EconBase
← All authors

Victor Troster

Universitat de les Illes Balears (from arXiv:2402.09744, 2024) · ORCID · OpenAlex

18 papers in scope · 18 published · 1 on the econ.EM arXiv · 1,292 citations · h-index 13 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Alexander Mayer
  2. Dominik Wied
  3. Yannick Hoga
  4. Tatsushi Oka
  5. Davide Raggi
  6. Michael Massmann
  7. Timo Dimitriadis
  8. Tobias Fissler
  9. Armando Rungi
  10. Jörg Breitung
  11. Roberto Fuentes-Martínez
  12. Blaise Melly
  13. Irene Crimaldi
  14. Iván Fernández-Val
  15. Marius Puke
  16. Victor Chernozhukov
  17. Richard H. Spady
  18. Christian Schulz
  19. Dan Zhu
  20. Yunyun Wang

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 18)

Quantile Granger causality in the presence of instability
published2025 · Journal of Econometrics · 6 citations · first circulated 2024
with Alexander Mayer, Dominik Wied
Paper profile Journal of Econometrics arXiv:2402.09744
The role of institutional quality on public renewable energy investments
published2025 · Renewable and Sustainable Energy Reviews · 32 citations
with Filip Halldén, Anna Hultberg, Huson Joher Ali Ahmed, Gazi Salah Uddin, Muhammad Yahya
Renewable and Sustainable Energy Reviews
Exploring the critical demand drivers of electricity consumption in Thailand
published2023 · Energy Economics · 14 citations
with Gazi Salah Uddin, Md. Bokhtiar Hasan, Han Phoumin, Farhad Taghizadeh-Hesary, Ali Ahmed
Energy Economics
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
published2022 · Pacific-Basin Finance Journal · 30 citations
with Waqas Hanif, Jose Areola Hernandez, Sang Hoon Kang, Seong-Min Yoon
Pacific-Basin Finance Journal
Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience
published2021 · International Review of Financial Analysis · 31 citations
with Md. Lutfur Rahman, Gazi Salah Uddin, Muhammad Yahya
International Review of Financial Analysis
Ethical and unethical investments under extreme market conditions
published2021 · International Review of Financial Analysis · 49 citations
with Petter Olofsson, Anna Råholm, Gazi Salah Uddin, Sang Hoon Kang
International Review of Financial Analysis
A Robust Test for Monotonicity in Asset Returns
published2021 · Journal of Time Series Econometrics
with Cleiton Guollo Taufemback, Muhammad Shahbaz
Journal of Time Series Econometrics
Liquidity shocks and interbank market failures: the role of deposit flights, non-performing loans, and competition
published2021 · Journal of Economic Interaction and Coordination · 1 citations · first circulated 2019
with Demian Macedo
Journal of Economic Interaction and Coordination
Cointegration, information transmission, and the lead‐lag effect between industry portfolios and the stock market
published2021 · Journal of Forecasting · 6 citations
with José Penalva, Abderrahim Taamouti, Dominik Wied
Journal of Forecasting
Asymmetric dynamics between uncertainty and unemployment flows in the United States
published2020 · Studies in Nonlinear Dynamics and Econometrics · 16 citations
with Ali Ahmed, Mark Granberg, Gazi Salah Uddin
Studies in Nonlinear Dynamics and Econometrics
A specification test for dynamic conditional distribution models with function-valued parameters
published2020 · Econometric Reviews · 6 citations
with Dominik Wied
Econometric Reviews
Directional spillover effects between ASEAN and world stock markets
published2019 · Journal of Multinational Financial Management · 78 citations
with Sang Hoon Kang, Gazi Salah Uddin, Seong-Min Yoon
Journal of Multinational Financial Management
Market Impact on financial market integration: Cross-quantilogram analysis of the global impact of the euro
published2019 · Journal of Empirical Finance · 22 citations
with Sebastian Lindman, Tom Tuvhag, Ranadeva Jayasekera, Gazi Salah Uddin
Journal of Empirical Finance
A quantile regression analysis of flights-to-safety with implied volatilities
published2018 · Resources Policy · 49 citations
with Elie Bouri, David Roubaud
Resources Policy
Bitcoin returns and risk: A general GARCH and GAS analysis
published2018 · Finance research letters · 145 citations
with Aviral Kumar Tiwari, Muhammad Shahbaz, Demian Macedo
Finance research letters
Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis
published2018 · Energy Economics · 421 citations
with Muhammad Shahbaz, Gazi Salah Uddin
Energy Economics
Unemployment persistence in OECD countries after the Great Recession
published2017 · Economic Modelling · 33 citations
with André M. Marques, Gilberto Tadeu Lima
Economic Modelling
Testing for Granger-causality in quantiles
published2016 · Econometric Reviews · 353 citations
Econometric Reviews

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.