11
H index
11
i10 index
318
Citations
M. V. Lomonosov Moscow State University | 11 H index 11 i10 index 318 Citations RESEARCH PRODUCTION: 40 Articles 26 Papers 2 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Dean Fantazzini. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Applied Econometrics | 16 |
Energy Policy | 3 |
JRFM | 3 |
Computational Statistics & Data Analysis | 2 |
Economics Bulletin | 2 |
Year | Title of citing document |
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2021 | Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing. (2021). Paesani, Paolo ; Cifarelli, Giulio. In: The Energy Journal. RePEc:aen:journl:ej42-5-cifarelli. Full description at Econpapers || Download paper |
2021 | Decoupling the short- and long-term behavior of stochastic volatility. (2017). Bennedsen, Mikkel ; Pakkanen, Mikko S ; Lunde, Asger. In: Papers. RePEc:arx:papers:1610.00332. Full description at Econpapers || Download paper |
2022 | Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352. Full description at Econpapers || Download paper |
2021 | Using four different online media sources to forecast the crude oil price. (2021). Battistoni, E ; Colladon, Fronzetti A ; Elshendy, M ; Gloor, P A. In: Papers. RePEc:arx:papers:2105.09154. Full description at Econpapers || Download paper |
2021 | Pravuil: Global Consensus for a United World. (2021). Cerezo, David. In: Papers. RePEc:arx:papers:2105.10464. Full description at Econpapers || Download paper |
2021 | Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Repetto, Marco ; Crosato, Lisa. In: Papers. RePEc:arx:papers:2108.13914. Full description at Econpapers || Download paper |
2021 | Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator. (2021). Takagi, Hideyuki. In: Papers. RePEc:arx:papers:2110.06190. Full description at Econpapers || Download paper |
2022 | Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893. Full description at Econpapers || Download paper |
2022 | The Price and Cost of Bitcoin. (2022). Gordon, Steven R ; Marthinsen, John E. In: Papers. RePEc:arx:papers:2204.13102. Full description at Econpapers || Download paper |
2022 | Testing for explosive bubbles: a review. (2022). Skrobotov, Anton. In: Papers. RePEc:arx:papers:2207.08249. Full description at Econpapers || Download paper |
2022 | Explainable Artificial Intelligence: interpreting default forecasting models based on Machine Learning. (2022). Parlapiano, Fabio ; Moscatelli, Mirko ; Cascarino, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_674_22. Full description at Econpapers || Download paper |
2021 | Return on Investment on AI: The Case of Capital Requirement. (2021). Laporte, Matthias ; Fraisse, Henri. In: Working papers. RePEc:bfr:banfra:809. Full description at Econpapers || Download paper |
2021 | Probability of Default Model to Estimate Ex Ante Credit Risk. (2021). Popova, Svetlana ; Penikas, Henry ; Burova, Anna. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:80:y:2021:i:3:p:49-72. Full description at Econpapers || Download paper |
2022 | Periodic autoregressive conditional duration. (2022). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:43:y:2022:i:1:p:5-29. Full description at Econpapers || Download paper |
2021 | Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market). (2021). Leonova, Aleksandra ; Elizarov, Pavel ; Pyrlik, Vladimir. In: CERGE-EI Working Papers. RePEc:cer:papers:wp713. Full description at Econpapers || Download paper |
2022 | Regime Switching Mechanism during Energy Futures’ Price Bubbles. (2022). Koy, Ayben. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-46. Full description at Econpapers || Download paper |
2021 | Price explosiveness in nonferrous metal futures markets. (2021). Xiong, Tao ; Ma, Richie Ruchuan. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:75-90. Full description at Econpapers || Download paper |
2021 | Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788. Full description at Econpapers || Download paper |
2021 | A study on the bursting point of Bitcoin based on the BSADF and LPPLS methods. (2021). Yao, Can-Zhong ; Li, Hong-Yu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s106294082030173x. Full description at Econpapers || Download paper |
2021 | Are Google searches making the Bitcoin market run amok? A tail event analysis. (2021). Neto, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000796. Full description at Econpapers || Download paper |
2021 | Effects of idiosyncratic jumps and co-jumps on oil, gold, and copper markets. (2021). Gözgör, Giray ; Xu, Bing ; Marco, Chi Keung ; Gozgor, Giray ; Semeyutin, Artur. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100517x. Full description at Econpapers || Download paper |
2022 | Wind power generation in Brazil: An overview about investment and scale analysis in 758 projects using the Levelized Cost of Energy. (2022). Catarina, Artur Santa. In: Energy Policy. RePEc:eee:enepol:v:164:y:2022:i:c:s0301421522000556. Full description at Econpapers || Download paper |
2022 | Retail investor attention and the limit order book: Intraday analysis of attention-based trading. (2022). Winters, Drew B ; Meshcheryakov, Artem. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521920302702. Full description at Econpapers || Download paper |
2021 | The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets. (2021). Mefteh-Wali, Salma ; Gharib, Cheima ; ben Jabeur, Sami. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320308497. Full description at Econpapers || Download paper |
2021 | Cumulation, crash, coherency: A cryptocurrency bubble wavelet analysis. (2021). Roberts, Stephen ; Weydemann, Leonard ; Hochfilzer, Leonhard ; Fruehwirt, Wolfgang. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320303421. Full description at Econpapers || Download paper |
2022 | Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk. (2022). Muller, Fernanda Maria ; Santos, Samuel Solgon ; Gossling, Thalles Weber ; Righi, Marcelo Brutti. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001878. Full description at Econpapers || Download paper |
2021 | Call me maybe: Methods and practical implementation of artificial intelligence in call center arrivals’ forecasting. (2021). Derra, Nicholas Daniel ; Rausch, Theresa Maria ; Albrecht, Tobias. In: Journal of Business Research. RePEc:eee:jbrese:v:123:y:2021:i:c:p:267-278. Full description at Econpapers || Download paper |
2021 | Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148. Full description at Econpapers || Download paper |
2022 | Gold as a financial instrument. (2022). Tan, David ; Shi, Shuping ; Gomis-Porqueras, Pedro. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000519. Full description at Econpapers || Download paper |
2021 | Detection of bubbles in WTI, brent, and Dubai oil prices: A novel double recursive algorithm. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309855. Full description at Econpapers || Download paper |
2021 | Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013. Full description at Econpapers || Download paper |
2022 | Forecasting Chinas crude oil futures volatility: New evidence from the MIDAS-RV model and COVID-19 pandemic. (2022). Li, Xiafei ; Ye, Yong ; Chen, Zhonglu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s030142072100461x. Full description at Econpapers || Download paper |
2022 | Using internet search keyword data for predictability of precious metals prices: Evidence from non-parametric causality-in-quantiles approach. (2022). Raza, Syed ; Yousufi, Sara Qamar ; Khaskheli, Asadullah ; Miao, Miao. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004864. Full description at Econpapers || Download paper |
2022 | Do booms and busts identify bubbles in energy prices?. (2022). Khurshid, Adnan ; Su, Chiwei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000095. Full description at Econpapers || Download paper |
2022 | Oil price explosivity and stock return: Do sector and firm size matter?. (2022). Budak, Hilal ; Aktekin, Emine Dilara ; Yagli, Ibrahim ; Haykir, Ozkan. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003373. Full description at Econpapers || Download paper |
2022 | Bubble detection in Greek Stock Market: A DS-LPPLS model approach. (2022). Karakasidis, Theodoros ; Papastamatiou, Konstantinos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:587:y:2022:i:c:s0378437121008062. Full description at Econpapers || Download paper |
2022 | The price and cost of bitcoin. (2022). Marthinsen, John E ; Gordon, Steven R. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:280-288. Full description at Econpapers || Download paper |
2021 | Consumer information in a market for expert services: Experimental evidence. (2021). Bizer, Kilian ; Meub, Lukas ; Schneider, Tim. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:94:y:2021:i:c:s221480432100094x. Full description at Econpapers || Download paper |
2021 | Forecasting the importance of product attributes using online customer reviews and Google Trends. (2021). Kwong, C K ; Yakubu, Hanan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004157. Full description at Econpapers || Download paper |
2021 | Drought Shocks and Gearing Impacts on the Profitability of Sheep Farming. (2021). Yan, R ; Nordblom, Thomas ; Godfrey, Sosheel S ; Behrendt, Karl ; Hutchings, Timothy ; Robertson, Susan. In: Agriculture. RePEc:gam:jagris:v:11:y:2021:i:4:p:366-:d:538580. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2022 | Levelized Cost of Electricity Generation by Small Hydropower Projects under Clean Development Mechanism in India. (2022). Haghighi, Ali Torabi ; Kishore, Teegala Srinivasa ; Patro, Epari Ritesh. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:4:p:1473-:d:751419. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2021 | Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101. Full description at Econpapers || Download paper |
2022 | Influence of Car Configurator Webpage Data from Automotive Manufacturers on Car Sales by Means of Correlation and Forecasting. (2022). Martin, Alexandre Lerma ; Cardona, Xavier Vilasis ; Garcia, Juan Manuel. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:3:p:34-653:d:860486. Full description at Econpapers || Download paper |
2021 | Solvency Risk and Corporate Performance: A Case Study on European Retailers. (2021). Popoviciu, Alexandra Smedoiu ; Curea, Stefania Cristina ; Horobet, Alexandra ; Dumitrescu, Dan Gabriel ; Belascu, Lucian ; Botoroga, Cosmin-Alin. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:536-:d:675014. Full description at Econpapers || Download paper |
2021 | A New Model Averaging Approach in Predicting Credit Risk Default. (2021). Cucculelli, Marco ; Jha, Paritosh Navinchandra. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:114-:d:570809. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Identifying and Predicting the Credit Risk of Small and Medium-Sized Enterprises in Sustainable Supply Chain Finance: Evidence from China. (2021). Pang, Ruiqi ; Chu, Xuejian ; Yang, Yubin ; Liu, Feng. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5714-:d:558080. Full description at Econpapers || Download paper |
2022 | A Study on Integrating SMRs into Uganda’s Future Energy System. (2022). Kim, Juyoul ; Daniel, Niwagira. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:16:p:10033-:d:887362. Full description at Econpapers || Download paper |
2022 | An Integrated Model for the Geohazard Accident Duration on a Regional Mountain Road Network Using Text Data. (2022). Bai, Shumin ; Ji, Xiaofeng ; Dai, Bingyou ; Pu, Yongming ; Qin, Wenwen. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12429-:d:929547. Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2021 | Machine Learning and Credit Risk: Empirical Evidence from SMEs. (2021). Tarantino, Barbara ; Tanda, Alessandra ; Filomeni, Stefano ; Cerchiello, Paola ; Bitetto, Alessandro. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0201. Full description at Econpapers || Download paper |
2021 | The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies. (2021). el Khoury, Rim ; Fernandez-Aviles, Gema ; Haddad, Omar ; Naimy, Viviane. In: PLOS ONE. RePEc:plo:pone00:0245904. Full description at Econpapers || Download paper |
2021 | Analysis of Forecasting Models in an Electricity Market under Volatility. (2021). TAGHIZADEH-HESARY, Farhad ; Cerin, Pontus ; Yahya, Muhammad ; Sahamkhadam, Maziar ; Tang, OU ; Uddin, Gazi Salah ; Rehme, Jakob. In: ADBI Working Papers. RePEc:ris:adbiwp:1212. Full description at Econpapers || Download paper |
2022 | Building Knowledge in the Oil Market. (2022). Paraskevopoulos, Ioannis ; Corzo, Teresa ; Figuerola-Ferretti, Isabel ; Martn-Bujack, Karin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068491. Full description at Econpapers || Download paper |
2022 | Risk management for crude oil futures: an optimal stopping-timing approach. (2022). Zhan, Yaosong ; Liu, Zhenya ; Boubaker, Sabri. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04092-2. Full description at Econpapers || Download paper |
2022 | Demand Prediction in the Automobile Industry Independent of Big Data. (2022). Kato, Takumi. In: Annals of Data Science. RePEc:spr:aodasc:v:9:y:2022:i:2:d:10.1007_s40745-020-00278-w. Full description at Econpapers || Download paper |
2021 | Box-office forecasting in Korea using search trend data: a modified generalized Bass diffusion model. (2021). Kang, Daekook. In: Electronic Commerce Research. RePEc:spr:elcore:v:21:y:2021:i:1:d:10.1007_s10660-020-09456-7. Full description at Econpapers || Download paper |
2022 | Predicting cryptocurrency crash dates. (2022). Villanueva-Dominguez, Mauricio ; Rodriguez-Caballero, Vladimir C. In: Empirical Economics. RePEc:spr:empeco:v:63:y:2022:i:6:d:10.1007_s00181-022-02229-1. Full description at Econpapers || Download paper |
2022 | Comparison of ARIMA, ETS, NNAR, TBATS and hybrid models to forecast the second wave of COVID-19 hospitalizations in Italy. (2022). Perone, Gaetano. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:23:y:2022:i:6:d:10.1007_s10198-021-01347-4. Full description at Econpapers || Download paper |
2022 | Cryptocurrency trading: a comprehensive survey. (2022). Kanthan, Leslie ; Basios, Michail ; Ventre, Carmine ; Fang, Fan ; Li, Lingbo ; Wu, Fan ; Martinez-Rego, David. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-021-00321-6. Full description at Econpapers || Download paper |
2022 | Forecasting the volatility of the German stock market: New evidence. (2022). Zhang, Yaojie ; Liang, Chao. In: Applied Economics. RePEc:taf:applec:v:54:y:2022:i:9:p:1055-1070. Full description at Econpapers || Download paper |
2021 | Equilibrium Bitcoin Pricing. (2018). Menkveld, Albert ; casamatta, catherine ; BISIÈRE, Christophe ; Biais, Bruno ; Bouvard, Matthieu. In: TSE Working Papers. RePEc:tse:wpaper:33141. Full description at Econpapers || Download paper |
2022 | Where should we go? Internet searches and tourist arrivals. (2022). Cevik, Serhan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4048-4057. Full description at Econpapers || Download paper |
2021 | Intraday conditional value at risk: A periodic mixed?frequency generalized autoregressive score approach. (2021). Gribisch, Bastian ; Eckernkemper, Tobias. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:883-910. Full description at Econpapers || Download paper |
2022 | Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi ; Wen, Danyan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:230-251. Full description at Econpapers || Download paper |
2022 | Forecasting Bitcoin volatility: A new insight from the threshold regression model. (2022). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:633-652. Full description at Econpapers || Download paper |
2022 | Corporate failure prediction using threshold?based models. (2022). Veganzones, David. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:5:p:956-979. Full description at Econpapers || Download paper |
2022 | Forecasting international equity market volatility: A new approach. (2022). Li, Yan ; Liang, Chao ; Ma, Feng ; Zhang, Yaojie. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:7:p:1433-1457. Full description at Econpapers || Download paper |
2022 | Contagion or flight?to?quality? The linkage between oil price and the US dollar based on the local Gaussian approach. (2022). Dong, Minyi ; Yang, Shenggang ; Shen, Yao ; Ming, Lei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:722-750. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2019 | Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility In: Russian Journal of Industrial Economics. [Full Text][Citation analysis] | article | 1 |
2019 | Forecasting Realized Volatility of Russian stocks using Google Trends and Implied Volatility.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2010 | Modelling and forecasting the global financial crisis: Initial findings using heterosckedastic log-periodic models In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2011 | Forecasting the Global Financial Crisis in the Years 2009-2010: Ex-post Analysis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2009 | The effects of misspecified marginals and copulas on computing the value at risk: A Monte Carlo study In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 20 |
2010 | Three-stage semi-parametric estimation of T-copulas: Asymptotics, finite-sample properties and computational aspects In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 4 |
2021 | Asymmetry and hysteresis in the Russian gasoline market: The rationale for green energy exports In: Energy Policy. [Full Text][Citation analysis] | article | 0 |
2021 | Asymmetry and hysteresis in the Russian gasoline market: the rationale for green energy exports.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Global oil risks in the early 21st century In: Energy Policy. [Full Text][Citation analysis] | article | 11 |
2011 | Global oil risks in the early 21st century.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2016 | The oil price crash in 2014/15: Was there a (negative) financial bubble? In: Energy Policy. [Full Text][Citation analysis] | article | 40 |
2016 | The Oil Price Crash in 2014/15: Was There a (Negative) Financial Bubble?.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 40 | paper | |
2015 | Forecasting German car sales using Google data and multivariate models In: International Journal of Production Economics. [Full Text][Citation analysis] | article | 19 |
2015 | Forecasting German Car Sales Using Google Data and Multivariate Models.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2014 | Reviewing electricity production cost assessments In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 28 |
2013 | Reviewing electricity production cost assessments.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | paper | |
2021 | Forecasting Internal Migration in Russia Using Google Trends: Evidence from Moscow and Saint Petersburg In: Forecasting. [Full Text][Citation analysis] | article | 0 |
2021 | Forecasting internal migration in Russia using Google Trends: Evidence from Moscow and Saint Petersburg.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2020 | Does the Hashrate Affect the Bitcoin Price? In: JRFM. [Full Text][Citation analysis] | article | 4 |
2020 | Does the hashrate affect the bitcoin price?.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2021 | Crypto Exchanges and Credit Risk: Modeling and Forecasting the Probability of Closure In: JRFM. [Full Text][Citation analysis] | article | 0 |
2021 | Crypto-exchanges and Credit Risk: Modelling and Forecasting the Probability of Closure.(2021) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2022 | Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death In: JRFM. [Full Text][Citation analysis] | article | 0 |
2022 | Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2014 | Forecasting the real price of oil using online search data In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 11 |
2008 | A New Approach for Firm Value and Default Probability Estimation beyond Merton Models In: Computational Economics. [Full Text][Citation analysis] | article | 6 |
2015 | Long Memory and Periodicity in Intraday Volatility In: The Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 24 |
2012 | Long memory and Periodicity in Intraday Volatility.(2012) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
2011 | Fractionally Integrated Models for Volatility: A Review In: Palgrave Macmillan Books. [Citation analysis] | chapter | 3 |
2011 | The Intraday Analysis of Volatility, Volume and Spreads: A Review with Applications to Futures’ Markets In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
2014 | Proposed Coal Power Plants and Coal-To-Liquids Plants: Which Ones Survive and Why? In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2009 | Small Sample Properties of Copula-GARCH Modelling: A Monte Carlo Study In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 0 |
2011 | Small sample properties of copula-GARCH modelling: a Monte Carlo study.(2011) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2009 | A Copula-VAR-X Approach for Industrial Production Modelling and Forecasting In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 3 |
2010 | A copula-VAR-X approach for industrial production modelling and forecasting.(2010) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2014 | Nowcasting and Forecasting the Monthly Food Stamps Data in the US Using Online Search Data In: PLOS ONE. [Full Text][Citation analysis] | article | 5 |
2014 | Nowcasting and Forecasting the Monthly Food Stamps Data in the US using Online Search Data.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2020 | Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2020 | Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries.(2020) In: Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2020 | Discussing copulas with Sergey Aivazian: a memoir In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2022 | Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2013 | Hydrocarbon liquefaction: viability as a peak oil mitigation strategy In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2011 | Everything You Always Wanted to Know about Log Periodic Power Laws for Bubble Modelling but Were Afraid to Ask In: MPRA Paper. [Full Text][Citation analysis] | paper | 36 |
2013 | Everything you always wanted to know about log-periodic power laws for bubble modeling but were afraid to ask.(2013) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
2014 | Editorial for the Special Issue on Computational Methods for Russian Economic and Financial Modelling In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2016 | Everything you always wanted to know about bitcoin modelling but were afraid to ask In: MPRA Paper. [Full Text][Citation analysis] | paper | 18 |
2016 | Everything you always wanted to know about bitcoin modelling but were afraid to ask. I.(2016) In: Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2019 | A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
2020 | A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies.(2020) In: Economia e Politica Industriale: Journal of Industrial and Business Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2019 | The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2019 | The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades.(2019) In: Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2008 | An Econometric Analysis of Financial Data in Risk Management In: Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
2009 | Econometric Analysis of Financial Data in Risk Management.(2009) In: Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
2008 | Econometric Analysis of Financial Data in Risk Management (continuation). Section III: Managing Operational Risk In: Applied Econometrics. [Full Text][Citation analysis] | article | 2 |
2008 | Credit Risk Management In: Applied Econometrics. [Full Text][Citation analysis] | article | 13 |
2009 | Credit Risk Management (Cont.) In: Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
2011 | Analysis of multidimensional probability distributions with copula functions In: Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
2011 | Analysis of multidimensional probability distributions with copula functions. II.(2011) In: Applied Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
2011 | Analysis of multidimensional probability distributions with copula functions. III In: Applied Econometrics. [Full Text][Citation analysis] | article | 7 |
2009 | Economic Factors in a Model of Voting: The Case of The Netherlands, Great Britain, and Israel In: Applied Econometrics. [Full Text][Citation analysis] | article | 0 |
2012 | Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
2017 | Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2 In: Applied Econometrics. [Full Text][Citation analysis] | article | 3 |
2018 | Big Data for computing social well-being indices of the Russian population In: Applied Econometrics. [Full Text][Citation analysis] | article | 1 |
2022 | Forecasting oil prices with penalized regressions, variance risk premia and Google data In: Applied Econometrics. [Citation analysis] | article | 0 |
2009 | Enhanced credit default models for heterogeneous SME segments In: Journal of Financial Transformation. [Full Text][Citation analysis] | article | 3 |
2006 | A Unified Copula Framework for VaR forecasting In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2006 | A new framework for firm value using copulas In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2009 | Random Survival Forests Models for SME Credit Risk Measurement In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 28 |
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