Emmanuel Haven : Citation Profile


Are you Emmanuel Haven?

Leicester University

4

H index

2

i10 index

64

Citations

RESEARCH PRODUCTION:

12

Articles

10

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 4
   Journals where Emmanuel Haven has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 5 (7.25 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha428
   Updated: 2020-07-04    RAS profile: 2016-10-19    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Baruník, Jozef (3)

Shahzad, Syed Jawad Hussain (3)

Vacha, Lukas (3)

JAMMAZI, RANIA (3)

Krehlik, Tomas (3)

Aloui, Chaker (3)

cotter, john (2)

Nguyen, Duc Khuong (2)

Ftiti, Zied (2)

Barnett, William (2)

Sun, Edward (2)

Cites to:

Piotrowski, Edward (12)

Sladkowski, Jan (12)

Scholes, Myron (5)

Lambert-Mogiliansky, Ariane (4)

Calvet, Laurent (4)

Schmeidler, David (4)

Gencay, Ramazan (4)

Pauletto, Giorgio (3)

Davidson, Russell (3)

Shubik, Martin (3)

Gilboa, Itzhak (3)

Main data


Where Emmanuel Haven has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications5
European Journal of Operational Research3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3
Computing in Economics and Finance 2006 / Society for Computational Economics2
Computing in Economics and Finance 2005 / Society for Computational Economics2

Recent works citing Emmanuel Haven (2018 and 2017)


YearTitle of citing document
2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Papers. RePEc:arx:papers:1707.07618.

Full description at Econpapers || Download paper

2017Quantum Barro--Gordon Game in Monetary Economics. (2017). Owjimehr, Sakine ; Marzban, Hussein ; Montakhab, Afshin ; Samadi, Ali Hussein. In: Papers. RePEc:arx:papers:1708.05689.

Full description at Econpapers || Download paper

2019Multiscale Features of Cross Correlation of Price and Trading Volume. (2019). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:1903.01744.

Full description at Econpapers || Download paper

2020Mapping Coupled Time-series Onto Complex Network. (2020). Jafari, Reza G ; Haven, Emmanuel ; Sheykhali, Somaye ; Askari, Jafar ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:2004.13536.

Full description at Econpapers || Download paper

2017Catching the curl: Wavelet thresholding improves forward curve modelling. (2017). Vedenov, Dmitry ; Turvey, Calum ; Eaves, James ; Power, Gabriel J. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:312-321.

Full description at Econpapers || Download paper

2020A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage. (2020). Gradojevic, Nikola ; Genay, Ramazan ; Erdemlioglu, Deniz. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:57-73.

Full description at Econpapers || Download paper

2018Long-run wavelet-based correlation for financial time series. (2018). cotter, john ; Genay, Ramazan ; Conlon, Thomas. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

Full description at Econpapers || Download paper

2019Wavelet-based option pricing: An empirical study. (2019). Liu, Xiaoquan ; Shen, Liya ; Ma, Chenghu ; Cao, YI. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:3:p:1132-1142.

Full description at Econpapers || Download paper

2018Sectoral energy consumption by source and output in the U.S.: New evidence from wavelet-based approach. (2018). Ben Salha, Ousama ; Aloui, Chaker ; Hkiri, Besma ; Ben-Salha, Ousama. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:75-96.

Full description at Econpapers || Download paper

2018Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29.

Full description at Econpapers || Download paper

2019Dynamic impact of Chinas stock market on the international commodity market. (2019). An, Haizhong ; Wen, Shaobo ; Liu, Xueyong ; Huang, Shupei. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:564-571.

Full description at Econpapers || Download paper

2018Quantum-like model of subjective expected utility. (2018). Basieva, Irina ; Khrennikov, Andrei ; Asano, Masanari ; Pothos, Emmanuel M ; Khrennikova, Polina . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:78:y:2018:i:c:p:150-162.

Full description at Econpapers || Download paper

2018A quantum-probabilistic paradigm: Non-consequential reasoning and state dependence in investment choice. (2018). Haven, Emmanuel ; Khrennikova, Polina . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:78:y:2018:i:c:p:186-197.

Full description at Econpapers || Download paper

2017Investigating existence of chaos in short and long term dynamics of Moroccan exchange rates. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:655-661.

Full description at Econpapers || Download paper

2017On fractality and chaos in Moroccan family business stock returns and volatility. (2017). Lahmiri, Salim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:473:y:2017:i:c:p:29-39.

Full description at Econpapers || Download paper

2017Modeling interactions between political parties and electors. (2017). Bagarello, F ; Gargano, F. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:481:y:2017:i:c:p:243-264.

Full description at Econpapers || Download paper

2017Cross-correlations between RMB exchange rate and international commodity markets. (2017). Lu, Xinsheng ; Qian, Yubo ; Zhou, Ying ; Li, Jianfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:168-182.

Full description at Econpapers || Download paper

2018Quantum Barro–Gordon game in monetary economics. (2018). Samadi, Ali Hussein ; Owjimehr, Sakine ; Marzban, Hussein ; Montakhab, Afshin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:489:y:2018:i:c:p:94-101.

Full description at Econpapers || Download paper

2018(H,ρ)-induced dynamics and large time behaviors. (2018). Bagarello, F ; Oliveri, F ; Gargano, F ; di Salvo, R. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:355-373.

Full description at Econpapers || Download paper

2018Statistical properties and multifractality of Bitcoin. (2018). Takaishi, Tetsuya. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:507-519.

Full description at Econpapers || Download paper

2018Forecasting exchange rate using Variational Mode Decomposition and entropy theory. (2018). He, Kaijian ; Chen, Yanhui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:15-25.

Full description at Econpapers || Download paper

2018The impact of trading volume on the stock market credibility: Bohmian quantum potential approach. (2018). NASIRI, SINA ; Jafari, G R ; Bektas, E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:1104-1112.

Full description at Econpapers || Download paper

2019Asset trading under non-classical ambiguity and heterogeneous beliefs. (2019). Patra, Sudip ; Khrennikova, Polina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:521:y:2019:i:c:p:562-577.

Full description at Econpapers || Download paper

2020Generalized Hamiltonian for a two-mode fermionic model and asymptotic equilibria. (2020). di Salvo, Rosa ; Oliveri, Francesco ; Gorgone, Matteo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317108.

Full description at Econpapers || Download paper

2020Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model. (2020). Zhou, Zhongbao ; Xiao, Helu ; Jiang, Yong ; Lin, Ling. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:543:y:2020:i:c:s0378437119319697.

Full description at Econpapers || Download paper

2020Scaling features of price–volume cross correlation. (2020). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437119322708.

Full description at Econpapers || Download paper

2017Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:453-483.

Full description at Econpapers || Download paper

2018The Causal Relationships between Inflation and Inflation Uncertainty. (2018). JAWADI, Fredj ; Barnett, William ; Ftiti, Zied. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201803.

Full description at Econpapers || Download paper

2018Risk Assessment with Wavelet Feature Engineering for High-Frequency Portfolio Trading. (2018). Sun, Edward ; Yu, Min-Teh ; Chen, Yi-Ting . In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9711-7.

Full description at Econpapers || Download paper

2018Data analytic approach for manipulation detection in stock market. (2018). Zhai, Jia ; Ding, Xuemei ; Cao, YI. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0650-0.

Full description at Econpapers || Download paper

2017Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates. (2017). Nguyen, Duc Khuong ; Jammazi, Rania. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:11:d:10.1057_s41274-016-0133-z.

Full description at Econpapers || Download paper

2018The Causal Relationships between Inflation and Inflation Uncertainty. (2018). JAWADI, Fredj ; Barnett, William ; Ftiti, Zied. In: MPRA Paper. RePEc:pra:mprapa:86478.

Full description at Econpapers || Download paper

2018Impact of foreign institutional investor trades in Indian equity and debt market: a three-dimensional analysis. (2018). Lakshmi, P ; Thenmozhi, M. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:45:y:2018:i:3:d:10.1007_s40622-018-0183-y.

Full description at Econpapers || Download paper

2018INDEX OPTIONS AND VOLATILITY DERIVATIVES IN A GAUSSIAN RANDOM FIELD RISK-NEUTRAL DENSITY MODEL. (2018). Han, Xixuan ; Yang, Hailiang ; Wei, Boyu. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:04:n:s0219024918500140.

Full description at Econpapers || Download paper

Works by Emmanuel Haven:


YearTitleTypeCited
2014The role of information in a two-traders market In: Papers.
[Full Text][Citation analysis]
paper1
2014The role of information in a two-traders market.(2014) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2014Towards a formalization of a two traders market with information exchange In: Papers.
[Full Text][Citation analysis]
paper0
2015A Generalized Probability Framework to Model Economic Agents Decisions Under Uncertainty In: Papers.
[Full Text][Citation analysis]
paper2
2016A generalized probability framework to model economic agents decisions under uncertainty.(2016) In: International Review of Financial Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2009Revealing the implied risk-neutral MGF from options: The wavelet method In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article6
2002Fuzzy interval and semi-orders In: European Journal of Operational Research.
[Full Text][Citation analysis]
article0
2010The use of interval arithmetic in solving a non-linear rational expectation based multiperiod output-inflation process model: The case of the IN/GB method In: European Journal of Operational Research.
[Full Text][Citation analysis]
article0
2012De-noising option prices with the wavelet method In: European Journal of Operational Research.
[Full Text][Citation analysis]
article28
2004The wave-equivalent of the Black–Scholes option price: an interpretation In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article3
2004An `ℏ-Brownian motion and the existence of stochastic option prices In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2015Evidence of multifractality from CEE exchange rates against Euro In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article11
2016First results on applying a non-linear effect formalism to alliances between political parties and buy and sell dynamics In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article6
2008Private Information and the ‘Information Function’: A Survey of Possible Uses In: Theory and Decision.
[Full Text][Citation analysis]
article4
2008Elementary Quantum Mechanical Principles and Social Science: Is There a Connection? In: Journal for Economic Forecasting.
[Full Text][Citation analysis]
article1
2002Price Adjustment Time and the Black-Scholes Option Pricing Model: Discussion and New Results In: Computing in Economics and Finance 2002.
[Citation analysis]
paper0
2004Option Pricing under different uncertainty regimes In: Computing in Economics and Finance 2004.
[Citation analysis]
paper0
2005Analytical solutions to the generalized Black-Scholes PDE with the help of an adiabatic approximation to the Schrödinger PDE In: Computing in Economics and Finance 2005.
[Citation analysis]
paper0
2005Value versus price of an asset: is an expected utility representation possible? In: Computing in Economics and Finance 2005.
[Citation analysis]
paper0
2006Private information and the use of a so called information function In: Computing in Economics and Finance 2006.
[Citation analysis]
paper0
2006Using wavelets to approximate the risk-neutral MGF for options In: Computing in Economics and Finance 2006.
[Citation analysis]
paper0
2013Revealing the Implied Risk-neutral MGF with the Wavelet Method In: Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2 2020. Contact: CitEc Team