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Jose Olmo

Global rank #9364 89%

Institution: University of Southampton

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/site/joseolmobadenas/

First Publication: 2011

Most Recent: 2025

RePEc ID: pol72 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 1.74 0.00 2.08
Last 10 Years 0.00 0.00 4.42 0.00 5.26
All Time 0.00 0.00 9.12 0.00 10.79

Publication Statistics

Raw Publications 15
Coauthorship-Adjusted Count 12.52

Publications (15)

Year Article Journal Tier Authors
2025 A causal analysis of environmental and financial performance: Differences between brown and green firms Economic Modeling C 3
2025 Portfolio Selection under Systemic Risk Journal of Money, Credit, and Banking B 3
2022 Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models Journal of Behavioral and Experimental Economics B 5
2021 Granger causality detection in high-dimensional systems using feedforward neural networks International Journal of Forecasting B 3
2019 Tests of asset pricing with time‐varying factor loads Journal of Applied Econometrics B 3
2019 Differences Between Short‐ and Long‐Term Risk Aversion: An Optimal Asset Allocation Perspective Oxford Bulletin of Economics and Statistics B 2
2019 An analysis of price discovery between Bitcoin futures and spot markets Economics Letters C 2
2017 Optimal asset allocation for strategic investors International Journal of Forecasting B 2
2015 Changes in the transmission of monetary policy during crisis episodes: Evidence from the euro area and the U.S. Economic Modeling C 2
2014 CONDITIONAL STOCHASTIC DOMINANCE TESTS IN DYNAMIC SETTINGS International Economic Review B 2
2014 Forecasting daily return densities from intraday data: A multifractal approach International Journal of Forecasting B 2
2013 Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction International Journal of Forecasting B 2
2013 A panel data test for poverty traps Applied Economics C 3
2012 Forecasting the performance of hedge fund styles Journal of Banking & Finance B 2
2011 Detecting the presence of insider trading via structural break tests Journal of Banking & Finance B 3