Leaderboards/Financial Risk and Volatility Modeling

Financial Risk and Volatility Modeling

Last updated July 7, 2026

Rising Stars

New and hot

Rising Stars Researchers

1
Ameet Kumar Banerjee
Xavier School of Management
2
Nasrin Khatun
Jahangirnagar University
3
Wajih Abbassi
Gulf University for Science & Technology
4
Grace Xing Hu
Tsinghua University
5
Zibo Niu
Central South University
6
Md Akhtaruzzaman
Edith Cowan University
7
Yu-Qiong Chen
Zhejiang Ocean University
8
Danilo Cascaldi-Garcia
Federal Reserve
9
Leland E. Farmer
University of Virginia
10
Bing Liu
Beijing Jiaotong University

Rising Stars Papers

1
How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?
International Review of Economics & Finance|2024
40 cit.
2
Second-order moment risk connectedness across climate and geopolitical risk and global commodity markets
Economics Letters|2024
36 cit.
3
Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods
International Review of Economics & Finance|2024
35 cit.
4
Climate policy initiatives, green finance, and carbon risk interconnectedness
Finance research letters|2024
34 cit.
5
Government intervention and green innovation in renewable energy
Energy Economics|2025
30 cit.
6
Environmental sustainability and the time-varying changing dynamics of green and brown energy ETFs
Finance research letters|2024
24 cit.
7
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
International Review of Financial Analysis|2024
24 cit.
8
Commonality in systemic risk from green and conventional energy
Energy Economics|2024
21 cit.
9
Board Flexibility in Diversity, Experienced CEOs and Corporate Sustainability Disclosure: Evidence from the Emerging Market
Global Journal of Flexible Systems Management|2024
17 cit.
10
Earnings management: the influence of peer group and the corporate governance intervention
Journal of Accounting Literature|2024
16 cit.

Emerging Leaders

Gaining momentum

Emerging Leaders Researchers

1
Yinan Su
Johns Hopkins University
2
Chang Hyun Won
Ajou University
3
Wenyu Zhou
Zhejiang Financial College
4
Paulo Ferreira
University of Évora
5
Yaojie Zhang
Nanjing University of Science and Technology
6
Duy Nguyen
Marist College
7
N. Alper Gormus
Texas A&M University – Commerce
8
Nancy R. Xu
Boston College
9
Larisa Yarovaya
Anglia Ruskin University
10
Naji Jalkh
Saint Joseph University

Emerging Leaders Papers

1
The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach
Journal of Behavioral and Experimental Finance|2022
300 cit.
2
Static and dynamic connectedness between NFTs, Defi and other assets: Portfolio implication
Global Finance Journal|2022
287 cit.
3
Geopolitical risk and stock market volatility: A global perspective
Finance research letters|2022
184 cit.
4
An index of cryptocurrency environmental attention (ICEA)
China Finance Review International|2022
176 cit.
5
The Effects of Central Bank Digital Currencies News on Financial Markets
Technological Forecasting and Social Change|2022
171 cit.
6
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Journal of International Financial Markets Institutions and Money|2022
168 cit.
7
Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets.
Finance research letters|2022
133 cit.
8
Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices
Finance research letters|2022
119 cit.
9
Forecasting crude oil market volatility using variable selection and common factor
International Journal of Forecasting|2022
111 cit.
10
Climate policy uncertainty and the stock return predictability of the oil industry
Journal of International Financial Markets Institutions and Money|2022
108 cit.

Current Senior Leaders

Established & currently active

Current Senior Leaders Researchers

1
Wayne A. Fuller
Iowa State University
2
Yongcheol Shin
University of York
3
Pierre Perrón
Boston University
4
Katarina Jusélius
University of Copenhagen
5
H. Eugene Stanley
Boston University
6
Kamil Yılmaz
Koç University
7
Kenneth D. West
National Bureau of Economic Research
8
Francis X. Diebold
National Bureau of Economic Research
9
Mark W. Watson
Princeton University
10
George Tauchen
Duke University

Current Senior Leaders Papers

1
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Journal of the American Statistical Association|1979
23k cit.
2
Testing for a unit root in time series regression
Biometrika|1988
17.9k cit.
3
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Econometrica|1987
17.1k cit.
4
Testing for unit roots in heterogeneous panels
Journal of Econometrics|2003
15k cit.
5
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
Econometrica|1981
14.6k cit.
6
PhysioBank, PhysioToolkit, and PhysioNet
Circulation|2000
14.5k cit.
7
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
Oxford Bulletin of Economics and Statistics|1990
14.1k cit.
8
Testing the null hypothesis of stationarity against the alternative of a unit root
Journal of Econometrics|1992
12.6k cit.
9
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Journal of the American Statistical Association|1979
9.1k cit.
10
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Econometrica|1989
7.7k cit.

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