12
H index
14
i10 index
896
Citations
Jaroslava Hlouskova : Citation Profile
Institut für Höhere Studien (IHS) | RESEARCH PRODUCTION: 36 Articles 32 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (2000 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jaroslava Hlouskova. | Is cited by:
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Main data
Where Jaroslava Hlouskova has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Forecasting | 4 |
| Journal of Mathematical Economics | 2 |
| Econometric Reviews | 2 |
| Mathematical Methods of Operations Research | 2 |
| Journal of Optimization Theory and Applications | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics Series / Institute for Advanced Studies | 14 |
| IHS Working Paper Series / Institute for Advanced Studies | 7 |
Recent works citing Jaroslava Hlouskova (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2025 | A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963. Full description at Econpapers || Download paper |
| 2024 | The impact of climate change and policies on productivity. (2024). Strobel, Johannes ; Schulte, Patrick ; Röhe, Oke ; Parker, Miles ; Bijnens, Gert ; Anyfantaki, Sofia ; de Mulder, Jan ; Colciago, Andrea ; Loureno, Nuno ; Schroth, Joachim ; Rohe, Oke ; Merikull, Jaanika ; Lopez-Garcia, Paloma ; Labhard, Vincent ; Falck, Elisabeth. In: Occasional Paper Series. RePEc:ecb:ecbops:2024340. Full description at Econpapers || Download paper |
| 2024 | TriChronoNet: Advancing electricity price prediction with Multi-module fusion. (2024). Gu, Weixi ; Jiang, Weiwei ; He, Miao. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s0306261924010092. Full description at Econpapers || Download paper |
| 2024 | A hybrid framework for day-ahead electricity spot-price forecasting: A case study in China. (2024). Zhang, Sui ; Huang, Siwan ; Zhong, Ming ; Li, LI ; Wang, Kai ; Shi, Jianheng ; Hou, Xuebing. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012467. Full description at Econpapers || Download paper |
| 2024 | Does childhood adversity affect household portfolio decisions? Evidence from the Chinese Great Famine. (2024). Smyth, Russell ; Cheng, Zhiming ; Zhang, LE. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001160. Full description at Econpapers || Download paper |
| 2024 | A semiparametric model for the cause-specific hazard under risk proportionality. (2024). Emura, Takeshi ; Wilke, Ralf A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:195:y:2024:i:c:s0167947324000379. Full description at Econpapers || Download paper |
| 2024 | Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839. Full description at Econpapers || Download paper |
| 2024 | Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331. Full description at Econpapers || Download paper |
| 2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). Vandenbroucke, Jurgen ; van Dolder, Dennie. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper |
| 2024 | Disentangled Seasonal-Trend representation of improved CEEMD-GRU joint model with entropy-driven reconstruction to forecast signi?cant wave height. (2024). Pei, Yuguo ; Li, Zhiyang ; Zhao, Lingxiao ; Qu, Leilei. In: Renewable Energy. RePEc:eee:renene:v:226:y:2024:i:c:s0960148124004105. Full description at Econpapers || Download paper |
| 2024 | Flexibility in jobs and autonomy on saving: Mental accounting of personal pension saving decision in Chinese part-time employees. (2024). Zhao, Zhichao ; Mu, Huaizhong ; Du, Fangyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s105905602400491x. Full description at Econpapers || Download paper |
| 2024 | Long-term economic impact of disasters: Evidence from multiple earthquakes in China. (2024). Tang, Yugang ; Liu, Qiannan ; Huang, Lulu. In: World Development. RePEc:eee:wdevel:v:174:y:2024:i:c:s0305750x23002644. Full description at Econpapers || Download paper |
| 2024 | Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression. (2024). Pawowski, Micha ; Drachal, Krzysztof. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:34-:d:1366740. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Pooled mean group estimation of an energy-globalization-emissions nexus: Evidence from the selected South- and South-East Asian countries. (2024). Ahmed, Khalid. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:7:p:3625-3646. Full description at Econpapers || Download paper |
| 2024 | Forecasting Hourly Spot Prices in Indian Electricity Market. (2024). Mukherjee, Paramita ; Lahiri, Poulomi ; Coondoo, Dipankor. In: Studies in Microeconomics. RePEc:sae:miceco:v:12:y:2024:i:3:p:273-295. Full description at Econpapers || Download paper |
| 2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper |
Works by Jaroslava Hlouskova:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | GMM Estimation of Affine Term Structure Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | GMM estimation of affine term structure models.(2020) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2015 | GMM Estimation of Affine Term Structure Models.(2015) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | NATURAL DISASTERS AS CREATIVE DESTRUCTION? EVIDENCE FROM DEVELOPING COUNTRIES In: Economic Inquiry. [Full Text][Citation analysis] | article | 198 |
| 2005 | CEEC growth projections: Certainly necessary and necessarily uncertain In: The Economics of Transition. [Full Text][Citation analysis] | article | 26 |
| 2004 | CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain.(2004) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| 2009 | Finite Sample Correction Factors for Panel Cointegration Tests* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
| 2009 | Finite Sample Correction Factors for Panel Cointegration Tests.(2009) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2002 | The CEEC10s Real Convergence Prospects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2001 | The CEEC10s Real Convergence Prospects.(2001) In: Transition Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2016 | The role of the marginal rate of substitution of wealth for a loss averse investor In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2004 | Forecasting electricity spot-prices using linear univariate time-series models In: Applied Energy. [Full Text][Citation analysis] | article | 129 |
| 2009 | Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
| 2004 | Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management.(2004) In: Cahiers de Recherches Economiques du Département d'économie. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2011 | Optimal asset allocation under linear loss aversion In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 20 |
| 2010 | Optimal Asset Allocation Under Linear Loss Aversion.(2010) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2017 | The consumption–investment decision of a prospect theory household: A two-period model In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | The consumption–investment decision of a prospect theory household: A two-period model with an endogenous second period reference level In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level.(2018) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2024 | Prospect theory and asset allocation In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Prospect theory and asset allocation.(2022) In: IHS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Real options and the value of generation capacity in the German electricity market In: Review of Financial Economics. [Full Text][Citation analysis] | article | 23 |
| 2005 | Real options and the value of generation capacity in the German electricity market.(2005) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
| 2005 | The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study In: Economics Working Papers. [Full Text][Citation analysis] | paper | 188 |
| 2006 | The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study.(2006) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | article | |
| 2005 | The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study.(2005) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 188 | paper | |
| 2014 | Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 1 |
| 2020 | AgroTutor: A Mobile Phone Application Supporting Sustainable Agricultural Intensification In: Sustainability. [Full Text][Citation analysis] | article | 2 |
| 2007 | An Integrated CVaR and Real Options Approach to Investments in the Energy Sector In: Economics Series. [Full Text][Citation analysis] | paper | 8 |
| 2007 | The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study In: Economics Series. [Full Text][Citation analysis] | paper | 113 |
| 2010 | The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study.(2010) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | article | |
| 2009 | Growth Regressions, Principal Components and Frequentist Model Averaging In: Economics Series. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Capital Income Taxation and Risk Taking under Prospect Theory In: Economics Series. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Capital income taxation and risk taking under prospect theory.(2012) In: International Tax and Public Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2012 | What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment? In: Economics Series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Optimal Asset Allocation under Quadratic Loss Aversion In: Economics Series. [Full Text][Citation analysis] | paper | 1 |
| 2014 | Can Macroeconomists Get Rich Forecasting Exchange Rates? In: Economics Series. [Full Text][Citation analysis] | paper | 4 |
| 2014 | Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2014 | Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2016 | The Consumption-Investment Decision of a Prospect Theory Household In: Economics Series. [Full Text][Citation analysis] | paper | 2 |
| 2017 | Exchange rate forecasting and the performance of currency portfolios In: Economics Series. [Full Text][Citation analysis] | paper | 6 |
| 2018 | Exchange rate forecasting and the performance of currency portfolios.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2001 | Legal Restrictions on Portfolio Holdings: Some Empirical Results In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Capital income taxation under full loss offset provisions of a prospect theory investor In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | A behavioral economic approach to multiple job holdings with leisure In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Regime-dependent commodity price dynamics: A predictive analysis In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Regime‐dependent commodity price dynamics: A predictive analysis.(2024) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2021 | Financial instability and economic activity In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Regime-dependent nowcasting of the Austrian economy In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Inflation Forecasting in Turbulent Times In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | An Algorithm for Portfolio Optimization with Transaction Costs In: Management Science. [Full Text][Citation analysis] | article | 12 |
| 2015 | Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 3 |
| 2005 | Beating the random walk in Central and Eastern Europe In: Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
| 2014 | Loss-Aversion with Kinked Linear Utility Functions In: Computational Economics. [Full Text][Citation analysis] | article | 6 |
| 2023 | Financial and economic uncertainties and their effects on the economy In: Empirica. [Full Text][Citation analysis] | article | 0 |
| 2017 | A behavioral portfolio approach to multiple job holdings In: Review of Economics of the Household. [Full Text][Citation analysis] | article | 10 |
| 2018 | Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices In: European Review of Agricultural Economics. [Full Text][Citation analysis] | article | 3 |
| 2013 | The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 3 |
| 2004 | Forecasting exchange rates in transition economies: A comparison of multivariate time series models In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
| 2007 | An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 6 |
| 2007 | An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 7 |
| 2000 | The efficient frontier for bounded assets In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 20 |
| 2015 | Downside loss aversion: Winner or loser? In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2000 | Forecasting the Euro exchange rate using vector error correction models In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 11 |
| 2002 | Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management In: Diskussionsschriften. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Whats Really the Story with this Balassa-Samuelson Effect in the CEECs? In: Diskussionsschriften. [Full Text][Citation analysis] | paper | 25 |
| 2016 | Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2021 | Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team