Stanisław Wanat
(Stanislaw Wanat)
Personal Details
First Name: | Stanislaw |
Middle Name: | |
Last Name: | Wanat |
Suffix: | |
RePEc Short-ID: | pwa678 |
| |
Affiliation
Uniwersytet Ekonomiczny w Krakowie
Kraków, Polandhttp://www.uek.krakow.pl/
RePEc:edi:aekrapl (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Anna Denkowska & Stanis{l}aw Wanat, 2020. "Development and similarity of insurance markets of European Union countries after the enlargement in 2004," Papers 2012.15078, arXiv.org.
- Anna Denkowska & Stanis{l}aw Wanat, 2020.
"A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector,"
Papers
2001.06567, arXiv.org, revised Mar 2020.
- Anna Denkowska & Stanisław Wanat, 2020. "A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector," Risks, MDPI, vol. 8(2), pages 1-22, April.
- Anna Denkowska & Stanis{l}aw Wanat, 2019. "Dependencies and systemic risk in the European insurance sector: Some new evidence based on copula-DCC-GARCH model and selected clustering methods," Papers 1905.03273, arXiv.org.
- Anna Denkowska & Stanis{l}aw Wanat, 2019. "Linkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees," Papers 1908.01142, arXiv.org, revised Aug 2019.
- Anna Denkowska & Stanis{l}aw Wanat, 2019. "A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector," Papers 1912.05641, arXiv.org.
- Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2016. "Insurance Market Development and Economic Growth in Transition Countries: Some new evidence based on bootstrap panel Granger causality test," MPRA Paper 69051, University Library of Munich, Germany.
- Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2014. "The conditional dependence structure between precious metals: a copula-GARCH approach," MPRA Paper 56664, University Library of Munich, Germany.
- Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2014. "Causality in distribution between European stock markets and commodity prices: Using independence test based on the empirical copula," MPRA Paper 57706, University Library of Munich, Germany.
Articles
- Anna Denkowska & Stanisław Wanat, 2020.
"A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector,"
Risks, MDPI, vol. 8(2), pages 1-22, April.
- Anna Denkowska & Stanis{l}aw Wanat, 2020. "A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector," Papers 2001.06567, arXiv.org, revised Mar 2020.
- Monika Papież & Stanisław Wanat & Sławomir Śmiech, 2016.
"In Search of Hedges and Safe Havens in Global Financial Markets,"
Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 17(3), pages 557-574, September.
- Wanat Stanisław & Śmiech Sławomir & Papież Monika, 2016. "In Search of Hedges and Safe Havens in Global Financial Markets," Statistics in Transition New Series, Statistics Poland, vol. 17(3), pages 557-574, September.
Chapters
- Alicja Wolny-Dominiak & Stanisław Wanat & Daniel Sobiecki, 2018. "Modelling Quantile Premium for Dependent LOBs in Property/Casualty Insurance," Springer Proceedings in Business and Economics, in: Agnieszka Bem & Karolina Daszyńska-Żygadło & Taťána Hajdíková & Péter Juhász (ed.), Finance and Sustainability, pages 265-272, Springer.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Anna Denkowska & Stanis{l}aw Wanat, 2020.
"A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector,"
Papers
2001.06567, arXiv.org, revised Mar 2020.
- Anna Denkowska & Stanisław Wanat, 2020. "A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector," Risks, MDPI, vol. 8(2), pages 1-22, April.
Cited by:
- Jong-Min Kim & Seong-Tae Kim & Sangjin Kim, 2020. "On the Relationship of Cryptocurrency Price with US Stock and Gold Price Using Copula Models," Mathematics, MDPI, vol. 8(11), pages 1-15, October.
- Clemente, Gian Paolo & Cornaro, Alessandra, 2022. "A multilayer approach for systemic risk in the insurance sector," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
- Anna Denkowska & Stanis{l}aw Wanat, 2019.
"Dependencies and systemic risk in the European insurance sector: Some new evidence based on copula-DCC-GARCH model and selected clustering methods,"
Papers
1905.03273, arXiv.org.
Cited by:
- Anna Denkowska & Stanis{l}aw Wanat, 2019. "A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector," Papers 1912.05641, arXiv.org.
- Gaspars-Wieloch Helena, 2021. "On some analogies between one-criterion decision making under uncertainty and multi-criteria decision making under certainty," Economics and Business Review, Sciendo, vol. 7(2), pages 17-36, June.
- Anna Denkowska & Stanis{l}aw Wanat, 2019.
"Linkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees,"
Papers
1908.01142, arXiv.org, revised Aug 2019.
Cited by:
- Anna Denkowska & Stanis{l}aw Wanat, 2019. "A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector," Papers 1912.05641, arXiv.org.
- Denkowska Anna & Wanat Stanisław, 2021. "A dynamic MST-deltaCoVaR model of systemic risk in the European insurance sector," Statistics in Transition New Series, Statistics Poland, vol. 22(2), pages 173-188, June.
- Anna Denkowska & Stanisław Wanat, 2020.
"A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector,"
Risks, MDPI, vol. 8(2), pages 1-22, April.
- Anna Denkowska & Stanis{l}aw Wanat, 2020. "A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector," Papers 2001.06567, arXiv.org, revised Mar 2020.
- Anna Denkowska & Stanis{l}aw Wanat, 2019.
"A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector,"
Papers
1912.05641, arXiv.org.
Cited by:
- Anna Denkowska & Stanisław Wanat, 2020.
"A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector,"
Risks, MDPI, vol. 8(2), pages 1-22, April.
- Anna Denkowska & Stanis{l}aw Wanat, 2020. "A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector," Papers 2001.06567, arXiv.org, revised Mar 2020.
- Anna Denkowska & Stanisław Wanat, 2020.
"A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector,"
Risks, MDPI, vol. 8(2), pages 1-22, April.
- Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2016.
"Insurance Market Development and Economic Growth in Transition Countries: Some new evidence based on bootstrap panel Granger causality test,"
MPRA Paper
69051, University Library of Munich, Germany.
Cited by:
- Anna Denkowska & Stanis{l}aw Wanat, 2020. "Development and similarity of insurance markets of European Union countries after the enlargement in 2004," Papers 2012.15078, arXiv.org.
- Mihaela Simionescu, 2022. "Non-life Insurance Market and Macroeconomic Indicators in Baltic States," Bulgarian Economic Papers bep-2022-05, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Jun 2022.
- Cristina UNGUR, 2017. "Socio-Economic Valences Of Insurance," Contemporary Economy Journal, Constantin Brancoveanu University, vol. 2(2), pages 112-118.
- Wanat, Stanisław & Papież, Monika & Śmiech, Sławomir, 2014.
"The conditional dependence structure between precious metals: a copula-GARCH approach,"
MPRA Paper
56664, University Library of Munich, Germany.
Cited by:
- Małgorzata Just & Aleksandra Łuczak, 2020. "Assessment of Conditional Dependence Structures in Commodity Futures Markets Using Copula-GARCH Models and Fuzzy Clustering Methods," Sustainability, MDPI, vol. 12(6), pages 1-22, March.
Articles
- Anna Denkowska & Stanisław Wanat, 2020.
"A Tail Dependence-Based MST and Their Topological Indicators in Modeling Systemic Risk in the European Insurance Sector,"
Risks, MDPI, vol. 8(2), pages 1-22, April.
See citations under working paper version above.
- Anna Denkowska & Stanis{l}aw Wanat, 2020. "A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector," Papers 2001.06567, arXiv.org, revised Mar 2020.
- Monika Papież & Stanisław Wanat & Sławomir Śmiech, 2016.
"In Search of Hedges and Safe Havens in Global Financial Markets,"
Statistics in Transition new series, Główny Urząd Statystyczny (Polska), vol. 17(3), pages 557-574, September.
- Wanat Stanisław & Śmiech Sławomir & Papież Monika, 2016. "In Search of Hedges and Safe Havens in Global Financial Markets," Statistics in Transition New Series, Statistics Poland, vol. 17(3), pages 557-574, September.
Cited by:
- Śmiech, Sławomir & Papież, Monika, 2017. "In search of hedges and safe havens: Revisiting the relations between gold and oil in the rolling regression framework," Finance Research Letters, Elsevier, vol. 20(C), pages 238-244.
Chapters
-
Sorry, no citations of chapters recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-IAS: Insurance Economics (6) 2016-02-23 2019-05-13 2019-08-26 2019-12-23 2020-02-10 2021-02-01. Author is listed
- NEP-RMG: Risk Management (4) 2019-05-13 2019-08-26 2019-12-23 2020-02-10
- NEP-FDG: Financial Development and Growth (1) 2021-02-01
- NEP-TRA: Transition Economics (1) 2016-02-23
Corrections
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