JUAN-ANGEL JIMENEZ-MARTIN

JUAN-ANGEL JIMENEZ-MARTIN

Universidad Complutense de Madrid

H-index: 13

Europe-Spain

About JUAN-ANGEL JIMENEZ-MARTIN

JUAN-ANGEL JIMENEZ-MARTIN, With an exceptional h-index of 13 and a recent h-index of 8 (since 2020), a distinguished researcher at Universidad Complutense de Madrid, specializes in the field of Econometrics, Financial Econometrics, International Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Measuring climate transition risk spillovers

Early warnings of systemic risk using one-minute high-frequency data

Tail sensitivity of stocks to carbon risk: a sectoral analysis

Chasing the Non-Linear ESG Factor

Carbon dioxide risk exposure: Co2Risk

Measuring systemic risk during the COVID-19 period: A TALIS3 approach

ESG risk exposure: A tale of two tails

Method, ESG score or data? What matters most in capturing ESG risk factors

JUAN-ANGEL JIMENEZ-MARTIN Information

University

Position

ICAE & Dpt. Economic Analysis

Citations(all)

673

Citations(since 2020)

213

Cited By

597

hIndex(all)

13

hIndex(since 2020)

8

i10Index(all)

19

i10Index(since 2020)

7

Email

University Profile Page

Universidad Complutense de Madrid

Google Scholar

View Google Scholar Profile

JUAN-ANGEL JIMENEZ-MARTIN Skills & Research Interests

Econometrics

Financial Econometrics

International Finance

Top articles of JUAN-ANGEL JIMENEZ-MARTIN

Title

Journal

Author(s)

Publication Date

Measuring climate transition risk spillovers

Review of Finance

Runfeng Yang

Massimiliano Caporin

Juan-Angel Jiménez-Martin

2024/3/1

Early warnings of systemic risk using one-minute high-frequency data

Expert Systems with Applications

Massimiliano Caporin

Laura Garcia-Jorcano

Juan-Angel Jimenez-Martin

2024/5/1

Tail sensitivity of stocks to carbon risk: a sectoral analysis

Journal of Credit Risk

Laura Garcia-Jorcano

Juan-Angel Jiménez-Martin

M Robles

2023/10/22

Chasing the Non-Linear ESG Factor

Available at SSRN 4518346

Juan-Angel Jiménez-Martin

Massimiliano Caporin

Runfeng Yang

2023

Carbon dioxide risk exposure: Co2Risk

Climate Risk Management

Laura Garcia-Jorcano

Juan-Angel Jimenez-Martin

M-Dolores Robles

2022/1/1

Measuring systemic risk during the COVID-19 period: A TALIS3 approach

Finance Research Letters

Massimiliano Caporin

Laura Garcia-Jorcano

Juan-Angel Jimenez-Martin

2022/5/1

ESG risk exposure: A tale of two tails

Available at SSRN 4082332

Runfeng Yang

Massimiliano Caporin

Juan-Angel Jiménez-Martin

2022/4/12

Method, ESG score or data? What matters most in capturing ESG risk factors

What Matters Most in Capturing ESG Risk Factors (March 29, 2022)

Runfeng Yang

Juan-Angel Jiménez-Martin

2022/3/29

TrAffic LIght system for systemic Stress: TALIS3

The North American Journal of Economics and Finance

Massimiliano Caporin

Laura Garcia-Jorcano

Juan-Angel Jimenez-Martin

2021/7/1

Riesgo de liquidez rentabilidad de acciones y apalancamiento en Chile

Francisco Javier Vásquez Tejos

Ireta Sánchez

Juan Martín

2020

See List of Professors in JUAN-ANGEL JIMENEZ-MARTIN University(Universidad Complutense de Madrid)

Co-Authors

H-index: 80
Michael McAleer

Michael McAleer

Erasmus Universiteit Rotterdam

H-index: 39
Chia-Lin Chang

Chia-Lin Chang

National Chung Hsing University

H-index: 36
Massimiliano Caporin

Massimiliano Caporin

Università degli Studi di Padova

H-index: 34
Esfandiar Maasoumi

Esfandiar Maasoumi

Emory & Henry College

H-index: 25
Roberto CASARIN

Roberto CASARIN

Università Ca' Foscari di Venezia

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