Yarema Okhrin

Yarema Okhrin

Universität Augsburg

H-index: 21

Europe-Germany

About Yarema Okhrin

Yarema Okhrin, With an exceptional h-index of 21 and a recent h-index of 14 (since 2020), a distinguished researcher at Universität Augsburg,

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

The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty

Fast approximation methods for credit portfolio risk calculations

Risk network of global energy markets

Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets

Reddit financial image post sentiment dataset

Managing air quality: Predicting exceedances of legal limits for PM10 and O concentration using machine learning methods

Monitoring network changes in social media

Optimal shrinkage-based portfolio selection in high dimensions

Yarema Okhrin Information

University

Position

___

Citations(all)

1473

Citations(since 2020)

729

Cited By

3459

hIndex(all)

21

hIndex(since 2020)

14

i10Index(all)

31

i10Index(since 2020)

20

Email

University Profile Page

Universität Augsburg

Google Scholar

View Google Scholar Profile

Top articles of Yarema Okhrin

Title

Journal

Author(s)

Publication Date

The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty

Renewable Energy

Philip Igeland

Leon Schroeder

Muhammad Yahya

Yarema Okhrin

Gazi Salah Uddin

2024/2/1

Fast approximation methods for credit portfolio risk calculations

Digital Finance

Kevin Jakob

Johannes Churt

Matthias Fischer

Kim Nolte

Yarema Okhrin

...

2023/12

Risk network of global energy markets

Energy Economics

Gazi Salah Uddin

Tianqi Luo

Muhammad Yahya

Ranadeva Jayasekera

Md Lutfur Rahman

...

2023/9/1

Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets

Energy Economics

Yarema Okhrin

Gazi Salah Uddin

Muhammad Yahya

2023/9/1

Reddit financial image post sentiment dataset

Data in Brief

Alexander Fottner

Yarema Okhrin

Jonathan Pfahler

Julian Wustl

2022/12/1

Managing air quality: Predicting exceedances of legal limits for PM10 and O concentration using machine learning methods

Environmetrics

Maryna Krylova

Yarema Okhrin

2022/3

Monitoring network changes in social media

Journal of Business & Economic Statistics

Cathy Yi-Hsuan Chen

Yarema Okhrin

Tengyao Wang

2022/2/1

Optimal shrinkage-based portfolio selection in high dimensions

Journal of Business & Economic Statistics

Taras Bodnar

Yarema Okhrin

Nestor Parolya

2022/12/13

A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series

Computational statistics & data analysis

Nicole Barthel

Claudia Czado

Yarema Okhrin

2020/2/1

New approaches for monitoring image data

IEEE Transactions on Image Processing

Yarema Okhrin

Wolfgang Schmid

Ivan Semeniuk

2020/11/25

Statistical inference for the expected utility portfolio in high dimensions

IEEE Transactions on Signal Processing

Taras Bodnar

Solomiia Dmytriv

Yarema Okhrin

Nestor Parolya

Wolfgang Schmid

2020/11/12

See List of Professors in Yarema Okhrin University(Universität Augsburg)