Renatas Kizys

Economics and Econometrics · 2014–2015

A researcher in the Science corpus: 3 papers; trusts 36 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 107 citations into it; #18,211 of 23,481 by trust here, #14,996 by citations
• Finance — 75 citations into it
• Renewable Energy, Sustainability and the Environment — 21 citations into it; #3,491 of 5,212 by trust here, #4,108 by citations

Whom Renatas Kizys trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Francis X. Diebold
2. Lutz Kilian
3. Mohamed Arouri
4. Brian M. Lucey
5. Shawkat Hammoudeh
6. Robert F. Engle
7. Kun Zhang
8. Kuntara Pukthuanthong
9. Franklin Allen
10. Ramazan Sari

Who trusts Renatas Kizys overall

1. Shaen Corbet
2. Nikolaos Antonakakis
3. George Filis
4. A. Bastianin

Papers from Renatas Kizys's perspective

Ordered by how strongly the researchers Renatas Kizys trusts endorse each paper. Same corpus, a different order for every researcher.

1. Commodity Prices, Interest Rates and the Dollar
2. MODELING AND FORECASTING REALIZED VOLATILITY
3. Financialization, Crisis and Commodity Correlation Dynamics
4. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
5. Generalized autoregressive conditional heteroskedasticity
6. The Impact of Oil Price Shocks on the U.S. Stock Market
7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
8. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
9. Oil Prices, Exchange Rates and Emerging Stock Markets
10. Why Do Absolute Returns Predict Volatility So Well

Their papers

• Dynamic spillovers between commodity and currency markets (2015) — 224 citations
• Transmission channels of systemic risk and contagion in the European financial network (2015) — 154 citations
• The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data (2014) — 178 citations