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Researcher · New York University · United States

Robert F. Engle

Robert F. Engle publishes mostly in Finance, Economics and Econometrics and General Economics, Econometrics and Finance, on topics such as Financial Risk and Volatility Modeling, Market Dynamics and Volatility and Monetary Policy and Economic Impact.

ORCID 0009-0009-9491-1510 OpenAlex
World rank
#1,657
of 7,710,434 ranked researchers
Rank in United States
#654
of 1,627,098
Works
471
Citations
139k
Citations per work
295.0
h-index
110
i10-index 266Top 0.1% in Finance
Robert F. Engle

What does Robert F. Engle research?

Robert F. Engle's work is mostly in Economics, Econometrics and Finance (78%), Decision Sciences (5%), Mathematics (3%).

Social Sciences: 387 works · 82.2% of their workEconomics, Econometrics and Finance: 365 works · 77.5% of their workFinance: 167 works · 35.5% of their workEconomics and Econometrics: 142 works · 30.2% of their workGeneral Economics, Econometrics and Finance: 56 works · 11.8% of their workDecision Sciences: 22 works · 4.7% of their workManagement Science and Operations Research: 22 works · 4.7% of their workEverything else: 61 works · 13.0% of their workPhysical Sciences: 23 works · 4.8% of their workMathematics: 12 works · 2.6% of their workStatistics and Probability: 12 works · 2.6% of their workEngineering: 10 works · 2.2% of their workElectrical and Electronic Engineering: 10 works · 2.2% of their workTHEIR WORKRobert F. Engle471works
Physical Sciences5%Social Sciences82%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance36577.5%
    2. Decision Sciences224.7%
  2. Everything else6113.0%
    1. Mathematics122.6%
    2. Engineering102.2%
  1. 1Finance36% of their works
  2. 2Economics and Econometrics30% of their works
  3. 3General Economics, Econometrics and Finance12% of their works
  4. 4Management Science and Operations Research5% of their works
  5. 5Statistics and Probability3% of their works
  6. 6Electrical and Electronic Engineering2% of their works

Research topics

Which keywords describe Robert F. Engle's research?

The keywords of their largest research topics: Monetary Policy, GARCH Models, Volatility, Economic Policy Uncertainty, Oil Price Shocks, Economic Growth, Fiscal Policy and Asset Pricing.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 17 words, with their numbers
  1. Monetary Policy2613 topics
  2. GARCH Models1621 topic
  3. Volatility1621 topic
  4. Economic Policy Uncertainty1261 topic
  5. Oil Price Shocks1261 topic
  6. Economic Growth1051 topic
  7. Fiscal Policy1051 topic
  8. Asset Pricing901 topic
  9. Stock Returns901 topic
  10. Econophysics871 topic
  11. Multifractal Analysis871 topic
  12. Option Pricing431 topic
  13. Stochastic Calculus431 topic
  14. Banking301 topic
  15. Finance301 topic
  16. Capital Flows211 topic
  17. Financial Integration211 topic

Where does Robert F. Engle work?

Robert F. Engle's main affiliation in the publication record is New York University, United States.

How many publications and citations does Robert F. Engle have?

OpenAlex counts 471 works and 138,929 citations for Robert F. Engle, an h-index of 110, ranking #1,657 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

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