Hassan Mohammadi : Citation Profile

Are you Hassan Mohammadi?

Illinois State University (50% share)
Economic Research Forum (ERF) (50% share)

14

H index

17

i10 index

699

Citations

RESEARCH PRODUCTION:

33

Articles

3

Papers

1

Chapters

RESEARCH ACTIVITY:

   33 years (1989 - 2022). See details.
   Cites by year: 21
   Journals where Hassan Mohammadi has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 9 (1.27 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmo1200
   Updated: 2024-04-18    RAS profile: 2024-02-06    
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Relations with other researchers

Works with:

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

Is cited by:

Bahmani-Oskooee, Mohsen (33)

Hegerty, Scott (15)

Hasanov, Fakhri (11)

Tiwari, Aviral (9)

Magazzino, Cosimo (8)

Payne, James (8)

Reboredo, Juan (8)

Baek, Jungho (7)

Smyth, Russell (7)

Shahbaz, Muhammad (6)

Forte, Francesco (5)

Cites to:

Pesaran, Mohammad (27)

Enders, Walter (20)

Pedroni, Peter (17)

Engle, Robert (14)

Payne, James (12)

Bollerslev, Tim (12)

shin, yongcheol (10)

Johansen, Soren (7)

Diebold, Francis (7)

Hansen, Bruce (7)

Perron, Pierre (7)

Main data

Where Hassan Mohammadi has published?

Journals with more than one article published# docs
Energy Economics8
Economia Internazionale / International Economics4
Applied Economics Letters3
Applied Economics3
Atlantic Economic Journal2
Journal of Economics and Finance2
Journal of Economic Studies2
The Quarterly Review of Economics and Finance2

Recent works citing Hassan Mohammadi (2024 and 2023)

YearTitle of citing document
2023A hybrid model for day-ahead electricity price forecasting: Combining fundamental and stochastic modelling. (2023). Musgens, Felix ; Grothe, Oliver ; Mobius, Thomas ; Watermeyer, Mira. In: Papers. RePEc:arx:papers:2304.09336.

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2023Carbon Price Forecasting with Quantile Regression and Feature Selection. (2023). Fan, Chenyou ; Tan, Kehui ; Pang, Tianqi. In: Papers. RePEc:arx:papers:2305.03224.

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2023Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12.

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2023Impact of Oil Factor on Investment: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Huseyn, Afag ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-14.

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2023The Impact of Natural Gas Prices on Electricity Tariffs in the UK. (2023). Althaqafi, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-9.

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2023The Relationship between Economic Growth and Energy Consumption Disaggregated by Sector: The Case of Morocco. (2023). Rahaoui, Tawfiq ; Yousfi, Abdellah ; Tatou, Fatima Zahraa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-59.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023Impact of Oil Factor on Consumer Market: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Mileddin, Sabuhi Tanriverdiyev ; Gadim, Ibrahim Guliyev ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-23.

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2023Wavelet Coherence and Continuous Wavelet Transform - Implementation and Application to the Relationship between Exchange Rate and Oil Price for Importing and Exporting Countries. (2023). Aladwani, Jassim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-54.

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2023Renewable Energy Consumption Convergence in G-7 Countries. (2023). Catik, Abdurrahman Nazif ; Helmi, Mohamad Husam ; Sigeze, Ciler ; Balli, Esra ; Coskun, Nuran. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-22.

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2023Examining crude oil price outlook amidst substitute energy price and household energy expenditure in the USA: A novel nonparametric multivariate QQR approach. (2023). Usman, Ojonugwa ; Ozkan, Oktay ; Alola, Andrew Adewale. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001111.

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2023Sectoral convergence analysis of Chinas emissions intensity and its implications. (2023). Yuan, Rong ; Zheng, Shenglin. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222023982.

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2023Energy demand forecasting in China: A support vector regression-compositional data second exponential smoothing model. (2023). Xiao, Xinping ; Wen, Jianghui ; Zhang, Yue ; Rao, Congjun ; Goh, Mark. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222028419.

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2023Club convergence analysis of city-level electricity consumption in Turkey. (2023). Yildiz, Hakan ; Tatan, Huseyin. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222031814.

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2023International and Chinese energy markets: Dynamic spillover effects. (2023). Zhang, Shuquan ; Wang, Wenhuan. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223021187.

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2023Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412.

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2023A three-factor stochastic model for forecasting production of energy materials. (2023). Orlando, Giuseppe ; Bufalo, Michele. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005347.

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2023Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586.

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2023Dynamic comovement and extreme risk spillovers between international crude oil and Chinas non-ferrous metal futures market. (2023). Zeng, Song ; Zhang, Tianding. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007061.

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2023Supply and demand shocks in the global oil market: How much do they matter for exchange rates in OPEC members?. (2023). Baek, Jungho. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000144.

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2023Hidden causality between oil prices and exchange rates. (2023). An, Feng ; Wu, Tao ; Wang, ZE ; Gao, Xiangyun. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002209.

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2023Natural resource curse: A literature survey and comparative assessment of regional groupings of oil-rich countries. (2023). Benhin, James ; Alssadek, Marwan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s030142072300452x.

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2023Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war. (2023). Tiwari, Aviral Kumar ; Waheed, Rida ; Sarwar, Suleman ; Aziz, Ghazala ; Lei, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723003562.

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2023What impacts foreign capital flows to Chinas stock markets? Evidence from financial risk spillover networks. (2023). Li, Songsong ; Xu, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:559-577.

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2023Civic engagement and energy transition in the Nordic-Baltic Sea Region: Parametric and nonparametric inquiries. (2023). Gatto, Andrea ; Sadik-Zada, Elkhan Richard. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pa:s0038012122001379.

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2023Oil Price Forecasting Using FRED Data: A Comparison between Some Alternative Models. (2023). Chidmi, Benaissa ; al Shammre, Abdullah Sultan. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:11:p:4451-:d:1160822.

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2023ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193.

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2023.

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2023.

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2023On the Club Convergence in China’s Provincial Coal Consumptions: Evidence from a Nonlinear Time-Varying Factor Model. (2023). Wang, Bangjun ; Qin, Ruxiang ; He, Yinnan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:1881-:d:1040394.

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2023Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. (2023). Karlsson, Hyunjoo Kim ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10266-2.

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2023Examining volatility and spillover effects between markets for sovereign bonds of African countries and the world’s long term interest rate. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:117491.

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2023Investigating Volatility Transmissions among Sovereign Bonds in African and Emerging Markets Using Multivariate GARCH Models. (2023). Debalke, Negash Mulatu. In: MPRA Paper. RePEc:pra:mprapa:118447.

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2023Returns and Volatility Spillover between Nigeria and Selected Global Stock Markets: A Diebold-Yilmaz Approach. (2023). Karimo, Tari M ; Atoi, Ngozi V ; Tumala, Mohammed M. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0943.

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2023A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting. (2023). GUPTA, RANGAN ; Zhang, Han. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5.

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2023Optimal Markowitz Portfolio Using Returns Forecasted with Time Series and Machine Learning Models. (2023). Ślepaczuk, Robert ; Lusarczyk, Damian. In: Working Papers. RePEc:war:wpaper:2023-17.

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2023Do extreme shocks help forecast oil price volatility? The augmented GARCH?MIDAS approach. (2023). Lang, Qiaoqi ; Liu, Guoshan ; Ma, Feng ; Wang, LU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2056-2073.

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2023Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening. (2023). Chen, Xizhuo ; Du, Jiangze ; Lai, Kin Keung ; Lin, Xiao ; Gong, Jincheng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3997-4019.

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Works by Hassan Mohammadi:

YearTitleTypeCited
2018The effects of business cycle indicators on stock market indices of food industry in Iran In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia.
[Full Text][Citation analysis]		paper0
1989The Soviet Role in the World Grain Economy in the 1990s In: WAEA/ WFEA Conference Archive (1929-1995).
[Full Text][Citation analysis]		paper0
2022Return and volatility spillovers across the Western and MENA countries In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article3
1990Manufacturing output and labor productivity : Further evidence for the United States In: Economics Letters.
[Full Text][Citation analysis]		article1
2009Electricity prices and fuel costs: Long-run relations and short-run dynamics In: Energy Economics.
[Full Text][Citation analysis]		article75
2010International evidence on crude oil price dynamics: Applications of ARIMA-GARCH models In: Energy Economics.
[Full Text][Citation analysis]		article159
2011Market integration and price transmission in the U.S. natural gas market: From the wellhead to end use markets In: Energy Economics.
[Full Text][Citation analysis]		article17
2012Forecasting hourly electricity prices using ARMAX–GARCH models: An application to MISO hubs In: Energy Economics.
[Full Text][Citation analysis]		article30
2012Cross-country convergence in energy and electricity consumption, 1971–2007 In: Energy Economics.
[Full Text][Citation analysis]		article55
2014Energy consumption and output: Evidence from a panel of 14 oil-exporting countries In: Energy Economics.
[Full Text][Citation analysis]		article44
2015Long-run relation and short-run dynamics in energy consumption–output relationship: International evidence from country panels with different growth rates In: Energy Economics.
[Full Text][Citation analysis]		article7
2017Convergence in energy consumption per capita across the US states, 1970–2013: An exploration through selected parametric and non-parametric methods In: Energy Economics.
[Full Text][Citation analysis]		article31
2020Electricity restructuring and the relationship between fuel costs and electricity prices for industrial and residential customers In: Energy Policy.
[Full Text][Citation analysis]		article2
1993The distribution of income, value of time, and the demand for real balances In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2013Risk and return in the Tehran stock exchange In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article10
2006Wagner’s Hypothesis: New Evidence from the US Using the Bounds Testing Approach In: Chapters.
[Full Text][Citation analysis]		chapter2
2008Wagners hypothesis In: Journal of Economic Studies.
[Full Text][Citation analysis]		article54
2009Oil prices and competitiveness: time series evidence from six oil?producing countries In: Journal of Economic Studies.
[Full Text][Citation analysis]		article9
2006Time Series Properties of Capitalization Rates: A Comment and Extension In: Journal of Forensic Economics.
[Full Text][Citation analysis]		article0
2015Return and Volatility Spillovers across Equity Markets in Mainland China, Hong Kong and the United States In: Econometrics.
[Full Text][Citation analysis]		article14
2015Economic Development and Government Spending: An Exploration of Wagner’s Hypothesis during Fifty Years of Growth in East Asia In: Economies.
[Full Text][Citation analysis]		article3
2006Are Adjustments in the U.S. Budget Deficit Asymmetric? Another Look at Sustainability In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article13
2013Dynamics of Unemployment Insurance Claims: An Application of ARIMA-GARCH Models In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article2
2008Oil Prices and Real Exchange Rates in Oil-Exporting Countries: A Bounds Testing Approach In: MPRA Paper.
[Full Text][Citation analysis]		paper29
2005Aggregate Demand Shocks and Current Account Asymmetry: Some Empirical Evidence In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2003Demand and Currency Substitution: New Evidence from the Iranian Economy In: Economia Internazionale / International Economics.
[Citation analysis]		article0
2000Budget Deficits and the Foreign Trade Balance: A Cross-Country Study In: Economia Internazionale / International Economics.
[Citation analysis]		article2
2012On Trade Balance and Exchange Rates: Further Evidence from China’s Bilateral Trade - La bilancia commerciale e i tassi di cambio: ulteriori evidenze dalle bilance commerciali bilaterali cinesi In: Economia Internazionale / International Economics.
[Full Text][Citation analysis]		article0
2004Budget deficits and the current account balance: New evidence from panel data In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article21
2012Oil prices and exchange rates in oil-exporting countries: evidence from TAR and M-TAR models In: Journal of Economics and Finance.
[Full Text][Citation analysis]		article41
2004Long-run estimates of money demand in Romania In: Applied Economics Letters.
[Full Text][Citation analysis]		article12
2006Capital mobility and savings-investment correlations: panel data evidence from transition economies In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2012Fiscal policy and the current account new evidence from four East Asian countries In: Applied Economics Letters.
[Full Text][Citation analysis]		article4
2004The transmission of shocks across real estate investment trust (REIT) markets In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
2007Capital mobility and foreign debt sustainabilty: some evidence from Turkey In: Applied Economics.
[Full Text][Citation analysis]		article1
2008Turkish budget deficit sustainability and the revenue-expenditure nexus In: Applied Economics.
[Full Text][Citation analysis]		article29
2011Long-run relations and short-run dynamics among coal, natural gas and oil prices In: Applied Economics.
[Full Text][Citation analysis]		article18

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