M. Angeles Carnero : Citation Profile


Are you M. Angeles Carnero?

Universidad de Alicante

9

H index

9

i10 index

523

Citations

RESEARCH PRODUCTION:

15

Articles

18

Papers

RESEARCH ACTIVITY:

   20 years (2001 - 2021). See details.
   Cites by year: 26
   Journals where M. Angeles Carnero has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 13 (2.43 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca153
   Updated: 2024-01-16    RAS profile: 2023-03-14    
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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 M. Angeles Carnero.

Is cited by:

Darné, Olivier (42)

Ruiz, Esther (22)

CHARLES, Amelie (17)

Veiga, Helena (16)

PETIT, Pascale (14)

L'Horty, Yannick (13)

Medeiros, Marcelo (13)

Jirjahn, Uwe (12)

Sucarrat, Genaro (12)

Escribano, Alvaro (10)

Dill, Verena (10)

Cites to:

Bollerslev, Tim (29)

Engle, Robert (17)

Teräsvirta, Timo (16)

Ruiz, Esther (12)

Sentana, Enrique (10)

Peña, Daniel (9)

Franses, Philip Hans (9)

Ooms, Marius (7)

Laurent, Sébastien (6)

Darné, Olivier (6)

Hammoudeh, Shawkat (6)

Main data


Where M. Angeles Carnero has published?


Journals with more than one article published# docs
SERIEs: Journal of the Spanish Economic Association2
Studies in Nonlinear Dynamics & Econometrics2
International Journal of Manpower2

Working Papers Series with more than one paper published# docs
Working Papers. Serie AD / Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie)8
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística5
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Econometric Society 2004 Australasian Meetings / Econometric Society2

Recent works citing M. Angeles Carnero (2024 and 2023)


YearTitle of citing document
2023Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2023S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387.

Full description at Econpapers || Download paper

2023Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321.

Full description at Econpapers || Download paper

2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023Daily electricity price forecasting using artificial intelligence models in the Iranian electricity market. (2023). Fazeli, Meysam ; Hooshyaripor, Farhad ; Heidarpanah, Mohammadreza. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222028973.

Full description at Econpapers || Download paper

2023The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. (2023). Zhang, Kai Quan ; Yu, Zheng ; Dang, Yi Jing ; Qiao, Sen. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222032303.

Full description at Econpapers || Download paper

2023Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586.

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2023A field experiment on discrimination against foreigners in the rental housing market in Japan examining the 23 wards of Tokyo. (2023). Harano, Kei ; Sugasawa, Takeru. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:69:y:2023:i:c:s088915832300028x.

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2023Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x.

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2023Equal Price for Equal Place? Demand-Driven Racial Discrimination in the Housing Market. (2023). Menta, Giorgia ; Waltl, Sofie R ; Lepinteur, Anthony. In: IZA Discussion Papers. RePEc:iza:izadps:dp16418.

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2023CO2 Emission Allowances Risk Prediction with GAS and GARCH Models. (2023). Tiwari, Aviral ; Trabelsi, Nader. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10231-5.

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2023A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies. (2023). Taylor, James W ; Trucios, Carlos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:989-1007.

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Works by M. Angeles Carnero:


YearTitleTypeCited
2007Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices In: Journal of the American Statistical Association.
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article149
2005Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.(2005) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 149
paper
2007Effects of outliers on the identification and estimation of GARCH models In: Journal of Time Series Analysis.
[Full Text][Citation analysis]
article51
2014Estimating VAR-MGARCH models in multiple steps In: Studies in Nonlinear Dynamics & Econometrics.
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article19
2012Estimating VAR-MGARCH models in multiple steps.(2012) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19
paper
2021Outliers and misleading leverage effect in asymmetric GARCH-type models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2018Outliers and misleading leverage effect in asymmetric GARCH-type models.(2018) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2001Outliers and conditional autoregressive heteroscedasticity in time series In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper23
2001Is stochastic volatility more flexible than garch? In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper4
2003Detecting level shifts in the presence of conditional heteroscedasticity. In: DES - Working Papers. Statistics and Econometrics. WS.
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paper3
2004DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY.(2004) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2004Spurious and hidden volatility In: DES - Working Papers. Statistics and Econometrics. WS.
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paper2
2004SPURIOUS AND HIDDEN VOLATILITY.(2004) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2014Identification of asymmetric conditional heteroscedasticity in the presence of outliers In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]
paper3
2016Identification of asymmetric conditional heteroscedasticity in the presence of outliers.(2016) In: SERIEs: Journal of the Spanish Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
article
2004Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper22
2003Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices.(2003) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22
paper
2004Effects of Level Outliers on the Identification and Estimation of GARCH Models In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper1
2012Estimating GARCH volatility in the presence of outliers In: Economics Letters.
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article34
2019Leverage effect in energy futures revisited In: Energy Economics.
[Full Text][Citation analysis]
article4
2010Information and discrimination in the rental housing market: Evidence from a field experiment In: Regional Science and Urban Economics.
[Full Text][Citation analysis]
article92
2009Information and discrimination in the rental housing market: evidence from a field experiment.(2009) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92
paper
2012Mobbing and workers’ health: empirical analysis for Spain In: International Journal of Manpower.
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article0
2012Mobbing and workers’ health: empirical analysis for Spain In: International Journal of Manpower.
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article5
2010Mobbing and workers health: an empirical analysis for Spain.(2010) In: Working Papers. Serie AD.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2018Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS In: Energies.
[Full Text][Citation analysis]
article6
2008Estimating and Forecasting GARCH Volatility in the Presence of Outiers In: Working Papers. Serie AD.
[Full Text][Citation analysis]
paper3
2011Rental housing discrimination and the persistence of ethnic enclaves In: Working Papers. Serie AD.
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paper15
2011Rental Housing Discrimination and the Persistence of Ethnic Enclaves.(2011) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
paper
2015Rental housing discrimination and the persistence of ethnic enclaves.(2015) In: SERIEs: Journal of the Spanish Economic Association.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15
article
2004Persistence and Kurtosis in GARCH and Stochastic Volatility Models In: The Journal of Financial Econometrics.
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article87
2015Explaining transactions in time banks in economic crisis In: Applied Economics Letters.
[Full Text][Citation analysis]
article0
2010Mobbing and its determinants: the case of Spain In: Applied Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team