George Athanasopoulos : Citation Profile


Are you George Athanasopoulos?

Monash University (50% share)
Monash University (50% share)

17

H index

27

i10 index

992

Citations

RESEARCH PRODUCTION:

32

Articles

50

Papers

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 49
   Journals where George Athanasopoulos has often published
   Relations with other researchers
   Recent citing documents: 165.    Total self citations: 45 (4.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pat48
   Updated: 2024-11-08    RAS profile: 2020-12-07    
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Relations with other researchers


Works with:

Hyndman, Rob (8)

Panagiotelis, Anastasios (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with George Athanasopoulos.

Is cited by:

Hyndman, Rob (83)

Li, Feng (43)

Shang, Han Lin (21)

Nikolopoulos, Konstantinos (15)

Thomakos, Dimitrios (14)

Franses, Philip Hans (13)

Martinez, Andrew (13)

Hendry, David (13)

Castle, Jennifer (12)

Hecq, Alain (12)

Fiszeder, Piotr (12)

Cites to:

Hyndman, Rob (90)

Vahid, Farshid (24)

Sims, Christopher (16)

Panagiotelis, Anastasios (14)

Phillips, Peter (13)

Shang, Han Lin (12)

Watson, Mark (12)

Snyder, Ralph (11)

Reichlin, Lucrezia (10)

Engle, Robert (10)

Diebold, Francis (7)

Main data


Where George Athanasopoulos has published?


Journals with more than one article published# docs
International Journal of Forecasting13
Tourism Management2
The Economic Record2
European Journal of Operational Research2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics37
FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil)5
Working Papers / University of Tasmania, Tasmanian School of Business and Economics2

Recent works citing George Athanasopoulos (2024 and 2023)


YearTitle of citing document
2023Scarring effects of the COVID-19 pandemic on the Italian labour market. (2022). Fiaschi, Davide ; Tealdi, Cristina. In: Papers. RePEc:arx:papers:2202.13317.

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2024Global combinations of expert forecasts. (2022). Vasnev, Andrey L ; Thompson, Ryan ; Qian, Yilin. In: Papers. RePEc:arx:papers:2207.07318.

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2023Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255.

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2024Neural Network Modeling for Forecasting Tourism Demand in Stopi\{c}a Cave: A Serbian Cave Tourism Study. (2024). Tomi, Nemanja ; Markovi, Slobodan ; Anti, Aleksandar ; Mili, Srdjan ; Baji, Buda. In: Papers. RePEc:arx:papers:2404.04974.

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2023Demand Forecasting with Supply?Chain Information and Machine Learning: Evidence in the Pharmaceutical Industry. (2021). Zhao, Hui ; Ninh, Anh ; Zhu, Xiaodan ; Liu, Zhenming. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:9:p:3231-3252.

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2023.

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2023Recent developments in multivariate wind and solar power forecasting. (2023). Madsen, Henrik ; Bacher, Peder ; Moller, Jan K ; Bjerregrd, Mathias B ; Nystrup, Peter ; Sorensen, Mikkel L. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e465.

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2023Forecasting daily tourism demand with multiple factors. (2023). Jin, Chun ; Liu, Yang ; Xu, Shilin. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001482.

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2023Carbon mitigation policy and international tourism. Does the European Union Emissions Trading System hit international tourism from member states?. (2023). , Haonan ; Wang, Xuhui. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001573.

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2023Hierarchical learning, forecasting coherent spatio-temporal individual and aggregated building loads. (2023). Zeiler, Wim ; Moller, Jan Kloppenborg ; Madsen, Henrik ; Leprince, Julien. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s0306261923008747.

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2023Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401.

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2024Interpretable domain-informed and domain-agnostic features for supervised and unsupervised learning on building energy demand data. (2024). Kazmi, Hussain ; Miller, Clayton ; Khalil, Mohamad ; Balint, Attila ; Fu, Chun ; Canaydin, Ada. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001247.

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2023Modelling domestic marine and coastal tourism demand using logit and travel cost count models. (2023). Hogan, Sarah ; Cawley, Mary ; Hynes, Stephen ; Deely, John. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:123-136.

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2024The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Wang, Dai-Song ; Ren, Zhong-Yuan. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Time-varying multivariate causal processes. (2024). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174.

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2023A new taxonomy for vector exponential smoothing and its application to seasonal time series. (2023). Boylan, John E ; Chen, Huijing ; Svetunkov, Ivan. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:964-980.

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2023Probabilistic forecast reconciliation: Properties, evaluation and score optimisation. (2023). Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:693-706.

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2023Optimal reconciliation with immutable forecasts. (2023). Li, Feng ; Panagiotelis, Anastasios ; Kang, Yanfei ; Zhang, Bohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:2:p:650-660.

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2024Simplifying tree-based methods for retail sales forecasting with explanatory variables. (2024). Udenio, Maximiliano ; Boute, Robert N ; Wellens, Arnoud P. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:2:p:523-539.

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2024When is the next order? Nowcasting channel inventories with Point-of-Sales data to predict the timing of retail orders. (2024). Hoberg, Kai ; Schlaich, Tim. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:1:p:35-49.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2024Explainable AI for Operational Research: A defining framework, methods, applications, and a research agenda. (2024). Sowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian ; Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:249-272.

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The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Gong, XU ; Sun, Jiacheng ; Min, Jialin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172.

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2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

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2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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2023Denoising or distortion: Does decomposition-reconstruction modeling paradigm provide a reliable prediction for crude oil price time series?. (2023). Niu, Hongli ; Xu, Kunliang. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006278.

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2023A new hybrid deep learning model for monthly oil prices forecasting. (2023). Gong, XU ; Guan, Keqin. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006345.

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2024Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Goodell, John W ; Billah, Mabruk ; Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841.

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2023Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756.

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2023A novel reconciliation approach for hierarchical electricity consumption forecasting based on resistant regression. (2023). Cyrino, Fernando Luiz ; Lila, Mauricio Franca ; Meira, Erick. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001883.

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2024Multi-sensor multi-mode fault diagnosis for lithium-ion battery packs with time series and discriminative features. (2024). Lyu, Chao ; Yang, Dazhi ; Shen, Dongxu ; Wang, Lixin ; Du, Limei ; Sun, Qingmin ; Hinds, Gareth ; Ma, Jingyan. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035454.

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2023Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412.

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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.

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2023Evaluation of the best M4 competition methods for small area population forecasting. (2023). Temple, Jeromey ; Grossman, Irina ; Wilson, Tom. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:110-122.

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2023Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives. (2023). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:39-57.

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2023An accurate and fully-automated ensemble model for weekly time series forecasting. (2023). Montero-Manso, Pablo ; Webb, Geoffrey I ; Bergmeir, Christoph ; Godahewa, Rakshitha. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:641-658.

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2023Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184.

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2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

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2023fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317.

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2023Shrinkage estimator for exponential smoothing models. (2023). Kourentzes, Nikolaos ; Svetunkov, Ivan ; Pritularga, Kandrika F. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1351-1365.

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2023Model combinations through revised base rates. (2023). Panagiotelis, Anastasios ; Spiliotis, Evangelos ; Petropoulos, Fotios. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1477-1492.

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2023On the evaluation of hierarchical forecasts. (2023). Kourentzes, Nikolaos ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1502-1511.

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2023Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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2023Forecasting GDP growth rates in the United States and Brazil using Google Trends. (2023). Clements, Michael ; Urquhart, Andrew ; Bantis, Evripidis. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1909-1924.

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2024Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors. (2024). Goldschmidt, Ronaldo R ; Silva, Eugenio ; Romanus, Eduardo E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:184-201.

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2024Forecast reconciliation: A review. (2024). Panagiotelis, Anastasios ; Kourentzes, Nikolaos ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456.

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2024Probabilistic reconciliation of count time series. (2024). Rubattu, Nicolo ; Azzimonti, Dario ; Corani, Giorgio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:457-469.

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2024Probabilistic hierarchical forecasting with deep Poisson mixtures. (2024). Dicker, Lee ; Cao, Mengfei ; Reddy, Rohan ; Ma, Ruijun ; Meetei, Nganba O ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:470-489.

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2024Forecast combination-based forecast reconciliation: Insights and extensions. (2024). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514.

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2024Likelihood-based inference in temporal hierarchies. (2024). Madsen, Henrik ; Nystrup, Peter ; Moller, Jan Kloppenborg. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:515-531.

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2024Forecasting Australian fertility by age, region, and birthplace. (2024). Raymer, James ; Shang, Han Lin ; Yang, Yang. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:532-548.

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2024Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement. (2024). Chen, Hua ; Li, Han. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:549-563.

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2024Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates. (2024). Tekgu, Hasan ; Cengiz, Doruk. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:564-580.

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2024Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ziel, Florian ; Ghelasi, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2024Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions. (2024). Bergmeir, Christoph ; Tarr, Garth ; Abolghasemi, Mahdi. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:597-615.

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2024Optimal hierarchical EWMA forecasting. (2024). Pelagatti, Matteo ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:616-625.

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2024Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates. (2024). Mitchell, James ; Poon, Aubrey ; McIntyre, Stuart ; Koop, Gary. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:626-640.

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2024From vineyard to table: Uncovering wine quality for sales management through machine learning. (2024). Wang, Yichuan ; Gupta, Suraksha ; Luo, Shuai ; Cao, Dongmei ; Mao, DI. In: Journal of Business Research. RePEc:eee:jbrese:v:176:y:2024:i:c:s0148296324000808.

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2024A novel online portfolio selection approach based on pattern matching and ESG factors. (2024). Asaad, Seyed Mehrzad ; Barak, Sasan ; Fereydooni, Ali. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001391.

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2024Flexible global forecast combinations. (2024). Vasnev, Andrey ; Qian, Yilin ; Thompson, Ryan. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000409.

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2023What do consumers want? A methodological framework to identify determinant product attributes from consumers’ online questions. (2023). Aw, Eugene Cheng-Xi ; Fernando, Angeline Gautami. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:73:y:2023:i:c:s0969698923000826.

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2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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2023Dynamic impacts of online investor sentiment on international crude oil prices. (2023). Xing, Yue-Yue ; Zhao, Lu-Tao ; Chen, Xue-Hui. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002143.

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2023How does US tariff policy affect the relationship among crude oil, the US dollar and metal markets?. (2023). Zolfaghari, Mehdi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005871.

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2023A new hybrid model for multi-step WTI futures price forecasting based on self-attention mechanism and spatial–temporal graph neural network. (2023). Cheng, LI ; Xue, Minggao ; Zhao, Geya. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006670.

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2024Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict. (2024). Du, Pei ; Liu, Tianli ; Xu, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010309.

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2023The attachment of adult women to the Italian labour market in the shadow of COVID-19. (2023). Tealdi, Cristina ; Fiaschi, Davide. In: Labour Economics. RePEc:eee:labeco:v:83:y:2023:i:c:s0927537123000775.

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2023Data-driven demand forecast for O2O operations: An adaptive hierarchical incremental approach. (2023). Zhou, Weihua ; Chen, Songlin ; Xiao, Qin ; Dai, Hongyan. In: International Journal of Production Economics. RePEc:eee:proeco:v:259:y:2023:i:c:s0925527323000658.

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2023Optimal product aggregation for sales and operations planning in mass customisation context. (2023). Chatras, Clement ; Ghrab, Yahya ; Sali, Mustapha. In: International Journal of Production Economics. RePEc:eee:proeco:v:263:y:2023:i:c:s0925527323001809.

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2023Short-term photovoltaic power forecasting using meta-learning and numerical weather prediction independent Long Short-Term Memory models. (2023). Doukas, Haris ; Marinakis, Vangelis ; Stamatopoulos, Efstathios ; Spiliotis, Evangelos ; Sarmas, Elissaios. In: Renewable Energy. RePEc:eee:renene:v:216:y:2023:i:c:s0960148123009035.

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2024The value of solar forecasts and the cost of their errors: A review. (2024). Kumar, Dhivya Sampath ; Zhang, Wenjie ; Gandhi, Oktoviano ; Srinivasan, Dipti ; Reindl, Thomas ; Yang, Dazhi ; Yagli, Gokhan Mert ; Rodriguez-Gallegos, Carlos D. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007736.

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2023Oil futures volatility prediction: Bagging or combination?. (2023). Zhang, Jixiang ; Ma, Feng ; Lyu, Zhichong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:457-467.

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2024The impact of forum content on data science open innovation performance: A system dynamics-based causal machine learning approach. (2024). Kunc, Martin ; Yu, Huan ; Li, Libo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006212.

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2023An Overview of Short-Term Load Forecasting for Electricity Systems Operational Planning: Machine Learning Methods and the Brazilian Experience. (2023). Scianni, Lucas Barros ; Aquila, Giancarlo ; de Queiroz, Anderson Rodrigo ; Marangon, Luana Medeiros ; Dures, Victor Augusto. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:21:p:7444-:d:1274146.

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2023Comparing the Simple to Complex Automatic Methods with the Ensemble Approach in Forecasting Electrical Time Series Data. (2023). Yudhanto, Yudho ; Sulandari, Winita ; Rodrigues, Paulo Canas ; Hapsari, Riskhia ; Setiawan, Crisma Devika ; Subanti, Sri. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:22:p:7495-:d:1276497.

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2023New Method of Modeling Daily Energy Consumption. (2023). Nafkha, Rafik ; ukasiewicz, Piotr ; Karpio, Krzysztof. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2095-:d:1075553.

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2023The Governance and Disclosure of IFRS 9 Economic Scenarios. (2023). Stander, Yolanda S. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:1:p:47-:d:1033854.

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2023Cultural Distance and Chinese Outbound Tourism: Exploring the Moderating Effect of Geographical Distance. (2023). Abbas, Syed ; Fang, Eddy S ; Qin, Lei. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1689-:d:1037061.

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2023Explainable AI for Operational Research: A Defining Framework, Methods, Applications, and a Research Agenda. (2023). Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter ; Slowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian. In: Post-Print. RePEc:hal:journl:hal-04219546.

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2023Forecast Selection and Representativeness. (2023). Siemsen, Enno ; Petropoulos, Fotios. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2672-2690.

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2023Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10289-9.

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2023Measuring the model uncertainty of shadow economy estimates. (2023). Dybka, Piotr ; Toroj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:4:d:10.1007_s10797-022-09737-x.

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2023Asymmetric dynamic risk transmission between financial stress and monetary policy uncertainty: thinking in the post-covid-19 world. (2023). Ma, Feng ; Toan, Luu Duc ; Hong, Yanran ; Liang, Chao. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:60:y:2023:i:4:d:10.1007_s11156-023-01140-9.

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More than 100 citations found, this list is not complete...

Works by George Athanasopoulos:


YearTitleTypeCited
2010Model selection, Estimation and Forecasting in VAR Models with Short-run and Long-run Restrictions. In: Working Papers Series.
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2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: Journal of Econometrics.
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2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2010Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2010) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has nother version. Agregated cites: 37
paper
2011Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2011) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has nother version. Agregated cites: 37
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2009Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2008VARMA versus VAR for Macroeconomic Forecasting In: Journal of Business & Economic Statistics.
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article37
2006VARMA versus VAR for Macroeconomic Forecasting.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2003Statistical Inference and Changes in Income Inequality in Australia In: The Economic Record.
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article24
2002Statistical Inference on Changes in Income Inequality in Australia.(2002) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2014Economic Inequality in Australia between 1983 and 2010: A Stochastic Dominance Analysis In: The Economic Record.
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2008A complete VARMA modelling methodology based on scalar components In: Journal of Time Series Analysis.
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2006A Complete VARMA Modelling Methodology Based on Scalar Components.(2006) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2016Canadian monetary policy analysis using a structural VARMA model In: Canadian Journal of Economics.
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2013Canadian Monetary Policy Analysis using a Structural VARMA Model.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2014Canadian monetary policy analysis using a structural VARMA model.(2014) In: Working Papers.
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paper
2016Canadian monetary policy analysis using a structural VARMA model.(2016) In: Canadian Journal of Economics/Revue canadienne d'économique.
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article
2004Are VAR Models Good Enough? In: Econometric Society 2004 Australasian Meetings.
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paper0
2019Cross-temporal coherent forecasts for Australian tourism In: Annals of Tourism Research.
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2018Cross-temporal coherent forecasts for Australian tourism.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2011Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis.
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article118
2007Optimal combination forecasts for hierarchical time series.(2007) In: Monash Econometrics and Business Statistics Working Papers.
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2019Analysis of shock transmissions to a small open emerging economy using a SVARMA model In: Economic Modelling.
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2018Analysis of shock transmissions to a small open emerging economy using a SVARMA model.(2018) In: Working Papers.
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2017Forecasting with temporal hierarchies In: European Journal of Operational Research.
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article65
2015Forecasting with Temporal Hierarchies.(2015) In: Monash Econometrics and Business Statistics Working Papers.
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2015Forecasting with Temporal Hierarchies.(2015) In: MPRA Paper.
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2021Elucidate structure in intermittent demand series In: European Journal of Operational Research.
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article19
2019Elucidate Structure in Intermittent Demand Series.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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2009Hierarchical forecasts for Australian domestic tourism In: International Journal of Forecasting.
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2007Hierarchical forecasts for Australian domestic tourism.(2007) In: Monash Econometrics and Business Statistics Working Papers.
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2011The tourism forecasting competition In: International Journal of Forecasting.
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2011The tourism forecasting competition.(2011) In: International Journal of Forecasting.
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2009The tourism forecasting competition.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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2011The value of feedback in forecasting competitions In: International Journal of Forecasting.
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article11
2011The value of feedback in forecasting competitions.(2011) In: International Journal of Forecasting.
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article
2011The value of feedback in forecasting competitions.(2011) In: Monash Econometrics and Business Statistics Working Papers.
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paper
2011Forecasting tourist arrivals using time-varying parameter structural time series models In: International Journal of Forecasting.
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article52
2011Forecasting tourist arrivals using time-varying parameter structural time series models.(2011) In: International Journal of Forecasting.
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article
2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals In: International Journal of Forecasting.
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article16
2011Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals.(2011) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 16
article
2009Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 16
paper
2018Crude oil price forecasting based on internet concern using an extreme learning machine In: International Journal of Forecasting.
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2019Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting.
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article15
2017Macroeconomic forecasting for Australia using a large number of predictors.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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2020FFORMA: Feature-based forecast model averaging In: International Journal of Forecasting.
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2018FFORMA: Feature-based forecast model averaging.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 56
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2021Forecast reconciliation: A geometric view with new insights on bias correction In: International Journal of Forecasting.
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article39
2019Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2019) In: Monash Econometrics and Business Statistics Working Papers.
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2020Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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2011Modelling Australian domestic and international inbound travel: a spatial–temporal approach In: Tourism Management.
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2009Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 11
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2014Modelling substitution between domestic and outbound tourism in Australia: A system-of-equations approach In: Tourism Management.
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article10
2006Nonlinear autoregressive leading indicator models of output in G-7 countries In: CAMA Working Papers.
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2007Nonlinear autoregressive leading indicator models of output in G-7 countries.(2007) In: Journal of Applied Econometrics.
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article
2002Nonlinear Autoregresssive Leading Indicator Models of Output in G-7 Countries.(2002) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 14
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2017The Australian Macro Database: An online resource for macroeconomic research in Australia In: CAMA Working Papers.
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paper0
2017The Australian Macro Database: An online resource for macroeconomic research in Australia.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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2005Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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2006Forecasting Accuracy and Estimation Uncertainty using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study.(2006) In: IBMEC RJ Economics Discussion Papers.
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2005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study.(2005) In: Monash Econometrics and Business Statistics Working Papers.
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2014Optimally Reconciling Forecasts in a Hierarchy In: Foresight: The International Journal of Applied Forecasting.
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article9
2001Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models. In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2006Modelling and forecasting Australian domestic tourism In: Monash Econometrics and Business Statistics Working Papers.
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2009Two canonical VARMA forms: Scalar component models vis-à-vis the Echelon form In: Monash Econometrics and Business Statistics Working Papers.
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paper8
2012Two Canonical VARMA Forms: Scalar Component Models Vis-à-Vis the Echelon Form.(2012) In: Econometric Reviews.
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2010Multivariate exponential smoothing for forecasting tourist arrivals to Australia and New Zealand In: Monash Econometrics and Business Statistics Working Papers.
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2009VARMA models for Malaysian Monetary Policy Analysis In: Monash Econometrics and Business Statistics Working Papers.
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2013Domestic and outbound tourism demand in Australia: a System-of-Equations Approach In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2014Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2015Forecasting hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2016Bayesian Rank Selection in Multivariate Regression In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2017Optimal forecast reconciliation for hierarchical and grouped time series through trace minimization In: Monash Econometrics and Business Statistics Working Papers.
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paper70
2019Optimal Forecast Reconciliation for Hierarchical and Grouped Time Series Through Trace Minimization.(2019) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 70
article
2017Bayesian Inference for a 1-Factor Copula Model In: Monash Econometrics and Business Statistics Working Papers.
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2018Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers.
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paper9
2018Meta-learning how to forecast time series In: Monash Econometrics and Business Statistics Working Papers.
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2019Hierarchical Forecasting In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2020On the Evaluation of Hierarchical Forecasts In: Monash Econometrics and Business Statistics Working Papers.
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paper10
2020Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation In: Monash Econometrics and Business Statistics Working Papers.
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paper13
2012Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods In: Applied Economics.
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