9
H index
9
i10 index
266
Citations
Bournemouth University | 9 H index 9 i10 index 266 Citations RESEARCH PRODUCTION: 22 Articles 12 Papers 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 Hossein Hassani. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Applied Statistics | 4 |
Physica A: Statistical Mechanics and its Applications | 3 |
OPEC Energy Review | 2 |
Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 5 |
Working Papers / University of Pretoria, Department of Economics | 5 |
Year | Title of citing document |
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2021 | The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917. Full description at Econpapers || Download paper |
2021 | Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561. Full description at Econpapers || Download paper |
2021 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714. Full description at Econpapers || Download paper |
2020 | Do Protectionist Trade Policies Integrate Domestic Markets? Evidence from the Canada-U.S. Softwood Lumber Dispute. (2020). , Craig ; Guo, Jinggang. In: Staff Working Papers. RePEc:bca:bocawp:20-10. Full description at Econpapers || Download paper |
2020 | Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-42. Full description at Econpapers || Download paper |
2020 | Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472. Full description at Econpapers || Download paper |
2020 | Identifying SVARs from sparse narrative instruments: dynamic effects of U.S. macroprudential policies. (2020). Rünstler, Gerhard ; Budnik, Katarzyna ; Runstler, Gerhard. In: Working Paper Series. RePEc:ecb:ecbwps:20202353. Full description at Econpapers || Download paper |
2021 | Predictivity of tourism demand data. (2021). Law, Rob ; Vu, Huyquan ; Muskat, Birgit ; Li, Gang ; Zhang, Yishuo. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001122. Full description at Econpapers || Download paper |
2021 | Ensemble forecasting for product futures prices using variational mode decomposition and artificial neural networks. (2021). Huang, Keke ; Liu, Yishun ; Wang, Chengzhu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921001740. Full description at Econpapers || Download paper |
2020 | Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393. Full description at Econpapers || Download paper |
2021 | A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Ãrsal, Deniz ; Deniz Dilan Karaman , ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129. Full description at Econpapers || Download paper |
2020 | Indonesian electricity load forecasting using singular spectrum analysis, fuzzy systems and neural networks. (2020). Sulandari, Winita ; Rodrigues, Paulo Canas ; Lee, Muhammad Hisyam. In: Energy. RePEc:eee:energy:v:190:y:2020:i:c:s0360544219321036. Full description at Econpapers || Download paper |
2021 | Do protectionist trade policies integrate domestic markets? Evidence from the Canada-U.S. softwood lumber dispute. (2021). , Craig ; Guo, Jinggang. In: Forest Policy and Economics. RePEc:eee:forpol:v:130:y:2021:i:c:s1389934121001313. Full description at Econpapers || Download paper |
2020 | Brexit: Tracking and disentangling the sentiment towards leaving the EU. (2020). Martos, Gabriel ; de Carvalho, Miguel. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1128-1137. Full description at Econpapers || Download paper |
2021 | On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation. (2021). Kunst, Robert ; Costantini, Mauro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:445-460. Full description at Econpapers || Download paper |
2021 | Macroeconomic data transformations matter. (2021). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1338-1354. Full description at Econpapers || Download paper |
2022 | Principal component analysis and clustering on manifolds. (2022). Huckemann, Stephan F ; Eltzner, Benjamin ; Wiechers, Henrik ; Mardia, Kanti V. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21001408. Full description at Econpapers || Download paper |
2020 | Forecasting excess returns of the gold market: Can we learn from stock market predictions?. (2020). Dichtl, Hubert. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300716. Full description at Econpapers || Download paper |
2021 | Digital humans in fashion: Will consumers interact?. (2021). Bonetti, Francesca ; Silva, Emmanuel Sirimal. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:60:y:2021:i:c:s0969698920314375. Full description at Econpapers || Download paper |
2021 | Forecasting intermittent demand for inventory management by retailers: A new approach. (2021). , Erjiang ; Wang, Haoqing ; Tian, Xin. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:62:y:2021:i:c:s0969698921002289. Full description at Econpapers || Download paper |
2021 | Technological development of E&P companies in developing countries: An integrative approach to define and prioritize customized elements of technological capability in EOR. (2021). Shavvalpour, Saeed ; Tarighi, Sina. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000684. Full description at Econpapers || Download paper |
2021 | What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities. (2021). Oliyide, Johnson A ; Adekoya, Oluwasegun B ; Tahir, Hammad. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001343. Full description at Econpapers || Download paper |
2021 | Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. (2021). Dar, Arif ; Bhanja, Niyati ; Paul, Manas ; Shah, Adil Ahmad. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001689. Full description at Econpapers || Download paper |
2020 | A novel Granger causality method based on HSIC-Lasso for revealing nonlinear relationship between multivariate time series. (2020). Han, Min ; Li, Baisong ; Ren, Weijie. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318217. Full description at Econpapers || Download paper |
2020 | Selecting optimal lag order in Ljung–Box test. (2020). Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320618. Full description at Econpapers || Download paper |
2020 | A novel learning function based on Kriging for reliability analysis. (2020). Chen, Siyu ; Zhou, Yicheng ; Lu, Zhenzhou ; Shi, Yan. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:198:y:2020:i:c:s0951832019304788. Full description at Econpapers || Download paper |
2021 | Hybrid wind speed forecasting model based on multivariate data secondary decomposition approach and deep learning algorithm with attention mechanism. (2021). Feng, Ruijun ; Zhang, Wenyu ; Xiao, Jiuhong ; Chen, Yong. In: Renewable Energy. RePEc:eee:renene:v:174:y:2021:i:c:p:688-704. Full description at Econpapers || Download paper |
2021 | Who drives green innovations? Characteristics and policy implications for green building collaborative innovation networks in China. (2021). Li, Yang ; Wang, GE ; Lei, Heqian ; Nie, Qingwei ; Hu, Wenbo ; Zuo, Jian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:143:y:2021:i:c:s1364032121001696. Full description at Econpapers || Download paper |
2021 | A dynamic multi-sector analysis of technological catch-up: The impact of technology cycle times, knowledge base complexity and variety. (2021). Maleki, Ali ; Rosiello, Alessandro. In: Research Policy. RePEc:eee:respol:v:50:y:2021:i:3:s0048733320302687. Full description at Econpapers || Download paper |
2021 | Moving toward rice self-sufficiency in sub-Saharan Africa by 2030: Lessons learned from 10 years of the Coalition for African Rice Development. (2021). Futakuchi, Koichi ; Saito, Kazuki ; Fatognon, Irene Akoko ; Arouna, Aminou. In: World Development Perspectives. RePEc:eee:wodepe:v:21:y:2021:i:c:s2452292921000059. Full description at Econpapers || Download paper |
2021 | Performance Evaluation of Neural Network-Based Short-Term Solar Irradiation Forecasts. (2021). Hwang, Youngseok ; Um, Jung-Sup ; Liebermann, Simon ; Schluter, Stephan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:11:p:3030-:d:560922. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2021 | . Full description at Econpapers || Download paper |
2020 | Hybrid Stochastic-Grey Model to Forecast the Behavior of Metal Price in the Mining Industry. (2020). Uroevi, Katarina ; Belji, Edomir ; Halilovi, Devdet ; Gligori, Milo . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6533-:d:398268. Full description at Econpapers || Download paper |
2021 | Gold Against the Machine. (2021). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10019-z. Full description at Econpapers || Download paper |
2021 | The ENSO Cycle and Forecastability of Global Inflation and Output Growth: Evidence from Standard and Mixed-Frequency Multivariate Singular Spectrum Analyses. (2021). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:202169. Full description at Econpapers || Download paper |
2022 | Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data. (2022). GUPTA, RANGAN ; Pierdzioch, Christian ; Karmakar, Sayar. In: Working Papers. RePEc:pre:wpaper:202201. Full description at Econpapers || Download paper |
2021 | Does Organizational Justice Influence Employee Innovative Behavior in an Arabic Context? Evidence From the Libyan Oil Industry. (2021). Fadul, Ali. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211043931. Full description at Econpapers || Download paper |
2021 | Developing an Evaluation Model for Monitoring Country-Based Tourism Competitiveness. (2021). Chiang, Jui-Te ; Ko, Pen-Fa ; Liu, Yung-Lun. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211047559. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2021 | Heterogeneous effects of visa exemption policy on international tourist arrivals: Evidence from Indonesia. (2021). Yudhistira, Muhammad ; Sofiyandi, Yusuf ; Pratama, Andhika Putra ; Indriyani, Witri. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:703-720. Full description at Econpapers || Download paper |
2021 | Evaluating performance of super-efficiency models in ranking efficient decision-making units based on Monte Carlo simulations. (2021). Li, Yongjun ; Emrouznejad, Ali ; Shang, Haichao ; Zhang, Linda L ; Xie, Qiwei. In: Annals of Operations Research. RePEc:spr:annopr:v:305:y:2021:i:1:d:10.1007_s10479-021-04148-3. Full description at Econpapers || Download paper |
2021 | Assessing the effects of desertification control projects using socio-economic indicators in the arid regions of eastern Iran. (2021). Talebanfard, Ali ; Kolahi, Mahdi ; Akbari, Morteza ; Khashtabeh, Rokhsareh. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:7:d:10.1007_s10668-020-01065-6. Full description at Econpapers || Download paper |
2021 | A novel approach for predicting burned forest area. (2021). Guney, Cokun Okan ; Cekim, Hatice Oncel ; Ozkan, Kurad ; Ozel, Gamze ; Enturk, Ozdemir. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:105:y:2021:i:2:d:10.1007_s11069-020-04395-w. Full description at Econpapers || Download paper |
2021 | Mathematical optimization for time series decomposition. (2021). Kundakcioglu, Erhun O ; Gozuyilmaz, Seyma. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:43:y:2021:i:3:d:10.1007_s00291-021-00637-w. Full description at Econpapers || Download paper |
2021 | Forecasting in the presence of instabilities: How do we know whether models predict well and how to improve them. (2019). Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1711. Full description at Econpapers || Download paper |
2022 | Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality?. (2022). Demirer, Riza ; Gupta, Rangan ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2146-2152. Full description at Econpapers || Download paper |
2020 | Can online search data improve the forecast accuracy of pork price in China?. (2020). Ling, Liwen ; Mugera, Amin W ; Chen, Shanying ; Zhang, Dabin. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:4:p:671-686. Full description at Econpapers || Download paper |
2022 | Singular spectrum analysis for value at risk in stochastic volatility models. (2022). Arteche, Josu ; Garciaenriquez, Javier. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:3-16. Full description at Econpapers || Download paper |
2022 | A state?dependent linear recurrent formula with application to time series with structural breaks. (2022). Fay, Damien ; Rahmani, Donya. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:43-63. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Predicting inflation dynamics with singular spectrum analysis In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 20 |
2017 | A statistical study of the short- and long-term drivers of crude oil prices In: OPEC Energy Review. [Full Text][Citation analysis] | article | 0 |
2017 | A statistics-based approach for crude oil supply risk assessment In: OPEC Energy Review. [Full Text][Citation analysis] | article | 0 |
2010 | On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? In: CEFAGE-UE Working Papers. [Full Text][Citation analysis] | paper | 4 |
2015 | On the use of singular spectrum analysis for forecasting U.S. trade before, during and after the 2008 recession In: International Economics. [Full Text][Citation analysis] | article | 12 |
2008 | Mixed Poisson models and singular spectrum analysis in marketing research, econometrics and other areas In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2017 | Cross country relations in European tourist arrivals In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 9 |
2018 | A statistical approach for a fuel subsidy mechanism In: Energy Policy. [Full Text][Citation analysis] | article | 2 |
2009 | Forecasting European industrial production with singular spectrum analysis In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 49 |
2015 | The United Kingdom productivity paradox: Myth or reality In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 0 |
2010 | A note on the sum of the sample autocorrelation function In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2012 | The sample autocorrelation function and the detection of long-memory processes In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
2018 | Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
2015 | Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2012 | On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
2017 | The role of innovation and technology in sustaining the petroleum and petrochemical industry In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 10 |
2015 | A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts In: Econometrics. [Full Text][Citation analysis] | article | 13 |
2008 | On the Application of Data Mining to Official Data In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2007 | Singular Spectrum Analysis: Methodology and Comparison In: MPRA Paper. [Full Text][Citation analysis] | paper | 42 |
2013 | On the Folded Normal Distribution In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
2005 | A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Upper Outliers in a Normal Sample In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2007 | IS THE SAMPLE COEFFICIENT OF VARIATION A GOOD ESTIMATOR FOR THE POPULATION COEFFICIENT OF VARIATION? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2014 | Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test In: Working Papers. [Citation analysis] | paper | 6 |
2014 | Forecasting the Price of Gold In: Working Papers. [Citation analysis] | paper | 21 |
2015 | Forecasting the price of gold.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | article | |
2014 | Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis In: Working Papers. [Citation analysis] | paper | 4 |
2015 | Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques In: Working Papers. [Citation analysis] | paper | 1 |
2013 | Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Two new confidence intervals for the coefficient of variation in a normal distribution In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 2 |
2011 | Multivariate singular spectrum analysis for forecasting revisions to real-time data In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 12 |
2013 | Forecasting before, during, and after recession with singular spectrum analysis In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 4 |
2018 | Vector and recurrent singular spectrum analysis: which is better at forecasting? In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
2013 | Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis In: Journal of Forecasting. [Citation analysis] | article | 20 |
2018 | Modeling European industrial production with multivariate singular spectrum analysis: A cross†industry analysis In: Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
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