Silvia Mayoral

425 total citations
40 papers, 243 citations indexed

About

Silvia Mayoral is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Silvia Mayoral has authored 40 papers receiving a total of 243 indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Finance, 15 papers in Management Science and Operations Research and 13 papers in Economics and Econometrics. Recurrent topics in Silvia Mayoral's work include Financial Risk and Volatility Modeling (12 papers), Stochastic processes and financial applications (10 papers) and Risk and Portfolio Optimization (10 papers). Silvia Mayoral is often cited by papers focused on Financial Risk and Volatility Modeling (12 papers), Stochastic processes and financial applications (10 papers) and Risk and Portfolio Optimization (10 papers). Silvia Mayoral collaborates with scholars based in Spain, Venezuela and United States. Silvia Mayoral's co-authors include Alejandro Balbás, Henryk Gzyl, José Garrido, Rosa Rodríguez, Juan Ignacio Peña, José Luis Álvarez, Manuel Morales, Juan Carlos Escanciano, Argimiro Arratia and Wael Bahsoun and has published in prestigious journals such as European Journal of Operational Research, Energy Policy and Journal of Business Ethics.

In The Last Decade

Silvia Mayoral

34 papers receiving 228 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Silvia Mayoral Spain	8	112	109	83	39	30	40	243
Jules Sadefo Kamdem France	9	151 1.3×	108 1.0×	132 1.6×	69 1.8×	20 0.7×	38	310
Lorenzo Pascual Spain	7	93 0.8×	174 1.6×	169 2.0×	59 1.5×	27 0.9×	10	325
Andrey L. Vasnev Australia	8	164 1.5×	74 0.7×	145 1.7×	44 1.1×	32 1.1×	37	374
Aidan Meyler Germany	10	172 1.5×	101 0.9×	280 3.4×	18 0.5×	55 1.8×	18	478
Rolf Poulsen Denmark	13	59 0.5×	380 3.5×	167 2.0×	35 0.9×	11 0.4×	43	465
Faustino Prieto Spain	11	83 0.7×	84 0.8×	89 1.1×	97 2.5×	3 0.1×	25	274
Vittorio Moriggia Italy	12	164 1.5×	137 1.3×	126 1.5×	18 0.5×	34 1.1×	33	320
Greg Tkacz Canada	11	148 1.3×	188 1.7×	299 3.6×	22 0.6×	41 1.4×	25	490
Burak Saltoğlu Türkiye	11	59 0.5×	312 2.9×	290 3.5×	28 0.7×	11 0.4×	23	449
Sebastiano Manzan United States	14	121 1.1×	223 2.0×	363 4.4×	37 0.9×	19 0.6×	36	548

Countries citing papers authored by Silvia Mayoral

Since Specialization

Citations

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

Fields of papers citing papers by Silvia Mayoral

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Silvia Mayoral

This figure shows the co-authorship network connecting the top 25 collaborators of Silvia Mayoral. A scholar is included among the top collaborators of Silvia Mayoral 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 Silvia Mayoral. Silvia Mayoral 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

Peña, Juan Ignacio, Rosa Rodríguez, & Silvia Mayoral. (2025). The energy policy pricing dilemma: Affordability, volatility, and market signals in electricity tariffs. Energy Reports. 14. 1680–1707.

Peña, Juan Ignacio, Rosa Rodríguez, & Silvia Mayoral. (2024). Hedging renewable power purchase agreements. Energy Strategy Reviews. 55. 101513–101513. 1 indexed citations

Gzyl, Henryk & Silvia Mayoral. (2024). Determining the lifetime distribution using fractional moments with maximum entropy. Heliyon. 10(15). e35250–e35250.

Gzyl, Henryk, et al.. (2023). Loss Data Analysis. 1 indexed citations

Arratia, Argimiro, Henryk Gzyl, & Silvia Mayoral. (2023). How to Keep Your Portfolio Close in Risk and Diversification to a Desired Benchmark. Computational Economics. 64(3). 1489–1505.

Arratia, Argimiro, Henryk Gzyl, & Silvia Mayoral. (2022). Tracking a Well Diversified Portfolio with Maximum Entropy in the Mean. Mathematics. 10(4). 557–557. 3 indexed citations

Peña, Juan Ignacio, Rosa Rodríguez, & Silvia Mayoral. (2022). Cannibalization, depredation, and market remuneration of power plants. Energy Policy. 167. 113086–113086. 21 indexed citations

Gzyl, Henryk, et al.. (2019). Maximum Entropy Methods for Loss Data Analysis: Aggregation and Disaggregation Problems. Entropy. 21(8). 762–762.

Gzyl, Henryk, et al.. (2018). Loss Data Analysis. 2 indexed citations

10.

Gzyl, Henryk & Silvia Mayoral. (2017). Maxentropic Solutions to a Convex Interpolation Problem Motivated by Utility Theory. Entropy. 19(4). 153–153. 1 indexed citations

11.

Gzyl, Henryk, et al.. (2016). Loss data analysis: Analysis of the sample dependence in density reconstruction by maxentropic methods. Insurance Mathematics and Economics. 71. 145–153. 1 indexed citations

12.

Gzyl, Henryk, et al.. (2016). Maximum Entropy Approach to the Loss Data Aggregation Problem. SSRN Electronic Journal.

13.

Gzyl, Henryk, et al.. (2015). Maxentropic approach to decompound aggregate risk losses. Insurance Mathematics and Economics. 64. 326–336. 4 indexed citations

14.

Gzyl, Henryk, et al.. (2015). Two maxentropic approaches to determine the probability density of compound risk losses. Insurance Mathematics and Economics. 62. 42–53. 7 indexed citations

15.

Escanciano, Juan Carlos & Silvia Mayoral. (2009). Semiparametric Estimation of Dynamic Conditional Expected Shortfall Models. SSRN Electronic Journal. 1 indexed citations

16.

Escanciano, Juan Carlos & Silvia Mayoral. (2008). Semiparametric estimation of dynamic conditional expected shortfall models. International Journal of Monetary Economics and Finance. 1(2). 106–106. 2 indexed citations

17.

Balbás, Alejandro, et al.. (2007). Portfolio choice and optimal hedging with general risk functions: A simplex-like algorithm. European Journal of Operational Research. 192(2). 603–620. 22 indexed citations

18.

Gzyl, Henryk & Silvia Mayoral. (2006). On a relationship between distorted and spectral risk measures. Deposito Adademico Digital Universidad De Navarra (University of Navarra). 8–21. 12 indexed citations

19.

Balbás, Alejandro & Silvia Mayoral. (2006). Nonconvex optimization for pricing and hedging in imperfect markets. Computers & Mathematics with Applications. 52(1-2). 121–136. 1 indexed citations

20.

Bahsoun, Wael, Paweł Góra, Silvia Mayoral, & Manuel Morales. (2006). Random dynamics and finance: constructing implied binomial trees from a predetermined stationary density. Applied Stochastic Models in Business and Industry. 23(3). 181–212. 5 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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