Marius Ooms : Citation Profile


Are you Marius Ooms?

Vrije Universiteit Amsterdam (95% share)
Tinbergen Instituut (5% share)

12

H index

15

i10 index

638

Citations

RESEARCH PRODUCTION:

25

Articles

28

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 30
   Journals where Marius Ooms has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 23 (3.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/poo1
   Updated: 2020-10-17    RAS profile: 2019-03-23    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

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

Is cited by:

Gil-Alana, Luis (34)

Rodríguez Caballero, Carlos (21)

GUPTA, RANGAN (15)

Haldrup, Niels (14)

Miller, Stephen (13)

Nielsen, Morten (13)

Canarella, Giorgio (12)

Franses, Philip Hans (11)

Koopman, Siem Jan (11)

Poskitt, Donald (10)

Caporale, Guglielmo Maria (10)

Cites to:

Koopman, Siem Jan (28)

Doornik, Jurgen (21)

Franses, Philip Hans (15)

Shephard, Neil (15)

Sowell, Fallaw (13)

Engle, Robert (12)

Bollerslev, Tim (11)

Baillie, Richard (11)

Hassler, Uwe (10)

Harvey, Andrew (8)

Wolters, Juergen (8)

Main data


Where Marius Ooms has published?


Journals with more than one article published# docs
International Journal of Forecasting6
Computational Statistics & Data Analysis5
Statistica Neerlandica4

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute13
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute6

Recent works citing Marius Ooms (2020 and 2019)


YearTitle of citing document
2019Assessing predictive accuracy in panel data models with long-range dependence. (2019). Christensen, Bent Jesper ; Borup, Daniel ; Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2019-04.

Full description at Econpapers || Download paper

2019Wavelet Estimation for Dynamic Factor Models with Time-Varying Loadings. (2019). Pea, Daniel ; Rodriguez-Caballero, Carlos Vladimir ; Catao, Duvan Humberto. In: CREATES Research Papers. RePEc:aah:create:2019-23.

Full description at Econpapers || Download paper

2019Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration. (2018). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Papers. RePEc:arx:papers:1801.01093.

Full description at Econpapers || Download paper

2019Bi-Demographic Changes and Current Account using SVAR Modeling. (2019). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan R. In: Papers. RePEc:arx:papers:1803.11161.

Full description at Econpapers || Download paper

2020Approximate State Space Modelling of Unobserved Fractional Components. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09142.

Full description at Econpapers || Download paper

2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: Papers. RePEc:arx:papers:1812.09149.

Full description at Econpapers || Download paper

2019Multivariate Fractional Components Analysis. (2019). Weigand, Roland ; Hartl, Tobias. In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:38283.

Full description at Econpapers || Download paper

2020Cointegrated Dynamics for a Generalized Long Memory Process: Application to Interest Rates. (2020). McAleer, Michael ; Allen, David ; David, Allen ; Shelton, Peiris ; Manabu, Asai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:18:n:2.

Full description at Econpapers || Download paper

2019Bayesian deep learning based method for probabilistic forecast of day-ahead electricity prices. (2019). Portolani, Pietro ; Matteucci, Matteo ; Brusaferri, Alessandro ; Vitali, Andrea. In: Applied Energy. RePEc:eee:appene:v:250:y:2019:i:c:p:1158-1175.

Full description at Econpapers || Download paper

2020Sparse modeling approach for identifying the dominant factors affecting situation-dependent hourly electricity demand. (2020). Hayashida, Motonari ; Kabe, Satoshi ; Fujimoto, YU ; Kaneko, Nanae. In: Applied Energy. RePEc:eee:appene:v:265:y:2020:i:c:s0306261920302646.

Full description at Econpapers || Download paper

2019Time variation in inflation persistence: New evidence from modelling US inflation. (2019). Granville, Brigitte ; Zeng, Ning . In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:30-39.

Full description at Econpapers || Download paper

2019Periodic and seasonal (co-)integration in the state space framework. (2019). Bauer, Dietmar . In: Economics Letters. RePEc:eee:ecolet:v:174:y:2019:i:c:p:165-168.

Full description at Econpapers || Download paper

2019Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94.

Full description at Econpapers || Download paper

2019Leverage effect in energy futures revisited. (2019). Carnero, M. Angeles ; Perez, Ana. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:237-252.

Full description at Econpapers || Download paper

2019A (negative) replication of ‘The relationship between energy consumption, energy prices, and economic growth: Time series evidence from Asian developing countries’ (Energy Economics, 2000). (2019). Sephton, Peter ; Mann, Janelle. In: Energy Economics. RePEc:eee:eneeco:v:82:y:2019:i:c:p:78-84.

Full description at Econpapers || Download paper

2019El Niño, La Niña, and a cup of Joe. (2019). Sephton, Peter. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302841.

Full description at Econpapers || Download paper

2020Comparing the forecasting performances of linear models for electricity prices with high RES penetration. (2020). Gianfreda, Angelica ; Rossini, Luca ; Ravazzolo, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:974-986.

Full description at Econpapers || Download paper

2019A data-driven framework for predicting weather impact on high-volume low-margin retail products. (2019). Desmet, Bram ; Aghezzaf, El-Houssaine ; Verstraete, Gylian. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:48:y:2019:i:c:p:169-177.

Full description at Econpapers || Download paper

2019Strategic investment decisions under the nuclear power debate in Belgium. (2019). Buysse, J ; Willeghems, G ; de Frutos, J. In: Resource and Energy Economics. RePEc:eee:resene:v:57:y:2019:i:c:p:156-184.

Full description at Econpapers || Download paper

2019A Multi-Step Approach to Modeling the 24-hour Daily Profiles of Electricity Load using Daily Splines. (2019). Samaranayake, V A ; Jornaz, Abdelmonaem. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:21:p:4169-:d:282440.

Full description at Econpapers || Download paper

2019Combining Weather Stations for Electric Load Forecasting. (2019). Hong, Tao ; Li, Changlin ; Sangamwar, Saurabh ; Campbell, Allison ; Sobhani, Masoud. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1510-:d:224789.

Full description at Econpapers || Download paper

2020Short-Term Load Forecasting for Spanish Insular Electric Systems. (2020). Juan, Jesus ; Caro, Eduardo . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3645-:d:384861.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Sustainable Technology Analysis Using Data Envelopment Analysis and State Space Models. (2019). Jun, Sunghae ; Sun, Bainwen ; Kim, Jong-Min. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:13:p:3597-:d:244316.

Full description at Econpapers || Download paper

2019Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Economy. (2019). Ghassan, Hassan ; Balli, Faruk ; Al-Hajhoj, Hassan. In: Working Papers. RePEc:hal:wpaper:hal-01742574.

Full description at Econpapers || Download paper

2019Bi-Demographic Changes and Current Account using SVAR Modeling: Evidence from Saudi Arabia. (2019). Ghassan, Hassan ; Balli, Faruk ; Alhajhoj, Hassan R. In: MPRA Paper. RePEc:pra:mprapa:93013.

Full description at Econpapers || Download paper

2020Forecasting daily spot prices in the Russian electricity market with the ARFIMA model. (2020). Balagula, Yuri. In: Applied Econometrics. RePEc:ris:apltrx:0389.

Full description at Econpapers || Download paper

2019Fractional differencing in stock market price and online presence of global tourist corporations. (2019). Gutierrez-Barroso, Josue ; Baez-Garcia, Alberto Javier ; Flores-Muoz, Francisco. In: Journal of Economics, Finance and Administrative Science. RePEc:ris:joefas:0145.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2019Market integration and the persistence of electricity prices. (2019). Rua, António ; Rodrigues, Paulo ; Pereira, Joo Pedro ; Pesquita, Vasco . In: Empirical Economics. RePEc:spr:empeco:v:57:y:2019:i:5:d:10.1007_s00181-018-1520-x.

Full description at Econpapers || Download paper

2020Modeling US historical time-series prices and inflation using alternative long-memory approaches. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Miller, Stephen M ; Canarella, Giorgio. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1597-2.

Full description at Econpapers || Download paper

2019Iranian inflation: peristence and structural breaks. (2019). Gil-Alana, Luis A ; Nazari, Rouhollah ; Dadgar, Yadollah. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9446-x.

Full description at Econpapers || Download paper

2019Short-Run Forecasting of Core Inflation in Ukraine: a Combined ARMA Approach. (2019). Krukovets, Dmytro ; Verchenko, Olesia . In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2019:i:248:p:11-20.

Full description at Econpapers || Download paper

2019The effect of bariatric surgery on health care costs: A synthetic control approach using Bayesian structural time series. (2019). Holle, Rolf ; Schwarzkopf, Larissa ; Laxy, Michael ; Teuner, Christina ; Rehm, Martin ; Kurz, Christoph F. In: Health Economics. RePEc:wly:hlthec:v:28:y:2019:i:11:p:1293-1307.

Full description at Econpapers || Download paper

Marius Ooms is editor of


Journal
Econometrics Journal
Econometrics Journal

Works by Marius Ooms:


YearTitleTypeCited
2007Long memory modelling of inflation with stochastic variance and structural breaks In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
2007Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks.(2007) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2007Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article115
2005Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 115
paper
1997On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment. In: Journal of Business & Economic Statistics.
[Citation analysis]
article5
2009Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article3
2006Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment.(2006) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2003Time Series Modelling of Daily Tax Revenues In: Statistica Neerlandica.
[Full Text][Citation analysis]
article7
1999Time-Series Modelling of Daily Tax Revenues.(1999) In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2001Time Series Modelling of Daily Tax Revenues.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2004Generalizations of the KPSS‐test for stationarity In: Statistica Neerlandica.
[Full Text][Citation analysis]
article66
2006Econometric software development: past, present and future In: Statistica Neerlandica.
[Full Text][Citation analysis]
article3
2008Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model In: Statistica Neerlandica.
[Full Text][Citation analysis]
article4
2007Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model.(2007) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2004Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article20
2004Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
paper20
2003Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices.(2003) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 20
paper
2000Multimodality and the GARCH Likelihood In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]
paper10
2001Multimodality and the GARCH Likelihood.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has another version. Agregated cites: 10
paper
1999Review of SsfPack 2.2: statistical algorithms for models in state space In: Econometrics Journal.
[Citation analysis]
article1
2003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article53
2001Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models.(2001) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 53
paper
2006Forecasting daily time series using periodic unobserved components time series models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article9
2004Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models.(2004) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2010Exact maximum likelihood estimation for non-stationary periodic time series models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article5
2012Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article4
2014Long memory with stochastic variance model: A recursive analysis for US inflation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article7
1997On the effect of seasonal adjustment on the log-periodogram regression In: Economics Letters.
[Full Text][Citation analysis]
article6
1997A periodic long-memory model for quarterly UK inflation In: International Journal of Forecasting.
[Full Text][Citation analysis]
article29
1999Forecasting long memory left-right political orientations In: International Journal of Forecasting.
[Full Text][Citation analysis]
article5
2002Inflation, forecast intervals and long memory regression models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article43
2001Inflation, Forecast Intervals and Long Memory Regression Models.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2008Multimodality in GARCH regression models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article35
2003Multimodality in the GARCH Regression Model.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 35
paper
2008An hourly periodic state space model for modelling French national electricity load In: International Journal of Forecasting.
[Full Text][Citation analysis]
article37
2008An Hourly Periodic State Space Model for Modelling French National Electricity Load.(2008) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37
paper
2010Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
1995Flexible Seasonal Long Memory and Economic Time Series In: Econometric Institute Research Papers.
[Citation analysis]
paper11
1996A Note on the Effect of Seasonal Dummies on the Periodogram Regression In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
1997Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 In: Econometric Institute Research Papers.
[Citation analysis]
paper0
1998A seasonal periodic long memory model for monthly river flows In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper0
1998Long memory and level shifts: re-analysing inflation rates In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
paper81
1999Long memory and level shifts: Re-analyzing inflation rates.(1999) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
article
1998Long Memory and Level Shifts: Re-Analyzing Inflation Rates.(1998) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 81
paper
1999Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation In: Econometric Institute Research Papers.
[Citation analysis]
paper11
2011Statistical Software for State Space Methods In: Journal of Statistical Software.
[Full Text][Citation analysis]
article16
2005Outlier Detection in GARCH Models In: Economics Papers.
[Full Text][Citation analysis]
paper23
2005Outlier Detection in GARCH Models.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23
paper
2013Modelling trigonometric seasonal components for monthly economic time series In: Applied Economics.
[Full Text][Citation analysis]
article1
2010Modeling Trigonometric Seasonal Components for Monthly Economic Time Series.(2010) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2016Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models In: Econometric Reviews.
[Full Text][Citation analysis]
article5
2011Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models.(2011) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2008Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code In: Serie Research Memoranda.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2020. Contact: CitEc Team