Krzysztof Drachal : Citation Profile


Are you Krzysztof Drachal?

Uniwersytet Warszawski

2

H index

1

i10 index

49

Citations

RESEARCH PRODUCTION:

19

Articles

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 7
   Journals where Krzysztof Drachal has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 6 (10.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pdr170
   Updated: 2021-11-28    RAS profile: 2021-09-10    
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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 Krzysztof Drachal.

Is cited by:

Wang, Yudong (5)

Steel, Mark (3)

GUPTA, RANGAN (2)

Zhang, Dayong (1)

Tanaka, Katsuyuki (1)

Czudaj, Robert (1)

Yu, Lean (1)

Marfatia, Hardik (1)

Nademi, Younes (1)

Zhang, Yue-Jun (1)

He, Ling-Yun (1)

Cites to:

Kilian, Lutz (25)

Koop, Gary (18)

GUPTA, RANGAN (15)

Nguyen, Duc Khuong (12)

Korobilis, Dimitris (12)

Wang, Yudong (11)

Soytas, Ugur (10)

Mariano, Roberto (10)

Bekiros, Stelios (10)

Baumeister, Christiane (10)

Hyndman, Rob (9)

Main data


Where Krzysztof Drachal has published?


Journals with more than one article published# docs
Expert Journal of Economics3
Energy Economics3
Sustainability2
Economies2
Journal for Economic Forecasting2

Recent works citing Krzysztof Drachal (2021 and 2020)


YearTitle of citing document
2020Model Averaging and Its Use in Economics. (2020). , Mark. In: Journal of Economic Literature. RePEc:aea:jeclit:v:58:y:2020:i:3:p:644-719.

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2021COVID-19, Short-selling Ban and Energy Stock Prices. (2021). Kamalov, Firuz ; Contu, Davide ; Kweh, Qian Long ; Gurrib, Ikhlaas. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:9.

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2021Modelling and Forecasting Crude Oil Prices during COVID-19 Pandemic. (2021). Azhar, Rialdi ; Hendrawaty, Ernie ; Metalia, Mega ; Oktanti, Sari Indah ; Dwi, Fajrin Satria. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-20.

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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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2021Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

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2020Forecasting the real prices of crude oil using robust regression models with regularization constraints. (2020). Wang, Yudong ; Hao, Xianfeng ; Zhao, Yuyang. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300220.

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2020The relationship between oil prices and exchange rates: Revisiting theory and evidence. (2020). Czudaj, Robert ; Beckmann, Joscha ; Arora, Vipin. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301122.

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2021Forecasting crude oil prices: A scaled PCA approach. (2021). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; He, Mengxi. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000943.

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2020The effect of the mined cobalt trade dependence Networks structure on trade price. (2020). Gao, Xiangyun ; Zhao, Yiran ; Jiang, Meihui ; Sun, Qingru. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719307263.

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2020Forecasting crude oil price with multilingual search engine data. (2020). Wang, Shouyang ; Tang, Ling ; Li, Jingjing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s037843712030025x.

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2021Dynamic impact of the U.S. monetary policy on oil market returns and volatility. (2021). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:159-169.

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2020A novel hybrid approach to forecast crude oil futures using intraday data. (2020). Apergis, Nicholas ; Visalakshmi, S ; Manickavasagam, Jeevananthan . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309525.

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2020Incorporating Deep Learning and News Topic Modeling for Forecasting Pork Prices: The Case of South Korea. (2020). Yoo, Kwan-Hee ; Ryu, Ga-Ae ; Chuluunsaikhan, Tserenpurev ; Nasridinov, Aziz ; Rah, Hyungchul. In: Agriculture. RePEc:gam:jagris:v:10:y:2020:i:11:p:513-:d:437638.

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2020Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism. (2020). Drakeford, Benjamin M ; Li, Zhenghui ; Peng, Jiaying. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4465-:d:405903.

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2021The Financialization of Crude Oil Markets and Its Impact on Market Efficiency: Evidence from the Predictive Ability and Performance of Technical Trading Strategies. (2021). Anghel, Andrei ; Tudor, Cristiana. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4485-:d:600832.

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2021Nonlinear Causality between Crude Oil Prices and Exchange Rates: Evidence and Forecasting. (2021). Orzeszko, Witold. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6043-:d:640970.

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2021Development of Cost Correlations for the Economic Assessment of Power Plant Equipment. (2021). Shamoushaki, Moein ; Fiaschi, Daniele ; Manfrida, Giampaolo ; Talluri, Lorenzo ; Niknam, Pouriya H. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:9:p:2665-:d:549637.

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2020The Time and Spatial Effects of A “City-County Merger” on Housing Prices—Evidence from Fuyang. (2020). Ji, Wenjun ; Tian, Chuanhao ; Wu, Jinqun ; Chen, Sijin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1639-:d:323774.

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2021Prediction of Soybean Price Trend via a Synthesis Method With Multistage Model. (2021). Deng, Hua Ling ; Xu, Zhiling ; Wu, Qiufeng. In: International Journal of Agricultural and Environmental Information Systems (IJAEIS). RePEc:igg:jaeis0:v:12:y:2021:i:4:p:1-13.

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2020Forecasting Short-Term Oil Price with a Generalised Pattern Matching Model Based on Empirical Genetic Algorithm. (2020). He, Ling-Yun ; Meng, YA ; Zeng, Guan-Rong ; Zhao, Lu-Tao. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9858-x.

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2021Disruptions and resilience in global container shipping and ports: the COVID-19 pandemic versus the 2008–2009 financial crisis. (2021). Pallis, Athanasios ; Rodrigue, Jean-Paul ; Notteboom, Theo. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:23:y:2021:i:2:d:10.1057_s41278-020-00180-5.

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2021Does the belt and road initiative resolve the steel overcapacity in China? Evidence from a dynamic model averaging approach. (2021). Xue, Wenjun ; Lu, Xing ; Ni, Zhongxin . In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01861-z.

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2020Leaning against the wind: low-price benchmarks for acting anticyclically in the metal markets. (2020). Buchholz, Peter ; Liedtke, Maren ; Bastian, Dennis ; Friedrich-W. Wellmer, ; Friedrich-W. Wellmer, . In: Mineral Economics. RePEc:spr:minecn:v:33:y:2020:i:1:d:10.1007_s13563-019-00199-y.

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2020A detailed look at crude oil price volatility prediction using macroeconomic variables. (2020). Nonejad, Nima. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:7:p:1119-1141.

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2021Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach. (2021). Obersteiner, Michael ; Hlouskova, Jaroslava ; Cuaresma, Jesus Crespo. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1245-1273.

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Works by Krzysztof Drachal:


YearTitleTypeCited
2016Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time? In: Energy Economics.
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article39
2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example In: Energy Economics.
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article0
2021Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures In: Energy Economics.
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article0
2019Forecasting prices of selected metals with Bayesian data-rich models In: Resources Policy.
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article0
2015Cointegration of Property Prices in Poland In: Expert Journal of Economics.
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article0
2015The Structural Stability of a One-Day Risk Premium in View of the Recent Financial Crisis In: Expert Journal of Economics.
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article1
2016Is the Development of WIG Index Determined by Certain Macroeconomic and Financial Factors? In: Expert Journal of Economics.
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article0
2018Exchange Rate and Oil Price Interactions in Selected CEE Countries In: Economies.
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article1
2021A Review of the Applications of Genetic Algorithms to Forecasting Prices of Commodities In: Economies.
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article1
2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework In: Energies.
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article2
2018Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices In: Sustainability.
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article1
2019Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes In: Sustainability.
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article3
2017Foreign exchange rate exposure of selected exporting companies from the Warsaw Stock Exchange In: Global Business and Economics Review.
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article0
2014Is There a Feedback Mechanism in Accounting? In: European Financial and Accounting Journal.
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article0
2017Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries In: Journal for Economic Forecasting.
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article0
2020Forecasting the Inflation Rate in Poland and U.S. Using Dynamic Model Averaging (DMA) and Google Queries In: Journal for Economic Forecasting.
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2014WHAT DO WE KNOW FROM EPRG MODEL? In: EcoForum.
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2015REVIEW OF GARCH MODEL APPLICABILITY IN VIEW OF SOME RECENT RESEARCH In: Journal of Academic Research in Economics.
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2014Property Prices and Regional Labor Markets in Poland In: The European Journal of Applied Economics.
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article1

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