Valentyn Panchenko
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
-
- Monetary Policy and Economic Impact
Papers in
-
- Complex Systems and Time Series Analysis 14
- Market Dynamics and Volatility 9
- Economic and Environmental Valuation 5
- Economic theories and models 5
- Finance 18
- Financial Risk and Volatility Modeling 10
- Financial Markets and Investment Strategies 7
- Co-authors
- Cees Diks (10 shared papers)Mikhail Anufriev (12 shared papers)Dick van Dijk (4 shared papers)Eliza Wu (2 shared papers)Jasmina Arifovic (3 shared papers)Bill B. Francis (1 shared paper)Mbodja Mougoué (1 shared paper)John O. Ledyard (3 shared papers)
- Journals
- Journal of Economic Dynamics and Control (6 papers)Journal of Banking & Finance (2 papers)Journal of Economic Behavior & Organization (2 papers)Studies in Nonlinear Dynamics and Econometrics (2 papers)Journal of Empirical Finance (1 paper)
- Partner nations
- AustraliaUnited StatesNetherlands
In The Last Decade
Valentyn Panchenko
35 papers receiving 1.4k citations
Valentyn Panchenko's Hit Papers
Peers
Comparison fields: 5 of 94
- Finance 566
- General Economics, Econometrics and Finance 456
- Economics and Econometrics 1.2k
- General Energy 17
- Management Science and Operations Research 157
Countries citing papers authored by Valentyn Panchenko
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
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-authors
The 20 scholars most cited alongside Valentyn Panchenko, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 39 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | A new statistic and practical guidelines for nonparametric Granger causality testing Hit paper breakdown → | 2006 | 737 |
| 2 | 2005 | 204 | |
| 3 | 2011 | 99 | |
| 4 | 2008 | 69 | |
| 5 | 2005 | 69 | |
| 6 | 2009 | 43 | |
| 7 | 2010 | 36 | |
| 8 | 2008 | 33 | |
| 9 | 2011 | 32 | |
| 10 | 2015 | 32 | |
| 11 | 2009 | 26 | |
| 12 | 2014 | 16 | |
| 13 | 2017 | 8 | |
| 14 | Nonparametric methods in economics and finance : dependence, causality and prediction | 2002 | 8 |
| 15 | 2022 | 7 | |
| 16 | 2022 | 7 | |
| 17 | 2015 | 7 | |
| 18 | 2008 | 7 | |
| 19 | 2010 | 6 | |
| 20 | 2007 | 6 |
About Valentyn Panchenko
Valentyn Panchenko is a scholar working on Economics and Econometrics, Finance, Management Science and Operations Research, General Economics, Econometrics and Finance and Safety Research, having authored 39 papers that have together received 1.5k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (14 papers), Financial Risk and Volatility Modeling (10 papers), Monetary Policy and Economic Impact (9 papers), Market Dynamics and Volatility (9 papers), Experimental Behavioral Economics Studies (7 papers), Financial Markets and Investment Strategies (7 papers), Economic and Environmental Valuation (5 papers) and Economic theories and models (5 papers). The work is most often cited by research in Finance (566 citations), General Economics, Econometrics and Finance (456 citations), Economics and Econometrics (1.2k citations), General Energy (17 citations) and Management Science and Operations Research (157 citations). Valentyn Panchenko has collaborated with scholars based in Australia, United States and Netherlands. Frequent co-authors include Cees Diks, Mikhail Anufriev, Dick van Dijk, Eliza Wu, Jasmina Arifovic, Bill B. Francis, Mbodja Mougoué, John O. Ledyard, Roy van der Weide and Cars Hommes. Their work appears in journals such as Journal of Economic Dynamics and Control, Journal of Banking & Finance, Journal of Economic Behavior & Organization, Studies in Nonlinear Dynamics and Econometrics and Journal of Empirical Finance.
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.