Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Journal of Forecasting / John Wiley & Sons, Ltd.

Citation Profile [Updated: 2025-02-04 18:53:44]
5 Years H Index
42
Impact Factor (IF)
0.74
5 Years IF
0.84
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2001 0 0.39 0.29 0 38 38 581 7 18 0 0 0 7 0.18 0.17
2002 0.34 0.41 0.35 0.34 31 69 304 17 42 38 13 38 13 0 4 0.13 0.21
2003 0.45 0.44 0.51 0.45 28 97 494 42 91 69 31 69 31 0 8 0.29 0.22
2004 0.31 0.49 0.4 0.39 35 132 1215 51 144 59 18 97 38 0 9 0.26 0.22
2005 0.92 0.51 0.79 0.78 32 164 463 124 273 63 58 132 103 0 8 0.25 0.24
2006 0.57 0.51 0.64 0.6 33 197 523 123 399 67 38 164 98 0 8 0.24 0.23
2007 0.55 0.46 0.77 0.7 30 227 327 172 574 65 36 159 112 0 1 0.03 0.2
2008 0.57 0.49 0.92 0.77 41 268 1232 242 821 63 36 158 122 0 26 0.63 0.23
2009 1.28 0.48 1.14 1.17 43 311 539 347 1174 71 91 171 200 0 6 0.14 0.24
2010 0.98 0.48 0.99 0.84 38 349 716 342 1520 84 82 179 151 0 29 0.76 0.21
2011 1.14 0.52 1.11 0.93 26 375 276 411 1936 81 92 185 172 0 7 0.27 0.24
2012 0.95 0.52 0.99 0.79 27 402 244 388 2332 64 61 178 141 0 9 0.33 0.22
2013 1.06 0.56 1.28 1.21 33 435 437 556 2889 53 56 175 212 0 23 0.7 0.24
2014 0.73 0.55 1.13 1 30 465 264 522 3413 60 44 167 167 0 6 0.2 0.23
2015 0.89 0.55 1.01 1.03 32 497 294 501 3914 63 56 154 158 0 18 0.56 0.23
2016 0.68 0.52 0.98 0.8 31 528 230 514 4429 62 42 148 118 0 7 0.23 0.21
2017 0.81 0.54 1 0.84 54 582 287 582 5011 63 51 153 128 0 1 0.02 0.22
2018 0.6 0.55 0.89 0.76 50 632 362 564 5576 85 51 180 137 0 9 0.18 0.23
2019 0.7 0.56 1.04 0.79 40 672 235 692 6272 104 73 197 156 0 18 0.45 0.23
2020 1.04 0.67 0.96 0.93 66 738 483 707 6979 90 94 207 192 0 36 0.55 0.32
2021 1.01 0.79 0.85 0.85 59 797 247 678 7657 106 107 241 206 0 20 0.34 0.29
2022 1.25 0.83 0.81 1.03 65 862 138 700 8357 125 156 269 278 0 11 0.17 0.25
2023 0.96 0.82 0.84 1.09 78 940 106 788 9146 124 119 280 305 0 40 0.51 0.23
2024 0.74 1.05 0.62 0.84 93 1033 14 636 9782 143 106 308 258 0 12 0.13 0.27
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12004Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430.

Full description at Econpapers || Download paper

638
22008Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173.

Full description at Econpapers || Download paper

435
32013Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?. (2013). Kilian, Lutz ; Hicks, Bruce . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394.

Full description at Econpapers || Download paper

220
4Forecasting private consumption: survey‐based indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578.

Full description at Econpapers || Download paper

181
5The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach. (2013). Asgharian, Hossein ; Hou, Aijun ; Javed, Farrukh . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612.

Full description at Econpapers || Download paper

132
62005Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103.

Full description at Econpapers || Download paper

131
72008Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). Diron, Marie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390.

Full description at Econpapers || Download paper

129
82007Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302.

Full description at Econpapers || Download paper

120
92008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265.

Full description at Econpapers || Download paper

113
102001Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). Kilian, Lutz. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79.

Full description at Econpapers || Download paper

108
112010Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250.

Full description at Econpapers || Download paper

103
122006Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄŸlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128.

Full description at Econpapers || Download paper

98
132006Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152.

Full description at Econpapers || Download paper

98
142001Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109.

Full description at Econpapers || Download paper

97
152010Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144.

Full description at Econpapers || Download paper

95
162010Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230.

Full description at Econpapers || Download paper

94
172004Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196.

Full description at Econpapers || Download paper

93
182003Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22.

Full description at Econpapers || Download paper

91
19Hierarchical Shrinkage in Time‐Varying Parameter Models. (2014). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94.

Full description at Econpapers || Download paper

89
202008Scalar BEKK and indirect DCC. (2008). McAleer, Michael ; Caporin, Massimiliano. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549.

Full description at Econpapers || Download paper

89
212004Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John ; ASIMAKOPOULOS, IOANNIS. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66.

Full description at Econpapers || Download paper

85
222008Single-index and portfolio models for forecasting value-at-risk thresholds. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235.

Full description at Econpapers || Download paper

85
232009Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, António ; Rünstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611.

Full description at Econpapers || Download paper

84
242008Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19.

Full description at Econpapers || Download paper

82
252019Oil financialization and volatility forecast: Evidence from multidimensional predictors. (2019). Pan, Jiaofeng ; Ji, Qiang ; Ma, Yanran. In: Journal of Forecasting. RePEc:wly:jforec:v:38:y:2019:i:6:p:564-581.

Full description at Econpapers || Download paper

82
262004Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation. (2004). Rajaguru, Gulasekaran ; Abeysinghe, Tilak. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447.

Full description at Econpapers || Download paper

77
272003Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358.

Full description at Econpapers || Download paper

75
282020Is implied volatility more informative for forecasting realized volatility: An international perspective. (2020). Zhang, Yaojie ; Wei, YU ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1253-1276.

Full description at Econpapers || Download paper

67
292003From forecasting to foresight processes-new participative foresight activities in Germany. (2003). Cuhls, Kerstin . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:2-3:p:93-111.

Full description at Econpapers || Download paper

66
302009Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144.

Full description at Econpapers || Download paper

65
312002A Threshold Stochastic Volatility Model.. (2002). Lam, K ; Li, W K ; So, Mike K P, . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500.

Full description at Econpapers || Download paper

62
322021The information content of uncertainty indices for natural gas futures volatility forecasting. (2021). Zeng, Qing ; Wang, LU ; Ma, Feng ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1310-1324.

Full description at Econpapers || Download paper

62
332007The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Golinelli, Roberto ; Parigi, Giuseppe . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94.

Full description at Econpapers || Download paper

61
342009Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters. (2009). Spann, Martin ; Skiera, Bernd. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:1:p:55-72.

Full description at Econpapers || Download paper

61
352001Forecasting with k-Factor Gegenbauer Processes: Theory and Applications.. (2001). GUEGAN, Dominique ; Ferrara, Laurent. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601.

Full description at Econpapers || Download paper

60
362009How efficient is the European football betting market? Evidence from arbitrage and trading strategies. (2009). Vlastakis, Nikolaos ; Markellos, Raphael ; Dotsis, George. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:5:p:426-444.

Full description at Econpapers || Download paper

58
372004Can out-of-sample forecast comparisons help prevent overfitting?. (2004). Clark, Todd. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139.

Full description at Econpapers || Download paper

53
382018Forecasting realized volatility of oil futures market: A new insight. (2018). Ma, Feng ; Huang, Dengshi ; Liu, LI ; Wei, YU. In: Journal of Forecasting. RePEc:wly:jforec:v:37:y:2018:i:4:p:419-436.

Full description at Econpapers || Download paper

51
392007Forecasting the price of crude oil via convenience yield predictions. (2007). Knetsch, Thomas. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549.

Full description at Econpapers || Download paper

50
402006Building neural network models for time series: a statistical approach. (2006). Teräsvirta, Timo ; Medeiros, Marcelo ; Rech, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75.

Full description at Econpapers || Download paper

50
412001A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.. (2001). Brooks, Chris. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43.

Full description at Econpapers || Download paper

46
422010Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models. (2010). Kabundi, Alain ; GUPTA, RANGAN. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:168-185.

Full description at Econpapers || Download paper

44
432015Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle. (2015). Berge, Travis. In: Journal of Forecasting. RePEc:wly:jforec:v:34:y:2015:i:6:p:455-471.

Full description at Econpapers || Download paper

43
442008Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies. (2008). Nam, Chae Woo ; Kim, Tong Suk ; Park, Nam Jung ; Lee, Hoe Kyung . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:493-506.

Full description at Econpapers || Download paper

43
452006The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). Davis, Donna F. ; MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324.

Full description at Econpapers || Download paper

42
462002The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison.. (2002). Marrocu, Emanuela ; Boero, Gianna. In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:513-42.

Full description at Econpapers || Download paper

42
472012The Role of Financial Variables in predicting economic activity. (2012). Lombardi, Marco ; Fornari, Fabio ; Espinoza, Raphael. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:15-46.

Full description at Econpapers || Download paper

42
482020Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796.

Full description at Econpapers || Download paper

42
492010Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights. (2010). Verbeek, Marno ; van Dijk, Herman ; Ravazzolo, Francesco ; Kleijn, Richard ; Hoogerheide, Lennart. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269.

Full description at Econpapers || Download paper

41
502010Do experts adjustments on model-based SKU-level forecasts improve forecast quality?. (2010). Franses, Philip Hans ; Legerstee, Rianne . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:3:p:331-340.

Full description at Econpapers || Download paper

41
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12004Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430.

Full description at Econpapers || Download paper

70
245
32008Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173.

Full description at Econpapers || Download paper

34
431
527
625
724
821
916
1015
1114
122005Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103.

Full description at Econpapers || Download paper

14
1313
1412
1511
162003Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22.

Full description at Econpapers || Download paper

11
172006Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152.

Full description at Econpapers || Download paper

11
1810
192010Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144.

Full description at Econpapers || Download paper

9
209
219
229
239
248
252006Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄŸlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128.

Full description at Econpapers || Download paper

8
268
278
282008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265.

Full description at Econpapers || Download paper

8
298
308
318
327
337
342009Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144.

Full description at Econpapers || Download paper

7
357
367
377
382003Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358.

Full description at Econpapers || Download paper

7
397
406
416
426
436
442001Testing in Unobserved Components Models.. (2001). Harvey, Andrew. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19.

Full description at Econpapers || Download paper

6
452004Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John ; ASIMAKOPOULOS, IOANNIS. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66.

Full description at Econpapers || Download paper

6
466
472009How efficient is the European football betting market? Evidence from arbitrage and trading strategies. (2009). Vlastakis, Nikolaos ; Markellos, Raphael ; Dotsis, George. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:5:p:426-444.

Full description at Econpapers || Download paper

6
486
496
506
Citing documents used to compute impact factor: 106
YearTitle
2024
2024
2024Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Liang, Chao ; Wang, LU. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

Full description at Econpapers || Download paper

2024
2024Implementing Machine Learning Methods in Estimating the Size of the Non-observed Economy. (2024). Shami, Labib ; Lazebnik, Teddy. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10369-4.

Full description at Econpapers || Download paper

2024
2024Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Umar, Muhammad ; Naqvi, Bushra ; Abbas, Syed Kumail. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach. (2024). Wang, Haosen ; Xu, Wei ; Tang, Pan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000767.

Full description at Econpapers || Download paper

2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina ; Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

Full description at Econpapers || Download paper

2024Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Li, Hongmei ; Chen, Fengwen ; Wang, Wei ; Lu, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856.

Full description at Econpapers || Download paper

2024
2024Uncertainty and macroeconomic forecasts: Evidence from survey data. (2024). Qiu, Yajie ; Liu, Xiaoquan ; Deschamps, Bruno. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:463-480.

Full description at Econpapers || Download paper

2024Real estate uncertainty and financial conditions over the business cycle. (2024). Noh, Sanha ; Liu, Jia ; Baek, Ingul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:656-675.

Full description at Econpapers || Download paper

2024Covid-19 and market discipline: Evidence from the banking sector in emerging markets. (2024). Umar, Muhammad ; Mirza, Nawazish ; Xie, Xin ; Ji, Xiaoman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:612-621.

Full description at Econpapers || Download paper

2024Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

Full description at Econpapers || Download paper

2024Simple and Effective Portfolio Construction with Crypto Assets. (2024). Boyd, Stephen ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2412.02654.

Full description at Econpapers || Download paper

2024Anatomy of sovereign yield behaviour using textual news. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Dann, Susan ; Pradhan, HK ; Banerjee, Ameet Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002514.

Full description at Econpapers || Download paper

2024
2024
2024.

Full description at Econpapers || Download paper

2024Realized higher moments and trading activity. (2024). Yuan, Shu-Fang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:3:d:10.1007_s11156-023-01227-3.

Full description at Econpapers || Download paper

2024Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?. (2024). Zhang, Lixia ; Sun, Huaping ; Luo, Tao ; Bai, Jiancheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:597-611.

Full description at Econpapers || Download paper

2024Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Yang, Jizhe ; Dai, LU. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994.

Full description at Econpapers || Download paper

2024
2024
2024Don’t blame the government!? An assessment of debt forecast errors with a view to the EU Economic Governance Review. (2024). Prammer, Doris ; Bachleitner, Alena. In: European Journal of Political Economy. RePEc:eee:poleco:v:82:y:2024:i:c:s0176268024000260.

Full description at Econpapers || Download paper

2024Is high debt Constraining monetary policy? evidence from inflation expectations. (2024). Kamber, Gunes ; Gelos, R. Gaston ; Harrison, Olamide ; Casiraghi, Marco ; Brandao-Marques, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001931.

Full description at Econpapers || Download paper

2024Hidden debt revelations. (2024). Sosa-Padilla, Cesar ; Mihalyi, David ; Horn, Sebastian ; Nickol, Philipp. In: Ruhr Economic Papers. RePEc:zbw:rwirep:306833.

Full description at Econpapers || Download paper

2024Cryptocurrency and African fiat currencies: A peaceful coexistence?. (2024). Kumah, Seyram P. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12229.

Full description at Econpapers || Download paper

2024Does the Introduction of US Spot Bitcoin ETFs Affect Spot Returns and Volatility of Major Cryptocurrencies?. (2024). GUPTA, RANGAN ; Bouri, Elie ; Babalos, Vassilios. In: Working Papers. RePEc:pre:wpaper:202416.

Full description at Econpapers || Download paper

2024
2024Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta ; Williams, T H. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

Full description at Econpapers || Download paper

2024Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zhong, Juandan ; Zhang, Jixiang ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

Full description at Econpapers || Download paper

2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). Lucey, Brian ; Qi, Jiajun ; Feng, Lingbing. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

Full description at Econpapers || Download paper

2024
2024Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x.

Full description at Econpapers || Download paper

2024Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; Gupta, Rangan ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

Full description at Econpapers || Download paper

2024Financial stress and realized volatility: The case of agricultural commodities. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356.

Full description at Econpapers || Download paper

2024Macroeconomic environment and the future performance of loans: Evidence from three peer-to-peer platforms. (2024). Baumohl, Eduard ; Lyocsa, Tefan ; Vaaniova, Petra. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400348x.

Full description at Econpapers || Download paper

2024
2024A novel secondary decomposition method for forecasting crude oil price with twitter sentiment. (2024). Li, Ling ; Qian, Shuangyue ; Tang, Ling ; Wu, Jun ; Guo, Yuanxuan. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033480.

Full description at Econpapers || Download paper

2024Predictive analysis of sell-and-purchase shipping market: A PIMSE approach. (2024). Yuen, Kum Fai ; Gao, Ruobin ; Mo, Jixian ; Bai, Xiwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:185:y:2024:i:c:s1366554524001236.

Full description at Econpapers || Download paper

2024
2024
2024Forecasting Chinese stock market volatility with high-frequency intraday and current return information. (2024). Wang, Yuyao ; Han, Yang ; Wu, Xinyu ; Zhao, AN. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002099.

Full description at Econpapers || Download paper

2024Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets. (2024). , Cindy. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10563-y.

Full description at Econpapers || Download paper

2024The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Sen, Ding ; Uddin, Gazi Salah ; Sheng, Lin Wen ; Hao, Zhu Shi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805.

Full description at Econpapers || Download paper

2024International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models. (2024). Wang, XU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001882.

Full description at Econpapers || Download paper

2024
2024
2024
2024Exchange rate movements and the energy transition. (2024). Huynh, Luu Duc Toan ; Hong, Yanran ; Xing, Xiaochao ; Wang, LU ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004092.

Full description at Econpapers || Download paper

2024Multistage Supply Chain Channel Principal-Agent Model in the Context of e-Commerce With Fairness Preference. (2024). Zhang, Qingxia ; Xu, Zhen ; Liu, Xin ; Zhou, Liang. In: Evaluation Review. RePEc:sae:evarev:v:48:y:2024:i:6:p:1115-1145.

Full description at Econpapers || Download paper

2024A multiscale and multivariable differentiated learning for carbon price forecasting. (2024). Zhao, Xuefeng ; Chen, Linfei. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000616.

Full description at Econpapers || Download paper

2024Carbon price forecasting using leaky integrator echo state networks with the framework of decomposition-reconstruction-integration. (2024). Pu, Ziqiang ; Bai, Yun ; Deng, Shuyun ; Li, Chuan. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021121.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024
2024
2024
2024Forecasting Inflation in Russia Using Gradient Boosting and Neural Networks. (2024). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:1:p:53-76.

Full description at Econpapers || Download paper

2024Investor attention and consumer price index inflation rate: Evidence from the United States. (2024). Zhang, Yinpeng ; Zhou, Qingjie ; Zhu, Panpan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03036-y.

Full description at Econpapers || Download paper

2024
2024
2024Incorporating weather information into commodity portfolio optimization. (2024). Dai, Xingyu ; Xue, Jianhao ; Zhang, Dongna. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007025.

Full description at Econpapers || Download paper

2024Portfolio Optimization Using Novel EW-MV Method in Conjunction with Asset Preselection. (2024). Jha, Manoj ; Singh, Priya. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10583-8.

Full description at Econpapers || Download paper

2024
2024
2024Extreme gradient boosting trees with efficient Bayesian optimization for profit-driven customer churn prediction. (2024). de Bock, Koen W ; Jiang, Ping ; Liu, Zhenkun ; Niu, Xinsong ; Zhang, Lifang ; Wang, Jianzhou. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006303.

Full description at Econpapers || Download paper

2024Zeroing neural network approaches for computing time-varying minimal rank outer inverse. (2024). Mosi, Dijana ; Mourtas, Spyridon D ; Stanimirovi, Predrag S ; Li, Shuai ; Cao, Xinwei ; Katsikis, Vasilios N. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:465:y:2024:i:c:s0096300323005817.

Full description at Econpapers || Download paper

2024The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202410.

Full description at Econpapers || Download paper

2024
2024
2024Centralized exchanges vs. decentralized exchanges in cryptocurrency markets: A systematic literature review. (2024). Hgele, Sascha. In: Electronic Markets. RePEc:spr:elmark:v:34:y:2024:i:1:d:10.1007_s12525-024-00714-2.

Full description at Econpapers || Download paper

2024Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Liu, Xiaoquan ; Jiang, Ying ; Ye, Wuyi ; Wang, Yuejing. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267.

Full description at Econpapers || Download paper

2024
2024
2024Forecasting inflation: A comparison of the ECBs short-term inflation projections and inflation-linked swaps. (2024). Laine, Olli-Matti ; Anttonen, Jetro. In: BoF Economics Review. RePEc:zbw:bofecr:306300.

Full description at Econpapers || Download paper

2024Central bank forecasting: A survey. (2024). Sekkel, Rodrigo ; Binder, Carola. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:342-364.

Full description at Econpapers || Download paper

2024Forecasting stock volatility using pseudo-out-of-sample information. (2024). Ge, Futing ; Gong, Xue ; Li, Xiaodan ; Huang, Jingjing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:123-135.

Full description at Econpapers || Download paper

2024Higher-order moment connectedness between stock and commodity markets and portfolio management. (2024). Sensoy, Ahmet ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072400014x.

Full description at Econpapers || Download paper

2024
2024
2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

Full description at Econpapers || Download paper

2024
2024Strategic resource management for economic sustainability: Assessing the impact of technological advancement and energy efficiency. (2024). Waheed, Humayun ; Zafar, Quratulain ; Wang, Dandan ; Li, Peiyuan. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013429.

Full description at Econpapers || Download paper

2024Role of natural resource rents, financial development and technological research in achieving sustainable development: A study of South Asian Countries. (2024). Kayani, Umar Nawaz ; Guo, Xiaojing ; Zhou, Dawei ; Wang, Chengjie. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013430.

Full description at Econpapers || Download paper

2024Impact of Fintech on natural resources management: How financial impacts shape the association?. (2024). Tiwari, Sunil. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001193.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024A systematic literature review of the implications of media on inflation expectations. (2024). Law, Chee-Hong ; Goh, Kim Huat. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00591-2.

Full description at Econpapers || Download paper

2024Revisiting Risky Money. (2024). Nesmith, Travis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-90.

Full description at Econpapers || Download paper

2024
2024
2024
2024
2024Vine Copula Approach to Understand the Financial Dependence of the Istanbul Stock Exchange Index. (2024). Evkaya, Ozan ; Klekci, Bkre Yildirim ; Poyraz, Glden ; Gr, Smail. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10544-7.

Full description at Econpapers || Download paper

2024Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Oghonna, Ahamuefula E. In: Working Papers. RePEc:pre:wpaper:202409.

Full description at Econpapers || Download paper

2024Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; Bouri, Elie ; Gupta, Rangan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293.

Full description at Econpapers || Download paper

2024
2024
Recent citations
Recent citations received in 2024
YearCiting document
2024Trust in central banks. (2024). Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20243006.

Full description at Econpapers || Download paper

2024Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk. (2024). Muller, Fernanda Maria ; Righi, Marcelo Brutti ; Foguesatto, Cristian Rogerio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000652.

Full description at Econpapers || Download paper

2024Interpretable wind power forecasting combining seasonal-trend representations learning with temporal fusion transformers architecture. (2024). Niu, Zhewen ; Wu, Yuxiang ; Han, Xiaoqing ; Lan, Songyan ; Zhang, Dongxia. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022564.

Full description at Econpapers || Download paper

2024
2024Financial stress and realized volatility: The case of agricultural commodities. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002356.

Full description at Econpapers || Download paper

2024
2024.

Full description at Econpapers || Download paper

2024Civil Aviation Passenger Traffic Forecasting: Application and Comparative Study of the Seasonal Autoregressive Integrated Moving Average Model and Backpropagation Neural Network. (2024). Zhang, Zhezhe ; Guo, Baohua ; Lu, HE. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:10:p:4110-:d:1394360.

Full description at Econpapers || Download paper

2024
2024
2024Forecasting inflation: A comparison of the ECBs short-term inflation projections and inflation-linked swaps. (2024). Laine, Olli-Matti ; Anttonen, Jetro. In: BoF Economics Review. RePEc:zbw:bofecr:306300.

Full description at Econpapers || Download paper

Recent citations received in 2023
YearCiting document
2023Stock Price Prediction Using Temporal Graph Model with Value Chain Data. (2023). Paterlini, Sandra ; Liu, Chang. In: Papers. RePEc:arx:papers:2303.09406.

Full description at Econpapers || Download paper

2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

Full description at Econpapers || Download paper

2023International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chi-Chuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312.

Full description at Econpapers || Download paper

2023Digital financial inclusion and poverty alleviation: Evidence from the sustainable development of China. (2023). Wang, Fuhao ; Lou, Runchi ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:418-434.

Full description at Econpapers || Download paper

2023Green recovery through financial inclusion of mobile payment: A study of low- and middle-income Asian countries. (2023). Chu, Pin-Jie ; Chen, Pei-Fen ; Lee, Chien-Chiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:729-747.

Full description at Econpapers || Download paper

2023Corporate investment and the dilemma of the monetary policy: Evidence from China. (2023). Lee, Chien-Chiang ; Wan, Jianjun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:106-121.

Full description at Econpapers || Download paper

2023Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Tian, Yiming ; Lee, Chien-Chiang ; Wei, Chunyan ; Zhang, Xiaoming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037.

Full description at Econpapers || Download paper

2023Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

Full description at Econpapers || Download paper

2023Towards net-zero emissions: Can green bond policy promote green innovation and green space?. (2023). Chang, Yu-Fang ; Wang, Fuhao ; Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001731.

Full description at Econpapers || Download paper

2023An empirical analysis of the dynamic relationship between clean and dirty energy markets. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Nasreen, Samia ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002645.

Full description at Econpapers || Download paper

2023Jumps in the Chinese crude oil futures volatility forecasting: New evidence. (2023). Wu, Hanlin ; Li, Pan ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300453x.

Full description at Econpapers || Download paper

2023A novel crude oil futures trading strategy based on volume-price time-frequency decomposition with ensemble deep reinforcement learning. (2023). Chen, Kaijie ; Tang, Zhenpeng ; Du, Xiaoxu. In: Energy. RePEc:eee:energy:v:285:y:2023:i:c:s0360544223027883.

Full description at Econpapers || Download paper

2023U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Lee, Chien-Chiang ; Tiwari, Aviral Kumar ; Nasreen, Samia ; Aikins, Emmanuel Joel. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303.

Full description at Econpapers || Download paper

2023Geopolitical risk and economic policy uncertainty: Different roles in Chinas financial cycle. (2023). Li, Yujia ; Zhu, Zixiang ; Che, Ming. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003836.

Full description at Econpapers || Download paper

2023Attention! Predicting crude oil prices from the perspective of extreme weather. (2023). Duong, Duy ; Xu, Yongan. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005627.

Full description at Econpapers || Download paper

2023Pass-through from temperature intervals to Chinas commodity futures’ interval-valued returns: Evidence from the varying-coefficient ITS model. (2023). Zhao, Ruikun ; Dai, Xingyu ; Wu, Dan ; Wang, Qunwei ; Cao, Yaru. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300661x.

Full description at Econpapers || Download paper

2023
2023Government debt forecast errors and the net expenditure rule in EU countries: Undue optimism at a cost. (2023). McQuinn, Kieran ; Cronin, David. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:6:p:1113-1131.

Full description at Econpapers || Download paper

2023Dynamic spillover effects among international crude oil markets from the time-frequency perspective. (2023). Zhang, Xiaoming ; Xu, Chao ; Zhou, Hegang ; Lee, Chien-Chiang. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006614.

Full description at Econpapers || Download paper

2023Does green finance promote renewable energy? Evidence from China. (2023). Wang, Fuhao ; Lee, Chien-Chiang ; Chang, Yu-Fang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001472.

Full description at Econpapers || Download paper

2023Asymmetric effects and volatility transmission from metals markets to solar energy stocks: Evidence from DCC, ADCC, and quantile regression approach. (2023). Abbas, Ghulam ; Yahya, Farzan ; Lee, Chien-Chiang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300209x.

Full description at Econpapers || Download paper

2023The effect of energy price shocks on commodity currencies during the war in Ukraine. (2023). Iftiolu, Serhan ; Sokhanvar, Amin ; Lee, Chien-Chiang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002829.

Full description at Econpapers || Download paper

2023Green finance and the socio-politico-economic factors’ impact on the future oil prices: Evidence from machine learning. (2023). Jamaani, Fouad ; Mohsin, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004919.

Full description at Econpapers || Download paper

2023Sustainable development through digital innovation: A new era for natural resource extraction and trade. (2023). Dorduncu, Hazar ; Hou, Xinmeng ; Yue, Peiwen ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006311.

Full description at Econpapers || Download paper

2023Can U.S. strategic petroleum reserves calm a tight market exacerbated by the Russia–Ukraine conflict?. (2023). Razek, Noha ; Galvani, Valentina ; McQuinn, Brian ; Rajan, Surya. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723007730.

Full description at Econpapers || Download paper

2023The relationship between cash flow uncertainty and extreme risk: International evidence. (2023). Wu, Lin-Tan ; Lee, Chien-Chiang ; Wang, Chih-Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:77:y:2023:i:c:s0927538x22002220.

Full description at Econpapers || Download paper

2023Green development, climate risks, and cash flow: International evidence. (2023). Thinh, Bui Tien ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000872.

Full description at Econpapers || Download paper

2023How does central bank transparency affect systemic risk? Evidence from developed and developing countries. (2023). Lee, Chien-Chiang ; Liang, Qian ; Zhang, Xiaoming. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:101-115.

Full description at Econpapers || Download paper

2023Dynamic reliability and sensitivity analysis based on HMM models with Markovian signal process. (2023). Segovia-Garca, M C ; Raya-Miranda, R ; Navas-Gmez, F ; Gmiz, M L. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:239:y:2023:i:c:s095183202300412x.

Full description at Econpapers || Download paper

2023How does green finance drive the decarbonization of the economy? Empirical evidence from China. (2023). Wang, Keying ; Lou, Runchi ; Lee, Chien-Chiang. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:671-684.

Full description at Econpapers || Download paper

2023Multidimensional cultural distance and self-employment of internal migrants in China. (2023). Lee, Chien-Chiang ; Zhu, Chen ; Shi, Xing ; Hong, Jin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:58-81.

Full description at Econpapers || Download paper

2023Corporate governance and systemic risk: Evidence from Chinese-listed banks. (2023). Zhang, Xiaoming ; Wang, Yurong ; Lee, Chien-Chiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:180-202.

Full description at Econpapers || Download paper

2023Measurement and prediction of systemic risk in China’s banking industry. (2023). Zhao, Yue ; Lee, Chien-Chiang ; Zhang, Xinsong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002604.

Full description at Econpapers || Download paper

2023The impact of central bank digital currency variation on firms implied volatility. (2023). Chen, Wen-Ling ; Hsieh, Hsin-Yi ; Wang, Chih-Wei ; Lee, Chien-Chiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000041.

Full description at Econpapers || Download paper

2023Government debt forecast errors and the net expenditure rule in EU countries. (2023). McGowan, Kieran ; Cronin, David. In: Papers. RePEc:esr:wpaper:wp756.

Full description at Econpapers || Download paper

2023Automation in Regional Economic Synthetic Index Construction with Uncertainty Measurement. (2023). Pavia, Jose M ; Espinosa, Priscila. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:23-442:d:1127745.

Full description at Econpapers || Download paper

2023
2023Multi-Criteria Decision Analysis for Evaluating the Effectiveness of Alternative Energy Sources in China. (2023). Ponkratov, Vadim V ; Cai, Xinyu ; Zhang, QI ; Xue, Xiangwen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8142-:d:1148975.

Full description at Econpapers || Download paper

2023Financial Stress and Realized Volatility: The Case of Agricultural Commodities. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202320.

Full description at Econpapers || Download paper

2023ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Yang, Cheng ; Lahiri, Kajal. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00082-4.

Full description at Econpapers || Download paper

Recent citations received in 2022
YearCiting document
2022Forecasting agricultural commodity price using different models: a case study of widely consumed grains in Nigeria. (2022). Tabash, Mosab I ; Adeeko, Omotara ; Safi, Samir K ; Sanusi, Olajide I. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:322724.

Full description at Econpapers || Download paper

2022Measuring the impact of digital exchange cyberattacks on Bitcoin Returns. (2022). Ah, Seung ; Milunovich, George. In: Economics Letters. RePEc:eee:ecolet:v:221:y:2022:i:c:s0165176522003676.

Full description at Econpapers || Download paper

2022Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Wang, LU ; Lai, Xiaodong ; Xia, Zhenglan ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667.

Full description at Econpapers || Download paper

2022Forecasting Chinas crude oil futures volatility: How to dig out the information of other energy futures volatilities?. (2022). He, Mengxi ; Jin, Daxiang ; Zhang, Yaojie ; Xing, LU. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002987.

Full description at Econpapers || Download paper

2022Uncover the response of the U.S grain commodity market on El Niño–Southern Oscillation. (2022). Zeng, Qing ; Zhang, LI ; Liang, Chao ; Su, Yuandong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:81:y:2022:i:c:p:98-112.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Testing the Forecasting Power of Global Economic Conditions for the Volatility of International REITs using a GARCH-MIDAS Approach. (2022). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202211.

Full description at Econpapers || Download paper

2022The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks. (2022). Cepni, Oguzhan ; Bonato, Matteo ; Gupta, Rangan ; Wang, Shixuan. In: Working Papers. RePEc:pre:wpaper:202219.

Full description at Econpapers || Download paper

2022Short-Term Forecasting of Global Energy and Metal Prices: VAR and VECM Approaches. (2022). Balioz, Diana. In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2022:i:254:p:15-28.

Full description at Econpapers || Download paper

2022Effects of classification, feature selection, and resampling methods on bankruptcy prediction of small and medium?sized enterprises. (2022). Papik, Mario ; Papikova, Lenka. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:29:y:2022:i:4:p:254-281.

Full description at Econpapers || Download paper

Recent citations received in 2021
YearCiting document
2021Bayesian Testing Of Granger Causality In Functional Time Series. (2021). Sikaria, Shubhangi ; Majumdar, Anandamayee ; Sen, Rituparna. In: Papers. RePEc:arx:papers:2112.15315.

Full description at Econpapers || Download paper

2021Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis. (2021). Pattnaik, Debidutta ; Lim, Weng Marc ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001210.

Full description at Econpapers || Download paper

2021Realized skewness and the short-term predictability for aggregate stock market volatility. (2021). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002030.

Full description at Econpapers || Download paper

2021Economic policy uncertainty and stock market returns: New evidence. (2021). Liang, Chao ; Chen, Zhonglu ; Wang, Jianqiong ; Xu, Yongan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001418.

Full description at Econpapers || Download paper

2021Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting. (2021). Lee, Chien-Chiang ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004874.

Full description at Econpapers || Download paper

2021Which clean energy sectors are attractive? A portfolio diversification perspective. (2021). Kuang, Wei. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005028.

Full description at Econpapers || Download paper

2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

Full description at Econpapers || Download paper

2021Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316159.

Full description at Econpapers || Download paper

2021Liquidity and short-run predictability: Evidence from international stock markets. (2021). Newaz, Mohammad Khaleq ; Park, Jin Suk. In: Global Finance Journal. RePEc:eee:glofin:v:50:y:2021:i:c:s1044028321000715.

Full description at Econpapers || Download paper

2021Forecasting mortality with international linkages: A global vector-autoregression approach. (2021). Shi, Yanlin ; Li, Hong. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:59-75.

Full description at Econpapers || Download paper

2021Chinas coal consumption forecasting using adaptive differential evolution algorithm and support vector machine. (2021). Dunnan, Liu ; Xiaofeng, XU ; Yuansheng, Huang ; Mengshu, Shi. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002981.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021IMPACT DE LA CRISE SANITAIRE SUR LES ENTREPRENEURS AYANT SUBI UNE LIQUIDATION JUDICIAIRE Etude dimpact 2020 de lassociation 60 000 REBONDS. (2021). Desmaison, Gerard. In: Post-Print. RePEc:hal:journl:hal-03418337.

Full description at Econpapers || Download paper

2021The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment. (2021). Wang, Yue ; Shen, Xiaohong. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:5049179.

Full description at Econpapers || Download paper

2021An Information-Based Index of Uncertainty and the predictability of Energy Prices. (2021). Ogbonna, Ahamuefula ; Yaya, Olaoluwa S ; Olubusoye, Olusanya E. In: MPRA Paper. RePEc:pra:mprapa:109839.

Full description at Econpapers || Download paper

2021Thirteen years of Operations Management Research (OMR) journal: a bibliometric analysis and future research directions. (2021). Frederico, Guilherme F ; Nasrallah, Nohade ; Atayah, Osama F ; Dhiaf, Mohamed M. In: Operations Management Research. RePEc:spr:opmare:v:14:y:2021:i:3:d:10.1007_s12063-021-00199-8.

Full description at Econpapers || Download paper

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy