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K

Katja Ignatieva

UNSW Sydney

15H指数
72论文数
609被引数
收录论文 10
发表时间
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Corrigendum to “The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets” [Energy Economics, 144, April 2025, 108296]勘误：关于“电力价格随机行为的审视：来自现货和期货市场的证据” [Energy Economics, 144, 2025年4月, 108296]
errEnergy Economics
IF14.2
err2025-12-08
err0
errOAAI
errJean-François Bégin; Fabio Gómez; Katja Ignatieva; Han Li
err分享
err收藏
Quantifying Extreme Risks in High-Frequency Financial, Energy, and Commodity Markets (Jul, 10.1515/snde-2024-0136, 2025)量化高频金融、能源和商品市场中的极端风险 (Jul, 10.1515/snde-2024-0136, 2025)
errStudies in Nonlinear Dynamics and Econometrics
IF0.9
err2025-12-01
err0
errOAAI
errAlexeev, Vitali; Ignatieva, Katja
err分享
err收藏
Tail variance for generalised hyper-elliptical models (Vol 55, pg 144, 2025)广义超椭圆模型的尾部方差（Vol 55, pg 144, 2025）
errASTIN BULLETIN-THE JOURNAL OF THE INTERNATIONAL ACTUARIAL ASSOCIATION
IF1.8
err2025-12-01
err0
PREAI
errIgnatieva, Katja; Landsman, Zinoviy
err分享
err收藏
Modelling high frequency crude oil dynamics using affine and non-affine jump-diffusion models
errENERGY ECONOMICS
IF14.2
err2022-04-01
err6
PREAI
errIgnatieva, Katja; Wong, Patrick
err分享
err收藏
Electricity price modelling with stochastic volatility and jumps: An empirical investigation
errENERGY ECONOMICS
IF14.2
err2021-06-01
err14
errOAAI
errGudkov, Nikolay; Ignatieva, Katja
err分享
err收藏
Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market
errJOURNAL OF BANKING & FINANCE
IF3.8
err2019-02-01
err22
PREAI
errDa Fonseca, Jose; Ignatieva, Katja
err分享
err收藏
Detecting money market bubbles
errJOURNAL OF BANKING & FINANCE
IF3.8
err2018-02-01
err7
errOAAI
errBaldeaux, Jan; Ignatieva, Katja; Platen, Eckhard
err分享
err收藏
Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market通过能源市场中已实现的跳跃和波动来解释信用违约互换利差
errENERGY ECONOMICS
IF14.2
err2016-05-01
err17
errOAAI
errDa Fonseca, Jose; Ignatieva, Katja; Ziveyi, Jonathan
err分享
err收藏
Modeling spot price dependence in Australian electricity markets with applications to risk management
errCOMPUTERS & OPERATIONS RESEARCH
IF4.3
err2016-02-01
err58
PREAI
errIgnatieva, Katja; Trueck, Stefan
err分享
err收藏
Industry concentration, excess returns and innovation in Australia
errACCOUNTING AND FINANCE
IF2.6
err2014-03-04
err26
errOAAI
errGallagher, David R.; Ignatieva, Katja; McCulloch, James
err分享
err收藏

研究方向

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合作学者
合作期刊
E
Eckhard Platen
H 指数: 37 · 论文数: 489
J
J. Huston McCulloch
H 指数: 28 · 论文数: 106
D
David R. Gallagher
H 指数: 26 · 论文数: 196
Z
Zinoviy Landsman
H 指数: 25 · 论文数: 139
J
José Da Fonseca
H 指数: 20 · 论文数: 63
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