11
H index
11
i10 index
876
Citations
Universiteit van Amsterdam (34% share) | 11 H index 11 i10 index 876 Citations RESEARCH PRODUCTION: 18 Articles 42 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Cees Diks. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Economic Dynamics and Control | 6 |
Studies in Nonlinear Dynamics & Econometrics | 3 |
Physica A: Statistical Mechanics and its Applications | 2 |
Journal of Macroeconomics | 2 |
Year | Title of citing document | |
---|---|---|
2020 | The Predictive Power of NZX Dairy Futures. (2020). Fernandez-Perez, Adrian ; Schoen, Tilman ; Scott, Ayesha. In: 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia. RePEc:ags:aare20:305230. Full description at Econpapers || Download paper | |
2020 | Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2018). Blasques, Francisco ; Tomanov, Petra ; Hol, Vladim'Ir. In: Papers. RePEc:arx:papers:1812.07318. Full description at Econpapers || Download paper | |
2020 | Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571. Full description at Econpapers || Download paper | |
2020 | Scoring Functions for Multivariate Distributions and Level Sets. (2020). Li, Siran ; Ben Taieb, Souhaib ; Taylor, James W ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2002.09578. Full description at Econpapers || Download paper | |
2020 | Optimal probabilistic forecasts: When do they work?. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Loaiza-Maya, Rub'En ; Martin, Gael M ; Hassan, Andr'Es Ram'Irez ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:2009.09592. Full description at Econpapers || Download paper | |
2021 | Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules. (2021). Alexander, Carol ; Coulon, Michael ; Han, Yang ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2101.12693. Full description at Econpapers || Download paper | |
2020 | LINEAR AND NON-LINEAR GRANGER CASUALITY BETWEEN FOREIGN DIRECT INVESTMENT AND ECONOMIC GROWTH: EVIDENCE FROM INDIA. (2020). Jena, Pabitra Kumar ; Hamid, Ishfaq. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:9:y:2020:i:2:p:25-44. Full description at Econpapers || Download paper | |
2020 | Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378. Full description at Econpapers || Download paper | |
2020 | Evidences on Price Discovery in BRICS. (2020). Arora, Geetika ; Sharma, Prashant ; Gupta, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-14. Full description at Econpapers || Download paper | |
2020 | Study the Possibility of Address Complex Models in Linear and Non-Linear Causal Relationships between Oil Price and GDP in KSA: Using the Combination of Toda-Yamamoto, Diks-Panchenko and VAR Approach. (2020). Fadol, Hassan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-86. Full description at Econpapers || Download paper | |
2020 | The behavioral economics of currency unions: Economic integration and monetary policy. (2020). Weber, Matthias ; Massaro, Domenico ; Bertasiute, Akvile. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:112:y:2020:i:c:s0165188920300208. Full description at Econpapers || Download paper | |
2020 | A Copula Nonlinear Granger Causality. (2020). Hwang, Sun Young ; Lee, Namgil ; Kim, Jong-Min. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:420-430. Full description at Econpapers || Download paper | |
2020 | Volatility forecasting using related markets’ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158. Full description at Econpapers || Download paper | |
2020 | The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940818302559. Full description at Econpapers || Download paper | |
2020 | Time-dependent lead-lag relationships between the VIX and VIX futures markets. (2020). Shao, Ying-Hui ; Yang, Yan-Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300930. Full description at Econpapers || Download paper | |
2021 | Analyzing constraints in the water-energy-food nexus: The case of eucalyptus plantation in Ethiopia. (2021). Zaitchik, Benjamin ; Simane, Belay ; Gilioli, Gianni ; Bazzana, Davide. In: Ecological Economics. RePEc:eee:ecolec:v:180:y:2021:i:c:s0921800920312052. Full description at Econpapers || Download paper | |
2020 | Partially censored posterior for robust and efficient risk evaluation. (2020). Hoogerheide, Lennart ; Borowska, Agnieszka ; van Dijk, Herman K ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:335-355. Full description at Econpapers || Download paper | |
2020 | Dynamic interdependence of ASEAN5 with G5 stock markets. (2020). Liow, Kim ; Song, Jeongseop. In: Emerging Markets Review. RePEc:eee:ememar:v:45:y:2020:i:c:s1566014120300042. Full description at Econpapers || Download paper | |
2021 | Modeling the cross-section of stock returns using sensible models in a model pool. (2021). Zhou, Qing ; Liao, Yin ; Chiang, I-Hsuan Ethan ; I-Hsuan Ethan Chiang, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:60:y:2021:i:c:p:56-73. Full description at Econpapers || Download paper | |
2020 | Managing volumetric risk of long-term power purchase agreements. (2020). Hansen, Rasmus Thrane ; Tranberg, BO ; Catania, Leopoldo. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303627. Full description at Econpapers || Download paper | |
2020 | Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390. Full description at Econpapers || Download paper | |
2020 | A nonparametric analysis of energy environmental Kuznets Curve in Chinese Provinces. (2020). Shahbaz, Muhammad ; Khalid, Usman ; Shafiullah, Muhammad ; Song, Malin. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301547. Full description at Econpapers || Download paper | |
2020 | Interaction among China carbon emission trading markets: Nonlinear Granger causality and time-varying effect. (2020). Zhao, Lili ; Wang, Xiong ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302413. Full description at Econpapers || Download paper | |
2020 | Linear and nonlinear Granger causality between electricity production and economic performance in Mexico. (2020). Rosellon, Juan ; Massa, Ricardo. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302263. Full description at Econpapers || Download paper | |
2020 | Windowed volatility spillover effects among crude oil prices. (2020). Liu, Siyao ; Sun, Qingru ; An, Feng ; Gao, Xiangyun. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306289. Full description at Econpapers || Download paper | |
2020 | Dependences and volatility spillovers between the oil and stock markets: New evidence from the copula and VAR-BEKK-GARCH models. (2020). Liu, Jia ; He, Kaijian ; Stafylas, Dimitrios ; Zha, Rui ; Yu, Lean. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304964. Full description at Econpapers || Download paper | |
2020 | Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets. (2020). Corbet, Shaen ; Marco, Chi Keung ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302155. Full description at Econpapers || Download paper | |
2020 | Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo. (2020). Wu, XI ; Yuan, Ying ; Zhang, Tonghui . In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307803. Full description at Econpapers || Download paper | |
2020 | Housing prices and investor sentiment dynamics: Evidence from China using a wavelet approach. (2020). Li, YI ; Hong, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319304908. Full description at Econpapers || Download paper | |
2020 | The pricing efficiency of crude oil futures in the Shanghai International Exchange. (2020). Shang, Xingxing ; Fang, Libing ; Lv, Fei ; Yang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319305598. Full description at Econpapers || Download paper | |
2021 | Are Chinese crude oil futures good hedging tools?. (2021). Li, Ping ; Huang, Lixin. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300350. Full description at Econpapers || Download paper | |
2021 | The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets. (2021). ben Jabeur, Sami ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320308497. Full description at Econpapers || Download paper | |
2020 | The effects of investor emotions sentiments on crude oil returns: A time and frequency dynamics analysis. (2020). Abdoh, Hussein ; Awartani, Basel ; Maghyereh, Aktham. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:110-124. Full description at Econpapers || Download paper | |
2020 | Comparing density forecasts in a risk management context. (2020). Fang, Hao ; Diks, Cees. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:531-551. Full description at Econpapers || Download paper | |
2020 | Spectral backtests of forecast distributions with application to risk management. (2020). McNeil, Alexander J ; Gordy, Michael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620300844. Full description at Econpapers || Download paper | |
2021 | Evolutionary selection of forecasting and quantity decision rules in experimental asset markets. (2021). Bao, Te ; CHIA, Wai Mun ; Zhu, Jiahua. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:363-404. Full description at Econpapers || Download paper | |
2020 | The effect of investors’ information search behaviors on rebar market return dynamics using high frequency data. (2020). Zhang, Hongwei ; Tang, Jing ; Huang, Jianbai. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719306038. Full description at Econpapers || Download paper | |
2020 | Does the price of strategic commodities respond to U.S. partisan conflict?. (2020). Sharp, Basil ; Liu, Jiang-Long ; Ma, Chao-Qun ; Ren, Yi-Shuai ; Jiang, Yong. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307299. Full description at Econpapers || Download paper | |
2020 | Chinas copper futures market efficiency analysis: Based on nonlinear Granger causality and multifractal methods. (2020). Zhu, Wensong ; Cheng, Hui ; Yao, Shanshan ; Guo, Yaoqi. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719306142. Full description at Econpapers || Download paper | |
2020 | The impact of oil price on the clean energy metal prices: A multi-scale perspective. (2020). Zhang, Hua ; Shao, Liuguo . In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719308657. Full description at Econpapers || Download paper | |
2020 | Total natural resource rents, trade openness and economic growth in the top mineral-rich countries: New evidence from nonlinear and asymmetric analysis.. (2020). Bosah, Philip ; Asante, Daniel Akwasi ; Cheng, Jinhua ; Minua, Gideon Kwaku. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309420. Full description at Econpapers || Download paper | |
2020 | Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India. (2020). Tiwari, Aviral ; Padhan, Hemachandra ; Owusu Junior, Peterson ; Alagidede, Imhotep. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720300878. Full description at Econpapers || Download paper | |
2020 | The tail dependence structure between investor sentiment and commodity markets. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828. Full description at Econpapers || Download paper | |
2020 | The price relationship between main-byproduct metals from a multiscale nonlinear Granger causality perspective. (2020). Yang, Danhui ; Hu, Wenqin ; Shao, Liuguo. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308771. Full description at Econpapers || Download paper | |
2020 | Nonlinear dependence and information spillover between electricity and fuel source markets: New evidence from a multi-scale analysis. (2020). Geng, Jiang-Bo ; Ji, Qiang ; Xia, Tongshui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119313299. Full description at Econpapers || Download paper | |
2020 | A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series. (2020). Han, Min ; Li, Baisong ; Ren, Weijie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318217. Full description at Econpapers || Download paper | |
2020 | Lotka–Volterra signals in ASEAN currency exchange rates. (2020). White, Reilly ; Marinakis, Yorgos D ; Walsh, Steven T. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:545:y:2020:i:c:s0378437119320862. Full description at Econpapers || Download paper | |
2020 | The dynamic relationship between internet attention and stock market liquidity: A thermal optimal path method. (2020). Liu, Chao ; Wang, Chao ; Zhao, Kun ; Gao, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:550:y:2020:i:c:s0378437120300261. Full description at Econpapers || Download paper | |
2020 | Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300583. Full description at Econpapers || Download paper | |
2020 | Analysis of economic growth fluctuations based on EEMD and causal decomposition. (2020). Shang, Pengjian ; Peng, Chung-Kang ; Yang, Albert C ; Mao, Xuegeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s037843712030323x. Full description at Econpapers || Download paper | |
2020 | The renewable energy consumption-environmental degradation nexus in Top-10 polluted countries: Fresh insights from quantile-on-quantile regression approach. (2020). Sinha, Avik ; Shahbaz, Muhammad ; Afshan, Sahar ; Jiao, Zhilun ; Mishra, Shekhar ; Sharif, Arshian. In: Renewable Energy. RePEc:eee:renene:v:150:y:2020:i:c:p:670-690. Full description at Econpapers || Download paper | |
2020 | Can we still blame index funds for the price movements in the agricultural commodities market?. (2020). Palazzi, Rafael Baptista ; de Oliveira, Erick Meira ; Klotzle, Marcelo Cabus ; Figueiredo, Antonio Carlos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:84-93. Full description at Econpapers || Download paper | |
2020 | Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. (2020). He, Zhifang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:131-153. Full description at Econpapers || Download paper | |
2020 | The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market. (2020). Lee, Chingnun ; Chang, Kuang-Liang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:374-388. Full description at Econpapers || Download paper | |
2020 | Did China’s ICO ban alter the Bitcoin market?. (2020). Lin, Boqiang ; Okorie, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:977-993. Full description at Econpapers || Download paper | |
2020 | Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test. (2020). Chou, Ray Y ; Chang, Tzu-Pu ; Torun, Erdost. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300455. Full description at Econpapers || Download paper | |
2020 | Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference. (2020). Shchepeleva, Maria ; Stolbov, Mikhail. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302570. Full description at Econpapers || Download paper | |
2020 | Can happiness predict future volatility in stock markets?. (2020). Balli, Faruk ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Faruk, Balli ; Farid, Saqib. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919312292. Full description at Econpapers || Download paper | |
2021 | Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management. (2021). Tiwari, Aviral ; Gözgör, Giray ; Hammoudeh, Shawkat ; Gozgor, Giray ; Trabelsi, Nader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920305560. Full description at Econpapers || Download paper | |
2021 | The recovery of global stock markets indices after impacts due to pandemics. (2021). Tenreiro, Jose A ; Inacio Jr., C. M. C., ; David, S A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309429. Full description at Econpapers || Download paper | |
2020 | A modified BDS test. (2020). Hui, Yongchang ; Zheng, Shurong ; Bai, Zhidong ; Luo, Wenya. In: Statistics & Probability Letters. RePEc:eee:stapro:v:164:y:2020:i:c:s0167715220300973. Full description at Econpapers || Download paper | |
2020 | Impact of water and energy infrastructure on local well-being: an agent-based analysis of the water-energy-food nexus. (2020). Gilioli, Gianni ; Zaitchik, Benjamin ; Bazzana, Davide. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:55:y:2020:i:c:p:165-176. Full description at Econpapers || Download paper | |
2020 | The effects of air transportation, energy, ICT and FDI on economic growth in the industry 4.0 era: Evidence from the United States. (2020). Bekun, Festus Victor ; Adedoyin, Festus Fatai ; Balsalobre-Lorente, Daniel ; Driha, Oana M. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:160:y:2020:i:c:s0040162520311239. Full description at Econpapers || Download paper | |
2021 | Impact of technological innovation on energy efficiency in industry 4.0 era: Moderation of shadow economy in sustainable development. (2021). Sinha, Avik ; Shah, Muhammad Ibrahim ; Hu, Kexiang ; Chen, Maozhi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:164:y:2021:i:c:s0040162520313470. Full description at Econpapers || Download paper | |
2021 | Causality between logistics infrastructure and economic development in China. (2021). Kim, Chi Yeol ; Wang, Chao. In: Transport Policy. RePEc:eee:trapol:v:100:y:2021:i:c:p:49-58. Full description at Econpapers || Download paper | |
2020 | Information network modeling for U.S. banking systemic risk. (2020). Cerchiello, Paola ; Nicola, Giancarlo ; Aste, Tomaso. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107563. Full description at Econpapers || Download paper | |
2020 | The Determinants of Risk Transmission between Oil and Agricultural Prices: An IPVAR Approach. (2020). Vo, Duc ; Nguyen, Thang Cong ; Ho, Chi Minh ; Vu, Tan Ngoc. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:4:p:120-:d:343821. Full description at Econpapers || Download paper | |
2020 | Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hassani, Hossein ; Huang, XU. In: Economies. RePEc:gam:jecomi:v:8:y:2020:i:1:p:18-:d:329010. Full description at Econpapers || Download paper | |
2020 | The Strategy of South Korea in the Global Oil Market. (2020). Jung, Sang-Uk ; Mikhaylov, Alexey ; An, Jaehyung. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2491-:d:358424. Full description at Econpapers || Download paper | |
2020 | The Nexus Between Electricity Consumption, Economic Growth, and CO 2 Emission: An Asymmetric Analysis Using Nonlinear ARDL and Nonparametric Causality Approach. (2020). Wang, Zhanqi ; Asante, Daniel Akwasi ; Minua, Gideon Kwaku ; Bosah, Philip Chukwunonso ; Li, Shixiang. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1258-:d:330130. Full description at Econpapers || Download paper | |
2021 | Investigating the Asymmetric Effect of Economic Growth on Environmental Quality in the Next 11 Countries. (2021). Asante, Daniel Akwasi ; Ayimadu, Edwin Twum ; Cheng, Jinhua ; Minua, Gideon Kwaku. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:2:p:491-:d:482454. Full description at Econpapers || Download paper | |
2020 | Importance of Proper Monetary Liquidity: Sustainable Development of the Housing and Stock Markets. (2020). Tsai, I-Chun ; I-Chun Tsai, ; Chiang, Ming-Chu . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:8989-:d:436897. Full description at Econpapers || Download paper | |
2020 | Economic Growth, Public and Private Investment: A Comparative Study of China and the United States. (2020). Koc, Muammer ; Ari, Ibrahim. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2243-:d:332017. Full description at Econpapers || Download paper | |
2020 | Energy Transition Towards a Greener and More Competitive Economy: The Iberian Case. (2020). Maldonado-Briegas, Juan J ; Garcia-Garcia, Agustin ; Perez-Franco, Ismael. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:8:p:3343-:d:347936. Full description at Econpapers || Download paper | |
2020 | Optimal Time Interval Selection in Long-Run Correlation Estimation. (2020). Albuquerque, Pedro. In: Post-Print. RePEc:hal:journl:hal-02482675. Full description at Econpapers || Download paper | |
2020 | Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States. (2020). Troster, Victor ; Uddin, Gazi Salah ; Granberg, Mark ; Ahmed, Ali. In: LiU Working Papers in Economics. RePEc:hhs:liuewp:0007. Full description at Econpapers || Download paper | |
2020 | Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails. (2020). Ãsterholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2020_013. Full description at Econpapers || Download paper | |
2020 | The Behaviour of Social Transfers over the Business Cycle: Empirical Evidence of Uruguay. (2020). Muinelo-Gallo, Leonel ; Miranda, Ronald. In: Hacienda Pública Española / Review of Public Economics. RePEc:hpe:journl:y:2020:v:233:i:2:p:25-54. Full description at Econpapers || Download paper | |
2020 | Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets. (2020). Rault, Christophe ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami ; ben Cheikh, Nidhaleddine. In: IZA Discussion Papers. RePEc:iza:izadps:dp13853. Full description at Econpapers || Download paper | |
2020 | Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets. (2020). Bekiros, Stelios ; Uddin, Gazi S ; Yoon, Seong-Min ; Kang, Sang Hoon. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09935-6. Full description at Econpapers || Download paper | |
2020 | Heuristic Switching Model and Exploration-Exploitation Algorithm to Describe Long-Run Expectations in LtFEs: a Comparison. (2020). Colasante, Annarita ; Camacho Cuena, Eva ; Alfarano, Simone ; Camacho-Cuena, Eva. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:3:d:10.1007_s10614-019-09951-6. Full description at Econpapers || Download paper | |
2020 | Bounded rationality and heterogeneous expectations: Euler versus anticipated-utility approach. (2020). Serpieri, Carolina ; Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Beqiraj, Elton. In: Journal of Economics. RePEc:kap:jeczfn:v:130:y:2020:i:3:d:10.1007_s00712-020-00697-6. Full description at Econpapers || Download paper | |
2020 | Oil shocks and volatility jumps. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Gkillas, Konstantinos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y. Full description at Econpapers || Download paper | |
2020 | Conditional dependence in post-crisis markets: dispersion and correlation skew trades. (2020). Sokolinskiy, Oleg. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:2:d:10.1007_s11156-019-00847-y. Full description at Econpapers || Download paper | |
2020 | Global and Local Commodity Prices: A Further Look at the Indonesian Agricultural Commodities. (2020). Wibowo, Sigit S ; Nareswari, Pradita. In: Capital Markets Review. RePEc:mfa:journl:v:28:y:2020:i:1:p:65-76. Full description at Econpapers || Download paper | |
2020 | Focused Bayesian Prediction. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-1. Full description at Econpapers || Download paper | |
2020 | Optimal probabilistic forecasts: When do they work?. (2020). Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben ; Hassan, Andres Ramirez. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-33. Full description at Econpapers || Download paper | |
2020 | Dynamic interactions between oil price and exchange rate. (2020). Jiménez-RodrÃÂguez, Rebeca ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: PLOS ONE. RePEc:plo:pone00:0237172. Full description at Econpapers || Download paper | |
2020 | Tourism and inequality in per capita water availability: is the linkage sustainable?. (2020). Sinha, Avik ; Balsalobre-Lorente, Daniel ; Driha, Oana. In: MPRA Paper. RePEc:pra:mprapa:100093. Full description at Econpapers || Download paper | |
2020 | A Nonparametric Analysis of Energy Environmental Kuznets Curve in Chinese Provinces. (2020). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Song, Malin. In: MPRA Paper. RePEc:pra:mprapa:100769. Full description at Econpapers || Download paper | |
2020 | Impact of Technological Innovation on Energy Efficiency in Industry 4.0 Era: Moderation of Shadow Economy in Sustainable Development. (2020). Sinha, Avik ; Shah, Muhammad Ibrahim ; Hu, Kexiang ; Chen, Maozhi. In: MPRA Paper. RePEc:pra:mprapa:104842. Full description at Econpapers || Download paper | |
2020 | The Renewable Energy Consumption-Environmental Degradation Nexus in Top-10 Polluted Countries: Fresh Insights from Quantile-on-Quantile Regression Approach. (2020). Sinha, Avik ; Shahbaz, Muhammad ; Afshan, Sahar ; Jiao, Zhilun ; Mishra, Shekhar ; Sharif, Arshian. In: MPRA Paper. RePEc:pra:mprapa:97908. Full description at Econpapers || Download paper | |
2020 | The effect of the PSI in the relationship between sovereign and bank credit risk: Evidence from the Euro Area. (2020). PSILLAKI, Maria ; Margaritis, Dimitris ; Papafilis, Michalis-Panayiotis. In: MPRA Paper. RePEc:pra:mprapa:98182. Full description at Econpapers || Download paper | |
2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104. Full description at Econpapers || Download paper | |
2020 | OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053. Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | . Full description at Econpapers || Download paper | |
2020 | Properization: constructing proper scoring rules via Bayes acts. (2020). Brehmer, Jonas R ; Gneiting, Tilmann . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:3:d:10.1007_s10463-019-00705-7. Full description at Econpapers || Download paper | |
2021 | Bond market and macroeconomic stability in East Asia: a nonlinear causality analysis. (2021). Ftiti, Zied ; Boukhatem, Jamel ; Sahut, Jeanmichel. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03519-6. Full description at Econpapers || Download paper | |
2021 | Brexit and foreign exchange market expectations: Could it have been predicted?. (2021). Gradojevic, Nikola. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-020-03582-z. Full description at Econpapers || Download paper | |
2020 | Climate and nomadic migration in a nonlinear world: evidence of the historical China. (2020). Damette, Olivier ; Pei, Qing ; Goutte, Stephane. In: Climatic Change. RePEc:spr:climat:v:163:y:2020:i:4:d:10.1007_s10584-020-02901-4. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2001 | A nonparametric bootstrap test for nonlinear Granger causality In: CeNDEF Workshop Papers, January 2001. [Citation analysis] | paper | 0 |
2000 | Redundancies in the Earths climatological time series In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 1 |
2000 | Dimension estimations, stock returns and volatility clustering In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2001 | Tests for serial independence and linearity based on correlation integrals In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 3 |
2002 | Tests for Serial Independence and Linearity Based on Correlation Integrals.(2002) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2002 | Location of investors and capitical flight In: CeNDEF Working Papers. [Citation analysis] | paper | 0 |
2002 | Detecting serial dependence in tail events: A test dual to BDS test In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 2 |
2003 | Detecting serial dependence in tail events: a test dual to the BDS test.(2003) In: Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2002 | Continuous Beliefs Dynamics In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 4 |
2003 | Heterogeneity as a natural source of randomness In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 7 |
2003 | Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 71 |
2005 | Herding, a-synchronous updating and heterogeneity in memory in a CBS.(2005) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 71 | article | |
2004 | A note on the Hiemstra-Jones test for Granger non-causality In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 88 |
2005 | A Note on the Hiemstra-Jones Test for Granger Non-causality.(2005) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 88 | article | |
2004 | A new statistic and practical guidelines for nonparametric Granger causality testing In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 310 |
2006 | A new statistic and practical guidelines for nonparametric Granger causality testing.(2006) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 310 | article | |
2005 | Equivalence and bifurcations of finite order stochastic processes In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Nonparametric Tests for Serial Independence Based on Quadratic Forms In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | A weak bifurcation theory for discrete time stochastic dynamical systems In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 1 |
2006 | Informational differences and learning in an asset market with boundedly rational agents In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 17 |
2008 | Informational differences and learning in an asset market with boundedly rational agents.(2008) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2006 | Rank-based entropy tests for serial independence In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Rank-based Entropy Tests for Serial Independence.(2008) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2006 | E&F Chaos: a user friendly software package for nonlinear economic dynamics In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 24 |
2008 | E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics.(2008) In: Computational Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | article | |
2007 | The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 25 |
2008 | The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing.(2008) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2007 | The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 162 |
2008 | The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality.(2008) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 162 | article | |
2008 | Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 5 |
2008 | Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2008 | Out-of-sample comparison of copula specifications in multivariate density forecasts In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 22 |
2010 | Out-of-sample comparison of copula specifications in multivariate density forecasts.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2008 | Out-of-sample comparison of copula specifications in multivariate density forecasts.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2009 | Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 4 |
2012 | Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns.(2012) In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2011 | Phenomenological and ratio bifurcations of a class of discrete time stochastic processes In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 2 |
2011 | Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 3 |
2011 | Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices.(2011) In: DNB Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2013 | Nonlinear Granger Causality: Guidelines for Multivariate Analysis In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 18 |
2013 | Partial Symbolic Transfer Entropy In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
1999 | Consistent Testing for Serial Independence In: CeNDEF Working Papers. [Citation analysis] | paper | 1 |
1999 | Dynamical Behavior of Agent Models In: CeNDEF Working Papers. [Citation analysis] | paper | 0 |
2014 | Identifying booms and busts in house prices under heterogeneous expectations In: DNB Working Papers. [Full Text][Citation analysis] | paper | 29 |
2014 | Identifying Booms and Busts in House Prices under Heterogeneous Expectations.(2014) In: European Economy - Economic Papers 2008 - 2015. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2006 | Computing in economics and finance In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 1 |
2014 | Comparing the accuracy of multivariate density forecasts in selected regions of the copula support In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 6 |
2011 | Likelihood-based scoring rules for comparing density forecasts in tails In: Journal of Econometrics. [Full Text][Citation analysis] | article | 60 |
2011 | Likelihood-based scoring rules for comparing density forecasts in tails.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 60 | paper | |
2006 | Comments on Global sunspots in OLG models In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 1 |
1992 | Quasicrystalline polymers In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2013 | More memory under evolutionary learning may lead to chaos In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
2001 | Asset pricing with a continuum of belief types In: Computing in Economics and Finance 2001. [Citation analysis] | paper | 0 |
2002 | Endogenous Noise from Continuous Choice In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
2003 | The correlation dimension of returns with stochastic volatility In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
2003 | Conditional distribution resampling for time series In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
2004 | Modified Hiemstra-Jones Test for Granger Non-causality In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
2004 | Testing multivariate hypotheses with positive definite bilinear forms In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
2005 | Test for serial independence based on quadratic forms In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
2005 | Financial markets with heterogeneous agents as nonlinear news filters In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team