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KHRESHNA IMADUDDIN AHMAD S.

Institut Teknologi Bandung S2 - Aktuaria SINTA ID : 5973240
1.351
SINTA Score Overall
455
SINTA Score 3Yr
1.351
Affil Score
455
Affil Score 3Yr
Latest number of publications
  Scopus Analysis  

Risk quantification and validation for green energy markets: New insight from a credibility theory approach
Q1 as Journal Finance Research Letters
Author Order : 1 of 2     Creator : Syuhada K.
2024 2 cited
Enhancing Portfolio Decarbonization Through SensitivityVaR and Distorted Stochastic Dominance
Q1 as Journal Risks
Author Order : 4 of 4     Creator : Rohmawati A.
2024 0 cited
Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Q1 as Journal Energy Economics
Author Order : 1 of 3     Creator : Syuhada K.
2024 6 cited
Enhancing Value-at-Risk with Credible Expected Risk Models
Q2 as Journal International Journal of Financial Studies
Author Order : 0 of 7     Creator : Syuhada K.
2024 0 cited
Compound Poisson–Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting
Q1 as Journal Applied Mathematics and Computation
Author Order : 1 of 3     Creator : Syuhada K.
2024 2 cited
Support vector regression-based heteroscedastic models for cryptocurrency risk forecasting
Q1 as Journal Applied Soft Computing
Author Order : 9 of 9     Creator : Muchtadi-Alamsyah I.
2024 1 cited
Generalized coefficients of clustering in (un)directed and (un)weighted networks: An application to systemic risk quantification for cryptocoin markets
Q1 as Journal Communications in Nonlinear Science and Numerical Simulation
Author Order : 3 of 3     Creator : Salman A.N.M.
2024 0 cited
Multivariate copula-based conditional quantiles: analytic higher-order moments and ratio estimation approaches
Q2 as Journal Journal of Statistical Computation and Simulation
Author Order : 3 of 3     Creator : Hakim A.
2024 0 cited
Dependent Metaverse Risk Forecasts with Heteroskedastic Models and Ensemble Learning
Q1 as Journal Risks
Author Order : 1 of 3     Creator : Syuhada K.
2023 5 cited
Formulating MCoVaR to Quantify Joint Transmissions of Systemic Risk across Crypto and Non-Crypto Markets: A Multivariate Copula Approach
Q1 as Journal Risks
Author Order : 2 of 2     Creator : Hakim A.
2023 4 cited
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Summary

Article Quartile
Research Output
  Scopus GScholar WOS
Article 39 56 0
Citation 249 444 0
Cited Document 31 40 0
H-Index 9 10
i10-Index 9 11
G-Index 1 4
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