Dmitriy O. Afanasyev : Citation Profile


Are you Dmitriy O. Afanasyev?

Financial University under the Government of the Russian Federation

3

H index

1

i10 index

28

Citations

RESEARCH PRODUCTION:

7

Articles

2

Papers

RESEARCH ACTIVITY:

   5 years (2014 - 2019). See details.
   Cites by year: 5
   Journals where Dmitriy O. Afanasyev has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 4 (12.5 %)

EXPERT IN:

   Single Equation Models; Single Variables
   Multiple or Simultaneous Equation Models; Multiple Variables
   Econometric Modeling
   Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
   Market Structure, Pricing, and Design

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/paf34
   Updated: 2021-10-16    RAS profile: 2020-07-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Dmitriy O. Afanasyev.

Is cited by:

Weron, Rafał (7)

Marcjasz, Grzegorz (6)

Uniejewski, Bartosz (3)

Jędrzejewski, Arkadiusz (2)

Yu, Lean (1)

Balagula, Yuri (1)

Yang, Zhaojun (1)

Wang, Qunwei (1)

Cites to:

Weron, Rafał (34)

Trueck, Stefan (12)

Janczura, Joanna (10)

Nowotarski, Jakub (7)

Cartea, Álvaro (6)

Haldrup, Niels (6)

Prokopczuk, Marcel (6)

Nielsen, Morten (6)

Hamilton, James (5)

Gamba, Andrea (4)

Nan, Fany (4)

Main data


Where Dmitriy O. Afanasyev has published?


Journals with more than one article published# docs
Energy Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Dmitriy O. Afanasyev (2021 and 2020)


YearTitle of citing document
2021Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jędrzejewski, Arkadiusz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2104.

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2021Regularized quantile regression averaging for probabilistic electricity price forecasting. (2021). Weron, Rafał ; Uniejewski, Bartosz. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000268.

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2021Crude oil market autocorrelation: Evidence from multiscale quantile regression analysis. (2021). Xu, Chao ; Zhao, Xiaojun ; Sun, Jie. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001444.

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2020Forecast the electricity price of U.S. using a wavelet transform-based hybrid model. (2020). Yang, Zhe ; Qiao, Weibiao. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219323990.

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2020Self-similar behaviors in the crude oil market. (2020). Wen, Shaobo ; An, Feng ; Wang, ZE ; Gao, Xiangyun ; Fang, Wei ; Liu, Siyao. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220317904.

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2021Correlations between crude oil and stocks prices of renewable energy and technology companies: A multiscale time-dependent analysis. (2021). Niu, Hongli. In: Energy. RePEc:eee:energy:v:221:y:2021:i:c:s0360544221000499.

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2021Learning spatiotemporal dynamics in wholesale energy markets with dynamic mode decomposition. (2021). Dowling, Alexander W ; Elmore, Clay T. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012615.

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2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:466-479.

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2020Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition. (2020). Yang, Zhaojun ; Han, Qing ; Di, Junpeng ; Wang, Haoyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119315900.

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2020Iterative Online Fault Identification Scheme for High-Voltage Circuit Breaker Utilizing a Lost Data Repair Technique. (2020). Ye, Chengjin ; Xu, Guan Hua ; Fu, Jin ; Han, Zhongjie ; Zhou, Gang. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:13:p:3311-:d:377469.

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2021Importance of the Long-Term Seasonal Component in Day-Ahead Electricity Price Forecasting Revisited: Parameter-Rich Models Estimated via the LASSO. (2021). Weron, Rafał ; Marcjasz, Grzegorz ; Jdrzejewski, Arkadiusz. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3249-:d:567421.

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2021Mathematical Modeling for Financial Analysis of an Enterprise: Motivating of Not Open Innovation. (2021). Namitulina, Anzhela ; Yakovenko, Irina ; Kulikov, Andrey ; Streltsova, Elena ; Mityushina, Irina ; Borodin, Alex. In: Journal of Open Innovation: Technology, Market, and Complexity. RePEc:gam:joitmc:v:7:y:2021:i:1:p:79-:d:508496.

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2020Dynamic Correlation and Risk Contagion Between “Black” Futures in China: A Multi-scale Variational Mode Decomposition Approach. (2020). Wang, Qunwei ; Zhou, Dequn ; Dai, Xingyu. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9857-y.

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2021Forecasting Electricity Prices with Expert, Linear and Non-Linear Models. (2021). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: Working Paper series. RePEc:rim:rimwps:21-20.

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2020Forecasting daily spot prices in the Russian electricity market with the ARFIMA model. (2020). Balagula, Yuri. In: Applied Econometrics. RePEc:ris:apltrx:0389.

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2021The fundamental drivers of electricity price: a multi-scale adaptive regression analysis. (2021). Gilenko, Evgeniy V ; Fedorova, Elena A ; Afanasyev, Dmitriy O. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01825-3.

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2021Time?dependent intrinsic correlation analysis of crude oil and the US dollar based on CEEMDAN. (2021). Wen, Fenghua ; Peng, Qing ; Gong, XU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:834-848.

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Works by Dmitriy O. Afanasyev:


YearTitleTypeCited
2019The influence of conference calls semantic characteristics on the company market performance: Text analysis In: Russian Journal of Economics.
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article0
2019On the impact of outlier filtering on the electricity price forecasting accuracy In: Applied Energy.
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article8
2015Fine structure of the price–demand relationship in the electricity market: Multi-scale correlation analysis In: Energy Economics.
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article8
2014Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis.(2014) In: MPRA Paper.
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This paper has another version. Agregated cites: 8
paper
2016The long-term trends on the electricity markets: Comparison of empirical mode and wavelet decompositions In: Energy Economics.
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article12
2019On the Impact of News Tonality in International Media on the Russian Ruble Exchange Rate: Textual Analysis In: HSE Economic Journal.
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article0
2018External and Internal Determinants on the Electricity Market: A Multi-Scale Adaptive Causal Analysis In: Journal of the New Economic Association.
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article0
2015The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions In: MPRA Paper.
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paper0
2016Currency integration of Russia and other CIS countries: what is changing in a crisis? In: Economic Policy.
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article0

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