Hossein Hassani : Citation Profile

Are you Hossein Hassani?

Bournemouth University

7

H index

4

i10 index

152

Citations

RESEARCH PRODUCTION:

22

Articles

12

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 11
   Journals where Hossein Hassani has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 12 (7.32 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha398
   Updated: 2019-09-14    RAS profile: 2019-02-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

GUPTA, RANGAN (7)

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

Is cited by:

GUPTA, RANGAN (20)

Filis, George (15)

de Carvalho, Miguel (10)

Degiannakis, Stavros (8)

Antonakakis, Nikolaos (7)

Rua, António (6)

Habibullah, Muzafar Shah (6)

Lee, Chin (6)

Poskitt, Donald (5)

Mukherjee, Zinnia (4)

Razmi, Fatemeh (4)

Cites to:

GUPTA, RANGAN (14)

Leybourne, Stephen (7)

Harvey, David (7)

Watson, Mark (5)

Stock, James (5)

Rogoff, Kenneth (5)

Bekaert, Geert (5)

Reinhart, Carmen (4)

Sims, Christopher (4)

Granger, Clive (4)

Croushore, Dean (4)

Main data

Where Hossein Hassani has published?

Journals with more than one article published# docs
Journal of Applied Statistics4
Physica A: Statistical Mechanics and its Applications3
OPEC Energy Review2
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
Working Papers / University of Pretoria, Department of Economics5

Recent works citing Hossein Hassani (2018 and 2017)

YearTitle of citing document
2017Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa. (2017). le Roux, Sara ; Biekpe, Nicholas ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:17/039.

Full description at Econpapers || Download paper

2017Inflation and the steeplechase between economic activity variables: evidence for G7 countries. (2017). Vašíček, Bořek ; Plašil, Miroslav ; Boek, Vaiek ; Miroslav, Plail ; Jaromir, Baxa . In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:17:y:2017:i:1:p:42:n:3.

Full description at Econpapers || Download paper

2018AVERAGE MONTHLY TEMPERATURE FORECAST IN ROMANIA BY USING SINGULAR SPECTRUM ANALYSIS. (2018). Cristian, Marinoiu. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2018:v:3:p:48-57.

Full description at Econpapers || Download paper

2018Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries. (2018). Giannellis, Nikolaos ; Koukouritakis, Minoas. In: Working Papers. RePEc:crt:wpaper:1806.

Full description at Econpapers || Download paper

2017How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Mohamed, Azali ; Razmi, Fatemeh . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-02-72.

Full description at Econpapers || Download paper

2017Forecasting accuracy evaluation of tourist arrivals. (2017). GUPTA, RANGAN ; Filis, George ; Antonakakis, Nikolaos ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:112-127.

Full description at Econpapers || Download paper

2019Forecasting tourism demand with denoised neural networks. (2019). Huang, XU ; Heravi, Saeed ; Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:74:y:2019:i:c:p:134-154.

Full description at Econpapers || Download paper

2018Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression. (2018). Lahmiri, Salim. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:320:y:2018:i:c:p:444-451.

Full description at Econpapers || Download paper

2017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). Arteche, Josu ; Garcia-Enriquez, Javier . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98.

Full description at Econpapers || Download paper

2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

Full description at Econpapers || Download paper

2018Forecasting oil prices: High-frequency financial data are indeed useful. (2018). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:388-402.

Full description at Econpapers || Download paper

2017Operational modal analysis on a VAWT in a large wind tunnel using stereo vision technique. (2017). Najafi, Nadia ; Paulsen, Uwe Schmidt . In: Energy. RePEc:eee:energy:v:125:y:2017:i:c:p:405-416.

Full description at Econpapers || Download paper

2019A novel combination forecasting model for wind power integrating least square support vector machine, deep belief network, singular spectrum analysis and locality-sensitive hashing. (2019). Zheng, Feng ; Liao, Xiaobing ; Le, Jian ; Zhang, Yachao. In: Energy. RePEc:eee:energy:v:168:y:2019:i:c:p:558-572.

Full description at Econpapers || Download paper

2017Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2017). Rua, António ; de Carvalho, Miguel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:185-198.

Full description at Econpapers || Download paper

2017Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application. (2017). Poskitt, Donald ; Rahman, Atikur M. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:199-213.

Full description at Econpapers || Download paper

2017EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues. (2017). Thomakos, Dimitrios ; Papailias, Fotis. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:214-229.

Full description at Econpapers || Download paper

2018Structured low-rank matrix completion for forecasting in time series analysis. (2018). Gillard, Jonathan ; Usevich, Konstantin. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:582-597.

Full description at Econpapers || Download paper

2018The causal impact of HACCP on seafood imports in the U.S.: An application of difference-in-differences within the gravity model. (2018). Chen, Rui ; Hartarska, Valentina. In: Food Policy. RePEc:eee:jfpoli:v:79:y:2018:i:c:p:166-178.

Full description at Econpapers || Download paper

2017Do trend extraction approaches affect causality detection in climate change studies?. (2017). Mukherjee, Zinnia ; GUPTA, RANGAN ; Huang, XU ; Hassani, Hossein ; Ghodsi, Mansi . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:469:y:2017:i:c:p:604-624.

Full description at Econpapers || Download paper

2017The performance of one belt and one road exchange rate: Based on improved singular spectrum analysis. (2017). Lai, Lin ; Guo, Kun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:299-308.

Full description at Econpapers || Download paper

2019Hydrological natural inflow and climate variables: Time and frequency causality analysis. (2019). Huang, XU ; Dhesi, Gurjeet ; Cyrino, Fernando Luiz ; Hassani, Hossein ; Maaira, Paula Medina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:480-495.

Full description at Econpapers || Download paper

2019Sum of squared ACF and the Ljung–Box statistics. (2019). Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:81-86.

Full description at Econpapers || Download paper

2018Forecasting UK consumer price inflation using inflation forecasts. (2018). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:3:p:367-378.

Full description at Econpapers || Download paper

2019Research on a combined model based on linear and nonlinear features - A case study of wind speed forecasting. (2019). Zhang, Kequan ; Wang, Jianzhou ; Leng, Wennan ; Lu, Haiyan ; Dong, Yunxuan ; Qu, Zongxi. In: Renewable Energy. RePEc:eee:renene:v:130:y:2019:i:c:p:814-830.

Full description at Econpapers || Download paper

2019Do gold mining stocks behave like gold or equities? Evidence from the UK and the US. (2019). Dar, Arif ; Bhanja, Niyati ; Paul, Manas . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:369-384.

Full description at Econpapers || Download paper

2018Enhancing ICT for environmental sustainability in sub-Saharan Africa. (2018). le Roux, Sara ; Asongu, Simplice ; Biekpe, Nicholas. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:127:y:2018:i:c:p:209-216.

Full description at Econpapers || Download paper

2019Does knowledge base complexity affect spatial patterns of innovation? An empirical analysis in the upstream petroleum industry. (2019). Rosiello, Alessandro ; Maleki, Ali. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:143:y:2019:i:c:p:273-288.

Full description at Econpapers || Download paper

2018NKPC-Based Inflation Forecasts with a Time-Varying Trend. (2018). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Serie documentos de trabajo del Centro de Estudios Económicos. RePEc:emx:ceedoc:2018-05.

Full description at Econpapers || Download paper

2017An Innovative Hybrid Model Based on Data Pre-Processing and Modified Optimization Algorithm and Its Application in Wind Speed Forecasting. (2017). Jiang, Ping ; Yang, Wendong ; Zhang, Kequan ; Wang, Zeng. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:7:p:954-:d:104152.

Full description at Econpapers || Download paper

2017Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis. (2017). GUPTA, RANGAN ; Hassani, Hossein ; Segnon, Mawuli ; Ghodsi, Zara . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9548-x.

Full description at Econpapers || Download paper

2019A Nationwide or Localized Housing Crisis? Evidence from Structural Instability in US Housing Price and Volume Cycles. (2019). Huang, Meichi. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9822-9.

Full description at Econpapers || Download paper

2017Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA. (2017). Poncela, Pilar ; Bogalo, Juan ; Senra, Eva . In: MPRA Paper. RePEc:pra:mprapa:76023.

Full description at Econpapers || Download paper

2017How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Razmi, Fatemeh . In: MPRA Paper. RePEc:pra:mprapa:79079.

Full description at Econpapers || Download paper

2017Enhancing ICT for Environmental Sustainability in Sub-Saharan Africa. (2017). le Roux, Sara ; Biekpe, Nicholas ; Asongu, Simplice. In: MPRA Paper. RePEc:pra:mprapa:83219.

Full description at Econpapers || Download paper

2018Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality?. (2018). GUPTA, RANGAN ; Demirer, Riza ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201880.

Full description at Econpapers || Download paper

2019The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach. (2019). Wohar, Mark E ; Gupta, Rangan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:201936.

Full description at Econpapers || Download paper

2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis. (2019). Rua, Antonio ; Thomakos, Dimitrios ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Working Papers. RePEc:ptu:wpaper:w201913.

Full description at Econpapers || Download paper

2017A comparative stationarity analysis of EEG signals. (2017). Rasoulzadeh, V ; Zergerolu, Aykan S ; Ulusoy, I ; Yogurt, T A ; Erkus, E C. In: Annals of Operations Research. RePEc:spr:annopr:v:258:y:2017:i:1:d:10.1007_s10479-016-2187-3.

Full description at Econpapers || Download paper

2018Forecasting Inflation Rate: Professional Against Academic, Which One is More Accurate. (2018). Hassani, Hossein ; Easaw, Joshy ; Heravi, Saeed ; Coreman, Jan. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:16:y:2018:i:3:d:10.1007_s40953-017-0114-3.

Full description at Econpapers || Download paper

2017Fractal analysis of the ground-recorded ULF magnetic fields prior to the 11 March 2011 Tohoku earthquake (M W = 9): discriminating possible earthquake precursors from space-sourced disturbances. (2017). Hayakawa, Masashi ; Potirakis, Stelios M ; Schekotov, Alexander . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:85:y:2017:i:1:d:10.1007_s11069-016-2558-8.

Full description at Econpapers || Download 2017

Design of Seasonal Adjustment Filter Robust to Variations in the Seasonal Behaviour of Time Series. (2017). Cohen, Martelotte Marcela ; Antonio, Silva Eduardo ; Castro, Souza Reinaldo . In: Journal of Official Statistics. RePEc:vrs:offsta:v:33:y:2017:i:1:p:155-186:n:9.

Full description at Econpapers || Download paper

2017Forecasting Capacity of ARIMA Models; A Study on Croatian Industrial Production and its Sub-sectors. (2017). Saa, Daniel Tomia . In: Zagreb International Review of Economics and Business. RePEc:zag:zirebs:v:20:y:2017:i:1:p:81-99.

Full description at Econpapers || Download paper

Works by Hossein Hassani:

YearTitleTypeCited
2013Predicting inflation dynamics with singular spectrum analysis In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article12
2017A statistical study of the short- and long-term drivers of crude oil prices In: OPEC Energy Review.
[Full Text][Citation analysis]		article0
2017A statistics-based approach for crude oil supply risk assessment In: OPEC Energy Review.
[Full Text][Citation analysis]		article0
2010On 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]		paper3
2015On 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]		article8
2008Mixed Poisson models and singular spectrum analysis in marketing research, econometrics and other areas In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2017Cross country relations in European tourist arrivals In: Annals of Tourism Research.
[Full Text][Citation analysis]		article3
2018A statistical approach for a fuel subsidy mechanism In: Energy Policy.
[Full Text][Citation analysis]		article0
2009Forecasting European industrial production with singular spectrum analysis In: International Journal of Forecasting.
[Full Text][Citation analysis]		article35
2015The United Kingdom productivity paradox: Myth or reality In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article0
2010A note on the sum of the sample autocorrelation function In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2012The sample autocorrelation function and the detection of long-memory processes In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2018Predicting 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]		article3
2015Predicting 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: 3		paper
2012On 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]		article3
2017The role of innovation and technology in sustaining the petroleum and petrochemical industry In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article4
2015A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts In: Econometrics.
[Full Text][Citation analysis]		article5
2008On the Application of Data Mining to Official Data In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007Singular Spectrum Analysis: Methodology and Comparison In: MPRA Paper.
[Full Text][Citation analysis]		paper32
2013On the Folded Normal Distribution In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2005A 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]		paper0
2007IS THE SAMPLE COEFFICIENT OF VARIATION A GOOD ESTIMATOR FOR THE POPULATION COEFFICIENT OF VARIATION? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2014Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test In: Working Papers.
[Citation analysis]		paper1
2014Forecasting the Price of Gold In: Working Papers.
[Citation analysis]		paper9
2015Forecasting the price of gold.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		article
2014Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis In: Working Papers.
[Citation analysis]		paper2
2015Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques In: Working Papers.
[Citation analysis]		paper1
2013Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach In: Economics & Management Discussion Papers.
[Full Text][Citation analysis]		paper0
2009Two new confidence intervals for the coefficient of variation in a normal distribution In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article2
2011Multivariate singular spectrum analysis for forecasting revisions to real-time data In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article9
2013Forecasting before, during, and after recession with singular spectrum analysis In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article3
2018Vector and recurrent singular spectrum analysis: which is better at forecasting? In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article0
2013Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis In: Journal of Forecasting.
[Citation analysis]		article13
2018Modeling European industrial production with multivariate singular spectrum analysis: A cross†industry analysis In: Journal of Forecasting.
[Full Text][Citation analysis]		article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team