Roméo Tédongap

891 total citations
36 papers, 568 citations indexed

About

Roméo Tédongap is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Roméo Tédongap has authored 36 papers receiving a total of 568 indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Finance, 17 papers in Economics and Econometrics and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Roméo Tédongap's work include Financial Markets and Investment Strategies (27 papers), Stochastic processes and financial applications (19 papers) and Financial Risk and Volatility Modeling (18 papers). Roméo Tédongap is often cited by papers focused on Financial Markets and Investment Strategies (27 papers), Stochastic processes and financial applications (19 papers) and Financial Risk and Volatility Modeling (18 papers). Roméo Tédongap collaborates with scholars based in France, Canada and United States. Roméo Tédongap's co-authors include Bruno Feunou, Mohammad R. Jahan‐Parvar, Patrick Augustin, René García, Nour Meddahi, Marco Bonomo, Magnus Dahlquist, Abderrahim Taamouti, Lai Xu and Johannes Breckenfelder and has published in prestigious journals such as Journal of Financial Economics, Management Science and Review of Financial Studies.

In The Last Decade

Roméo Tédongap

35 papers receiving 549 citations

Peers

Roméo Tédongap

FINAN

EE

GEEF

ACCOU

MSOR

Loriano Mancini Switzerland

Ken Nyholm Germany

Bernd Wilfling Germany

Mete Kılıç United States

Niklas Wagner Germany

Elmar Mertens United States

Tong-sheng Sun United States

Tie Su United States

Bruno Feunou Canada

Lorán Chollete United States

Loriano Mancini Switzerland

Roméo Tédongap

503 ×1.0

FINAN

293 ×0.9

EE

138 ×1.0

GEEF

100 ×1.8

ACCOU

25 ×0.8

MSOR

Citations per year, relative to Roméo Tédongap Roméo Tédongap (= 1×) peers Loriano Mancini

Countries citing papers authored by Roméo Tédongap

Since Specialization

Citations

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

Fields of papers citing papers by Roméo Tédongap

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Roméo Tédongap

This figure shows the co-authorship network connecting the top 25 collaborators of Roméo Tédongap. A scholar is included among the top collaborators of Roméo Tédongap 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 Roméo Tédongap. Roméo Tédongap is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Tédongap, Roméo, et al.. (2023). Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses. Energy Economics. 128. 107127–107127. 6 indexed citations

2.

Tédongap, Roméo, et al.. (2023). Valuing downside risk on international stock markets. Vol. 45(3). 7–59.

3.

Tédongap, Roméo, et al.. (2022). The changing landscape of treasury auctions. Journal of Banking & Finance. 148. 106714–106714. 4 indexed citations

4.

Tédongap, Roméo, et al.. (2022). Portfolio Optimization and Asset Pricing Implications under Returns Non-Normality Concerns. Vol. 43(1). 47–94. 1 indexed citations

5.

Augustin, Patrick, et al.. (2020). Downside Risk and the Cross-section of Corporate Bond Returns. SSRN Electronic Journal. 5 indexed citations

6.

Tédongap, Roméo, et al.. (2018). Downside risks and the cross-section of asset returns. Journal of Financial Economics. 129(1). 69–86. 53 indexed citations

7.

Feunou, Bruno, et al.. (2017). Variance Premium, Downside Risk, and Expected Stock Returns. SSRN Electronic Journal. 5 indexed citations

8.

Tédongap, Roméo, et al.. (2017). Downside Risks and the Cross-Section of Asset Returns. SSRN Electronic Journal. 4 indexed citations

9.

Feunou, Bruno, et al.. (2017). Variance Premium, Downside Risk, and Expected Stock Returns. SSRN Electronic Journal. 3 indexed citations

10.

Dahlquist, Magnus, et al.. (2016). Asymmetries and Portfolio Choice. Review of Financial Studies. 30(2). 667–702. 46 indexed citations

11.

Dahlquist, Magnus, et al.. (2015). Asymmetries and Portfolio Choice. SSRN Electronic Journal. 1 indexed citations

12.

Feunou, Bruno, Mohammad R. Jahan‐Parvar, & Roméo Tédongap. (2014). Which parametric model for conditional skewness?. European Journal of Finance. 22(13). 1237–1271. 34 indexed citations

13.

Feunou, Bruno & Roméo Tédongap. (2012). A Stochastic Volatility Model With Conditional Skewness. Journal of Business and Economic Statistics. 30(4). 576–591. 23 indexed citations

14.

Feunou, Bruno, et al.. (2012). Risk Premium, Variance Premium and the Maturity Structure of Uncertainty. SSRN Electronic Journal. 2 indexed citations

15.

Feunou, Bruno & Roméo Tédongap. (2011). A Stochastic Volatility Model with Conditional Skewness. SSRN Electronic Journal. 8 indexed citations

16.

Feunou, Bruno, Mohammad R. Jahan‐Parvar, & Roméo Tédongap. (2011). Modeling Market Downside Volatility. SSRN Electronic Journal. 10 indexed citations

17.

Augustin, Patrick & Roméo Tédongap. (2011). Sovereign Credit Risk and Real Economic Shocks. SSRN Electronic Journal. 7 indexed citations

18.

Tédongap, Roméo. (2010). Consumption Volatility and the Cross-Section of Stock Returns. SSRN Electronic Journal. 10 indexed citations

19.

Bonomo, Marco, René García, Nour Meddahi, & Roméo Tédongap. (2009). Disappointment Aversion, Long-Run Risks and Aggregate Asset Prices. 1 indexed citations

20.

Bonomo, Marco, René García, Nour Meddahi, & Roméo Tédongap. (2009). Disappointment Aversion, Long-Run Risks and Aggregate Asset Prices. SSRN Electronic Journal. 16 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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