Raúl Susmel
Impact in
- Finance top 0.2%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Global Financial Crisis and Policies
- Banking stability, regulation, efficiency
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- Monetary Policy and Economic Impact
Papers in
- Finance 23
- Financial Risk and Volatility Modeling 16
- Financial Markets and Investment Strategies 13
- Stochastic processes and financial applications 3
- Banking stability, regulation, efficiency 3
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- Global Energy Security and Policy 2
- Co-authors
- James D. HamiltonRobert F. EngleLatha RamchandSebastián EdwardsMadhu KalimipalliRamon RabinovitchAndrew ThompsonGwangheon Hong
- Journals
- Journal of Empirical Finance (2 papers)Journal of International Money and Finance (2 papers)Journal of Business and Economic Statistics (2 papers)Journal of International Financial Markets Institutions and Money (1 paper)Journal of Development Economics (1 paper)
- Partner nations
- United StatesCanadaLatvia
In The Last Decade
Raúl Susmel
24 papers receiving 2.6k citations
Hit Papers
Peers
Comparison fields: 5 of 75
- Finance 2.4k
- General Economics, Econometrics and Finance 1.1k
- Economics and Econometrics 2.3k
- General Energy 25
- Accounting 149
Countries citing papers authored by Raúl Susmel
This map shows the geographic impact of Raúl Susmel'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 Raúl Susmel with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Raúl Susmel more than expected).
Fields of papers citing papers by Raúl Susmel
This network shows the impact of papers produced by Raúl Susmel. 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 Raúl Susmel. The network helps show where Raúl Susmel may publish in the future.
Co-authors
The 10 scholars most cited alongside Raúl Susmel, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | Pairs-Trading in the Asian ADR Market: Returns and Convergence | 2013 | 1 |
| 2 | 2008 | 8 | |
| 3 | 2008 | 10 | |
| 4 | 2005 | 6 | |
| 5 | Pairs-Trading in the Asian ADR Market | 2004 | 15 |
| 6 | 2004 | 46 | |
| 7 | 2004 | 1 | |
| 8 | 2003 | 42 | |
| 9 | 2003 | 84 | |
| 10 | 2001 | 5 | |
| 11 | 2001 | 10 | |
| 12 | 2001 | 186 | |
| 13 | SWITCHING VOLATILITY IN INTERNATIONAL EQUITY MARKETS | 1999 | 23 |
| 14 | Volatility, Storage and Convenience: Evidence from Natural Gas Markets | 1998 | 3 |
| 15 | 1998 | 13 | |
| 16 | 1998 | 360 | |
| 17 | 1998 | 78 | |
| 18 | 1994 | 300 | |
| 19 | Autoregressive conditional heteroskedasticity and changes in regime Hit paper breakdown → | 1994 | 1231 |
| 20 | 1993 | 100 |
About Raúl Susmel
Raúl Susmel is a scholar working on Finance, General Energy, Economics and Econometrics, Accounting and General Economics, Econometrics and Finance, having authored 25 papers that have together received 2.9k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (16 papers), Market Dynamics and Volatility (16 papers), Financial Markets and Investment Strategies (13 papers), Corporate Finance and Governance (5 papers), Complex Systems and Time Series Analysis (4 papers), Stochastic processes and financial applications (3 papers), Banking stability, regulation, efficiency (3 papers) and Global Energy Security and Policy (2 papers). The work is most often cited by research in Finance (2.4k citations), General Economics, Econometrics and Finance (1.1k citations), Economics and Econometrics (2.3k citations), General Energy (25 citations) and Accounting (149 citations). Raúl Susmel has collaborated with scholars based in United States, Canada and Latvia. Frequent co-authors include James D. Hamilton, Robert F. Engle, Latha Ramchand, Sebastián Edwards, Madhu Kalimipalli, Ramon Rabinovitch, Andrew Thompson, Gwangheon Hong, Tian Zhao and Andrew C. Thompson. Their work appears in journals such as Journal of Empirical Finance, Journal of International Money and Finance, Journal of Business and Economic Statistics, Journal of International Financial Markets Institutions and Money and Journal of Development Economics.
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.