Ronnie Sircar

h-index

Research activity per year

Fingerprint

Dive into the research topics where Ronnie Sircar is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

1 Similar Profiles

2 Finished

AMPS:Collaborative Research: Stochastic Modeling of the Power Grid
Sircar, R. (PI)
NSF - National Science Foundation
9/1/17 → 8/31/21
Project: Research project
Mathematics of Energy Markets & Differential Games, Financialization of Commodities Markets, and Volatility & ETF Derivatives
Sircar, R. (PI)
NSF - National Science Foundation
9/1/12 → 8/31/16
Project: Research project

62 Article
5 Chapter
3 Conference contribution
2 Editorial
More

ASYMPTOTIC EXPANSIONS OF EVOLUTION EQUATIONS WITH FAST VOLATILITY
Howison, S. D., Reisinger, C., Sircar, R. & Wang, Z., 2025, In: Multiscale Modeling and Simulation. 23, 1, p. 486-513 28 p.
Research output: Contribution to journal › Article › peer-review
A Mean Field Games Model for Cryptocurrency Mining
Li, Z., Reppen, A. M. & Sircar, R., 2024, In: Management Science. 70, 4, p. 2188-2208 21 p.
Research output: Contribution to journal › Article › peer-review

Open Access
12 Scopus citations
Estimating the collapse of Afghanistan’s economy using nightlights data
Saenger, T. R., Kapstein, E. B. & Sircar, R., Dec 2024, In: PloS one. 19, 12, e0315337.
Research output: Contribution to journal › Article › peer-review

Open Access
When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance
Aït-Sahalia, Y., Matthys, F., Osambela, E. & Sircar, R., 2024, (Accepted/In press) In: Journal of Econometrics. 105654.
Research output: Contribution to journal › Article › peer-review
3 Scopus citations
Master equation for Cournot mean field games of control with absorption
Graber, P. J. & Sircar, R., Jan 15 2023, In: Journal of Differential Equations. 343, p. 816-909 94 p.
Research output: Contribution to journal › Article › peer-review

Open Access
2 Scopus citations

Ronnie Sircar

Fingerprint

Collaborations and top research areas from the last five years

Dive into details

AMPS:Collaborative Research: Stochastic Modeling of the Power Grid

Mathematics of Energy Markets & Differential Games, Financialization of Commodities Markets, and Volatility & ETF Derivatives

ASYMPTOTIC EXPANSIONS OF EVOLUTION EQUATIONS WITH FAST VOLATILITY

A Mean Field Games Model for Cryptocurrency Mining

Estimating the collapse of Afghanistan’s economy using nightlights data

When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance

Master equation for Cournot mean field games of control with absorption

Ronnie Sircar

Fingerprint

Collaborations and top research areas from the last five years

Projects

AMPS:Collaborative Research: Stochastic Modeling of the Power Grid

Mathematics of Energy Markets & Differential Games, Financialization of Commodities Markets, and Volatility & ETF Derivatives

Research output

ASYMPTOTIC EXPANSIONS OF EVOLUTION EQUATIONS WITH FAST VOLATILITY

A Mean Field Games Model for Cryptocurrency Mining

Estimating the collapse of Afghanistan’s economy using nightlights data

When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance

Master equation for Cournot mean field games of control with absorption