Cees Diks : Citation Profile


Are you Cees Diks?

Universiteit van Amsterdam (34% share)
Universiteit van Amsterdam (33% share)
Tinbergen Instituut (33% share)

11

H index

11

i10 index

876

Citations

RESEARCH PRODUCTION:

18

Articles

42

Papers

RESEARCH ACTIVITY:

   22 years (1992 - 2014). See details.
   Cites by year: 39
   Journals where Cees Diks has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 11 (1.24 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdi108
   Updated: 2021-03-27    RAS profile: 2015-03-01    
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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 Cees Diks.

Is cited by:

GUPTA, RANGAN (47)

Lach, Łukasz (35)

Hommes, Cars (35)

Gurgul, Henryk (31)

Westerhoff, Frank (17)

Shahbaz, Muhammad (17)

McAleer, Michael (16)

Balcilar, Mehmet (15)

Tiwari, Aviral (15)

Wong, Wing-Keung (15)

Panchenko, Valentyn (14)

Cites to:

Brock, William (25)

Hommes, Cars (25)

Lebaron, Blake (18)

Giacomini, Raffaella (11)

Diebold, Francis (10)

Swanson, Norman (8)

White, Halbert (8)

Shiller, Robert (8)

Timmermann, Allan (8)

Engle, Robert (7)

Hong, Yongmiao (6)

Main data


Where Cees Diks has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control6
Studies in Nonlinear Dynamics & Econometrics3
Physica A: Statistical Mechanics and its Applications2
Journal of Macroeconomics2

Working Papers Series with more than one paper published# docs
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance27
Computing in Economics and Finance 2004 / Society for Computational Economics2
Computing in Economics and Finance 2003 / Society for Computational Economics2
Computing in Economics and Finance 2005 / Society for Computational Economics2
Discussion Papers / School of Economics, The University of New South Wales2

Recent works citing Cees Diks (2021 and 2020)


YearTitle of citing document
2020The 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.

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2020Zero-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.

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2020Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571.

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2020Scoring 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.

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2020Optimal 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.

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2021Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules. (2021). Alexander, Carol ; Coulon, Michael ; Han, Yang ; Meng, Xiaochun. In: Papers. RePEc:arx:papers:2101.12693.

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2020LINEAR 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.

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2020Density forecast combinations: the real-time dimension. (2020). Warne, Anders ; McAdam, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202378.

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2020Evidences 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.

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2020Study 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.

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2020The 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.

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2020A 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.

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2020Volatility 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.

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2020The 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.

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2020Time-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.

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2021Analyzing 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.

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2020Partially 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.

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2020Dynamic 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.

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2021Modeling 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.

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2020Managing 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.

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2020Moments-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.

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2020A 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.

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2020Interaction 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.

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2020Linear 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.

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2020Windowed 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.

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2020Dependences 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.

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2020Measuring 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.

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2020Is 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.

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2020Housing 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.

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2020The 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.

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2021Are 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.

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2021The 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.

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2020The 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.

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2020Comparing 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.

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2020Spectral 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.

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2021Evolutionary 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.

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2020The 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.

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2020Does 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.

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2020Chinas 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.

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2020The 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.

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2020Total 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.

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2020Analysis 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.

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2020The 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.

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2020The 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.

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2020Nonlinear 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.

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2020A 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.

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2020Lotka–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.

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2020The 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.

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2020Time 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.

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2020Analysis 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.

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2020The 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.

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2020Can 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.

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2020Dynamic 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.

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2020The 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.

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2020Did 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.

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2020Causal 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.

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2020Systemic 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.

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2020Can 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.

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2021Effects 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.

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2021The 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.

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2020A 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.

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2020Impact 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.

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2020The 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.

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2021Impact 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.

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2021Causality 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.

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2020Information 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.

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2020The 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.

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2020Time-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.

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2020The 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.

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2020The 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.

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2021Investigating 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.

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2020Importance 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.

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2020Economic 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.

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2020Energy 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.

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2020Optimal Time Interval Selection in Long-Run Correlation Estimation. (2020). Albuquerque, Pedro. In: Post-Print. RePEc:hal:journl:hal-02482675.

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2020Asymmetric 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.

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2020Modelling Returns in US Housing Prices – You’re the One for Me, Fat Tails. (2020). Österholm, Pär ; Osterholm, Par ; Nguyen, Hoang ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2020_013.

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2020The 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.

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2020Investigating 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.

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2020Bitcoin 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.

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2020Heuristic 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.

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2020Bounded 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.

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2020Oil 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.

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2020Conditional 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.

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2020Global 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.

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2020Focused 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.

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2020Optimal 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.

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2020Dynamic interactions between oil price and exchange rate. (2020). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: PLOS ONE. RePEc:plo:pone00:0237172.

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2020Tourism 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.

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2020A 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.

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2020Impact 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.

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2020The 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.

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2020The 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.

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2020Effect 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.

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2020OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053.

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2020.

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2020.

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2020Properization: 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.

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2021Bond 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.

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2021Brexit 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.

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2020Climate 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.

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More than 100 citations found, this list is not complete...

Works by Cees Diks:


YearTitleTypeCited
2001A nonparametric bootstrap test for nonlinear Granger causality In: CeNDEF Workshop Papers, January 2001.
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paper0
2000Redundancies in the Earths climatological time series In: CeNDEF Working Papers.
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paper1
2000Dimension estimations, stock returns and volatility clustering In: CeNDEF Working Papers.
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paper0
2001Tests for serial independence and linearity based on correlation integrals In: CeNDEF Working Papers.
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paper3
2002Tests for Serial Independence and Linearity Based on Correlation Integrals.(2002) In: Studies in Nonlinear Dynamics & Econometrics.
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article
2002Location of investors and capitical flight In: CeNDEF Working Papers.
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2002Detecting serial dependence in tail events: A test dual to BDS test In: CeNDEF Working Papers.
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paper2
2003Detecting serial dependence in tail events: a test dual to the BDS test.(2003) In: Economics Letters.
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article
2002Continuous Beliefs Dynamics In: CeNDEF Working Papers.
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paper4
2003Heterogeneity as a natural source of randomness In: CeNDEF Working Papers.
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paper7
2003Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS In: CeNDEF Working Papers.
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paper71
2005Herding, a-synchronous updating and heterogeneity in memory in a CBS.(2005) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 71
article
2004A note on the Hiemstra-Jones test for Granger non-causality In: CeNDEF Working Papers.
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paper88
2005A Note on the Hiemstra-Jones Test for Granger Non-causality.(2005) In: Studies in Nonlinear Dynamics & Econometrics.
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article
2004A new statistic and practical guidelines for nonparametric Granger causality testing In: CeNDEF Working Papers.
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paper310
2006A new statistic and practical guidelines for nonparametric Granger causality testing.(2006) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 310
article
2005Equivalence and bifurcations of finite order stochastic processes In: CeNDEF Working Papers.
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paper0
2005Nonparametric Tests for Serial Independence Based on Quadratic Forms In: CeNDEF Working Papers.
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paper0
2006A weak bifurcation theory for discrete time stochastic dynamical systems In: CeNDEF Working Papers.
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paper1
2006Informational differences and learning in an asset market with boundedly rational agents In: CeNDEF Working Papers.
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paper17
2008Informational differences and learning in an asset market with boundedly rational agents.(2008) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 17
article
2006Rank-based entropy tests for serial independence In: CeNDEF Working Papers.
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paper0
2008Rank-based Entropy Tests for Serial Independence.(2008) In: Studies in Nonlinear Dynamics & Econometrics.
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article
2006E&F Chaos: a user friendly software package for nonlinear economic dynamics In: CeNDEF Working Papers.
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paper24
2008E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics.(2008) In: Computational Economics.
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This paper has another version. Agregated cites: 24
article
2007The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing In: CeNDEF Working Papers.
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paper25
2008The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing.(2008) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 25
article
2007The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality In: CeNDEF Working Papers.
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paper162
2008The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality.(2008) In: Energy Economics.
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This paper has another version. Agregated cites: 162
article
2008Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails In: CeNDEF Working Papers.
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paper5
2008Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails.(2008) In: Discussion Papers.
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This paper has another version. Agregated cites: 5
paper
2008Out-of-sample comparison of copula specifications in multivariate density forecasts In: CeNDEF Working Papers.
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paper22
2010Out-of-sample comparison of copula specifications in multivariate density forecasts.(2010) In: Journal of Economic Dynamics and Control.
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This paper has another version. Agregated cites: 22
article
2008Out-of-sample comparison of copula specifications in multivariate density forecasts.(2008) In: Discussion Papers.
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paper
2009Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns In: CeNDEF Working Papers.
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paper4
2012Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns.(2012) In: Central European Journal of Economic Modelling and Econometrics.
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article
2011Phenomenological and ratio bifurcations of a class of discrete time stochastic processes In: CeNDEF Working Papers.
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paper2
2011Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices In: CeNDEF Working Papers.
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paper3
2011Complex Methods in Economics: An Example of Behavioral Heterogeneity in House Prices.(2011) In: DNB Working Papers.
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paper
2013Nonlinear Granger Causality: Guidelines for Multivariate Analysis In: CeNDEF Working Papers.
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paper18
2013Partial Symbolic Transfer Entropy In: CeNDEF Working Papers.
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paper0
1999Consistent Testing for Serial Independence In: CeNDEF Working Papers.
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paper1
1999Dynamical Behavior of Agent Models In: CeNDEF Working Papers.
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paper0
2014Identifying booms and busts in house prices under heterogeneous expectations In: DNB Working Papers.
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paper29
2014Identifying Booms and Busts in House Prices under Heterogeneous Expectations.(2014) In: European Economy - Economic Papers 2008 - 2015.
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paper
2006Computing in economics and finance In: Journal of Economic Dynamics and Control.
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article1
2014Comparing the accuracy of multivariate density forecasts in selected regions of the copula support In: Journal of Economic Dynamics and Control.
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article6
2011Likelihood-based scoring rules for comparing density forecasts in tails In: Journal of Econometrics.
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article60
2011Likelihood-based scoring rules for comparing density forecasts in tails.(2011) In: Post-Print.
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paper
2006Comments on Global sunspots in OLG models In: Journal of Macroeconomics.
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article1
1992Quasicrystalline polymers In: Physica A: Statistical Mechanics and its Applications.
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2013More memory under evolutionary learning may lead to chaos In: Physica A: Statistical Mechanics and its Applications.
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2001Asset pricing with a continuum of belief types In: Computing in Economics and Finance 2001.
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paper0
2002Endogenous Noise from Continuous Choice In: Computing in Economics and Finance 2002.
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paper0
2003The correlation dimension of returns with stochastic volatility In: Computing in Economics and Finance 2003.
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paper0
2003Conditional distribution resampling for time series In: Computing in Economics and Finance 2003.
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paper0
2004Modified Hiemstra-Jones Test for Granger Non-causality In: Computing in Economics and Finance 2004.
[Citation analysis]
paper0
2004Testing multivariate hypotheses with positive definite bilinear forms In: Computing in Economics and Finance 2004.
[Citation analysis]
paper0
2005Test for serial independence based on quadratic forms In: Computing in Economics and Finance 2005.
[Citation analysis]
paper0
2005Financial markets with heterogeneous agents as nonlinear news filters In: Computing in Economics and Finance 2005.
[Citation analysis]
paper0

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