Erwin Hansen : Citation Profile

Universidad de Chile

6

H index

5

i10 index

194

Citations

RESEARCH PRODUCTION:

22

Articles

9

Papers

1

Chapters

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 9
   Journals where Erwin Hansen has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 7 (3.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha681
   Updated: 2025-12-20    RAS profile: 2025-07-07    
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Relations with other researchers

Works with:

Guidolin, Massimo (2)

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

Is cited by:

Brown, Martin (14)

Ongena, Steven (14)

Yesin, Pinar (9)

Hardy, Bryan (8)

De Gregorio, Jose (5)

Cowan, Kevin (5)

Ozmen, Erdal (5)

Kirschenmann, Karolin (5)

Caballero, Julian (4)

Fadinger, Harald (4)

Yigit, Serkan (4)

Cites to:

Valdés, Rodrigo (14)

Rogoff, Kenneth (13)

Zhou, Guofu (12)

Bollerslev, Tim (11)

Heckman, James (10)

Campbell, John (10)

Stambaugh, Robert (10)

Blanchard, Olivier (10)

De Gregorio, Jose (9)

Bekaert, Geert (9)

Rossi, Barbara (9)

Main data

Where Erwin Hansen has published?

Journals with more than one article published# docs
Resources Policy2
International Review of Finance2
International Review of Financial Analysis2
Finance Research Letters2
Journal Economía Chilena (The Chilean Economy)2

Working Papers Series with more than one paper published# docs
IDB Publications (Working Papers) / Inter-American Development Bank3
BAFFI CAREFIN Working Papers / BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy2
Research Department Publications / Inter-American Development Bank, Research Department2

Recent works citing Erwin Hansen (2025 and 2024)

YearTitle of citing document
2024On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures. (2024). Wang, Zian ; Li, Xinshu. In: Papers. RePEc:arx:papers:2409.08355.

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2024COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning. (2024). Wang, Zian ; Lu, Xinyi. In: Papers. RePEc:arx:papers:2409.08356.

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2024Sectoral Performance of ESG Enabled Stocks during COVID-19 Pandemic in the Indian Stock Market. (2024). Jindal, Padmini ; Olasiuk, Hanna ; Kalyani, Sushil ; Arora, Geetika ; Sharma, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-25.

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2024Systematic COVID risk, idiosyncratic COVID risk and stock returns. (2024). Wan, Xiaoyuan ; Zhang, Jiachen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001274.

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2025Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds. (2025). Fu, Xinxin ; Luo, Changqing ; Dong, Liang ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002080.

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2024Time-to-build, regulation, and investment. (2024). Jeon, Haejun. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:3:p:999-1019.

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2025Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent. (2025). Zyildirim, Sheyla ; Ordu-Akkaya, Beyza Mina. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000482.

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2024Asymmetric relationship between carbon market and energy markets. (2024). Tiwari, Aviral ; Lee, Chien-Chiang ; Shao, David Xuefeng ; Aikins, Emmanuel Joel. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034340.

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2024Factor models for Chinese A-shares. (2024). Swinkels, Laurens ; Zhou, Weili ; Hanauer, Matthias X ; Jansen, Maarten. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300491x.

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2024Volatility feedback and dealership position: Evidence from the CDS Index, Corporate Bonds, and Government Bonds. (2024). Chen, Steven Shu-Hsiu. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012054.

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2025The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach. (2025). Hadad, Elroi ; Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015617.

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2025Rethinking MM2: Tax shields and equity valuation. (2025). Kang, Hyoung-Goo ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325003939.

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2025How do enterprise big data applications mitigate asset mispricing?. (2025). Wang, LI ; Lin, Xiaolan. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005197.

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2024Exploring accounting and AI using topic modelling. (2024). Feeney, Orla ; Murphy, Brid ; Lynn, Theo ; Rosati, Pierangelo. In: International Journal of Accounting Information Systems. RePEc:eee:ijoais:v:55:y:2024:i:c:s1467089524000423.

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2024Do FX interventions lead to higher FX debt? Evidence from firm-level data. (2024). Mano, Rui ; Kim, Minsuk ; Mrkaic, Mico. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001475.

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2024Time-varying and multi-scale analysis of copper price influencing factors based on LASSO and EMD methods. (2024). Guo, Yaoqi ; Liu, Yanqiong ; Wei, Qing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000072.

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2025Globality in the metal markets: Leveraging cross-learning to forecast aluminum and copper prices. (2025). Dimitriou, Dimitrios ; Oikonomou, Konstantinos ; Damigos, Dimitris. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s030142072500100x.

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2024Reliable novel hybrid extreme gradient boosting for forecasting copper prices using meta-heuristic algorithms: A thirty-year analysis. (2024). Nabavi, Zohre ; Mirzehi, Mohammad ; Dehghani, Hesam. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s030142072400151x.

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2024A novel copper price forecasting ensemble method using adversarial interpretive structural model and sparrow search algorithm. (2024). Wang, Qizhou ; Li, Ning ; Jia, Mingtao ; Yan, Dairong. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002599.

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2025Is it just green? Asymmetry behavior of returns in green investments. (2025). Vo, Xuan Vinh ; Nautiyal, Neeraj ; Ur, Mobeen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002515.

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2024Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Li, Yueshan ; Chen, Shoudong ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

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2024Does enhancing the vividness in connection with the future self increase savings behavior? A field experiment. (2024). Reyes, Tomas ; Enei, Gonzalo ; Larach, Francisco ; Kausel, Edgar E ; Chacon, Alvaro. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:110:y:2024:i:c:s2214804324000429.

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2025Linear and nonlinear econometric models against machine learning models: realized volatility prediction. (2025). Kili, Rehim. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-61.

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2025Logistic-Based Forecasting Exercise on the Availability of the Materials Currently Identified as the Most Critical for the Energy Transition. (2025). Devezas, Tessaleno. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:17:p:4686-:d:1741502.

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2025Copper Price Forecasting Based on Improved Least Squares Support Vector Machine with Butterfly Optimization Algorithm. (2025). Zhong, Ziyu ; Ling, Jialu ; Wei, Helin. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10609-1.

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2024Presidential Approval Ratings and Stock Market Performance in Latin America. (2024). GUPTA, RANGAN ; van Eyden, Renee ; Jaichand, Yuvana. In: Working Papers. RePEc:pre:wpaper:202411.

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2024Pathways to Individual Financial Well-Being: Conceptual Framework and Future Research Agenda. (2024). Singh, Manjit ; Kaur, Gagandeep. In: FIIB Business Review. RePEc:sae:fbbsrw:v:13:y:2024:i:1:p:27-41.

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2024Unlocking the black box: Non-parametric option pricing before and during COVID-19. (2024). Gradojevic, Nikola ; Kukolj, Dragan. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04578-7.

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2025The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis. (2025). Boubaker, Sabri ; Manita, Riadh ; Ngo, Thanh. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05506-z.

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2025Short term forecasting of base metals prices using a LightGBM and a LightGBM - ARIMA ensemble. (2025). Oikonomou, Konstantinos ; Damigos, Dimitris. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00437-y.

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2024Financial contagion in the US, European and Chinese stock markets during global shocks. (2024). Yu, Marina. In: Journal of New Economy. RePEc:url:izvest:v:25:y:2024:i:4:p:47-67.

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Works by Erwin Hansen:

YearTitleTypeCited
2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper3
2018Portfolio Performance of Linear SDF Models: An Out-of-Sample Assessment.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2018Portfolio performance of linear SDF models: an out-of-sample assessment.(2018) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2023Time-Varying Risk Aversion and International Stock Returns In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper1
2025Time-varying risk aversion and international stock returns.(2025) In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2016Responsible Personal Finance: The Role of Conscientiousness in Bank and Pension Savings in Chile In: International Review of Finance.
[Full Text][Citation analysis]		article5
2021When does the Central Bank intervene the foreign exchange market? Estimating a timeâ€varying threshold intervention function In: International Review of Finance.
[Full Text][Citation analysis]		article0
2013Determinants of corporate exchange rate exposure in Chilean firms In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article2
2005Currency Mismatches in Non-Financial Firms in Chile In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article6
2006Currency Mismatches in Chilean Nonfinancial Corporations In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]		chapter8
2005Currency Mismatches, Balance Sheet Effects and Hedging in Chilean non-Financial Corporations In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]		paper88
2005Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations.(2005) In: IDB Publications (Working Papers).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2005Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations.(2005) In: Research Department Publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 88		paper
2024On the robustness of the relationship between tax progressivity, growth, and inequality in the US In: Economics Letters.
[Full Text][Citation analysis]		article0
2022Economic evaluation of asset pricing models under predictability In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2024Machine-learning stock market volatility: Predictability, drivers, and economic value In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2025Price effects of asset forced sales during massive pension funds withdrawals In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2022Asset pricing model uncertainty and portfolio choice In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2024Stock returns and tax progressivity In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2019Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach In: Journal of Financial Markets.
[Full Text][Citation analysis]		article26
2017Stockpiling cash when it takes time to build: Exploring price differentials in a commodity boom In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2022The reinvestment by multinationals as a capital flow: Crises, imbalances, and the cash-based current account In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2023Gold risk premium estimation with machine learning methods In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article1
2020A random walk through the trees: Forecasting copper prices using decision learning methods In: Resources Policy.
[Full Text][Citation analysis]		article18
2021Economic drivers of commodity volatility: The case of copper In: Resources Policy.
[Full Text][Citation analysis]		article10
2008Inversión, desfase de madurez y choques de liquidez en Chile In: El Trimestre Económico.
[Full Text][Citation analysis]		article0
2015Multinationals Stockpiling Cash: Exploring a Commodity Boom In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper0
2017Corporate Currency Risk and Hedging in Chile: Real and Financial Effects In: IDB Publications (Working Papers).
[Full Text][Citation analysis]		paper13
2005Descalces cambiarios, repercusiones en el balance general y protección contra el riesgo en empresas no financieras chilenas In: Research Department Publications.
[Full Text][Citation analysis]		paper0
2021Economic policy uncertainty and presidential approval: Evidence from Latin America In: PLOS ONE.
[Full Text][Citation analysis]		article1
2025Forecasting the Volatility of US Oil and Gas Firms With Machine Learning In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2016Pricing S&P 500 Index Options: A Conditional Semiâ€Nonparametric Approach In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1

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