Krzysztof Drachal : Citation Profile


Are you Krzysztof Drachal?

Uniwersytet Warszawski

1

H index

1

i10 index

32

Citations

RESEARCH PRODUCTION:

17

Articles

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 5
   Journals where Krzysztof Drachal has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 2 (5.88 %)

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   Permalink: http://citec.repec.org/pdr170
   Updated: 2020-11-09    RAS profile: 2020-10-01    
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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 Krzysztof Drachal.

Is cited by:

Wang, Yudong (4)

Steel, Mark (2)

Czudaj, Robert (1)

Cakan, Esin (1)

GUPTA, RANGAN (1)

Chevallier, Julien (1)

Yoon, Seong-Min (1)

Hamori, Shigeyuki (1)

Zhang, Yue-Jun (1)

Nademi, Younes (1)

Nademi, Arash (1)

Cites to:

Kilian, Lutz (20)

Koop, Gary (16)

GUPTA, RANGAN (11)

Nguyen, Duc Khuong (11)

Korobilis, Dimitris (11)

Baumeister, Christiane (10)

Soytas, Ugur (10)

Wang, Yudong (9)

Mariano, Roberto (8)

Hyndman, Rob (7)

Bekiros, Stelios (6)

Main data


Where Krzysztof Drachal has published?


Journals with more than one article published# docs
Expert Journal of Economics3
Sustainability2
Energy Economics2
Journal for Economic Forecasting2

Recent works citing Krzysztof Drachal (2020 and 2019)


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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2019What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach. (2019). Yoon, Seong-Min ; Dong, Xiyong. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:204-215.

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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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2019Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. (2019). Wang, Yudong ; Ma, Feng ; Zhang, Yaojie. In: Journal of Empirical Finance. RePEc:eee:empfin:v:54:y:2019:i:c:p:97-117.

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2019Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Wang, Jin-Li ; Zhang, Yue-Jun. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201.

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2019On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model. (2019). Guesmi, Khaled ; Chevallier, Julien ; Braiek, Sana ; Bedoui, Rihab. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:876-889.

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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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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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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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2019Detecting West Texas Intermediate (WTI) Prices’ Bubble Periods. (2019). Perifanis, Theodosios. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:14:p:2649-:d:247267.

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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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2019Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks. (2019). Hamori, Shigeyuki ; Kinkyo, Takuji ; Takiguchi, Tetsuya ; Tanaka, Katsuyuki ; Cai, Xiaojing ; Luo, Zhaojie. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:9-:d:195801.

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2019Exploring the Trend of New Zealand Housing Prices to Support Sustainable Development. (2019). Liu, Zhansheng ; Mbachu, Jasper ; Zhao, Linlin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2482-:d:226587.

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2019Dynamic Impact of the U.S. Monetary Policy on Oil Market Returns and Volatility. (2019). Marfatia, Hardik ; GUPTA, RANGAN ; Cakan, Esin. In: Working Papers. RePEc:pre:wpaper:201916.

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2019Adaptive learning from model space. (2019). Pruser, Jan. In: Journal of Forecasting. RePEc:wly:jforec:v:38:y:2019:i:1:p:29-38.

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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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2019Improving oil price forecasts by sparse VAR methods. (2019). Sion, Sebastian Ruths ; Kruger, Jens . In: Darmstadt Discussion Papers in Economics. RePEc:zbw:darddp:237.

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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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article30
2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example 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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article0
2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework In: Energies.
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article1
2018Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices In: Sustainability.
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article0
2019Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes In: Sustainability.
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article0
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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article0
2014WHAT DO WE KNOW FROM EPRG MODEL? In: EcoForum.
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In: .
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2014Property Prices and Regional Labor Markets in Poland In: The European Journal of Applied Economics.
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