Citation analysis for Journal of Forecasting / John Wiley & Sons, Ltd.

Citation Profile [Updated: 2025-04-15 08:32:09]

5 Years H Index

Impact Factor (IF)

0.83

5 Years IF

0.88

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	584	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	0.49	0.45	28	97	496	42	90	69	31	69	31		0	8	0.29	0.22
2004	0.31	0.49	0.4	0.39	35	132	1226	51	143	59	18	97	38		0	9	0.26	0.22
2005	0.92	0.51	0.79	0.78	32	164	465	124	272	63	58	132	103		0	8	0.25	0.23
2006	0.57	0.5	0.64	0.6	33	197	526	123	398	67	38	164	98		0	8	0.24	0.23
2007	0.55	0.46	0.78	0.71	32	229	357	175	576	65	36	159	113		0	3	0.09	0.2
2008	0.62	0.49	0.93	0.78	41	270	1238	247	828	65	40	160	124		0	26	0.63	0.23
2009	1.29	0.48	1.14	1.17	43	313	545	351	1185	73	94	173	203		0	6	0.14	0.24
2010	0.98	0.48	1.01	0.86	40	353	728	348	1542	84	82	181	156		0	29	0.73	0.21
2011	1.13	0.52	1.11	0.94	36	389	532	424	1973	83	94	189	178		0	12	0.33	0.24
2012	0.93	0.52	0.98	0.78	39	428	299	404	2392	76	71	192	150		0	10	0.26	0.22
2013	0.99	0.56	1.22	1.14	56	484	733	588	2984	75	74	199	227		0	35	0.63	0.24
2014	0.69	0.55	1.09	0.92	43	527	448	575	3561	95	66	214	196		0	22	0.51	0.23
2015	0.85	0.55	1	0.99	44	571	378	572	4133	99	84	214	211		0	18	0.41	0.23
2016	0.68	0.52	0.96	0.77	40	611	268	588	4722	87	59	218	168		0	11	0.28	0.21
2017	0.8	0.54	0.99	0.82	67	678	339	673	5396	84	67	222	182		0	2	0.03	0.21
2018	0.52	0.55	0.92	0.8	54	732	419	674	6071	107	56	250	200		0	15	0.28	0.23
2019	0.73	0.56	1.04	0.84	54	786	318	812	6887	121	88	248	209		0	25	0.46	0.22
2020	1.06	0.68	0.95	0.88	83	869	594	828	7715	108	114	259	227		0	42	0.51	0.32
2021	0.97	0.8	0.84	0.82	83	952	326	799	8514	137	133	298	243		0	26	0.31	0.29
2022	1.16	0.83	0.84	0.98	90	1042	238	877	9391	166	192	341	333		0	28	0.31	0.25
2023	0.94	0.8	0.84	1.04	104	1146	138	961	10353	173	162	364	379		0	46	0.44	0.22
2024	0.83	1.02	0.69	0.88	128	1274	33	882	11235	194	161	414	365		0	25	0.2	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

#	Year	Title	Cited
1	2004	Combination 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	645
2	2008	Forecasting 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	439
3	2013	Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003Ã¢â¬â2008?. (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	223
4	2011	Forecasting private consumption: surveyÃ¢â¬Âbased 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	182
5	2013	The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCHÃ¢â¬ÂMIDAS 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	134
6	2005	Forecasting 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	132
7	2008	Short-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	130
8	2007	Forecasting 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	125
9	2008	How 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
10	2001	Impulse 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
11	2010	Combining 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
12	2006	Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÃÅ¸lu, 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	99
13	2006	Autoregressive 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
14	2001	Evaluating 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
15	2010	Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; DarnÃÆÃÂ©, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers \|\| Download paper	96
16	2010	Dynamic 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	95
17	2004	Vector 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	94
18	2003	Volatility 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	92
19	2014	Hierarchical Shrinkage in TimeÃ¢â¬ÂVarying 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	90
20	2009	Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, AntÃÆÃÂ³nio ; RÃÆÃÂ¼nstler, 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	89
21	2008	Scalar 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
22	2004	Forecasting 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
23	2008	Single-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
24	2019	Oil 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	83
25	2008	Forecasting 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
26	2004	Quarterly 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
27	2003	Selection 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	76
28	2020	Is 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	70
29	2003	From 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
30	2009	Forecasting 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
31	2021	The 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	63
32	2009	Sports 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	62
33	2002	A 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
34	2007	The 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	62
35	2001	Forecasting 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	61
36	2009	How 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
37	2018	Forecasting 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	55
38	2020	Volatility impulse response analysis for DCCÃ¢â¬ÂGARCH 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	53
39	2004	Can 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
40	2007	Forecasting 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
41	2006	Building neural network models for time series: a statistical approach. (2006). TerÃÆÃÂ¤svirta, 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
42	2001	A 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	47
43	2015	Predicting 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	45
44	2010	Forecasting 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
45	2008	Bankruptcy 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
46	2012	The 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	43
47	2006	The 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
48	2002	The 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
49	2010	Forecast 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	42
50	2010	Do 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)

#	Year	Title	Cited
1	2004	Combination 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	75
2			46
3	2008	Forecasting 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	38
4			33
5			31
6			31
7			30
8			25
9			21
10			20
11	2011	Forecasting private consumption: surveyÃ¢â¬Âbased 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	18
12			17
13			15
14	2005	Forecasting 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	15
15			14
16			13
17			13
18			13
19			13
20			13
21			13
22	2003	Volatility 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	12
23			12
24			12
25			12
26	2006	Autoregressive 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
27			11
28			10
29			10
30			10
31			10
32			10
33			10
34			10
35			9
36			9
37			9
38	2006	Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÃÅ¸lu, 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	9
39			9
40			9
41			8
42	2008	How 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
43	2010	Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; DarnÃÆÃÂ©, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers \|\| Download paper	8
44			8
45	2003	Selection 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	8
46			8
47			8
48			7
49			7
50			7

Citing documents used to compute impact factor: 161

Year	Title
2024
2024
2024
2024	Network-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
2024	GDP nowcasting: A machine learning and remote sensing data-based approach for Bolivia. (2024). Bolivar Rosales, Osmar. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:3:s2666143824000085. Full description at Econpapers \|\| Download paper
2024	Future 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
2024	Dynamic 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
2024	Uncertainty 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
2024
2024	Does the online interaction between retail investors and firms affect stock price synchronicity?. (2024). Li, Weiwei ; Zhang, Xiaojia ; Liu, Jialiang ; Huang, Zhenxing. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012303. Full description at Econpapers \|\| Download paper
2024	Real 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
2024	Covid-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
2024	Technology 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
2024	Simple 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
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2024	Realized 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
2024	Do 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
2024	Time-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
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2024	Macroeconomic 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
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2024	A 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
2024	Predictive 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
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2024	Presidential economic approval rating and global foreign exchange market volatility. (2024). Xu, Weijun ; Li, Xiaodan ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005167. Full description at Econpapers \|\| Download paper
2024	The 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
2024	International 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
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2024	Exchange 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
2024	Multistage 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
2024	Wind farm cluster power prediction based on graph deviation attention network with learnable graph structure and dynamic error correction during load peak and valley periods. (2024). Ma, Chenglian ; Fan, Fulin ; Huang, Tao ; Guo, Yunfeng ; Yang, Mao ; Fang, Guozhong. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224034236. Full description at Econpapers \|\| Download paper
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2024	Forecasting 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
2024	Investor 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
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2024	Forecasting UK inflation bottom up. (2024). Potjagailo, Galina ; Kapetanios, George ; Chakraborty, Chiranjit ; Joseph, Andreas. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1521-1538. Full description at Econpapers \|\| Download paper
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2024	Assessing the helpfulness of hotel reviews for information overload: a multi-view spatial feature approach. (2024). Ma, Lili ; Wu, Jiang ; Chi, Maomao ; Ding, Xingchen ; Liu, Yang. In: Information Technology & Tourism. RePEc:spr:infott:v:26:y:2024:i:1:d:10.1007_s40558-023-00280-x. Full description at Econpapers \|\| Download paper
2024	Forecasting 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
2024	Higher-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
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2024	Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623. Full description at Econpapers \|\| Download paper
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2024	An optimized and interpretable carbon price prediction: Explainable deep learning model. (2024). Snasel, Vaclav ; Sayed, Gehad Ismail ; Hassanien, Aboul Ella ; Darwish, Ashraf ; Abd, Eman I. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924010853. Full description at Econpapers \|\| Download paper
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2024	Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301. Full description at Econpapers \|\| Download paper
2024	Vine 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
2024	Energy 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
2024	Energy-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
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2024	The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641. Full description at Econpapers \|\| Download paper
2024	Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202408. Full description at Econpapers \|\| Download paper
2024	A machine learning approach in stress testing US bank holding companies. (2024). Fonton, Ahmadou Mustapha. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004083. Full description at Econpapers \|\| Download paper
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2024	Zeroing 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
2024	Nowcasting 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
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2024	Predicting 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. Full description at Econpapers \|\| Download paper
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2024	Stock market volatility and economic policy uncertainty: New insight into a dynamic threshold mixed-frequency model. (2024). Yang, Hua ; Tang, Yusui ; Zeng, Qing ; Zhang, XI. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010863. Full description at Econpapers \|\| Download paper
2024	Volatility 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
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2024	Can artificial intelligence and green finance affect economic cycles?. (2024). Chishti, Muhammad Zubair ; Binsaeed, Rima H ; Dogan, Eyup. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524005389. Full description at Econpapers \|\| Download paper
2024	Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1. Full description at Econpapers \|\| Download paper
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2024	Centralized 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
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2024	Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592. Full description at Econpapers \|\| Download paper
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2024	Forecasting 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
2024	Central 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
2024	When 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. Full description at Econpapers \|\| Download paper
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2024	Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43. Full description at Econpapers \|\| Download paper
2024	Time-varying jump intensity and volatility forecasting of crude oil returns. (2024). Bouri, Elie ; Chen, Yan ; Zhang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300734x. Full description at Econpapers \|\| Download paper
2024	Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331. Full description at Econpapers \|\| Download paper
2024	Interpreting the effect of global economic risks on crude oil market: A supply-demand perspective. (2024). Xu, Pengfei ; Cao, Shijiao ; Hong, Yanran ; Pan, Zhigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005240. Full description at Econpapers \|\| Download paper
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2024	Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers \|\| Download paper
2024	Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?. (2024). Zhang, Haizhen ; Wei, Jiajia ; Gao, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003131. Full description at Econpapers \|\| Download paper
2024	The role of trade policy uncertainty on contemporaneous and lagged connectedness between critical raw materials and high-tech markets: Evidence from China. (2024). Zhang, Hongwei ; Gao, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007232. Full description at Econpapers \|\| Download paper
2024	Uncertainty of household inflation expectations: Reconciling point and density forecasts. (2024). Zhao, Yongchen. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005128. Full description at Econpapers \|\| Download paper
2024	A 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
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2024	Nowcasting consumer price inflation using high-frequency scanner data: evidence from Germany. (2024). Menz, Jan-Oliver ; Wieland, Elisabeth ; Schnorrenberger, Richard ; Carstensen, Kai ; Beck, Gunter W. In: Working Paper Series. RePEc:ecb:ecbwps:20242930. Full description at Econpapers \|\| Download paper
2024	Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Apostolakis, George N ; Giannellis, Nikolaos. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459. Full description at Econpapers \|\| Download paper
2024	A 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
2024	Carbon 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
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2024	Exploring 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
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2024	Extreme 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
2024	Implementing 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
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2024	Inflation 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
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2024	Forecasting 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
2024	Improving 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
2024	A novel hybrid model combined with ensemble embedded feature selection method for estimating reference evapotranspiration in the North China Plain. (2024). Xiang, Youzhen ; Niu, Xiaoli ; Ma, Linshuang ; Zhou, Hanmi ; Wu, QI ; Chen, Cheng ; Lu, Sibo ; Li, Jichen ; Su, Yumin. In: Agricultural Water Management. RePEc:eee:agiwat:v:296:y:2024:i:c:s0378377424001422. Full description at Econpapers \|\| Download paper
2024	The 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	A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data. (2024). Hasan, Fakhrul ; Al-Okaily, Manaf ; Choudhury, Tonmoy ; Kayani, Umar. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-023-09734-0. Full description at Econpapers \|\| Download paper
2024	Optimizing LSTM with multi-strategy improved WOA for robust prediction of high-speed machine tests data. (2024). Yue, Chenxiao ; Peng, Chong ; Che, Zhongyuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012961. Full description at Econpapers \|\| Download paper
2024	Option Pricing Based on the Residual Neural Network. (2024). Liu, Wei-Han ; Gan, Lirong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10413-3. Full description at Econpapers \|\| Download paper
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2024	Connectedness and risk spillover in Chinas commodity futures sectors. (2024). Jin, Liwei ; Yuan, Xianghui ; Long, Jun ; Zhao, Chencheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:784-802. Full description at Econpapers \|\| Download paper
2024	Enhancing 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	Strategic 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
2024	Role 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
2024	Impact 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
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2024	Cryptocurrency 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
2024	Does 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
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2024	Unlocking 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
2024	Chinas 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
2024	Do 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
2024	Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; KoÄenda, EvÅ¾en ; Kocenda, Evzen ; Kukacka, Jiri ; Kristoufek, Ladislav. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288. Full description at Econpapers \|\| Download paper
2024	Drivers of S&P 500âs Profitability: Implications for Investment Strategy and Risk Management. (2024). Macura, Marcel ; Kovalova, Erika ; Valaskova, Katarina ; Nagy, Marek. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:4:p:77-:d:1365830. Full description at Econpapers \|\| Download paper
2024	Forecasting 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
2024	Financial 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	How the pandemic-led volatility in the natural resource commodity indices affect U.S and China markets. (2024). Khan, Bareerah ; Ding, Cuicui ; Ahmed, Khalid ; Guo, Qingran. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s030142072400103x. Full description at Econpapers \|\| Download paper
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2024	Anatomy 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
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2024	Revisiting Risky Money. (2024). Nesmith, Travis. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2024-90. Full description at Econpapers \|\| Download paper
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2024	Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792. Full description at Econpapers \|\| Download paper
2024	Impact of carbon emission trading and renewable energy development policy on the sustainability of electricity market: A stackelberg game analysis. (2024). Zhang, Manzi ; Pan, Yanchun ; Ma, Xiaochen ; Yang, Wen. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006977. Full description at Econpapers \|\| Download paper
2024
2024	Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price. (2024). Wang, Xiaokang ; Zhao, Jianyu ; Huang, Wenyang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001671. Full description at Econpapers \|\| Download paper
2024
2024	Incorporating 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
2024	Portfolio 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	Donât 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
2024	Is 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
2024	Hidden 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
2024	Hidden Debt Revelations. (2024). Sosa-Padilla, Cesar ; Mihalyi, David ; Horn, Sebastian Andreas ; Nickol, Philipp. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10907. Full description at Econpapers \|\| Download paper
2024

Recent citations

Recent citations received in 2024

Year	Citing document
2024	Behavioral Macroeconomics: A Systematic Review for Policy Insights. (2024). Ridolfi, Samuele. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:8:y:2024:i:s2:p:35-42. Full description at Econpapers \|\| Download paper
2024	Monetary Policy and Radical Uncertainty. (2024). Ji, Yuemei ; de Grauwe, Paul. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11068. Full description at Econpapers \|\| Download paper
2024	Trust in central banks. (2024). Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20243006. Full description at Econpapers \|\| Download paper
2024	A novel link prediction model for interval-valued crude oil prices based on complex network and multi-source information. (2024). Zhao, Xiaoman ; Liu, Jinpei ; Tao, Zhifu ; Luo, Rui. In: Applied Energy. RePEc:eee:appene:v:376:y:2024:i:pb:s0306261924016441. Full description at Econpapers \|\| Download paper
2024	Is 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
2024	Interpretable 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	DMPR: A novel wind speed forecasting model based on optimized decomposition, multi-objective feature selection, and patch-based RNN. (2024). Zhou, Jianguo ; Zhang, Leyao ; Cai, Chenhao. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030536. Full description at Econpapers \|\| Download paper
2024	Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?. (2024). Li, Chenxing ; Zhang, Zehua ; Zhao, Ran. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008547. Full description at Econpapers \|\| Download paper
2024	Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction. (2024). SaltoÄlu, Burak ; Kuzuba, Tolga U ; Saltolu, Burak ; Goncu, Ahmet. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009048. Full description at Econpapers \|\| Download paper
2024
2024	Financial 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
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2024	. Full description at Econpapers \|\| Download paper
2024	Civil 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
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2024	Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202408. Full description at Econpapers \|\| Download paper
2024
2024	More predictable than ever, with the worst MSPE ever. (2024). Pincheira, Pablo ; Hardy, Nicols ; Pincheira-Brown, Pablo. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2024:i:4:p:5-30. Full description at Econpapers \|\| Download paper
2024	Managing crash risks through supply chain transparency: evidence from China. (2024). Lee, Chien-Chiang ; Song, Qinghua ; Zhong, Qiming. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00633-3. Full description at Econpapers \|\| Download paper
2024	Forecasting 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

Year	Citing document
2023	Stock 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
2023	BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers \|\| Download paper
2023	International spillovers of U.S. monetary uncertainty and equity market volatility to Chinaâs 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
2023	Digital 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
2023	Green 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
2023	Corporate 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
2023	Systemic 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
2023	Research 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
2023	Towards 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
2023	An 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
2023	Jumps 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
2023	Transformer-based forecasting for intraday trading in the Shanghai crude oil market: Analyzing open-high-low-close prices. (2023). Gao, Tianxiao ; Huang, Wenyang ; Wang, Xiuqing ; Hao, Yun. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006047. Full description at Econpapers \|\| Download paper
2023	A 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
2023	U.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
2023	Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247. Full description at Econpapers \|\| Download paper
2023	Geopolitical 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
2023	Attention! 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
2023	Pass-through from temperature intervals to Chinas commodity futuresâ 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
2023	Government 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
2023	Dynamic 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
2023	Does 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
2023	Asymmetric 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
2023	The 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
2023	Green finance and the socio-politico-economic factorsâ 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
2023	Sustainable 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
2023	âWatch your tone!â: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625. Full description at Econpapers \|\| Download paper
2023	Can U.S. strategic petroleum reserves calm a tight market exacerbated by the RussiaâUkraine 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
2023	The 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
2023	Green 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
2023	How 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
2023	Dynamic 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
2023	How 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
2023	Multidimensional 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
2023	Corporate 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
2023	Measurement and prediction of systemic risk in Chinaâs 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
2023	The 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
2023	Government 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
2023	Automation 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
2023	Multi-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
2023	Financial 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
2023	Energy-Related Uncertainty and International Stock Market Volatility. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202336. Full description at Econpapers \|\| Download paper
2023	ROC 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
2023	Nowcasting Turkish Food Inflation Using Daily Online Prices. (2023). Yazgan, Ege M ; Soybilgen, Bari ; Kaya, Huseyin. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00084-2. Full description at Econpapers \|\| Download paper
2023

Recent citations received in 2022

Year	Citing document
2022	Forecasting 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
2022	Macroeconomic Forecasting Using Filtered Signals from a Stock Market Cross Section. (2022). Stalla-Bourdillon, Arthur ; Chinn, Menzie ; Chatelais, Nicolas. In: Working papers. RePEc:bfr:banfra:903. Full description at Econpapers \|\| Download paper
2022	Forecasting Regional Industrial Production with High-Frequency Electricity Consumption Data. (2022). Mohrle, Sascha ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9917. Full description at Econpapers \|\| Download paper
2022	Nowcasting GDP using machine learning methods. (2022). Kant, Dennis ; Pick, Andreas ; de Winter, Jasper. In: Working Papers. RePEc:dnb:dnbwpp:754. Full description at Econpapers \|\| Download paper
2022	Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model. (2022). Zhang, Huanming ; Xie, Haibin ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000559. Full description at Econpapers \|\| Download paper
2022	Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China. (2022). Peng, Yongxin ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000936. Full description at Econpapers \|\| Download paper
2022	Measuring 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
2022	Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method. (2022). Chevallier, Julien ; Wei, Yigang ; Qin, Haotong ; Wang, Huiwen ; Huang, Wenyang. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322002171. Full description at Econpapers \|\| Download paper
2022	A novel framework for carbon price forecasting with uncertainties. (2022). Tian, Lixin ; Zhu, Mengrui ; Wang, Minggang. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003164. Full description at Econpapers \|\| Download paper
2022	Chinas urban-rural inequality caused by carbon neutrality: A perspective from carbon footprint and decomposed social welfare. (2022). Liu, YU ; Wen, Shiyan ; Jia, Zhijie. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003437. Full description at Econpapers \|\| Download paper
2022	Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Pienaar, Daniel ; Epni, Ouzhan. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003723. Full description at Econpapers \|\| Download paper
2022	Interval forecasting of carbon price: A novel multiscale ensemble forecasting approach. (2022). Wang, Ping ; Zhu, Bangzhu. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s014098832200490x. Full description at Econpapers \|\| Download paper
2022	Natural 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
2022	How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method. (2022). Pan, Zhigang ; Zhang, Yaojie ; Wang, Xunxiao. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001052. Full description at Econpapers \|\| Download paper
2022	Forecasting 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
2022	Delta-hedging demand and intraday momentum: Evidence from China. (2022). Li, Xiang ; Yuan, Xianghui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003624. Full description at Econpapers \|\| Download paper
2022	Uncover the response of the U.S grain commodity market on El NiÃ±oâSouthern 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	Forecasting power load: A hybrid forecasting method with intelligent data processing and optimized artificial intelligence. (2022). Leng, Mingming ; Yang, Xinyu ; Dai, Yeming. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003821. Full description at Econpapers \|\| Download paper
2022	An Alternative to Index-Based Gas Sourcing Using Neural Networks. (2022). von Dollen, Andreas ; Jung, Sejung ; Schluter, Stephan ; Lee, Wonhee. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:13:p:4708-:d:849005. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
2022	Artificial Intelligence Technologies for Forecasting Air Pollution and Human Health: A Narrative Review. (2022). Ganesan, Abbas ; Raju, Naveenkumar ; Subramaniam, Shankar ; Dixit, Saurav ; Basak, Animesh Kumar ; Pramanik, Alokesh ; Prakash, Chander ; Chenniappan, Maheswari ; Rajavel, Nithyaprakash. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:9951-:d:886046. Full description at Econpapers \|\| Download paper
2022	Earnings management model for Visegrad Group as an immanent part of creative accounting. (2022). Horak, Jakub ; Durana, Pavol ; Hrosova, Lenka ; Kovacova, Maria. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:4:p:1143-1176. Full description at Econpapers \|\| Download paper
2022	Testing 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
2022	The 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
2022	Short-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
2022	Effects 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

Year	Citing document
2021	Bayesian 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
2021	Artificial 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
2021	Realized 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
2021	Economic 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
2021	Capturing 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
2021	Which 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
2021	Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x. Full description at Econpapers \|\| Download paper
2021	Global equity market volatilities forecasting: A comparison of leverage effects, jumps, and overnight information. (2021). Wei, YU ; Ma, Feng ; Li, Yan ; Liang, Chao. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000922. Full description at Econpapers \|\| Download paper
2021	Forecasting 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
2021	Firm-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
2021	Liquidity 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
2021	Forecasting 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
2021	Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Liang, Chao ; Wei, YU ; Bai, Lan. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100180x. Full description at Econpapers \|\| Download paper
2021	Chinas 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	New York FED Staff Nowcasts and Reality: What Can We Learn about the Future, the Present, and the Past?. (2021). Siliverstovs, Boriss. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:1:p:11-:d:511974. 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
2021	. Full description at Econpapers \|\| Download paper
2021	IMPACT 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
2021	The 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
2021	Demand forecasting: an alternative approach based on technical indicator Pbands. (2021). Kljuenikov, Aleksandr ; Kolkova, Andrea. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:12:y:2021:i:4:p:1063-1094. Full description at Econpapers \|\| Download paper
2021	An 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
2021	Thirteen 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

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	92	254
2	International Journal of Forecasting / Elsevier	92	229
3	Energy Economics / Elsevier	169	189
4	Finance Research Letters / Elsevier	78	156
5	Resources Policy / Elsevier	80	139
6	International Review of Financial Analysis / Elsevier	74	129
7	International Review of Economics & Finance / Elsevier	61	107
8	Empirical Economics / Springer	71	81
9	The North American Journal of Economics and Finance / Elsevier	51	75
10	Working Papers / University of Pretoria, Department of Economics	28	75
11			73