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Yarema Okhrin

university of augsburg

19H-index
97Paper Count
1.5KCitation Count
Published Papers 15
Publication Date
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Estimation of Spatial and Temporal Autoregressive Effects Using LASSO-An Example of Hourly Particulate Matter Concentrations
errEnvironmetrics
IF1.7
err2026-05-01
err0
PREAI
errNyabuto, Elkanah; Otto, Philipp; Okhrin, Yarema
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Machine Learning for Intensive Care Unit Length-of-Stay Prediction: A Simulation-Based Approach to Bed Capacity Management
errMedical Decision Making
IF2.3
err2025-12-26
err0
errOAAI
errSara Garber; Yarema Okhrin
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errSave
The Editorial
errASTA-ADVANCES IN STATISTICAL ANALYSIS
IF1.4
err2025-10-01
err0
errOAAI
errHaupt, Harry; Okhrin, Yarema
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errSave
A spectral relevance analysis approach to pattern recognition of financial time series
errExpert Systems with Applications
IF7.5
err2025-08-30
err0
errOAAI
errChristine Distler; Yarema Okhrin; Jonathan Pfahler
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errSave
A reinforcement learning approach to dynamic portfolio optimization
errAnnals of Operations Research
IF4.5
err2025-06-25
err0
errOAAI
errMaximilian Gollart; Yarema Okhrin
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errSave
The energy transition: The behavior of renewable energy stock during the times of energy security uncertainty
errRENEWABLE ENERGY
IF9.1
err2024-02-01
err19
errOAAI
errIgeland, Philip; Schroeder, Leon; Yahya, Muhammad; Okhrin, Yarema; Uddin, Gazi Salah
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errSave
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
errENERGY ECONOMICS
IF14.2
err2023-09-01
err9
PREAI
errOkhrin, Yarema; Uddin, Gazi Salah; Yahya, Muhammad
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errSave
Risk network of global energy markets
errENERGY ECONOMICS
IF14.2
err2023-09-01
err9
errOAAI
errUddin, Gazi Salah; Luo, Tianqi; Yahya, Muhammad; Jayasekera, Ranadeva; Rahman, Md Lutfur; Okhrin, Yarema
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errSave
New Approaches for Monitoring Image Data
errIEEE TRANSACTIONS ON IMAGE PROCESSING
IF13.7
err2021-01-01
err7
errOAAI
errOkhrin, Yarema; Schmid, Wolfgang; Semeniuk, Ivan
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errSave
Tail event driven networks of SIFIs
errJOURNAL OF ECONOMETRICS
IF4
err2019-01-01
err42
errOAAI
errChen, Cathy Yi-Hsuan; Haerdle, Wolfgang Karl; Okhrin, Yarema
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Bayesian estimation of the global minimum variance portfolio
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2017-01-01
err61
errOAAI
errBodnar, Taras; Mazur, Stepan; Okhrin, Yarema
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errSave
The empirical similarity approach for volatility prediction
errJOURNAL OF BANKING & FINANCE
IF3.8
err2014-03-01
err18
errOAAI
errGolosnoy, Vasyl; Hamid, Alain; Okhrin, Yarema
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On the structure and estimation of hierarchical Archimedean copulas
errJOURNAL OF ECONOMETRICS
IF4
err2013-04-01
err100
errOAAI
errOkhrin, Ostap; Okhrin, Yarema; Schmid, Wolfgang
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errSave
Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio?
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2013-01-01
err17
errOAAI
errBodnar, Taras; Okhrin, Yarema
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errSave
Distributional properties of portfolio weights
errJOURNAL OF ECONOMETRICS
IF4
err2006-09-01
err119
errOAAI
errOkhrin, Yarema; Schmid, Wolfgang
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errSave

Research Directions

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Co-authors
Cooperation Journals
W
Wolfgang Karl Härdle
H-index: 84 · Papers: 1.6K
G
Gazi Salah Uddin
H-index: 60 · Papers: 371
W
Wolfgang Schmid
H-index: 30 · Papers: 318
T
Taras Bodnar
H-index: 23 · Papers: 162
O
Ostap Okhrin
H-index: 20 · Papers: 187
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