Isabel Casas : Citation Profile

Are you Isabel Casas?

Universidad de Deusto

6

H index

3

i10 index

65

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 4
   Journals where Isabel Casas has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 5 (7.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca472
   Updated: 2023-05-27    RAS profile: 2021-06-07    
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Relations with other researchers

Works with:

GAO, Jiti (3)

Veiga, Helena (3)

Peng, Bin (2)

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

Is cited by:

Cizek, Pavel (5)

Ugur, Mehmet (4)

GAO, Jiti (4)

Vivarelli, Marco (4)

Wang, Yudong (2)

Smyth, Russell (2)

Santucci de Magistris, Paolo (2)

Fantazzini, Dean (2)

liddle, brantley (2)

Rossi, Eduardo (2)

Oka, Tatsushi (2)

Cites to:

GAO, Jiti (23)

Bollerslev, Tim (15)

Phillips, Peter (14)

Li, Qi (11)

CAI, ZONGWU (11)

Campbell, John (10)

Ferreira, Eva (10)

Engle, Robert (10)

Cai, Zongwu (9)

Teräsvirta, Timo (9)

Orbe, Susan (9)

Main data

Where Isabel Casas has published?

Journals with more than one article published# docs
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Isabel Casas (2022 and 2021)

YearTitle of citing document
2021Loss of structural balance in stock markets. (2021). Álvarez Pereira, Brais ; Estrada, E ; B. 'Alvarez Pereira, ; Ascorbebeitia, J ; Ferreira, E. In: Papers. RePEc:arx:papers:2104.06254.

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2021Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations. (2021). Tjostheim, Dag ; Berentsen, Geir Drage ; Otneim, Haakon ; Stove, Baard ; Sleire, Anders D ; Haugen, Sverre Hauso. In: Papers. RePEc:arx:papers:2106.12425.

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2023Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632.

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2022Does R&D investment in renewable energy technologies reduce greenhouse gas emissions?. (2022). Dzhumashev, Ratbek ; Ivanovski, Kris ; Hailemariam, Abebe. In: Applied Energy. RePEc:eee:appene:v:327:y:2022:i:c:s0306261922013137.

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2021Correlation regimes in international equity and bond returns. (2021). Martinez, Oscar ; Aslanidis, Nektarios. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:397-410.

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2022Functional time series approach to analyzing asset returns co-movements. (2022). Xia, Yingcun ; Saart, Patrick W. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:127-151.

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2022Testing for the presence of jump components in jump diffusion models. (2022). Zheng, XU ; Wang, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:2:p:483-509.

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2021Jump-preserving varying-coefficient models for nonlinear time series. (2021). Koo, Chao Hui ; Iek, Pavel. In: Econometrics and Statistics. RePEc:eee:ecosta:v:19:y:2021:i:c:p:58-96.

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2022One more for the road: Reconsidering whether OECD gasoline income and price elasticities have changed over time. (2022). liddle, brantley ; Parker, Steven. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004157.

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2021On income and price elasticities for energy demand: A panel data study. (2021). Smyth, Russell ; Peng, Bin ; Gao, Jiti. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000736.

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2021Dynamic optimal portfolio choice under time-varying risk aversion. (2021). Esparcia, Carlos ; Diaz, Antonio. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:1-22.

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2021The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets. (2021). Matkovskyy, Roman ; Jalan, Akanksha ; Yarovaya, Larisa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408.

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2022Your mileage may vary: Have road-fuel demand elasticities changed over time in middle-income countries?. (2022). liddle, brantley ; Parker, Steven ; Hasanov, Fakhri J. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:165:y:2022:i:c:p:38-53.

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2021Transport infrastructure and house prices in the long run. (2021). Zhang, Quanda ; Mintah, Kwabena ; Baako, Kingsley Tetteh ; Churchill, Sefa Awaworyi. In: Transport Policy. RePEc:eee:trapol:v:112:y:2021:i:c:p:1-12.

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2021Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg. (2021). Fantazzini, Dean ; Pushchelenko, Julia ; Kurbatskii, Alexey ; Mironenkov, Alexey. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:4:p:48-803:d:667485.

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2021Conditional Heteroscedasticity Models with Time-Varying Parameters: Estimation and Asymptotics. (2021). Zhang, Xibin ; Keith, Jonathan ; Pourkhanali, Armin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-15.

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2022Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). Whang, Yoon-Jae ; Oka, Tatsushi ; Gao, Jiti ; Xu, Ruofan . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-13.

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2021Exploring volatility of crude oil intra-day return curves: a functional GARCH-X Model. (2021). Zhao, Yuqian ; Wirjanto, Tony ; Rice, Gregory. In: MPRA Paper. RePEc:pra:mprapa:109231.

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2021Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg. (2021). Fantazzini, Dean ; Kurbatskii, Alexey ; Mironenkov, Alexey ; Pushchelenko, Julia. In: MPRA Paper. RePEc:pra:mprapa:110452.

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2022Exploring the technology–healthcare expenditure nexus: a panel error correction approach. (2022). Mann, Janelle ; Llorian, Elisabet Rodriguez. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:6:d:10.1007_s00181-021-02125-0.

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2022ARMA–GARCH model with fractional generalized hyperbolic innovations. (2022). Ik, Sung. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00349-2.

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2022Multidimensional specification test based on non-stationary time series. (2022). Tian, Yubin ; Wang, Dianpeng. In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:testjl:v:31:y:2022:i:2:d:10.1007_s11749-021-00780-0.

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2022Langfristige Perspektiven der öffentlichen Finanzen in Österreich. (2022). Schiman-Vukan, Stefan. In: WIFO Studies. RePEc:wfo:wstudy:70395.

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2021What can we learn from the return predictability over the business cycle?. (2021). Pan, Zhiyuan ; Liu, LI ; Wang, Yudong. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:108-131.

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2021Do economic variables forecast commodity futures volatility?. (2021). Marechal, Loic. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1735-1774.

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Works by Isabel Casas:

YearTitleTypeCited
2009Unstable volatility functions: the break preserving local linear estimator In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2010Modelling asset correlations during the recent FInancial crisis: A semiparametric approach In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2017Time-varying coefficient estimation in SURE models. Application to portfolio management In: CREATES Research Papers.
[Full Text][Citation analysis]		paper6
2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2018Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2018Modelling time-varying income elasticities of health care expenditure for the OECD.(2018) In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2019Exploring option pricing and hedging via volatility asymmetry In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2020Adaptative predictability of stock market returns In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2008Specification testing in discretized diffusion models: Theory and practice In: Journal of Econometrics.
[Full Text][Citation analysis]		article7
2007Specification testing in discretized diffusion models: Theory and practice.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2008Econometric estimation in long-range dependent volatility models: Theory and practice In: Journal of Econometrics.
[Full Text][Citation analysis]		article16
2007Econometric estimation in long-range dependent volatility models: Theory and practice.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2013Nonparametric correlation models for portfolio allocation In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article13
2008Estimation of stochastic volatility with LRD In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
2019Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper10
2021Time?varying income elasticities of healthcare expenditure for the OECD and Eurozone.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		article
2011Modelling asset correlations: A nonparametric approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2007Nonparametric Methods in Continuous Time Model Specification In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2012Unstable volatility: the break-preserving local linear estimator In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]		article6

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