Rodrigo Herrera

609 total citations
29 papers, 405 citations indexed

About

Rodrigo Herrera is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Rodrigo Herrera has authored 29 papers receiving a total of 405 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 21 papers in Economics and Econometrics and 5 papers in General Economics, Econometrics and Finance. Recurrent topics in Rodrigo Herrera's work include Financial Risk and Volatility Modeling (21 papers), Market Dynamics and Volatility (18 papers) and Complex Systems and Time Series Analysis (9 papers). Rodrigo Herrera is often cited by papers focused on Financial Risk and Volatility Modeling (21 papers), Market Dynamics and Volatility (18 papers) and Complex Systems and Time Series Analysis (9 papers). Rodrigo Herrera collaborates with scholars based in Chile, Australia and Germany. Rodrigo Herrera's co-authors include Adam Clements, Bernhard Schipp, Holger Dalkmann, Stan Hurn, Stefan Eichler, Sergio Lavandero, Nikolaus Hautsch and Alexander Karmann and has published in prestigious journals such as Journal of Banking & Finance, Energy Economics and Energies.

In The Last Decade

Rodrigo Herrera

26 papers receiving 387 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Rodrigo Herrera Chile 12 209 135 69 60 53 29 405
Gema Fernández‐Avilés Spain 13 234 1.1× 78 0.6× 12 0.2× 24 0.4× 89 1.7× 38 431
Katsumasa Nishide Japan 10 371 1.8× 77 0.6× 40 0.6× 119 2.0× 114 2.2× 50 608
David McIlhatton United Kingdom 9 264 1.3× 28 0.2× 43 0.6× 39 0.7× 16 0.3× 24 379
Brian Prest United States 9 327 1.6× 27 0.2× 26 0.4× 23 0.4× 30 0.6× 18 445
Yan Xiong China 7 347 1.7× 37 0.3× 12 0.2× 61 1.0× 156 2.9× 30 546
Xiaoyi Mu United Kingdom 9 303 1.4× 60 0.4× 10 0.1× 36 0.6× 19 0.4× 27 410
Jiahao Zhang China 11 309 1.5× 37 0.3× 22 0.3× 15 0.3× 23 0.4× 20 445
Kelly Burns Australia 12 222 1.1× 72 0.5× 8 0.1× 45 0.8× 39 0.7× 28 334
Emanuela Menichetti Switzerland 5 184 0.9× 68 0.5× 33 0.5× 93 1.6× 28 0.5× 8 416
Xingmin Zhang China 7 345 1.7× 70 0.5× 12 0.2× 25 0.4× 98 1.8× 16 444

Countries citing papers authored by Rodrigo Herrera

Since Specialization
Citations

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

Fields of papers citing papers by Rodrigo Herrera

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Rodrigo Herrera

This figure shows the co-authorship network connecting the top 25 collaborators of Rodrigo Herrera. A scholar is included among the top collaborators of Rodrigo Herrera 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 Rodrigo Herrera. Rodrigo Herrera 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.
Herrera, Rodrigo, et al.. (2025). Statistics on Small Networks in Construction Design Offices. Civil Engineering Journal. 11(3). 818–833.
2.
Herrera, Rodrigo, et al.. (2025). When to be discrete: The importance of time formulation in the modeling of extreme events in finance. International Journal of Forecasting. 42(1). 61–84.
3.
Herrera, Rodrigo, et al.. (2025). Tail risk dynamics of banks with score-driven extreme value models. Journal of Empirical Finance. 81. 101593–101593.
4.
Herrera, Rodrigo, et al.. (2024). An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile. Journal of Empirical Finance. 77. 101488–101488. 8 indexed citations
5.
Herrera, Rodrigo, et al.. (2023). Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. Journal of commodity markets. 32. 100363–100363. 3 indexed citations
6.
Clements, Adam, Rodrigo Herrera, & Stan Hurn. (2020). Network analysis: a novel approach to identify PM2.5 hotspots and their spatio-temporal impact on air quality in Santiago de Chile. Air Quality Atmosphere & Health. 13(9). 1075–1082. 4 indexed citations
7.
Clements, Adam & Rodrigo Herrera. (2019). Moderate and Extreme Volatility: Do the Magnitude of Returns Matter for Forecasting?. SSRN Electronic Journal. 3 indexed citations
8.
Herrera, Rodrigo, Sergio Lavandero, & Adam Clements. (2018). Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach. The North American Journal of Economics and Finance. 46. 70–88. 2 indexed citations
9.
Herrera, Rodrigo, et al.. (2018). A dynamic multiple equation approach for forecasting PM2.5pollution in Santiago, Chile. International Journal of Forecasting. 34(4). 566–581. 53 indexed citations
10.
Herrera, Rodrigo, et al.. (2018). Modeling extreme risks in commodities and commodity currencies. Pacific-Basin Finance Journal. 51. 108–120. 11 indexed citations
11.
Herrera, Rodrigo & Adam Clements. (2018). A marked point process model for intraday financial returns: modeling extreme risk. Empirical Economics. 58(4). 1575–1601. 4 indexed citations
12.
Herrera, Rodrigo, et al.. (2018). Are crude oil and natural gas extreme prices interdependent?. Journal of Physics Conference Series. 1053. 12112–12112. 1 indexed citations
13.
Herrera, Rodrigo, et al.. (2018). Geographical spillovers on the relation between risk-taking and market power in the US banking sector. The North American Journal of Economics and Finance. 47. 351–364. 3 indexed citations
14.
Herrera, Rodrigo, et al.. (2017). Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model. Energy Economics. 63. 129–143. 29 indexed citations
15.
Hautsch, Nikolaus & Rodrigo Herrera. (2015). Multivariate Dynamic Intensity Peaks-Over-Threshold Models. SSRN Electronic Journal. 1 indexed citations
16.
Herrera, Rodrigo, et al.. (2014). The modeling and forecasting of extreme events in electricity spot markets. International Journal of Forecasting. 30(3). 477–490. 24 indexed citations
17.
Karmann, Alexander & Rodrigo Herrera. (2014). Volatility Contagion in the Asian Crisis: New Evidence of Volatility Tail Dependence. Review of Development Economics. 18(2). 354–371. 2 indexed citations
18.
Herrera, Rodrigo & Stefan Eichler. (2011). Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union. Journal of Banking & Finance. 35(11). 2916–2930. 6 indexed citations
19.
Herrera, Rodrigo. (2006). A new system epistemology for sustainable development analysis. International Journal of Sustainable Development. 9(3). 211–211. 5 indexed citations
20.
Dalkmann, Holger, et al.. (2003). Analytical strategic environmental assessment (ANSEA) developing a new approach to SEA. Environmental Impact Assessment Review. 24(4). 385–402. 55 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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