Ronald Mahieu : Citation Profile


Are you Ronald Mahieu?

Universiteit van Tilburg

10

H index

11

i10 index

456

Citations

RESEARCH PRODUCTION:

13

Articles

36

Papers

2

Books

RESEARCH ACTIVITY:

   24 years (1994 - 2018). See details.
   Cites by year: 19
   Journals where Ronald Mahieu has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 14 (2.98 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma286
   Updated: 2020-10-17    RAS profile: 2014-01-16    
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Relations with other researchers


Works with:

Raes, Louis (5)

Eijffinger, Sylvester (5)

masciandaro, donato (2)

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

Is cited by:

Weron, Rafał (26)

masciandaro, donato (15)

Dungey, Mardi (12)

Fry-McKibbin, Renee (11)

Trueck, Stefan (11)

Janczura, Joanna (9)

Bos, Charles (9)

Shephard, Neil (8)

Hurn, Stan (6)

Broeders, Dirk (6)

Romelli, Davide (6)

Cites to:

Bollerslev, Tim (13)

Rossi, Peter (10)

Eijffinger, Sylvester (10)

Andersen, Torben (9)

Shephard, Neil (8)

Swanson, Eric (8)

Bekaert, Geert (7)

Raes, Louis (7)

Stulz, René (7)

Huisman, Ronald (6)

Wolff, Christian (6)

Main data


Where Ronald Mahieu has published?


Journals with more than one article published# docs
Energy Economics3
Journal of International Money and Finance2
Journal of Applied Econometrics2

Working Papers Series with more than one paper published# docs
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam10
Tinbergen Institute Discussion Papers / Tinbergen Institute4
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute3

Recent works citing Ronald Mahieu (2020 and 2019)


YearTitle of citing document
2020Fast calibration of two-factor models for energy option pricing. (2018). de Nicolao, Giuseppe ; Marziali, Andrea ; Fabbiani, Emanuele. In: Papers. RePEc:arx:papers:1809.03941.

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2020A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456.

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2019BEHAVIORAL MONETARY POLICYMAKING: ECONOMICS, POLITICAL ECONOMY AND PSYCHOLOGY. (2019). Romelli, Davide ; masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19105.

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2019The Central Bank Governor and Interest Rate Setting by Committee. (2019). Piccillo, Giulia ; van Ommeren, Emile. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7822.

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2019A higher-order Markov chain-modulated model for electricity spot-price dynamics. (2019). Xiong, Heng ; Mamon, Rogemar. In: Applied Energy. RePEc:eee:appene:v:233-234:y:2019:i::p:495-515.

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2019Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model. (2019). Wang, Shixuan ; Gözgör, Giray ; Apergis, Nicholas ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:129-142.

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2019The multilateral relationship between oil and G10 currencies. (2019). MacDonald, Ronald ; Kunkler, Michael. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:444-453.

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2019Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes. (2019). Heni, Boubaker ; Souhir, Ben Amor ; Lotfi, Belkacem. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:635-655.

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2019Stochastic modeling of intraday photovoltaic power generation. (2019). Muller, Gernot ; Lingohr, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:175-186.

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2019Storage cost induced by a large substitution of nuclear by intermittent renewable energies: The French case. (2019). Pommeret, Stanislas ; Percebois, Jacques. In: Energy Policy. RePEc:eee:enepol:v:135:y:2019:i:c:s0301421519306548.

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2019A characterization of CAT bond performance indices. (2019). Lai, Van Son ; Godin, Frederic ; Trottier, Denis-Alexandre. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:431-437.

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2020Mexican peso-USD exchange rate: A switching linear dynamical model application. (2020). Torres-Preciado, Victor H ; Velasco-Cruz, Ciro ; Saldaa-Zepeda, Dayna P. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:80-91.

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2019Does risk premium help uncover the uncovered interest parity failure?. (2019). Kumar, Satish. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443118302725.

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2019Does it pay to pay performance fees? Empirical evidence from Dutch pension funds. (2019). Broeders, Dirk ; Rijsbergen, David R ; van Oord, Arco . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:299-312.

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2019Market specific seasonal trading behavior in NASDAQ OMX electricity options. (2019). Rothovius, Timo ; Nikkinen, Jussi. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:13:y:2019:i:c:p:16-29.

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2019Illiquidity in the Japan electric power exchange. (2019). Ikeda, Shin S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:16-39.

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2019Congestion by accident? A two-way relationship for highways in England. (2019). Pasidis, Ilias. In: Journal of Transport Geography. RePEc:eee:jotrge:v:76:y:2019:i:c:p:301-314.

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2019An econophysics approach to study the effect of BREXIT referendum on European Union stock markets. (2019). Ferreira, Paulo ; Guedes, E F ; Zebende, G F ; Dionisio, Andreia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:1175-1182.

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2019Robust forecasting of electricity prices: Simulations, models and the impact of renewable sources. (2019). Nan, Fany ; Grossi, Luigi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:141:y:2019:i:c:p:305-318.

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2019A Speculative Trading Model for the Electricity Market: Based on Japan Electric Power Exchange. (2019). Shimada, Koji ; Maekawa, Jun. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:15:p:2946-:d:253507.

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2019Impact of Price–Quantity Uncertainties and Risk Aversion on Energy Retailer’s Pricing and Hedging Behaviors. (2019). Chiang, Sum Wai ; Victor, Wai Kin ; Kong, Ying ; Xiang, Haitao . In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3296-:d:261303.

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2019Optimal Operation of Critical Peak Pricing for an Energy Retailer Considering Balancing Costs. (2019). Yoon, Yong Tae ; Lee, Gyu Sub ; Song, Hye Yoon. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:24:p:4658-:d:295463.

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2020Comparison of Electricity Spot Price Modelling and Risk Management Applications. (2020). Adiyeke, Esra ; Anakolu, Ethem . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4698-:d:411305.

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2020Electricity Portfolio Optimization for Large Consumers: Iberian Electricity Market Case Study. (2020). Sawik, Bartosz ; Pinto-Varela, Tania ; Canelas, Emanuel. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:9:p:2249-:d:353782.

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2019Selectivity and Market Timing Ability of Fund Managers: Comparative Analysis of Islamic and Conventional HSBC Saudi Mutual Funds. (2019). Zouaoui, Marwa. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:7:y:2019:i:3:p:48-:d:263760.

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2020Impacts of subsidized renewable electricity generation on spot market prices in Germany : Evidence from a GARCH model with panel data. (2020). Lemoine, Killian ; Pham, Thao. In: Working Papers. RePEc:hal:wpaper:hal-02568268.

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2019Lack of international risk management in BREXIT?. (2019). , Paul. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:16:y:2019:i:1:d:10.1007_s10368-019-00433-6.

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2019Regime-Switching And Levy Jump Dynamics In Option-Adjusted Spreads. (2019). Shaw, Charles. In: MPRA Paper. RePEc:pra:mprapa:94154.

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2020Investigating the Effects of Government Expenditure and Money Supply on Unemployment in Namibia. (2020). Kaulihowa, Teresia ; Shigwedha, Wilhelmine Naapopye. In: Journal of Economics and Behavioral Studies. RePEc:rnd:arjebs:v:12:y:2020:i:4:p:73-83.

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2020Do mutual funds have consistency in their performance?. (2020). Zia-ur-Rehman Rao, ; Umar, Muhammad ; Ahsan, Tanveer ; Tauni, Muhammad Zubair. In: Portuguese Economic Journal. RePEc:spr:portec:v:19:y:2020:i:2:d:10.1007_s10258-019-00163-2.

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Works by Ronald Mahieu:


YearTitleTypeCited
2016Monetary Policy Committees, Voting Behavior and Ideal Points In: BAFFI CAREFIN Working Papers.
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paper0
2015Hawks and Doves at the FOMC In: CEPR Discussion Papers.
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paper10
2015Hawks and Doves at the FOMC.(2015) In: Discussion Paper.
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This paper has another version. Agregated cites: 10
paper
2017The World We Live In: Local or Global? In: CEPR Discussion Papers.
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paper0
1999Price Discovery on Foreign Exchange Markets In: CEPR Discussion Papers.
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paper5
2007Irving Fisher, Expectational Errors, and the UIP Puzzle In: CEPR Discussion Papers.
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paper9
2010The bond yield conundrum: alternative hypotheses and the state of the economy In: CEPR Discussion Papers.
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paper2
2010The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy.(2010) In: Discussion Paper.
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This paper has another version. Agregated cites: 2
paper
2011Can the Fed talk the hind legs off the stock market? In: CEPR Discussion Papers.
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paper2
2017Can the Fed Talk the Hind Legs Off the Stock Market?.(2017) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 2
article
2013Inferring hawks and doves from voting records In: CEPR Discussion Papers.
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paper10
2018Inferring hawks and doves from voting records.(2018) In: European Journal of Political Economy.
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article
2013Inferring Hawks and Doves from Voting Records.(2013) In: Discussion Paper.
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This paper has another version. Agregated cites: 10
paper
1994Neglected Common Factors in Exchange Rate Volatility In: CEPR Financial Markets Paper.
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paper41
1994Neglected common factors in exchange rate volatility.(1994) In: Journal of Empirical Finance.
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This paper has another version. Agregated cites: 41
article
2000Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers.
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paper19
1999Daily exchange rate behaviour and hedging of currency risk.(1999) In: Econometric Institute Research Papers.
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2000Daily exchange rate behaviour and hedging of currency risk.(2000) In: Econometric Institute Research Papers.
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This paper has another version. Agregated cites: 19
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2000Daily exchange rate behaviour and hedging of currency risk.(2000) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 19
article
1999Daily Exchange Rate Behaviour and Hedging of Currency Risk.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2001Daily Exchange Rate Behaviour and Hedging of Currency Risk.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 19
paper
2003Regime jumps in electricity prices In: Energy Economics.
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article135
2001Regime Jumps in Electricity Prices.(2001) In: ERIM Report Series Research in Management.
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This paper has another version. Agregated cites: 135
paper
2007Hourly electricity prices in day-ahead markets In: Energy Economics.
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article88
2007Hourly Electricity Prices in Day-Ahead Markets.(2007) In: ERIM Report Series Research in Management.
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This paper has another version. Agregated cites: 88
paper
2009Electricity portfolio management: Optimal peak/off-peak allocations In: Energy Economics.
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article18
2007Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations.(2007) In: ERIM Report Series Research in Management.
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This paper has another version. Agregated cites: 18
paper
2009Electricity portfolio management : Optimal peak/off-peak allocations.(2009) In: Other publications TiSEM.
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paper
1998Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 In: Journal of International Money and Finance.
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article17
2013Factor decomposition and diversification in European corporate bond markets In: Journal of International Money and Finance.
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article1
2000On the variation of hedging decisions in daily currency risk management In: Econometric Institute Research Papers.
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paper2
2001On the Variation of Hedging Decisions in Daily Currency Risk Management.(2001) In: Tinbergen Institute Discussion Papers.
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2007Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later In: ERIM Report Series Research in Management.
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paper2
2004Financial Integration Through Benchmarks: The European Banking Sector In: ERIM Report Series Research in Management.
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paper1
2003International Portfolio Choice In: ERIM Report Series Research in Management.
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paper0
2003A Range-Based Multivariate Model for Exchange Rate Volatility In: ERIM Report Series Research in Management.
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paper2
2007Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk In: ERIM Report Series Research in Management.
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paper1
2007Do Exchange Rates Move in Line With Uncovered Interest Parity? In: ERIM Report Series Research in Management.
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paper1
2007Hedging Exposure to Electricity Price Risk in a Value at Risk Framework In: ERIM Report Series Research in Management.
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paper2
2016The SSM at 1 In: SUERF Studies.
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book2
2016Central banking and monetary policy: Which will be the post-crisis new normal? Abstract: Central Bankers are currently facing big challenges in designing and implementing monetary policy, as well as w In: SUERF Studies.
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book2
1994Stochastic volatility and the distribution of exchange rate news In: Discussion Paper / Institute for Empirical Macroeconomics.
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paper11
1999Price Discovery on Foreign Exchange Markets with Differentially Informed Traders. In: Southern California - School of Business Administration.
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paper3
1999Price Discovery on Foreign Exchange Markets with Differentially Informed Traders.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 3
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1998An empirical application of stochastic volatility models In: Journal of Applied Econometrics.
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article35
2012Performance Persistence of Dutch Pension Funds In: De Economist.
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article7
1998A Bayesian analysis of stock return volatility and trading volume In: Applied Financial Economics.
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article6
2006A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates In: Econometric Reviews.
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article6
2012Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072) In: Discussion Paper.
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paper0
2013Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records In: Discussion Paper.
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paper11
2012Performance persistence of Dutch pension plans In: Other publications TiSEM.
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paper5

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