Marcin Faldzinski : Citation Profile


Are you Marcin Faldzinski?

Uniwersytet Mikolaja Kopernika w Toruniu

3

H index

0

i10 index

21

Citations

RESEARCH PRODUCTION:

9

Articles

6

Papers

2

Chapters

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 1
   Journals where Marcin Faldzinski has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 1 (4.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfa290
   Updated: 2021-10-16    RAS profile: 2021-01-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Pietrzak, Michal (4)

Balcerzak, Adam (4)

Fiszeder, Piotr (3)

Osinska, Magdalena (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcin Faldzinski.

Is cited by:

Výrost, Tomᚠ(4)

Lyócsa, Štefan (4)

Molnár, Peter (4)

Kiss, Gábor Dávid (1)

Cites to:

Engle, Robert (9)

Fiszeder, Piotr (9)

Bollerslev, Tim (9)

Chou, Ray (8)

Caporin, Massimiliano (6)

McAleer, Michael (6)

Hansen, Peter (5)

Granger, Clive (5)

Diebold, Francis (4)

Jagannathan, Ravi (4)

Hammoudeh, Shawkat (3)

Main data


Where Marcin Faldzinski has published?


Journals with more than one article published# docs
Dynamic Econometric Models3

Working Papers Series with more than one paper published# docs
Working Papers / Institute of Economic Research6

Recent works citing Marcin Faldzinski (2021 and 2020)


YearTitle of citing document
2020Dynamic Volatility Spillover Among Chinese Black Series Futures Under Structural Breaks. (2020). Yang, Ruiwen ; Nimanussornkul, Chaiwat ; Pastpipatkul, Pathairat. In: International Journal of Business and Administrative Studies. RePEc:apa:ijbaas:2020:p:236-246.

Full description at Econpapers || Download paper

2021Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

Full description at Econpapers || Download paper

2021Stock market volatility forecasting: Do we need high-frequency data?. (2021). Molnár, Peter ; Lyócsa, Štefan ; Vrost, Toma ; Molnar, Peter ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1092-1110.

Full description at Econpapers || Download paper

2020Understanding risk of bubbles in cryptocurrencies. (2020). Molnár, Peter ; Molnar, P ; Luivjanska, K ; Landsnes, Ch J ; Enoksen, F A. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:176:y:2020:i:c:p:129-144.

Full description at Econpapers || Download paper

2020How does economic policy uncertainty affect the bitcoin market?. (2020). Li, Xiao ; Wang, Pengfei ; Zhang, Wei ; Shen, Dehua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919308037.

Full description at Econpapers || Download paper

2020Resonance of Investments in Renewable Energy Sources in Industrial Enterprises in the Food Industry. (2020). Winiewska, Agnieszka ; Pypacz, Paula ; Liczmaska-Kopcewicz, Katarzyna. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4285-:d:400913.

Full description at Econpapers || Download paper

2021Investments in Renewable Energy Sources in Basic Units of Local Government in Rural Areas. (2021). Borawski, Piotr ; Kusto, Barbara ; Klepacki, Bogdan ; Rokicki, Tomasz ; Perkowska, Aleksandra ; Michalski, Konrad ; Bedycka-Borawska, Aneta. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3170-:d:564628.

Full description at Econpapers || Download paper

2021The Connections between COVID-19 and the Energy Commodities Prices: Evidence through the Dynamic Time Warping Method. (2021). Bieszk-Stolorz, Beata ; Landmesser, Joanna ; Dmytrow, Krzysztof. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:13:p:4024-:d:588218.

Full description at Econpapers || Download paper

2021Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic. (2021). Just, Magorzata ; Echaust, Krzysztof. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4147-:d:591470.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Global Oil Price and Innovation for Sustainability: The Impact of R&D Spending, Oil Price and Oil Price Volatility on GHG Emissions. (2021). Khan, Muhammad Asif ; Liczmaska-Kopcewicz, Katarzyna ; Pypacz, Paula ; Ahmed, Masood ; Mohamued, Elyas Abdulahi. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:6:p:1757-:d:521879.

Full description at Econpapers || Download paper

Works by Marcin Faldzinski:


YearTitleTypeCited
2016Volatility estimators in econometric analysis of risk transfer on capital markets In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article0
2008GARCH and SV Models with Application of Extreme Value Theory In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article0
2009Application of Modified POT Method with Volatility Model for Estimation of Risk Measures In: Dynamic Econometric Models.
[Full Text][Citation analysis]
article0
2019Improving forecasts with the co-range dynamic conditional correlation model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article3
2019Range-based DCC models for covariance and value-at-risk forecasting In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article4
2020Searching for Factors of Accelerated Economic Growth: The Case of Ireland and Turkey In: European Research Studies Journal.
[Full Text][Citation analysis]
article3
2020Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression In: Energies.
[Full Text][Citation analysis]
article3
2016Application of DCC-GARCH model for analysis of Interrelations among Capital Markets of Poland, Czech Republic and Germany In: Chapters.
[Full Text][Citation analysis]
chapter3
2016Application of DCC-GARCH Model for Analysis of Interrelations Among Capital Markets of Poland, Czech Republic and Germany.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2016Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany In: Chapters.
[Full Text][Citation analysis]
chapter2
2016Cointegration of Interdependencies Among Capital Markets of Chosen Visegrad Countries and Germany.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2009ESTIMATION OF THE PROBABLE MAXIMUM LOSS BASED ON EXTREME VALUE THEORY FOR STOCK RETURNS In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
[Full Text][Citation analysis]
article0
2015The Multivariate DCC-GARCH Model with Interdependence among Markets in Conditional Variances’ Equations In: Working Papers.
[Full Text][Citation analysis]
paper1
2015Analiza powiazan pomiedzy rynkami kapitalowymi wybranych krajow grupy wyszehradzkiej In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Value-at-Risk with Application of DCC-GARCH Model In: Working Papers.
[Full Text][Citation analysis]
paper0
2016Interdependence among Capital Markets of Germany, Poland and Baltic States In: Working Papers.
[Full Text][Citation analysis]
paper0
2012Detecting Risk Transfer in Financial Markets using Different Risk Measures In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team