Robinson Kruse

622 total citations
21 papers, 403 citations indexed

About

Robinson Kruse is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Robinson Kruse has authored 21 papers receiving a total of 403 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Economics and Econometrics, 14 papers in Finance and 9 papers in General Economics, Econometrics and Finance. Recurrent topics in Robinson Kruse's work include Market Dynamics and Volatility (11 papers), Complex Systems and Time Series Analysis (10 papers) and Financial Risk and Volatility Modeling (9 papers). Robinson Kruse is often cited by papers focused on Market Dynamics and Volatility (11 papers), Complex Systems and Time Series Analysis (10 papers) and Financial Risk and Volatility Modeling (9 papers). Robinson Kruse collaborates with scholars based in Denmark, Germany and France. Robinson Kruse's co-authors include Christoph Wegener, Philipp Sibbertsen, Michael Frömmel, Jörg Breitung, Tobias Basse and Matei Demetrescu and has published in prestigious journals such as Energy Economics, Journal of Economic Behavior & Organization and Economics Letters.

In The Last Decade

Robinson Kruse

21 papers receiving 382 citations

Peers

Robinson Kruse

EE

GEEF

FINAN

RESE

MSOR

Gawon Yoon South Korea

Yoshihiko Nishiyama Japan

Carsten Trenkler Germany

Elena Pesavento United States

Emma M. Iglesias Spain

Matei Demetrescu Germany

Heejoon Han South Korea

Jean‐Yves Pitarakis United Kingdom

Atilla Çifter Türkiye

Gianna Boero United Kingdom

Gawon Yoon South Korea

Robinson Kruse

375 ×1.2

EE

226 ×1.4

GEEF

109 ×0.7

FINAN

85 ×1.2

RESE

21 ×0.7

MSOR

Citations per year, relative to Robinson Kruse Robinson Kruse (= 1×) peers Gawon Yoon

Countries citing papers authored by Robinson Kruse

Since Specialization

Citations

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

Fields of papers citing papers by Robinson Kruse

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Robinson Kruse

This figure shows the co-authorship network connecting the top 25 collaborators of Robinson Kruse. A scholar is included among the top collaborators of Robinson Kruse 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 Robinson Kruse. Robinson Kruse 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:

20 of 20 papers shown

1.

Kruse, Robinson & Christoph Wegener. (2019). Time-varying persistence in real oil prices and its determinant. Energy Economics. 85. 104328–104328. 35 indexed citations

2.

Kruse, Robinson, et al.. (2018). Bias-corrected estimation for speculative bubbles in stock prices. Economic Modelling. 73. 354–364. 7 indexed citations

3.

Kruse, Robinson & Christoph Wegener. (2018). Explosive behaviour and long memory with an application to European bond yield spreads. Scottish Journal of Political Economy. 66(1). 139–153. 3 indexed citations

4.

Kruse, Robinson, et al.. (2018). Comparing Predictive Accuracy under Long Memory, With an Application to Volatility Forecasting*. Journal of Financial Econometrics. 17(2). 180–228. 2 indexed citations

5.

Wegener, Christoph, Robinson Kruse, & Tobias Basse. (2017). The walking debt crisis. Journal of Economic Behavior & Organization. 157. 382–402. 27 indexed citations

6.

Frömmel, Michael & Robinson Kruse. (2015). Interest rate convergence in the EMS prior to European Monetary Union. Journal of Policy Modeling. 37(6). 990–1004. 13 indexed citations

7.

Kruse, Robinson, et al.. (2013). Bias-corrected estimation in potentially mildly explosive autoregressive models. 8 indexed citations

8.

Kruse, Robinson, et al.. (2013). Fractional integration versus level shifts: the case of realized asset correlations. Statistical Papers. 54(4). 977–991. 8 indexed citations

9.

Breitung, Jörg & Robinson Kruse. (2013). When bubbles burst: econometric tests based on structural breaks. Statistical Papers. 54(4). 911–930. 19 indexed citations

10.

Demetrescu, Matei & Robinson Kruse. (2012). The power of unit root tests against nonlinear local alternatives. Journal of Time Series Analysis. 34(1). 40–61. 5 indexed citations

11.

Frömmel, Michael & Robinson Kruse. (2011). Testing for a rational bubble under long memory. Quantitative Finance. 12(11). 1723–1732. 10 indexed citations

12.

Kruse, Robinson, et al.. (2010). Linearity Testing in Time-Varying Smooth Transition Autoregressive Models under Unknown Degree of Persistency. RePEc: Research Papers in Economics. 4 indexed citations

13.

Kruse, Robinson, et al.. (2010). Milestones of European Integration: Which matters most for Export Openness?. RePEc: Research Papers in Economics. 3 indexed citations

14.

Kruse, Robinson. (2010). Forecasting autoregressive time series under changing persistence. 2 indexed citations

15.

Kruse, Robinson. (2010). On European monetary integration and the persistence of real effective exchange rates. Finance research letters. 8(1). 45–50. 3 indexed citations

16.

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

17.

Kruse, Robinson. (2009). A new unit root test against ESTAR based on a class of modified statistics. Statistical Papers. 52(1). 71–85. 192 indexed citations

18.

Sibbertsen, Philipp & Robinson Kruse. (2009). Forecasting Long Memory Time Series Under a Break in Persistence. SSRN Electronic Journal. 4 indexed citations

19.

Frömmel, Michael & Robinson Kruse. (2009). Interest Rate Convergence in the EMS Prior to European Monetary Union. SSRN Electronic Journal. 3 indexed citations

20.

Kruse, Robinson. (2006). Can Realized Volatility improve the Accuracy of Value-at-Risk Forecasts?. 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