Valentyn Panchenko

2.1k total citations · 1 hit paper
39 papers, 1.5k citations indexed

About

Valentyn Panchenko is a scholar working on Economics and Econometrics, Finance and Management Science and Operations Research. According to data from OpenAlex, Valentyn Panchenko has authored 39 papers receiving a total of 1.5k indexed citations (citations by other indexed papers that have themselves been cited), including 26 papers in Economics and Econometrics, 18 papers in Finance and 10 papers in Management Science and Operations Research. Recurrent topics in Valentyn Panchenko's work include Complex Systems and Time Series Analysis (14 papers), Financial Risk and Volatility Modeling (10 papers) and Monetary Policy and Economic Impact (9 papers). Valentyn Panchenko is often cited by papers focused on Complex Systems and Time Series Analysis (14 papers), Financial Risk and Volatility Modeling (10 papers) and Monetary Policy and Economic Impact (9 papers). Valentyn Panchenko collaborates with scholars based in Australia, United States and Netherlands. Valentyn Panchenko's co-authors include Cees Diks, Mikhail Anufriev, Dick van Dijk, Eliza Wu, John O. Ledyard, Jasmina Arifovic, Roy van der Weide, Bill B. Francis, Cars Hommes and Mbodja Mougoué and has published in prestigious journals such as Journal of Econometrics, Journal of Banking & Finance and Journal of Economic Theory.

In The Last Decade

Valentyn Panchenko

35 papers receiving 1.4k citations

Hit Papers

A new statistic and practical guidelines for nonparametri... 2006 2026 2012 2019 2006 200 400 600
What are hit papers?

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.

  1. A new statistic and practical guidelines for nonparametric Granger causality testing
    2006 729 citations Cees Diks, Valentyn Panchenko Journal of Economic Dynamics and Control profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Valentyn Panchenko Australia 12 1.1k 561 452 201 155 39 1.5k
Sung Y. Park South Korea 21 946 0.8× 384 0.7× 340 0.8× 261 1.3× 164 1.1× 51 1.4k
Stan Hurn Australia 24 1.3k 1.1× 684 1.2× 599 1.3× 239 1.2× 163 1.1× 90 2.0k
Massimiliano Caporin Italy 26 1.7k 1.5× 1.4k 2.4× 638 1.4× 234 1.2× 192 1.2× 171 2.3k
Craig Hiemstra United States 5 1.2k 1.0× 737 1.3× 451 1.0× 145 0.7× 157 1.0× 9 1.5k
Jonathan D. Jones United States 13 1.6k 1.4× 1.1k 1.9× 610 1.3× 158 0.8× 181 1.2× 33 2.1k
Tae‐Hwan Kim South Korea 12 1.1k 0.9× 597 1.1× 503 1.1× 184 0.9× 72 0.5× 26 1.6k
António Rua Portugal 22 1.6k 1.4× 737 1.3× 935 2.1× 116 0.6× 252 1.6× 55 2.0k
Jozef Baruník Czechia 21 1.9k 1.6× 918 1.6× 496 1.1× 198 1.0× 190 1.2× 64 2.1k
Walter C. Labys United States 20 915 0.8× 282 0.5× 375 0.8× 162 0.8× 107 0.7× 81 1.4k
Francesco Ravazzolo Italy 26 1.4k 1.2× 838 1.5× 1.0k 2.3× 198 1.0× 464 3.0× 123 2.1k

Countries citing papers authored by Valentyn Panchenko

Since Specialization
Citations

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

Fields of papers citing papers by Valentyn Panchenko

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Valentyn Panchenko

This figure shows the co-authorship network connecting the top 25 collaborators of Valentyn Panchenko. A scholar is included among the top collaborators of Valentyn Panchenko 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 Valentyn Panchenko. Valentyn Panchenko 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.
Panchenko, Valentyn, et al.. (2024). Efficient Estimation of Parameters in Marginals in Semiparametric Multivariate Models. Journal of Computational and Graphical Statistics. 34(4). 1240–1252.
2.
Zelenyuk, Valentin & Valentyn Panchenko. (2023). Generalized theory for measuring efficiency of individuals and groups. Annals of Operations Research. 332(1-3). 781–806.
3.
Anufriev, Mikhail, et al.. (2023). (Re-) Inventing the Traffic Light: Designing Recommendation Devices for Play of Strategic Games. SSRN Electronic Journal. 1 indexed citations
4.
5.
Anufriev, Mikhail, Jasmina Arifovic, John O. Ledyard, & Valentyn Panchenko. (2022). The role of information in a continuous double auction: An experiment and learning model. Journal of Economic Dynamics and Control. 141. 104387–104387. 4 indexed citations
6.
Anufriev, Mikhail, John Duffy, & Valentyn Panchenko. (2019). Planar Beauty Contests. SSRN Electronic Journal. 2 indexed citations
7.
Kolotilin, Anton & Valentyn Panchenko. (2018). Estimation of a Scale-Free Network Formation Model. SSRN Electronic Journal. 2 indexed citations
8.
Way, Rupert, Fabrizio Lillo, & Valentyn Panchenko. (2017). Wright Meets Markowitz: How Standard Portfolio Theory Changes When Assets Are Technologies Following Experience Curves. SSRN Electronic Journal. 8 indexed citations
9.
Anufriev, Mikhail & Valentyn Panchenko. (2015). Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. Journal of Banking & Finance. 61. S241–S255. 31 indexed citations
10.
Diks, Cees, et al.. (2014). Comparing the accuracy of multivariate density forecasts in selected regions of the copula support. Journal of Economic Dynamics and Control. 48. 79–94. 15 indexed citations
11.
Anufriev, Mikhail, Jasmina Arifovic, John O. Ledyard, & Valentyn Panchenko. (2011). Efficiency of continuous double auctions under individual evolutionary learning with full or limited information. Journal of Evolutionary Economics. 23(3). 539–573. 31 indexed citations
12.
Diks, Cees, Valentyn Panchenko, & Dick van Dijk. (2010). Out-of-sample comparison of copula specifications in multivariate density forecasts. Journal of Economic Dynamics and Control. 34(9). 1596–1609. 36 indexed citations
13.
Diks, Cees & Valentyn Panchenko. (2008). Rank-based Entropy Tests for Serial Independence. Studies in Nonlinear Dynamics and Econometrics. 12(1). 7 indexed citations
14.
Diks, Cees, Cars Hommes, Valentyn Panchenko, & Roy van der Weide. (2008). E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics. Computational Economics. 32(1-2). 221–244. 32 indexed citations
15.
Panchenko, Valentyn. (2007). Impact of Analysts' Recommendations on Stock Performance. European Journal of Finance. 13(2). 165–179. 6 indexed citations
16.
Diks, Cees & Valentyn Panchenko. (2006). A new statistic and practical guidelines for nonparametric Granger causality testing. Journal of Economic Dynamics and Control. 30(9-10). 1647–1669. 729 indexed citations breakdown →
17.
Diks, Cees & Valentyn Panchenko. (2005). Nonparametric Tests for Serial Independence Based on Quadratic Forms. SSRN Electronic Journal. 4 indexed citations
18.
Diks, Cees & Valentyn Panchenko. (2005). A Note on the Hiemstra-Jones Test for Granger Non-causality. Studies in Nonlinear Dynamics and Econometrics. 9(2). 204 indexed citations
19.
Diks, Cees & Valentyn Panchenko. (2004). Modified Hiemstra-Jones Test for Granger Non-causality. 2 indexed citations
20.
Panchenko, Valentyn. (2002). Nonparametric methods in economics and finance : dependence, causality and prediction. UvA-DARE (University of Amsterdam). 8 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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