Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies
if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the
same subfield and year (this is the minimum needed to enter the top 1%, not the average
within it), or reaches the top citation threshold in at least one of its specific research
topics.
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
This map shows the geographic impact of Román Ferrer'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 Román Ferrer with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Román Ferrer more than expected).
This network shows the impact of papers produced by Román Ferrer. 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 Román Ferrer. The network helps show where Román Ferrer may publish in the future.
Co-authorship network of co-authors of Román Ferrer
This figure shows the co-authorship network connecting the top 25 collaborators of Román Ferrer.
A scholar is included among the top collaborators of Román Ferrer 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 Román Ferrer. Román Ferrer is excluded from
the visualization to improve readability, since they are connected to all nodes in the network.
Ferrer, Román, Syed Jawad Hussain Shahzad, & Pilar Soriano. (2021). Are green bonds a different asset class? Evidence from time-frequency connectedness analysis. Journal of Cleaner Production. 292. 125988–125988.178 indexed citations breakdown →
Ferrer, Román, et al.. (2019). Nonlinear and extreme dependence between long-term sovereign bond yields and the stock market: A quantile-on-quantile analysis. Economics bulletin. 39(2). 969–981.5 indexed citations
Ferrer, Román. (2000). Interrelaciones entre el mercado de acciones y la tasa de inflación en el caso español. Revista española de financiación y contabilidad. 377–414.2 indexed citations
15.
Ferrer, Román, et al.. (1999). El riesgo de interés en el mercado español de acciones: Una aproximación sectorial. Revista española de financiación y contabilidad. 43–75.4 indexed citations
16.
Ferrer, Román. (1998). Evidencia empírica de la hipótesis de Fisher en el mercado español. Revista Europea de Dirección y Economía de la Empresa. 7(1). 135–148.2 indexed citations
17.
Ferrer, Román, et al.. (1998). Conexión entre los tipos de interés del mercado monetario español. Actualidad financiera. 3(3). 29–44.
18.
Ferrer, Román, et al.. (1996). Análisis factorial de la estructura temporal de los tipos de interés en España. Revista española de financiación y contabilidad. 139–160.10 indexed citations
19.
Ferrer, Román, et al.. (1995). La volatilidad de las variaciones de los tipos de interés en la estimación de su estructura temporal. Revista Europea de Dirección y Economía de la Empresa. 4(2). 1953–1974.1 indexed citations
20.
Ferrer, Román. (1994). Modelos de valoración del riesgo de interés de los títulos de renta variable. Actualidad financiera. 623–654.1 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.