9
H index
9
i10 index
523
Citations
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. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pca153 |
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: | Cites to: |
Journals with more than one article published | # docs |
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SERIEs: Journal of the Spanish Economic Association | 2 |
Studies in Nonlinear Dynamics & Econometrics | 2 |
International Journal of Manpower | 2 |
Year | Title of citing document |
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2023 | Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552. Full description at Econpapers || Download paper |
2023 | S&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 |
2023 | Modeling 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 |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper |
2023 | Daily 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 |
2023 | The 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 |
2023 | Weekly 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. Full description at Econpapers || Download paper |
2023 | Estimation 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. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
2023 | Energy 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. Full description at Econpapers || Download paper |
2023 | Equal 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. Full description at Econpapers || Download paper |
2023 | CO2 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. Full description at Econpapers || Download paper |
2023 | A 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 149 |
2005 | Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 149 | paper | |
2007 | Effects of outliers on the identification and estimation of GARCH models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 51 |
2014 | Estimating VAR-MGARCH models in multiple steps In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 19 |
2012 | Estimating 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 | |
2021 | Outliers and misleading leverage effect in asymmetric GARCH-type models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | Outliers 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 | |
2001 | Outliers and conditional autoregressive heteroscedasticity in time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 23 |
2001 | Is stochastic volatility more flexible than garch? In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 4 |
2003 | Detecting level shifts in the presence of conditional heteroscedasticity. In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 3 |
2004 | DETECTING 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 | |
2004 | Spurious and hidden volatility In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
2004 | SPURIOUS AND HIDDEN VOLATILITY.(2004) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2014 | Identification of asymmetric conditional heteroscedasticity in the presence of outliers In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 3 |
2016 | Identification 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 | |
2004 | Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 22 |
2003 | Periodic 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 | |
2004 | Effects of Level Outliers on the Identification and Estimation of GARCH Models In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 1 |
2012 | Estimating GARCH volatility in the presence of outliers In: Economics Letters. [Full Text][Citation analysis] | article | 34 |
2019 | Leverage effect in energy futures revisited In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
2010 | Information and discrimination in the rental housing market: Evidence from a field experiment In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 92 |
2009 | Information 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 | |
2012 | Mobbing and workers’ health: empirical analysis for Spain In: International Journal of Manpower. [Full Text][Citation analysis] | article | 0 |
2012 | Mobbing and workers’ health: empirical analysis for Spain In: International Journal of Manpower. [Full Text][Citation analysis] | article | 5 |
2010 | Mobbing 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 | |
2018 | Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS In: Energies. [Full Text][Citation analysis] | article | 6 |
2008 | Estimating and Forecasting GARCH Volatility in the Presence of Outiers In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 3 |
2011 | Rental housing discrimination and the persistence of ethnic enclaves In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 15 |
2011 | Rental 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 | |
2015 | Rental 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 | |
2004 | Persistence and Kurtosis in GARCH and Stochastic Volatility Models In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 87 |
2015 | Explaining transactions in time banks in economic crisis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2010 | Mobbing and its determinants: the case of Spain In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
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