Nikola Gradojevic

Nikola Gradojevic

University of Guelph

H-index: 21

North America-Canada

About Nikola Gradojevic

Nikola Gradojevic, With an exceptional h-index of 21 and a recent h-index of 16 (since 2020), a distinguished researcher at University of Guelph, specializes in the field of Asset Pricing, Market Microstructure, High-Frequency Finance, Artificial Intelligence, Technical Trading.

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

Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting

Unlocking the black box: Non-parametric option pricing before and during COVID-19

Forecasting Bitcoin with technical analysis: A not-so-random forest?

The profitability of technical analysis during the COVID-19 market meltdown

S&P 500 index price spillovers around the COVID-19 market meltdown

Volatility cascades in cryptocurrency trading

Brexit and foreign exchange market expectations: Could it have been predicted?

Heterogeneous investment horizons, risk regimes, and realized jumps

Nikola Gradojevic Information

University

Position

___

Citations(all)

1534

Citations(since 2020)

763

Cited By

1003

hIndex(all)

21

hIndex(since 2020)

16

i10Index(all)

33

i10Index(since 2020)

24

Email

University Profile Page

Google Scholar

Nikola Gradojevic Skills & Research Interests

Asset Pricing

Market Microstructure

High-Frequency Finance

Artificial Intelligence

Technical Trading

Top articles of Nikola Gradojevic

Drilling Deeper: Non-Linear, Non-Parametric Natural Gas Price and Volatility Forecasting

The Energy Journal

2024/6/1

Nikola Gradojevic
Nikola Gradojevic

H-Index: 15

Unlocking the black box: Non-parametric option pricing before and during COVID-19

Annals of Operations Research

2024/3

Nikola Gradojevic
Nikola Gradojevic

H-Index: 15

Dragan Kukolj
Dragan Kukolj

H-Index: 14

Forecasting Bitcoin with technical analysis: A not-so-random forest?

International Journal of Forecasting

2023/1/1

The profitability of technical analysis during the COVID-19 market meltdown

Journal of Risk and Financial Management

2022/4/20

Nikola Gradojevic
Nikola Gradojevic

H-Index: 15

S&P 500 index price spillovers around the COVID-19 market meltdown

Journal of Risk and Financial Management

2021/7/16

Nikola Gradojevic
Nikola Gradojevic

H-Index: 15

Volatility cascades in cryptocurrency trading

Journal of Empirical Finance

2021/6/1

Nikola Gradojevic
Nikola Gradojevic

H-Index: 15

Ilias Tsiakas
Ilias Tsiakas

H-Index: 11

Brexit and foreign exchange market expectations: Could it have been predicted?

Annals of Operations Research

2021/2

Nikola Gradojevic
Nikola Gradojevic

H-Index: 15

Heterogeneous investment horizons, risk regimes, and realized jumps

International Journal of Finance & Economics

2021/1

Nikola Gradojevic
Nikola Gradojevic

H-Index: 15

The impact of economic freedom on economic growth? New European dynamic panel evidence

Journal of Risk and Financial Management

2020/2/4

A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage

Economic Modelling

2020/2/1

Nikola Gradojevic
Nikola Gradojevic

H-Index: 15

See List of Professors in Nikola Gradojevic University(University of Guelph)