Warren J. Hahn

629 total citations
11 papers, 436 citations indexed

About

Warren J. Hahn is a scholar working on Economics and Econometrics, Finance and Strategy and Management. According to data from OpenAlex, Warren J. Hahn has authored 11 papers receiving a total of 436 indexed citations (citations by other indexed papers that have themselves been cited), including 9 papers in Economics and Econometrics, 8 papers in Finance and 2 papers in Strategy and Management. Recurrent topics in Warren J. Hahn's work include Capital Investment and Risk Analysis (7 papers), Climate Change Policy and Economics (5 papers) and Financial Reporting and Valuation Research (2 papers). Warren J. Hahn is often cited by papers focused on Capital Investment and Risk Analysis (7 papers), Climate Change Policy and Economics (5 papers) and Financial Reporting and Valuation Research (2 papers). Warren J. Hahn collaborates with scholars based in United States and Brazil. Warren J. Hahn's co-authors include James S. Dyer, Luiz Eduardo Teixeira Brandão, Carlos de Lamare Bastian-Pinto and Tianyang Wang and has published in prestigious journals such as European Journal of Operational Research, Energy Economics and Decision Analysis.

In The Last Decade

Warren J. Hahn

11 papers receiving 417 citations

Peers

Warren J. Hahn

FINAN

EE

SM

OE

MSOR

Alberto Moel United States

Carlo Alberto Magni Italy

Carlos de Lamare Bastian-Pinto Brazil

Gonzalo Cortázar Chile

Blake Johnson United States

Daniel R. Siegel United States

Cyriel de Jong Netherlands

Sigbjørn Sødal Norway

Michail Chronopoulos United Kingdom

Alberto Moel United States

Warren J. Hahn

334 ×0.9

FINAN

231 ×1.0

EE

142 ×1.1

SM

28 ×0.6

OE

25 ×0.5

MSOR

Citations per year, relative to Warren J. Hahn Warren J. Hahn (= 1×) peers Alberto Moel

Countries citing papers authored by Warren J. Hahn

Since Specialization

Citations

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

Fields of papers citing papers by Warren J. Hahn

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Warren J. Hahn. 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 Warren J. Hahn. The network helps show where Warren J. Hahn may publish in the future.

Co-authorship network of co-authors of Warren J. Hahn

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

All Works

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11 of 11 papers shown

1.

Hahn, Warren J., et al.. (2018). Risk premia in commodity price forecasts and their impact on valuation. Energy Economics. 72. 393–403. 9 indexed citations

2.

Wang, Tianyang, et al.. (2017). Sensitivity analysis of decision making under dependent uncertainties using copulas. RePEc: Research Papers in Economics. 5(1-4). 117–139. 5 indexed citations

3.

Wang, Tianyang, James S. Dyer, & Warren J. Hahn. (2015). A copula-based approach for generating lattices. Review of Derivatives Research. 18(3). 263–289. 2 indexed citations

4.

Hahn, Warren J., et al.. (2014). What do market-calibrated stochastic processes indicate about the long-term price of crude oil?. Energy Economics. 44. 212–221. 15 indexed citations

5.

Hahn, Warren J.. (2014). Making decisions with multiple criteria: a case in energy sustainability planning. 3(1-2). 161–185. 14 indexed citations

6.

Brandão, Luiz Eduardo Teixeira, James S. Dyer, & Warren J. Hahn. (2012). Volatility estimation for stochastic project value models. European Journal of Operational Research. 220(3). 642–648. 42 indexed citations

7.

Hahn, Warren J. & James S. Dyer. (2011). A Discrete Time Approach for Modeling Two-Factor Mean-Reverting Stochastic Processes. Decision Analysis. 8(3). 220–232. 18 indexed citations

8.

Bastian-Pinto, Carlos de Lamare, Luiz Eduardo Teixeira Brandão, & Warren J. Hahn. (2009). Flexibility as a source of value in the production of alternative fuels: The ethanol case. Energy Economics. 31(3). 411–422. 55 indexed citations

9.

Hahn, Warren J. & James S. Dyer. (2007). Discrete time modeling of mean-reverting stochastic processes for real option valuation. European Journal of Operational Research. 184(2). 534–548. 79 indexed citations

10.

Brandão, Luiz Eduardo Teixeira, James S. Dyer, & Warren J. Hahn. (2005). Using Binomial Decision Trees to Solve Real-Option Valuation Problems. Decision Analysis. 2(2). 69–88. 161 indexed citations

11.

Brandão, Luiz Eduardo Teixeira, James S. Dyer, & Warren J. Hahn. (2005). Response to Comments on Brandão et al. (2005). Decision Analysis. 2(2). 103–109. 36 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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