J. Isaac Miller : Citation Profile

University of Missouri

11

H index

12

i10 index

695

Citations

RESEARCH PRODUCTION:

24

Articles

42

Papers

3

Chapters

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 33
   Journals where J. Isaac Miller has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 30 (4.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmi148
   Updated: 2025-03-08    RAS profile: 2025-01-07    
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Relations with other researchers

Works with:

Chang, Yoosoon (8)

Kim, Chang Sik (6)

Brock, William (2)

Park, Joon (2)

Choi, Yongok (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with J. Isaac Miller.

Is cited by:

Hecq, Alain (26)

Götz, Thomas (20)

Filis, George (20)

Degiannakis, Stavros (14)

Chambers, Marcus (12)

liddle, brantley (10)

MORANA, CLAUDIO (10)

Ratti, Ronald (10)

Smyth, Russell (9)

Guesmi, Khaled (9)

Nam, Kyungsik (8)

Cites to:

Chang, Yoosoon (42)

Park, Joon (40)

Phillips, Peter (31)

Kim, Chang Sik (21)

Kaufmann, Robert (20)

Santa-Clara, Pedro (15)

Valkanov, Rossen (15)

Hansen, Bruce (11)

Engle, Robert (11)

Svensson, Lars (10)

Ghysels, Eric (8)

Main data

Production by document typearticlechapterpaper20042005200620072008200920102011201220132014201520162017201820192020202120222023202420250510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20042005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 11Most cited documents123456789101112130200400600Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where J. Isaac Miller has published?

Journals with more than one article published# docs
Energy Economics6
Journal of Econometrics5
Journal of Time Series Analysis4
Econometric Reviews2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Missouri31
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School2
Working Papers / Rice University, Department of Economics2
CAEPR Working Papers / Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington2

Recent works citing J. Isaac Miller (2025 and 2024)

Year  ↓Title of citing document  ↓
2024A Learning Model with Memory in the Financial Markets. (2024). Mishra, Tapas ; DIEBOLT, Claude ; Chandrasena, Supun ; Sing, Shikta ; Enilov, Martin ; Alhussain, Abdullah ; Shi, Yue. In: Working Papers. RePEc:afc:wpaper:06-24.

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2024.

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2024Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330.

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2025Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection. (2025). Zoia, Maria Grazia ; Riso, Luigi ; Guerzoni, Marco. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0043.

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2024Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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2024Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies. (2024). Liu, Zixin ; He, Zhipeng ; Zhang, Shuguang ; Hu, Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001748.

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2024Trends in temperature data: Micro-foundations of their nature. (2024). Gonzalo, Jesus ; Ramos, Andrey ; Gadea-Rivas, Maria Dolores. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004762.

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2024Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987.

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2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

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2024On model selection criteria for climate change impact studies. (2024). Ghanem, Dalia ; Gafarov, Bulat ; Cui, Xiaomeng ; Kuffner, Todd. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002270.

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2024Reprint of: When will Arctic sea ice disappear? Projections of area, extent, thickness, and volume. (2024). Rudebusch, Glenn ; Gobel, Maximilian ; Diebold, Francis X ; Zhang, Boyuan ; Coulombe, Philippe Goulet. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623003615.

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2024Predicting tail risks and the evolution of temperatures. (2024). Martins, Luis F ; Gabriel, Vasco J ; Phella, Anthoulla. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007843.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

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2024Weather conditions, climate change, and the price of electricity. (2024). Uribe, Jorge ; Mosquera-López, Stephania ; Joaqui-Barandica, Orlando ; Mosquera-Lopez, Stephania. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004973.

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2024The spatial pattern, driving factors and evolutionary trend of energy cooperation and consumption in the “Belt and Road Initiative” countries. (2024). Wen, Zongguo ; Zhang, Zechen ; Qian, Yuan ; Cao, Xin. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s036054422402190x.

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2024Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jin E ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

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2024Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters. (2024). Wang, Chuwen ; Msofe, Zulkifr Abdallah ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002162.

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2024Does COVID-19 impact the dependence between oil and stock markets? Evidence from RCEP countries. (2024). Yuan, DI ; Zhang, Feipeng ; Li, Dongxin ; Cai, Yuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:909-939.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024Dynamic spillover between oil price shocks and technology stock indices: A country level analysis. (2024). Gubareva, Mariya ; Manel, Youssef ; Mokni, Khaled ; Umar, Zaghum. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000230.

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2024Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2024Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach. (2024). Górka, Joanna ; Grka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:5929-:d:1529737.

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2024Effet du ROP, RIP, et R sur RSP: Symétrie ou Asymétrie? Cas des pays exportateurs et importateurs de pétrole.. (2024). Harzallah, Amira ; Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:120938.

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2025What are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles. (2025). Baumann, Michael Heinrich ; Janischewski, Anja. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep065.

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Works by J. Isaac Miller:

Year  ↓Title  ↓Type  ↓Cited  ↓
In: .
[Full Text][Citation analysis]		paper0
2022Modeling and Forecasting Agricultural Commodity Support in the Developing Countries In: Commissioned Papers.
[Full Text][Citation analysis]		paper0
2018Modeling and Extrapolating Wheat Producer Support Using Income and Other Factors In: Journal of Agricultural Economics.
[Full Text][Citation analysis]		article1
2010Cointegrating regressions with messy regressors and an application to mixed‐frequency series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article5
2015Testing for Cointegration with Temporally Aggregated and Mixed-Frequency Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article19
2013Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 19		paper
2014Testing for Cointegration with Temporally Aggregated and Mixed-frequency Time Series.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2016Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2019Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article2
2018Testing Cointegrating Relationships Using Irregular and Non-Contemporaneous Series with an Application to Paleoclimate Data.(2018) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2023Business Cycle and Health Dynamics during the COVID-19 Pandemic. A Scandinavian Perspective In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption.(2024) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption.(2024) In: CAEPR Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption.(2024) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2010A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article4
2010A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2011LONG-TERM OIL PRICE FORECASTS: A NEW PERSPECTIVE ON OIL AND THE MACROECONOMY In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article17
2010Long-Term Oil Price Forecasts: A New Perspective on Oil and the Macroeconomy.(2010) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2005How They Interact to Generate Persistency in Memory In: Working Papers.
[Full Text][Citation analysis]		paper2
2005Extracting a Common Stochastic Trend: Theories with Some Applications In: Working Papers.
[Full Text][Citation analysis]		paper3
2005Extracting a Common Stochastic Trend:Theories with Some Applications.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2004Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory In: Econometric Society 2004 North American Summer Meetings.
[Citation analysis]		paper18
2010Nonlinearity, nonstationarity, and thick tails: How they interact to generate persistence in memory.(2010) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2008Nonlinearity, Nonstationarity, and Thick Tails: How They Interact to Generate Persistency in Memory.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 18		paper
2011Testing the bounds: Empirical behavior of target zone fundamentals In: Economic Modelling.
[Full Text][Citation analysis]		article1
2009Testing the Bounds: Empirical Behavior of Target Zone Fundamentals.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2009Extracting a common stochastic trend: Theory with some applications In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
2020Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate In: Journal of Econometrics.
[Full Text][Citation analysis]		article19
2018Evaluating trends in time series of distributions: A spatial fingerprint of human effects on climate.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2024Beyond RCP8.5: Marginal mitigation using quasi-representative concentration pathways In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2021Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2021Beyond RCP8.5: Marginal Mitigation Using Quasi-Representative Concentration Pathways.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2024Polar amplification in a moist energy balance model: A structural econometric approach to estimation and testing In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2023Polar Amplification in a Moist Energy Balance Model: A Structural Econometric Approach to Estimation and Testing.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2018Simple robust tests for the specification of high-frequency predictors of a low-frequency series In: Econometrics and Statistics.
[Full Text][Citation analysis]		article4
2014Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2022Modeling peak electricity demand: A semiparametric approach using weather-driven cross-temperature response functions In: Energy Economics.
[Full Text][Citation analysis]		article2
2021Modeling Peak Electricity Demand: A Semiparametric Approach Using Weather-Driven Cross Temperature Response Functions.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2009Crude oil and stock markets: Stability, instability, and bubbles In: Energy Economics.
[Full Text][Citation analysis]		article405
2009Crude Oil and Stock Markets: Stability, Instability, and Bubbles.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 405		paper
2014Time-varying Long-run Income and Output Elasticities of Electricity Demand with an Application to Korea In: Energy Economics.
[Full Text][Citation analysis]		article42
2016A new approach to modeling the effects of temperature fluctuations on monthly electricity demand In: Energy Economics.
[Full Text][Citation analysis]		article16
2015A New Approach to Modeling the Effects of Temperature Fluctuations on Monthly Electricity Demand.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2016Disentangling temporal patterns in elasticities: A functional coefficient panel analysis of electricity demand In: Energy Economics.
[Full Text][Citation analysis]		article20
2013Disentangling Temporal Patterns in Elasticities: A Functional Coefficient Panel Analysis of Electricity Demand.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2021Forecasting regional long-run energy demand: A functional coefficient panel approach In: Energy Economics.
[Full Text][Citation analysis]		article8
2019Forecasting Regional Long-Run Energy Demand: A Functional Coefficient Panel Approach.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2014On the spatial correlation of international conflict initiation and other binary and dyadic dependent variables In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article0
2013On the Spatial Correlation of International Conflict Initiation and Other Binary and Dyadic Dependent Variables.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Econometric forecasting of climate change In: Chapters.
[Full Text][Citation analysis]		chapter0
2014On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter6
2014On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2023Local Climate Sensitivity: What Can Time Series of Distributions Reveal About Spatial Heterogeneity of Climate Change? In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2024Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change In: CAEPR Working Papers.
[Full Text][Citation analysis]		paper0
2025Shocking Climate: Identifying Economic Damages from Anthropogenic and Natural Climate Change.(2025) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2014Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article14
2012Mixed-frequency Cointegrating Regressions with Parsimonious Distributed Lag Structures.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2016Conditionally Efficient Estimation of Long-Run Relationships Using Mixed-Frequency Time Series In: Econometric Reviews.
[Full Text][Citation analysis]		article11
2012Conditionally Efficient Estimation of Long-run Relationships Using Mixed-frequency Time Series.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2022Time-varying cointegration and the Kalman filter In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2019Time-Varying Cointegration and the Kalman Filter.(2019) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2009Cointegrating Regressions with Messy Regressors: Missingness, Mixed Frequency, and Measurement Error In: Working Papers.
[Full Text][Citation analysis]		paper2
2011Cointegrating MiDaS Regressions and a MiDaS Test In: Working Papers.
[Full Text][Citation analysis]		paper2
2014Time-varying Long-run Income and Output Elasticities of Electricity Demand In: Working Papers.
[Full Text][Citation analysis]		paper42
2016Time Series Analysis of Global Temperature Distributions: Identifying and Estimating Persistent Features in Temperature Anomalies In: Working Papers.
[Full Text][Citation analysis]		paper9
2017Local Climate Sensitivity: A Statistical Approach for a Spatially Heterogeneous Planet In: Working Papers.
[Full Text][Citation analysis]		paper1
2019Dating Hiatuses: A Statistical Model of the Recent Slowdown in Global Warming – and the Next One In: Working Papers.
[Full Text][Citation analysis]		paper1
2023Effects of Climate Change on House Prices in Outdoor Tourism Destinations: A Case Study of Southwestern Colorado In: Working Papers.
[Full Text][Citation analysis]		paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team