteria for nonlinear time series models. Studies in Nonlinear Dynamics and Econometrics. 20(3). 325–341. 5 indexed citations
14.
Heinen, Florian, et al.. (2010). Identification problems in ESTAR models and a new model. Econstor (Econstor). 1 indexed citations
15.
Sibbertsen, Philipp & Robinson Kruse. (2009). Testing for a break in persistence under long‐range dependencies. Journal of Time Series Analysis. 30(3). 263–285. 49 indexed citations
16.
Sibbertsen, Philipp, et al.. (2008). Measuring model risk. The Journal of Risk Model Validation. 2(4). 65–81. 9 indexed citations
17.
Sibbertsen, Philipp & Rafael Weißbach. (2004). The Cost for the Default of a Loan - Linking Theory and Practice. Technical reports.
18.
Sibbertsen, Philipp & Ioannis A. Venetis. (2003). Distinguishing between long-range dependence and deterministic trends. Technical reports. 2 indexed citations
19.
Krämer, Walter, et al.. (2002). Testing for Structural Changes in the Presence of Long Memory. International journal of business and economics. 1(3). 235–242. 30 indexed citations
20.
Sibbertsen, Philipp. (1999). S-estimation in the nonlinear regression model with long-memory error terms. Econstor (Econstor).

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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