Victor Troster

1.2k total citations · 1 hit paper
21 papers, 960 citations indexed

About

Victor Troster is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Victor Troster has authored 21 papers receiving a total of 960 indexed citations (citations by other indexed papers that have themselves been cited), including 17 papers in Economics and Econometrics, 12 papers in Finance and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Victor Troster's work include Market Dynamics and Volatility (13 papers), Financial Risk and Volatility Modeling (7 papers) and Monetary Policy and Economic Impact (7 papers). Victor Troster is often cited by papers focused on Market Dynamics and Volatility (13 papers), Financial Risk and Volatility Modeling (7 papers) and Monetary Policy and Economic Impact (7 papers). Victor Troster collaborates with scholars based in Spain, Sweden and France. Victor Troster's co-authors include Gazi Salah Uddin, Muhammad Shahbaz, Aviral Kumar Tiwari, Sang Hoon Kang, Seong‐Min Yoon, David Roubaud, Elie Bouri, Gilberto Tadeu Lima, Muhammad Yahya and Md. Lutfur Rahman and has published in prestigious journals such as Renewable and Sustainable Energy Reviews, Journal of Econometrics and Energy Economics.

In The Last Decade

Victor Troster

19 papers receiving 938 citations

Hit Papers

align trajectories

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.

Testing for Granger-causality in quantiles

2016 271 citations Victor Troster Econometric Reviews profile →

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Victor Troster Spain	11	876	297	226	157	98	21	960
Ibrahim D. Raheem United Kingdom	11	910 1.0×	268 0.9×	164 0.7×	132 0.8×	142 1.4×	19	965
Ghassen El Montasser Tunisia	14	720 0.8×	241 0.8×	118 0.5×	189 1.2×	177 1.8×	35	855
Ngô Thái Hưng Vietnam	20	1.1k 1.3×	215 0.7×	357 1.6×	236 1.5×	152 1.6×	62	1.2k
Bisharat Hussain Chang Pakistan	23	1.2k 1.4×	454 1.5×	162 0.7×	336 2.1×	77 0.8×	54	1.4k
Ismail O. Fasanya Nigeria	19	982 1.1×	266 0.9×	222 1.0×	297 1.9×	136 1.4×	73	1.2k
Thong Trung Nguyen Vietnam	7	627 0.7×	193 0.6×	102 0.5×	88 0.6×	166 1.7×	12	700
Saqib Farid Pakistan	17	1.2k 1.4×	311 1.0×	416 1.8×	99 0.6×	156 1.6×	34	1.4k
Jude Eggoh France	10	633 0.7×	188 0.6×	104 0.5×	188 1.2×	146 1.5×	29	793
Bülent Güloğlu Türkiye	14	614 0.7×	132 0.4×	114 0.5×	202 1.3×	45 0.5×	54	774
Thi Ngoc Lan Le Australia	7	651 0.7×	173 0.6×	207 0.9×	37 0.2×	147 1.5×	7	753

Countries citing papers authored by Victor Troster

Since Specialization

Citations

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

Fields of papers citing papers by Victor Troster

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Victor Troster

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

Ahmed, Huson Joher Ali, et al.. (2025). The role of institutional quality on public renewable energy investments. Renewable and Sustainable Energy Reviews. 215. 115585–115585. 7 indexed citations

Wied, Dominik, et al.. (2025). Quantile Granger causality in the presence of instability. Journal of Econometrics. 249. 105992–105992. 2 indexed citations

Hanif, Waqas, Jose Areola Hernandez, Victor Troster, Sang Hoon Kang, & Seong‐Min Yoon. (2022). Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets. Pacific-Basin Finance Journal. 74. 101822–101822. 16 indexed citations

Uddin, Gazi Salah, et al.. (2021). Ethical and unethical investments under extreme market conditions. International Review of Financial Analysis. 78. 101952–101952. 31 indexed citations

Troster, Victor, José Penalva, Abderrahim Taamouti, & Dominik Wied. (2021). Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market. Journal of Forecasting. 40(7). 1291–1309. 2 indexed citations

Troster, Victor, et al.. (2021). Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition. Journal of Economic Interaction and Coordination. 16(4). 705–746.

Rahman, Md. Lutfur, Victor Troster, Gazi Salah Uddin, & Muhammad Yahya. (2021). Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience. International Review of Financial Analysis. 79. 101992–101992. 17 indexed citations

Ahmed, Ali, et al.. (2020). Asymmetric dynamics between uncertainty and unemployment flows in the United States. Studies in Nonlinear Dynamics and Econometrics. 26(1). 155–172. 10 indexed citations

Troster, Victor & Dominik Wied. (2020). A specification test for dynamic conditional distribution models with function-valued parameters. Econometric Reviews. 40(2). 109–127. 4 indexed citations

10.

Kang, Sang Hoon, Gazi Salah Uddin, Victor Troster, & Seong‐Min Yoon. (2019). Directional spillover effects between ASEAN and world stock markets. Journal of Multinational Financial Management. 52-53. 100592–100592. 58 indexed citations

11.

Troster, Victor, et al.. (2019). Liquidity Shocks and Interbank Market Failures: The Role of Deposit Flights, Non-Performing Loans, and Credit Market Competition. SSRN Electronic Journal.

12.

Uddin, Gazi Salah, et al.. (2019). The impact of financial and economic factors on Islamic mutual fund performance: Evidence from multiple fund categories. Journal of Multinational Financial Management. 52-53. 100607–100607. 9 indexed citations

13.

Jayasekera, Ranadeva, et al.. (2019). Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro. Journal of Empirical Finance. 56. 42–73. 21 indexed citations

14.

Troster, Victor, Muhammad Shahbaz, & Gazi Salah Uddin. (2018). Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. Energy Economics. 70. 440–452. 333 indexed citations

15.

Troster, Victor, et al.. (2018). Bitcoin returns and risk: A general GARCH and GAS analysis. Finance research letters. 30. 187–193. 106 indexed citations

16.

Troster, Victor, Elie Bouri, & David Roubaud. (2018). A quantile regression analysis of flights-to-safety with implied volatilities. Resources Policy. 62. 482–495. 37 indexed citations

17.

Lima, Gilberto Tadeu, et al.. (2017). Unemployment persistence in OECD countries after the Great Recession. Economic Modelling. 64. 105–116. 26 indexed citations

18.

Troster, Victor. (2016). Testing for Granger-causality in quantiles. Econometric Reviews. 37(8). 850–866. 271 indexed citations breakdown →

19.

Troster, Victor. (2015). Specification and casualty of distribution models. e-Archivo (Carlos III University of Madrid). 1 indexed citations

20.

Troster, Victor. (2006). Como administrar um banco?. GV executivo \b (Impresso)/GV Executivo. 5(3). 86–87. 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.

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