Marian Risse : Citation Profile


Are you Marian Risse?

Helmut Schmidt Universität Hamburg

9

H index

7

i10 index

127

Citations

RESEARCH PRODUCTION:

10

Articles

3

Papers

RESEARCH ACTIVITY:

   2 years (2014 - 2016). See details.
   Cites by year: 63
   Journals where Marian Risse has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 7 (5.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri316
   Updated: 2020-10-24    RAS profile: 2017-01-30    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Pierdzioch, Christian (10)

GUPTA, RANGAN (3)

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

Is cited by:

GUPTA, RANGAN (55)

Pierdzioch, Christian (28)

Wohar, Mark (12)

Balcilar, Mehmet (8)

Lau, Chi Keung (6)

Gabauer, David (6)

Wohlrabe, Klaus (5)

Demirer, Riza (5)

Shahbaz, Muhammad (5)

Lehmann, Robert (5)

Tiwari, Aviral (4)

Cites to:

Pierdzioch, Christian (25)

Baur, Dirk (14)

Timmermann, Allan (14)

lucey, brian (13)

Beckmann, Joscha (11)

Czudaj, Robert (11)

Reboredo, Juan (9)

Diebold, Francis (8)

Pesaran, M (8)

Christoffersen, Peter (6)

Elliott, Graham (6)

Main data


Where Marian Risse has published?


Journals with more than one article published# docs
The North American Journal of Economics and Finance3
Resources Policy2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics2

Recent works citing Marian Risse (2020 and 2019)


YearTitle of citing document
2020Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608.

Full description at Econpapers || Download paper

2019What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach. (2019). Yoon, Seong-Min ; Dong, Xiyong. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:204-215.

Full description at Econpapers || Download paper

2019The spillover effects of US economic policy uncertainty on the global economy: A global VAR approach. (2019). Ba, Nguyen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:90-110.

Full description at Econpapers || Download paper

2019Driving factors of equity bubbles. (2019). Chen, Langnan ; Wang, Shengquan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:304-317.

Full description at Econpapers || Download paper

2019Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399.

Full description at Econpapers || Download paper

2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

Full description at Econpapers || Download paper

2020Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Śmiech, Sławomir ; Hussain, Syed Jawad ; Papie, Monika. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411.

Full description at Econpapers || Download paper

2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

Full description at Econpapers || Download paper

2019The predictive value of inequality measures for stock returns: An analysis of long-span UK data using quantile random forests. (2019). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Vivian, Andrew J. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:315-322.

Full description at Econpapers || Download paper

2019On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Nyakabawo, Wendy ; Risse, Marian. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:160-169.

Full description at Econpapers || Download paper

2020Forecasting realized gold volatility: Is there a role of geopolitical risks?. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930529x.

Full description at Econpapers || Download paper

2019Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615.

Full description at Econpapers || Download paper

2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

Full description at Econpapers || Download paper

2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075.

Full description at Econpapers || Download paper

2020Forecasting excess returns of the gold market: Can we learn from stock market predictions?. (2020). Dichtl, Hubert. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300716.

Full description at Econpapers || Download paper

2019Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis. (2019). Zhu, Xuehong ; Chen, Jinyu ; Zhong, Meirui. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:489-500.

Full description at Econpapers || Download paper

2019Gold prices fluctuation of co-movement forecast between China and Russia. (2019). Chen, Guang ; Kong, Rui ; Zhong, Wanxing. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:218-230.

Full description at Econpapers || Download paper

2019Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

Full description at Econpapers || Download paper

2019A quantile regression analysis of flights-to-safety with implied volatilities. (2019). Troster, Victor ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:482-495.

Full description at Econpapers || Download paper

2019The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Pradhan, Ashis ; Mishra, Bibhuti Ranjan. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:66-76.

Full description at Econpapers || Download paper

2019Assessing the inflation hedging potential of coal and iron ore in Australia. (2019). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:53.

Full description at Econpapers || Download paper

2019Time-varying effect of the financialization of nonferrous metals markets on Chinas industrial sector. (2019). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Ying-Zhe. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420718302812.

Full description at Econpapers || Download paper

2019Modeling volatility of precious metals markets by using regime-switching GARCH models. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Mubashra, Sana ; Naeem, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719303022.

Full description at Econpapers || Download paper

2019The analysis of factors affecting global gold price. (2019). Zhang, BO ; Ralescu, Dan A ; Qian, Yao. In: Resources Policy. RePEc:eee:jrpoli:v:64:y:2019:i:c:s0301420719304337.

Full description at Econpapers || Download paper

2020Dynamics and causality in distribution between spot and future precious metals: A copula approach. (2020). Belkacem, Lotfi ; de Peretti, Christian ; Talbi, Marwa. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719305215.

Full description at Econpapers || Download paper

2020Macroeconomic factors and frequency domain causality between Gold and Silver returns in India. (2020). Pradhan, Ashis ; Hammoudeh, Shawkat ; Tiwari, Aviral Kumar ; Mishra, Bibhuti Ranjan. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720300076.

Full description at Econpapers || Download paper

2020Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315.

Full description at Econpapers || Download paper

2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

Full description at Econpapers || Download paper

2020Precious Metal Mutual Fund Performance Evaluation: A Series Two-Stage DEA Modeling Approach. (2020). Tsolas, Ioannis E. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:87-:d:352268.

Full description at Econpapers || Download paper

2019Exploring the Trend of New Zealand Housing Prices to Support Sustainable Development. (2019). Liu, Zhansheng ; Mbachu, Jasper ; Zhao, Linlin. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2482-:d:226587.

Full description at Econpapers || Download paper

2019The impact of US uncertainty on the Euro area in good and bad times: evidence from a quantile structural vector autoregressive model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Wohar, Mark E ; Marco, Chi Keung. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-018-9400-3.

Full description at Econpapers || Download paper

2019Extreme spillovers of VIX fear index to international equity markets. (2019). Tongurai, Jittima ; Boonchoo, Pattana ; Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:33:y:2019:i:1:d:10.1007_s11408-018-0323-6.

Full description at Econpapers || Download paper

2019Lithuanian house price index: modelling and forecasting. (2019). Reichenbachas, Tomas ; Gudauskait, Laura ; Ramanauskas, Tomas ; Narusevicius, Laurynas. In: Bank of Lithuania Occasional Paper Series. RePEc:lie:opaper:28.

Full description at Econpapers || Download paper

2019Revisiting the Anomalous Relationship between Inflation and REIT Returns in Presence of Structural Breaks: Empirical Evidence from the USA and the UK. (2019). Sarkar, Nityananda ; Das, Mahamitra. In: MPRA Paper. RePEc:pra:mprapa:95130.

Full description at Econpapers || Download paper

2019Are Uncertainties across the World Convergent?. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Gozgor, Giray ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201907.

Full description at Econpapers || Download paper

2019Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:201910.

Full description at Econpapers || Download paper

2019Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201943.

Full description at Econpapers || Download paper

2019Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach. (2019). GUPTA, RANGAN ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:201944.

Full description at Econpapers || Download paper

2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951.

Full description at Econpapers || Download paper

2020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202004.

Full description at Econpapers || Download paper

2020Monetary Policy Uncertainty Spillovers in Time- and Frequency-Domains. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Nel, Jacobus A ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:202005.

Full description at Econpapers || Download paper

2020A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202010.

Full description at Econpapers || Download paper

2020Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets. (2020). GUPTA, RANGAN ; DAS, SONALI ; Mangisa, Siphumlile. In: Working Papers. RePEc:pre:wpaper:202012.

Full description at Econpapers || Download paper

2020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202043.

Full description at Econpapers || Download paper

2020Forecasting precious metal returns with multivariate random forests. (2020). Risse, Marian ; Pierdzioch, Christian. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1558-9.

Full description at Econpapers || Download paper

2019Adaptive learning from model space. (2019). Pruser, Jan. In: Journal of Forecasting. RePEc:wly:jforec:v:38:y:2019:i:1:p:29-38.

Full description at Econpapers || Download paper

Works by Marian Risse:


YearTitleTypeCited
2016A quantile-boosting approach to forecasting gold returns In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article12
2016Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article11
2016Forecasting house-price growth in the Euro area with dynamic model averaging In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article11
2016On international uncertainty links: BART-based empirical evidence for Canada In: Economics Letters.
[Full Text][Citation analysis]
article24
2015On International Uncertainty Links: BART-Based Empirical Evidence for Canada.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 24
paper
2015Cointegration of the prices of gold and silver: RALS-based evidence In: Finance Research Letters.
[Full Text][Citation analysis]
article11
2015A real-time quantile-regression approach to forecasting gold returns under asymmetric loss In: Resources Policy.
[Full Text][Citation analysis]
article7
2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss In: Resources Policy.
[Full Text][Citation analysis]
article11
2014The international business cycle and gold-price fluctuations In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article18
2016On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees In: Working Papers.
[Citation analysis]
paper4
2016Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy In: Empirical Economics.
[Full Text][Citation analysis]
article9
2014Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2015Forecasting gold-price fluctuations: a real-time boosting approach In: Applied Economics Letters.
[Full Text][Citation analysis]
article9

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