Hossein Hassani : Citation Profile


Are you Hossein Hassani?

Bournemouth University

9

H index

9

i10 index

266

Citations

RESEARCH PRODUCTION:

22

Articles

12

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 20
   Journals where Hossein Hassani has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 12 (4.32 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha398
   Updated: 2022-05-21    RAS profile: 2019-02-28    
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Relations with other researchers


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:

GUPTA, RANGAN (32)

Filis, George (16)

Rua, António (15)

Thomakos, Dimitrios (14)

de Carvalho, Miguel (10)

Degiannakis, Stavros (8)

Antonakakis, Nikolaos (8)

Poncela, Pilar (8)

Azali, M. (6)

Rossi, Barbara (6)

Lee, Chin (6)

Cites to:

GUPTA, RANGAN (14)

Harvey, David (7)

Leybourne, Stephen (7)

Stock, James (5)

Watson, Mark (5)

Rogoff, Kenneth (5)

Bekaert, Geert (5)

Reinhart, Carmen (4)

Sims, Christopher (4)

Granger, Clive (4)

Kabundi, Alain (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 (2021 and 2020)


YearTitle of citing document
2021The illiquidity network of stocks in Chinas market crash. (2020). Zhao, Jichang ; Tan, Xiaoling. In: Papers. RePEc:arx:papers:2004.01917.

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2021Multivariate Circulant Singular Spectrum Analysis. (2020). Poncela, Pilar ; Senra, Eva. In: Papers. RePEc:arx:papers:2007.07561.

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2021Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.01714.

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2020Do 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.

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2020Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-42.

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2020Forecasting 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.

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2020Identifying 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.

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2021Predictivity 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.

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2021Ensemble 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.

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2020Inflation 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.

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2021A panel cointegrating rank test with structural breaks and cross-sectional dependence. (2021). Karaman Örsal, Deniz ; Deniz Dilan Karaman , ; Arsova, Antonia. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:107-129.

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2020Indonesian 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.

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2021Do 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.

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2020Brexit: 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.

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2021On 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.

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2021Macroeconomic 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.

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2022Principal 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.

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2020Forecasting 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.

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2021Digital 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.

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2021Forecasting 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.

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2021Technological 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.

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2021What 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.

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2021Dynamics 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.

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2020A 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.

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2020Selecting 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.

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2020A 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.

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2021Hybrid 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.

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2021Who 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.

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2021A 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.

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2021Moving 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.

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2021Performance 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.

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2020.

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2021.

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2020Hybrid 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.

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2021Gold 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.

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2021The 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.

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2022Safe 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.

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2021Does 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.

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2021Developing 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.

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2020.

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2021Heterogeneous 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.

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2021Evaluating 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.

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2021Assessing 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.

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2021A 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.

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2021Mathematical 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.

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2021Forecasting 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.

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2022Forecasting 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.

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2020Can 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.

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2022Singular 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.

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2022A 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.

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Works by Hossein Hassani:


YearTitleTypeCited
2013Predicting inflation dynamics with singular spectrum analysis In: Journal of the Royal Statistical Society Series A.
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article20
2017A statistical study of the short- and long-term drivers of crude oil prices In: OPEC Energy Review.
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article0
2017A statistics-based approach for crude oil supply risk assessment In: OPEC Energy Review.
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article0
2010On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? In: CEFAGE-UE Working Papers.
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paper4
2015On the use of singular spectrum analysis for forecasting U.S. trade before, during and after the 2008 recession In: International Economics.
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article12
2008Mixed Poisson models and singular spectrum analysis in marketing research, econometrics and other areas In: Economics Bulletin.
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article0
2017Cross country relations in European tourist arrivals In: Annals of Tourism Research.
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article9
2018A statistical approach for a fuel subsidy mechanism In: Energy Policy.
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article2
2009Forecasting European industrial production with singular spectrum analysis In: International Journal of Forecasting.
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article49
2015The United Kingdom productivity paradox: Myth or reality In: The Journal of Economic Asymmetries.
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article0
2010A note on the sum of the sample autocorrelation function In: Physica A: Statistical Mechanics and its Applications.
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article2
2012The sample autocorrelation function and the detection of long-memory processes In: Physica A: Statistical Mechanics and its Applications.
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article2
2018Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models In: Physica A: Statistical Mechanics and its Applications.
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article5
2015Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models.(2015) In: Working Papers.
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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.
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article8
2017The role of innovation and technology in sustaining the petroleum and petrochemical industry In: Technological Forecasting and Social Change.
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article10
2015A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts In: Econometrics.
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article13
2008On the Application of Data Mining to Official Data In: MPRA Paper.
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2007Singular Spectrum Analysis: Methodology and Comparison In: MPRA Paper.
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2013On the Folded Normal Distribution In: MPRA Paper.
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2005A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Upper Outliers in a Normal Sample In: MPRA Paper.
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paper1
2007IS THE SAMPLE COEFFICIENT OF VARIATION A GOOD ESTIMATOR FOR THE POPULATION COEFFICIENT OF VARIATION? In: MPRA Paper.
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2014Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test In: Working Papers.
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paper6
2014Forecasting the Price of Gold In: Working Papers.
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paper21
2015Forecasting the price of gold.(2015) In: Applied Economics.
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2014Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis In: Working Papers.
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paper4
2015Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques In: Working Papers.
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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 Discussion Papers.
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2009Two new confidence intervals for the coefficient of variation in a normal distribution In: Journal of Applied Statistics.
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article2
2011Multivariate singular spectrum analysis for forecasting revisions to real-time data In: Journal of Applied Statistics.
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2013Forecasting before, during, and after recession with singular spectrum analysis In: Journal of Applied Statistics.
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article4
2018Vector and recurrent singular spectrum analysis: which is better at forecasting? In: Journal of Applied Statistics.
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article3
2013Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis In: Journal of Forecasting.
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article20
2018Modeling European industrial production with multivariate singular spectrum analysis: A cross†industry analysis In: Journal of Forecasting.
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article7

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