Daniel Borup : Citation Profile

Aarhus Universitet

4

H index

3

i10 index

64

Citations

RESEARCH PRODUCTION:

9

Articles

9

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 9
   Journals where Daniel Borup has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 4 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo994
   Updated: 2025-03-22    RAS profile: 2024-09-09    
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Relations with other researchers

Works with:

Schütte, Erik Christian (7)

Christensen, Bent Jesper (3)

Eriksen, Jonas Nygaard (2)

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

Is cited by:

Goller, Daniel (5)

Stevanovic, Dalibor (4)

Lechner, Michael (3)

Salisu, Afees (2)

Demirer, Riza (2)

Conrad, Christian (2)

GUPTA, RANGAN (2)

Medeiros, Marcelo (1)

Sorić, Petar (1)

MacKinnon, James (1)

Lolić, Ivana (1)

Cites to:

Diebold, Francis (21)

Campbell, John (16)

West, Kenneth (14)

McCracken, Michael (14)

Bollerslev, Tim (12)

Timmermann, Allan (11)

Ng, Serena (10)

Mariano, Roberto (9)

French, Kenneth (9)

Fama, Eugene (9)

Elliott, Graham (9)

Main data

Production by document typepaperarticle20172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2017201820192020202120222023202405101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201720182019202020212022202320240102030Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents12345601020Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Daniel Borup has published?

Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2

Recent works citing Daniel Borup (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goebel, Maximilian ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

Full description at Econpapers || Download paper

2025Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828.

Full description at Econpapers || Download paper

2024Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Liu, LU ; Liao, LI ; Chen, Zhuo ; Wang, Zhengwei. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2024Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility. (2024). Omori, Yasuhiro ; Watanabe, Toshiaki ; Takahashi, Makoto. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:34-56.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2024Going mainstream: Cryptocurrency narratives in newspapers. (2024). Walker, Clive B. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002370.

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2024Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?—Evidence from SHARV-MGJR model. (2024). Chen, Zhenlong ; Hao, Xiaozhen ; Liu, Junjie. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007876.

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2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Suleman, Muhammad Tahir ; Niu, Zibo ; Zhu, Xuehong ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

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

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2024Real-time nowcasting the monthly unemployment rates with daily Google Trends data. (2024). Galvo, Ana Beatriz ; Silva, Maria Eduarda ; Costa, Eduardo Andre. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001629.

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2024Addressing Google Trends inconsistencies. (2024). Domenech, Josep ; Cebrian, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001148.

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2024Prediction of Live Bulb Weight for Field Vegetables Using Functional Regression Models and Machine Learning Methods. (2024). Na, Myung Hwan ; Cho, Wanhyun ; Kim, Dahyun. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:5:p:754-:d:1393235.

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2024Measuring the Race, Ethnic, and Gender Composition of Company Workforces Using LinkedIn Data. (2024). Neumark, David ; Maloney, Elizabeth ; Berry, Alexander. In: NBER Chapters. RePEc:nbr:nberch:14962.

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Works by Daniel Borup:

Year  ↓Title  ↓Type  ↓Cited  ↓
2017Statistical tests for equal predictive ability across multiple forecasting methods In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2019Assessing predictive accuracy in panel data models with long-range dependence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2019In search of a job: Forecasting employment growth using Google Trends In: CREATES Research Papers.
[Full Text][Citation analysis]		paper12
2022In Search of a Job: Forecasting Employment Growth Using Google Trends.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2020Targeting predictors in random forest regression In: CREATES Research Papers.
[Full Text][Citation analysis]		paper19
2020Targeting predictors in random forest regression.(2020) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2023Targeting predictors in random forest regression.(2023) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2020Predicting bond return predictability In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2024Predicting Bond Return Predictability.(2024) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2021Stock market volatility and public information flow: A non-linear perspective In: Economics Letters.
[Full Text][Citation analysis]		article0
2019Asset pricing model uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2022Asset pricing with data revisions In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2022The Anatomy of Out-of-Sample Forecasting Accuracy In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper4
2024The Anatomy of Out-of-Sample Forecasting Accuracy.(2024) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2019Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model In: Quantitative Finance.
[Full Text][Citation analysis]		article19
2023Quantifying investor narratives and their role during COVID‐19 In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1

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