Jorge Caiado : Citation Profile

Universidade de Lisboa

9

H index

9

i10 index

214

Citations

RESEARCH PRODUCTION:

17

Articles

27

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 9
   Journals where Jorge Caiado has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 17 (7.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pca349
   Updated: 2025-11-22    RAS profile: 2025-09-09    
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Relations with other researchers

Works with:

Crato, Nuno (2)

Afonso, Antonio (2)

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

Is cited by:

Otranto, Edoardo (7)

Maharaj, Elizabeth (5)

D'Urso, Pierpaolo (5)

Gil-Alana, Luis (3)

Egbetokun, Abiodun (3)

Galagedera, Don (3)

Durante, Fabrizio (3)

Sanchez, Juana (3)

Caporale, Guglielmo Maria (2)

Gallo, Giampiero (2)

Florez-Acosta, Jorge (2)

Cites to:

Crato, Nuno (28)

Peña, Daniel (22)

Engle, Robert (16)

Mantegna, Rosario (16)

Bollerslev, Tim (15)

Reichlin, Lucrezia (12)

Otranto, Edoardo (10)

Afonso, Antonio (9)

Maharaj, Elizabeth (8)

Giannone, Domenico (7)

Bastos, João (7)

Main data

Where Jorge Caiado has published?

Journals with more than one article published# docs
Journal of Business Economics and Management2
Applied Economics2
Physica A: Statistical Mechanics and its Applications2
Quantitative Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany13
CEMAPRE Working Papers / Centre for Applied Mathematics and Economics (CEMAPRE), School of Economics and Management (ISEG), Technical University of Lisbon9
Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa2
Working Papers REM / ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa2

Recent works citing Jorge Caiado (2025 and 2024)

YearTitle of citing document
2025Assessment of Demographic Profile of European Union Countries. (2025). Ginevicius, Romualdas ; Neverauskiene, Laima Okuneviciute ; Trishch, Roman ; Andriusaitiene, Daiva ; Stasytyte, Viktorija. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:27:y:2025:i:70:p:1109.

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2024Nonparametric Test for Volatility in Clustered Multiple Time Series. (2024). Barrios, Erniel ; Victor, Paolo. In: Papers. RePEc:arx:papers:2104.14412.

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2024Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach. (2024). Sathish, Sanjay ; Sharma, Charu C. In: Papers. RePEc:arx:papers:2409.06728.

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2025Applying AHP and FUZZY AHP Management Methods to Assess the Level of Financial and Digital Inclusion. (2025). Oprean-Stan, Camelia ; Marza, Bogdan ; Bratu, Renate-Doina ; Serbu, Razvan. In: Papers. RePEc:arx:papers:2501.10001.

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2024Financial Inclusion and Monetary Policy: A Review of Literature. (2024). Ciobanu, Simona Elena. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2024:i:3:p:314-324.

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2025Global ordinal pattern attention entropy: A novel feature extraction method for complex signals. (2025). Shang, Pengjian ; Jiang, Runze ; Yin, YI. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:191:y:2025:i:c:s0960077924013626.

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2024Can hybrid model improve the forecasting performance of stock price index amid COVID-19? Contextual evidence from the MEEMD-LSTM-MLP approach. (2024). Lin, YU ; Yu, Yuanyuan ; Yang, QU ; He, Qian ; Dai, Dongsheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001773.

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2024The impact of renewable energy on inflation in G7 economies: Evidence from artificial neural networks and machine learning methods. (2024). Singh, Sanjay Kumar ; Gupta, Monika ; Zhang, Long ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004262.

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2025Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000933.

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2024Clustering asset markets based on volatility connectedness to political news. (2024). Junttila, Juha ; Abdollahi, Hooman ; Lehkonen, Heikki. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000702.

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2024Network log-ARCH models for forecasting stock market volatility. (2024). Mattera, Raffaele ; Otto, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1539-1555.

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2024Predicting label brand loyalty: A comparison of two models using a partial least square-structural equation modeling. (2024). Karoui, Sedki ; Belaid, Samy ; Lacoeuilhe, Jrme ; Fehri, Dorsaf ; Behi, Azza Temessek. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:79:y:2024:i:c:s0969698924001486.

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2024How does internet finance affect firm exports? Evidence from China. (2024). Fang, Yuxia ; Li, Yuhua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002757.

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2024Complex Network Model of Global Financial Time Series Based on Different Distance Functions. (2024). Wang, Zhen ; Gao, Meng ; Ning, Jicai. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:14:p:2210-:d:1435425.

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2025Systemic resilience of networked commodities. (2025). Storani, Saverio ; Mattera, Raffaele ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05109120.

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2025Measuring unit relevance and stability in hierarchical spatio-temporal clustering. (2025). Mattera, Raffaele ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05109271.

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2025A deep learning test of the martingale difference hypothesis. (2025). Bastos, João. In: Working Papers REM. RePEc:ise:remwps:wp03742025.

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2024Dynamics of Digital Financial Inclusion in Türkiye. (2024). Zbilge, Gkhan ; Caner, Aye Akboz ; Canatan, Behice. In: Istanbul Business Research. RePEc:ist:ibsibr:v:53:y:2024:i:2:p:185-200.

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2024Exploring the connections: Dividend announcements, stock market returns, and major sporting events. (2024). Al-Najjar, Basil ; Hasan, Fakhrul. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01277-1.

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2024Can Digital Financial Inclusion Narrow the Urban-rural Income Disparity in Central Region of China?. (2024). Puah, Chin-Hong ; Jong, Meng-Chang ; Arip, Mohammad Affendy ; Liu, Jing. In: Business and Economic Research. RePEc:mth:ber888:v:14:y:2024:i:3:p:108-122.

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2025Macro Determinants of Global Financial Inclusion: Evidence from World Data. (2025). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:126305.

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2025The Effect of Demography on Inflation in Developing Countries of Asia: Empirical Evidence. (2025). Diwakar, Bharat ; Mazumder, Jakir Hussain. In: Journal of Economic Development. RePEc:ris:jecdev:0105.

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2024Clustering networked funded European research activities through rank-size laws. (2024). Mattera, Raffaele ; Cerqueti, Roy ; Iovanella, Antonio. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-023-05321-6.

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2024Multiway clustering with time-varying parameters. (2024). Scepi, Germana ; Mattera, Raffaele ; Cerqueti, Roy. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:1:d:10.1007_s00180-022-01294-5.

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2024Fuzzy clustering of time series based on weighted conditional higher moments. (2024). Vitale, Vincenzina ; Cerqueti, Roy ; Mattera, Raffaele ; Durso, Pierpaolo ; Giovanni, Livia. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:6:d:10.1007_s00180-023-01425-6.

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2024Non-parametric evidence on the determinants of access to financial services in the countries of the Organization of Turkic States. (2024). Larslan, Kenan. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00288-6.

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2025Adopting Digital Financial Technology in Madhya Pradesh, Central India: Opportunities, Challenges, and Determinants. (2025). Pradhan, Kalandi Charan ; Sharma, Ritik ; Kumar, Sumit. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02190-7.

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2025Is Population Aging Deflationary in Developing Countries?. (2025). Diwakar, Bharat ; Mazumder, Jakir Hussain. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:23:y:2025:i:2:d:10.1007_s40953-024-00431-9.

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2025Detecting patterns in financial data through weighted time-frequency domain clustering. (2025). Balzanella, Antonio ; Fortuna, Francesca ; Naccarato, Alessia. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:59:y:2025:i:3:d:10.1007_s11135-024-02000-x.

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2025Unveiling financial inclusion dynamics: Fintechs resonance in Association of Southeast Asian Nations (ASEAN). (2025). Sensoy, Ahmet ; Nguyen, Mai ; Ha, Dao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1348-1371.

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Works by Jorge Caiado:

YearTitleTypeCited
2024Public and Private Investments: A VAR Analysis of Their Impact of Economic Growth in 18 Advanced Economies In: CESifo Working Paper Series.
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2024Public and Private Investments: A VAR Analysis of Their Impact on Economic Growth in 18 Advanced Economies.(2024) In: Working Papers REM.
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This paper has nother version. Agregated cites: 0		paper
2009Identifying common dynamic features in stock returns In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper10
2009Identifying common dynamic features in stock returns.(2009) In: MPRA Paper.
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This paper has nother version. Agregated cites: 10		paper
2010Identifying common dynamic features in stock returns.(2010) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 10		article
2009Performance of combined double seasonal univariate time series models for forecasting water demand In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper6
2009Clustering financial time series with variance ratio statistics In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper12
2014Clustering financial time series with variance ratio statistics.(2014) In: Quantitative Finance.
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This paper has nother version. Agregated cites: 12		article
2009Interrelationships between human capital and social capital in small and medium sized firms: The effect of age and sector of activity In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper0
2009Sporting, financial and stock market performance in English football: an empirical analysis of structural relationships In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper11
2010The structure of international stock market returns In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper5
2010Recurrence quantification analysis of global stock markets In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper27
2011Recurrence quantification analysis of global stock markets.(2011) In: Physica A: Statistical Mechanics and its Applications.
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This paper has nother version. Agregated cites: 27		article
2012Determinants of innovation in a small open economy: A multidimensional perspective In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper10
2013Determinants of innovation in a small open economy: a multidimensional perspective.(2013) In: Journal of Business Economics and Management.
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This paper has nother version. Agregated cites: 10		article
2013Human capital, social capital and organizational performance: A structural modeling approach In: CEMAPRE Working Papers.
[Full Text][Citation analysis]		paper2
2006A periodogram-based metric for time series classification In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article51
2023Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2022COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices In: Finance Research Letters.
[Full Text][Citation analysis]		article7
2016The impact of private labels on consumer store loyalty: An integrative perspective In: Journal of Retailing and Consumer Services.
[Full Text][Citation analysis]		article19
2024Time series clustering using fragmented autocorrelations In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article0
2024Is there a diversification paradox in real estate investment funds value? In: Journal of Property Investment & Finance.
[Full Text][Citation analysis]		article0
2021The relationship between Financial Inclusion and Monetary Stability in Mozambique: Analysis based on an Error Correction Model (VECM) In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper0
2015The macro impact of the Portuguese Constitutional Court decisions regarding the budgetary proposals of the Portuguese Budget Law (2012, 2013, 2014) In: Working Papers Department of Economics.
[Full Text][Citation analysis]		paper0
2021On the classification of financial data with domain agnostic features In: Working Papers REM.
[Full Text][Citation analysis]		paper3
2025Is Democracy More Important than Corruption in the Allocation of Foreign Aid? In: The European Journal of Development Research.
[Full Text][Citation analysis]		article0
2004MODELLING AND FORECASTING THE VOLATILITY OF THE PORTUGUESE STOCK INDEX PSI-20 In: Portuguese Journal of Management Studies.
[Full Text][Citation analysis]		article5
2004Modelling and forecasting the volatility of the portuguese stock index PSI-20.(2004) In: MPRA Paper.
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2009Comparison of time series with unequal length in the frequency domain In: MPRA Paper.
[Full Text][Citation analysis]		paper13
2007Is there an identity within international stock market volatilities? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007A GARCH-based method for clustering of financial time series: International stock markets evidence In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2006An interpolated periodogram-based metric for comparison of time series with unequal lengths In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2005Discrimination between deterministic trend and stochastic trend processes In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2006Previsão da eficácia ofensiva do futebol profissional: Um caso Português In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2002Determinantes do desempenho académico nos cursos de contabilidade In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007Comparison of time series with unequal length In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007Identifying common spectral and asymmetric features in stock returns In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2008Identifying the evolution of stock markets stochastic structure after the euro In: MPRA Paper.
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2007Forecasting water consumption in Spain using univariate time series models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2020A fragmented-periodogram approach for clustering big data time series In: Advances in Data Analysis and Classification.
[Full Text][Citation analysis]		article3
2015Do Private Labels Lead to Store Loyalty? An Integrated Framework of Analysis Using a Structural Equation Modeling Approach In: Springer Proceedings in Business and Economics.
[Citation analysis]		chapter0
2021The contribution of digital financial services to financial inclusion in Mozambique: an ARDL model approach In: Applied Economics.
[Full Text][Citation analysis]		article10
2024Measuring an equilibrium long-run relationship between financial inclusion and monetary stability in Mozambique In: Applied Economics.
[Full Text][Citation analysis]		article1
2011Human capital and social capital in entrepreneurs and managers of small and medium enterprises In: Journal of Business Economics and Management.
[Full Text][Citation analysis]		article2
2020Population aging and inflation: evidence from panel cointegration In: Journal of Applied Economics.
[Full Text][Citation analysis]		article7

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