Kris Jacobs is affiliated with the University of Houston in the United States. Their research primarily focuses on Economics, Econometrics, and Finance, with a strong emphasis on Finance as a subfield. Their academic contributions extend across multiple interconnected areas, including Financial Markets and Investment Strategies, Stochastic Processes and Financial Applications, Capital Investment and Risk Analysis, Market Dynamics and Volatility, Financial Risk and Volatility Modeling, Credit Risk and Financial Regulations, and Monetary Policy and Economic Impact.
They have published extensively, with a notable presence in several academic venues. Frequent publication outlets include the SSRN Electronic Journal, where they have contributed fourteen papers, the Journal of Financial and Quantitative Analysis with three publications, and the Journal of Banking & Finance with two papers. They have also published in the Review of Financial Studies and The Journal of Finance.
Among their recent scholarly works are:
Jacobs collaborates frequently with several researchers, including Arnaud Dufays, Jeroen V.K. Rombouts, Anh Thu, Hitesh Doshi, and Mathieu Fournier. These collaborators have contributed to a significant portion of their joint research output.
Their work spans diverse topics that include the measurement and modeling of risk premia related to financial options, the dynamics of energy markets, and the stochastic behavior of financial instruments. This research supports a better understanding of market volatility, risk analysis, and investment strategy formulation.
Jan Ericsson;Kris Jacobs;Rodolfo Oviedo
Peter Christoffersen;Steven Heston;Kris Jacobs
Peter F. Christoffersen;Vihang Errunza;Kris Jacobs;Hugues Langlois
Diego Amaya;Peter Christoffersen;Peter Christoffersen;Peter Christoffersen;Kris Jacobs;Aurelio Vasquez
Bo Young Chang;Peter F. Christoffersen;Peter F. Christoffersen;Kris Jacobs;Kris Jacobs
Peter Christoffersen;Peter Christoffersen;Kris Jacobs;Kris Jacobs
Peter Christoffersen;Kris Jacobs;Yintian Wang
Peter Christoffersen;Kris Jacobs;Karim Mimouni
Peter Christoffersen;Steve Heston;Kris Jacobs
Peter Christoffersen;Kris Jacobs
Peter Christoffersen;Steven Heston;Kris Jacobs
Peter Christoffersen;Peter Christoffersen;Kris Jacobs;Kris Jacobs;Chayawat Ornthanalai
Bo-Young Chang;Peter Christoffersen;Peter Christoffersen;Peter Christoffersen;Kris Jacobs;Kris Jacobs;Gregory Vainberg
Peter Christoffersen;Peter Christoffersen;Vihang Errunza;Kris Jacobs;Kris Jacobs;Xisong Jin
Peter Christoffersen;Ruslan Goyenko;Kris Jacobs;Mehdi Karoui
Peter Christoffersen;Redouane Elkamhi;Bruno Feunou;Kris Jacobs
Jan Ericsson;Kris Jacobs;Rodolfo Oviedo;Rodolfo Oviedo
Kris Jacobs;Kevin Q. Wang
Peter Christoffersen;Bruno Feunou;Kris Jacobs;Nour Meddahi
Bo Young Chang;Peter Christoffersen;Peter Christoffersen;Peter Christoffersen;Kris Jacobs
Peter Christoffersen;Peter Christoffersen;Peter Christoffersen;Kris Jacobs;Chayawat Ornthanalai;Yintian Wang
Jan Ericsson;Kris Jacobs;Rodolfo Oviedo-Helfenberger
Peter Christoffersen;Peter Christoffersen;Peter Christoffersen;Kris Jacobs;Steven L. Heston
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