Emmanuel Eyiah-Donkor : Citation Profile


Are you Emmanuel Eyiah-Donkor?

École Supérieure de Commerce de Rennes

3

H index

0

i10 index

19

Citations

RESEARCH PRODUCTION:

2

Articles

2

Papers

RESEARCH ACTIVITY:

   5 years (2017 - 2022). See details.
   Cites by year: 3
   Journals where Emmanuel Eyiah-Donkor has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pey16
   Updated: 2024-11-08    RAS profile: 2022-02-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

cotter, john (3)

Conlon, Thomas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Emmanuel Eyiah-Donkor.

Is cited by:

Nguyen, Duc Khuong (2)

cotter, john (2)

Walther, Thomas (2)

Snudden, Stephen (2)

Magner, Nicolas (1)

Topaloglou, Nikolas (1)

Papapostolou, Nikos (1)

faff, robert (1)

Ahn, Jung-Hyun (1)

Conlon, Thomas (1)

Herrera, Rodrigo (1)

Cites to:

Kilian, Lutz (16)

Campbell, John (14)

Watson, Mark (10)

Baumeister, Christiane (8)

Stock, James (7)

Rossi, Barbara (7)

Cochrane, John (7)

Rogoff, Kenneth (6)

West, Kenneth (5)

welch, ivo (4)

French, Kenneth (4)

Main data


Where Emmanuel Eyiah-Donkor has published?


Recent works citing Emmanuel Eyiah-Donkor (2024 and 2023)


YearTitle of citing document
2023The commodity risk premium and neural networks. (2023). faff, robert ; Yew, Rand Kwong ; Rad, Hossein ; Miffre, Joelle. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001007.

Full description at Econpapers || Download paper

2023Forecasts of the real price of oil revisited: Do they beat the random walk?. (2023). Snudden, Stephen ; Ellwanger, Reinhard. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001619.

Full description at Econpapers || Download paper

2023Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460.

Full description at Econpapers || Download paper

2024Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Cotter, John ; Conlon, Thomas. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685.

Full description at Econpapers || Download paper

2023Nonlinearity in forecasting energy commodity prices: Evidence from a focused time-delayed neural network. (2023). Abedin, Mohammad Zoynul ; Fisher, Ben ; Hajek, Petr ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002495.

Full description at Econpapers || Download paper

Works by Emmanuel Eyiah-Donkor:


YearTitleTypeCited
2017Predictability and diversification benefits of investing in commodity and currency futures In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article7
2022The illusion of oil return predictability: The choice of data matters! In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article8
2022The illusion of oil return predictability: The choice of data matters!.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8
paper
2020Commodity Futures Return Predictability and Intertemporal Asset Pricing In: Working Papers.
[Full Text][Citation analysis]
paper4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team