Michał Rubaszek : Citation Profile

Are you Michał Rubaszek?

Szkoła Główna Handlowa w Warszawie (50% share)
Szkoła Główna Handlowa w Warszawie (50% share)

11

H index

14

i10 index

469

Citations

RESEARCH PRODUCTION:

49

Articles

43

Papers

2

Chapters

RESEARCH ACTIVITY:

   20 years (2002 - 2022). See details.
   Cites by year: 23
   Journals where Michał Rubaszek has often published
   Relations with other researchers
   Recent citing documents: 76.    Total self citations: 40 (7.86 %)

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   Permalink: http://citec.repec.org/pru76
   Updated: 2023-03-02    RAS profile: 2023-01-29    
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Relations with other researchers

Works with:

Kolasa, Marcin (8)

Ca' Zorzi, Michele (6)

Uddin, Gazi (5)

Walerych, Małgorzata (4)

Paccagnini, Alessia (4)

Śmiech, Sławomir (3)

Szafranek, Karol (3)

Fiszeder, Piotr (2)

Grossi, Luigi (2)

Thomakos, Dimitrios (2)

Shang, Han Lin (2)

Martinez, Andrew (2)

Reade, J (2)

Clements, Michael (2)

Castle, Jennifer (2)

Guidolin, Massimo (2)

Franses, Philip Hans (2)

Hendry, David (2)

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

Is cited by:

Paccagnini, Alessia (39)

Bekiros, Stelios (18)

Villa, Stefania (14)

Cardani, Roberta (12)

Dybka, Piotr (10)

Schorfheide, Frank (10)

Galvão, Ana (8)

Kapetanios, George (8)

Del Negro, Marco (8)

Ivashchenko, Sergey (6)

Tirelli, Patrizio (6)

Cites to:

Rogoff, Kenneth (41)

Kilian, Lutz (36)

Smets, Frank (35)

Wouters, Raf (35)

Kolasa, Marcin (28)

Baumeister, Christiane (24)

Kramarz, Francis (22)

Schorfheide, Frank (21)

Rossi, Barbara (20)

Ca' Zorzi, Michele (20)

Cahuc, Pierre (19)

Main data

Where Michał Rubaszek has published?

Journals with more than one article published# docs
International Journal of Forecasting5
Open Economies Review4
Bank i Kredyt4
Energy Economics4
Economic Modelling4
Resources Policy3
Econometric Research in Finance2

Working Papers Series with more than one paper published# docs
NBP Working Papers / Narodowy Bank Polski, Economic Research Department17
Working Paper Series / European Central Bank9
Working Papers / Warsaw School of Economics, Collegium of Economic Analysis3
MPRA Paper / University Library of Munich, Germany2

Recent works citing Michał Rubaszek (2023 and 2022)

YearTitle of citing document
2022Forecasting a commodity-exporting small open developing economy using DSGE and DSGE-BVAR. (2022). Konebayev, Erlan. In: NAC Analytica Working Paper. RePEc:ajx:wpaper:24.

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2022“An application of deep learning for exchange rate forecasting”. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:202201.

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2022Forecasting Electricity Prices. (2022). Weron, Rafał ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2204.11735.

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2022A Market for Trading Forecasts: A Wagering Mechanism. (2022). Grammatico, Sergio ; Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali. In: Papers. RePEc:arx:papers:2205.02668.

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2022Distributional neural networks for electricity price forecasting. (2022). Ziel, Florian ; Weron, Rafal ; Narajewski, Michal ; Marcjasz, Grzegorz. In: Papers. RePEc:arx:papers:2207.02832.

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2022Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2022Dynamic Stochastic General Equilibrium Model with Multiple Trends and Structural Breaks. (2022). Ivashchenko, Sergey. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:1:p:46-72.

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2022National and Sectoral Effects of a Decline in the Desirability of Investing in Australia. (2022). Gretton, Paul. In: Australian Economic Review. RePEc:bla:ausecr:v:55:y:2022:i:1:p:91-121.

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2022Economic policy uncertainty and unconventional monetary policy. (2022). Funashima, Yoshito. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:3:p:278-292.

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2021How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation. (2021). Giordano, Claire. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:365-404.

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2021Nonlinearities and Asymmetric Adjustment to PPP in an Exchange Rate Model with Inflation Expectations. (2021). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8921.

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2021Forecasting the U.S. Dollar in the 21st Century. (2021). Wu, Steve Pak Yeung ; Engel, Charles. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15915.

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2021The implications of globalisation for the ECB monetary policy strategy. (2021). Schmitz, Martin ; Lastauskas, Povilas ; Kataryniuk, Iván ; JOCHEM, Axel ; Gunnella, Vanessa ; Georgiadis, Georgios ; Fontagné, Lionel ; Feldkircher, Martin ; Everett, Mary ; Carvalho, Daniel ; Labhard, Vincent ; Bricongne, Jean-Charles ; Felettigh, Alberto ; Cova, Pietro ; Dimitropoulou, Dimitra ; Hemmerle, Yannick ; Siena, Daniele ; Osbat, Chiara ; Venditti, Fabrizio ; Kuhnlenz, Markus ; Baumann, Ursel ; Zumer, Tina ; Parraga, Susana ; de Luigi, Clara ; Serafini, Roberta ; Mattias, Nilsson ; Carluccio, Juan ; Korhonen, Iikka ; Wacket, Helmut ; Banerjee, Biswajit ; Eichler, Eric ; Giron, Celestino ; Meinen, Philipp ; de Bandt, Olivier ; del Giudice, Davide ; van Schaik, Ilona ; Mozzanica, Mirco Balatti ; Dorrucci, Ettore ; Coim
2022Does Economic Policy Uncertainty Affect Exchange Rate in China and Japan? Evidence from Threshold Cointegration with Asymmetric Adjustment. (2022). Mighri, Zouheir ; Ben Hamouda, Abderrazek ; el Abed, Riadh. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-01-05.

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2022Privacy-preserving federated learning for residential short-term load forecasting. (2022). Fridgen, Gilbert ; Rieger, Alexander ; Lee, Chul Min ; Menci, Sergio Potenciano ; Fernandez, Joaquin Delgado. In: Applied Energy. RePEc:eee:appene:v:326:y:2022:i:c:s0306261922011722.

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2022Economic policy uncertainty and household consumption: Evidence from Chinese households. (2022). Zhao, Jing ; Wu, Weixing. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007821001640.

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2021Foreign currency exchange rate prediction using non-linear Schrödinger equations with economic fundamental parameters. (2021). , Irmansyah ; Sumaryada, Tony ; Solekha, Siti ; Kartono, Agus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:152:y:2021:i:c:s0960077921006743.

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2021Evaluating the forecasting power of an open-economy DSGE model when estimated in a data-Rich environment. (2021). Gelfer, Sacha. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:129:y:2021:i:c:s0165188921001123.

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2022Demographic change, technological advance, and growth: A cross-country analysis. (2022). Park, Cyn-Young ; Kikkawa, Aiko ; Shin, Kwanho. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100331x.

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2022Are exchange rates less important for trade in a more globalized world? Evidence for the new EU members. (2022). Horvath, Roman ; Fiera, Boris. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000169.

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2022Newsvendor problems: An integrated method for estimation and optimisation. (2022). Svetunkov, Ivan ; Letchford, Adam N ; Liu, Congzheng. In: European Journal of Operational Research. RePEc:eee:ejores:v:300:y:2022:i:2:p:590-601.

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2022Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies. (2022). Serletis, Apostolos ; Azad, Nahiyan Faisal. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pa:s1566014121000832.

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2022Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis. (2022). Pincheira, Pablo ; Hardy, Nicolas ; Jarsun, Nabil ; Bentancor, Andrea ; Pincheira-Brown, Pablo. In: Energy Economics. RePEc:eee:eneeco:v:106:y:2022:i:c:s014098832100637x.

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2022Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study. (2022). Wojcik, Edyta ; Janczura, Joanna. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001840.

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2022Is the oil price a barometer of Chinas automobile market? From a wavelet-based quantile-on-quantile regression perspective. (2022). Liu, LU ; Xiao, Yidong ; Su, Chi-Wei ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:240:y:2022:i:c:s036054422102750x.

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2022Do oil price shocks drive unemployment? Evidence from Russia and Canada. (2022). Oana-Ramona, Lobon ; Li, Xin ; Liu, LU ; Wang, Kai-Hua. In: Energy. RePEc:eee:energy:v:253:y:2022:i:c:s0360544222010106.

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2022Economic policy uncertainty and fund flows to the United States. (2022). French, Joseph ; Li, Wei-Xuan. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002075.

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2021The predictive content of oil price and volatility: New evidence on exchange rate forecasting. (2021). Hu, Liang ; Breen, John David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001621.

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2022Asymmetric impact of Sino-US interest rate differentials and economic policy uncertainty ratio on RMB exchange rate. (2022). Hao, Jing ; Zhang, Rui ; Long, Shaobo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000555.

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2022Fathoming empirical forecasting competitions’ winners. (2022). Xiao, Shujun ; Tilba, Anna ; Nikolopoulos, Konstantinos ; Karamatzanis, Georgios ; Alroomi, Azzam. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:4:p:1519-1525.

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2022Unmasking the other face of flexible working practices: A systematic literature review. (2022). Laker, Benjamin ; Nasr, Rita ; Mariani, Marcello ; Bolade-Ogunfodun, Yemisi ; Soga, Lebene Richmond. In: Journal of Business Research. RePEc:eee:jbrese:v:142:y:2022:i:c:p:648-662.

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2022Modelling the trade balance between the northern and southern eurozone using an intertemporal approach. (2022). Pouliot, William ; Boonman, Tjeerd ; Pilbeam, Keith ; Litsios, Ioannis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:121:y:2022:i:c:s0261560621001595.

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2022Drivers of consumer prices and exchange rates in small open economies. (2022). di Casola, Paola ; Corbo, Vesna. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002047.

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2022Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO. (2022). Wada, Tatsuma. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s026156062200122x.

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2023Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955.

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2021Saudi Arabias currency misalignment and international competitiveness, accounting for geopolitical risks and the super-contango oil market. (2021). McQuinn, Brian . In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100074x.

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2022Natural resources rents and economic performance: Post-COVID-19 era for G7 countries. (2022). Kaur, Prabjot ; Vu, Hieu Minh ; Arif, Asma ; Mughal, Nafeesa ; Liying, Song ; Hordofa, Tolassa Temesgen. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004505.

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2022Oil price uncertainty, corporate governance and firm performance. (2022). Yang, Baochen ; Song, Xinyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:469-487.

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2022Macroeconomic determinants of loan defaults: Evidence from the U.S. peer-to-peer lending market. (2022). Alam, Khorshed ; Shams, Syed ; Nigmonov, Asror. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001379.

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2022Is oil risk important for commodity-related currency returns?. (2022). Lu, Man ; Su, Zhi ; Yin, Libo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002257.

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2022Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Guo, Jiaqi ; Long, Shaobo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770.

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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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2023Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge. (2023). Bean, Richard. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1050-:d:1039403.

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2022Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns. (2022). Guidolin, Massimo ; Pedio, Manuela. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:16-306:d:752601.

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2022Modelling Energy Transition in Germany: An Analysis through Ordinary Differential Equations and System Dynamics. (2022). Guidolin, Mariangela ; de Giovanni, Luigi ; Savio, Andrea. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:25-455:d:790008.

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2022Diffusion of Solar PV Energy in the UK: A Comparison of Sectoral Patterns. (2022). Manfredi, Piero ; Guidolin, Mariangela ; Bunea, Anita M ; della Posta, Pompeo. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:26-476:d:798344.

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2022Analyzing and Forecasting Multi-Commodity Prices Using Variants of Mode Decomposition-Based Extreme Learning Machine Hybridization Approach. (2022). Fianu, Emmanuel Senyo. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:2:p:30-564:d:836532.

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2022Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices. (2022). Pelagatti, Matteo ; Grossi, Luigi ; Golia, Silvia. In: Forecasting. RePEc:gam:jforec:v:5:y:2022:i:1:p:3-101:d:1020016.

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2023.

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2022The Migration Influence on the Forecasting of Health Care Budget Expenditures in the Direction of Sustainability: Case of Ukraine. (2022). Zatonatska, Tetiana ; Liashenko, Olena ; Fareniuk, Yana ; Dluhopolskyi, Oleksandr ; Dmowski, Artur ; Cichorzewska, Marzena. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14501-:d:963500.

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2023Comprehensive Review on Waste Generation Modeling. (2023). Pavlas, Martin ; Hrabec, Duan ; Nevrl, Vlastimir ; Szasziova, Lenka ; Roseck, Martin ; Smejkalova, Veronika ; Omplak, Radovan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3278-:d:1064709.

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2022Long-term dynamics of new residential supply: A case study of the apartment segment in Sweden. (2022). Wilhelmsson, Mats ; Warsame, Abukar ; Engerstam, Sviatlana. In: Working Paper Series. RePEc:hhs:kthrec:2022_005.

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2022An application of deep learning for exchange rate forecasting.. (2022). Sorić, Petar ; Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:202201.

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2021Should Deep Learning Models be in High Demand, or Should They Simply be a Very Hot Topic? A Comprehensive Study for Exchange Rate Forecasting. (2021). Arabaci, Ozer ; Yilmaz, Firat Melih. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10047-9.

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2022Economic Policy Uncertainty Index Meets Ensemble Learning. (2022). Logarui, Marija ; Sori, Petar ; Loli, Ivana. In: Computational Economics. RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10153-2.

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2022The performance of private companies in China before and during the global financial crisis: firms’ characteristics and entrepreneurs’ attributes. (2022). Fracasso, Andrea ; Jiang, Kun. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:2:d:10.1007_s10644-021-09329-5.

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2022Managerial entrenchment and corporate social responsibility engagement: the role of economic policy uncertainty. (2022). Robles, Luis R ; McCumber, William R ; Walters, Bruce A ; Muriithi, Sammy G. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:26:y:2022:i:2:d:10.1007_s10997-021-09569-7.

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2022Working from home: small business performance and the COVID-19 pandemic. (2022). Acs, Zoltan ; Zoltan Ács, ; Gerlowski, Dan ; Zhang, Ting. In: Small Business Economics. RePEc:kap:sbusec:v:58:y:2022:i:2:d:10.1007_s11187-021-00493-6.

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2021Energy prices forecasting using nonlinear univariate models. (2021). Karolak, Zuzanna. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:52:y:2021:i:6:p:577-598.

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2021Global Capital, the Exchange Rate, and Policy (In)Effectiveness. (2021). Bossone, Biagio. In: Working Papers. RePEc:pke:wpaper:pkwp2113.

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2021Exercising Economic Sovereignty in Todays Global Financial World: The Lessons from John Maynard Keynes. (2021). Bossone, Biagio. In: Working Papers. RePEc:pke:wpaper:pkwp2120.

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2022Real-Time Forecast of DSGE Models with Time-Varying Volatility in GARCH Form. (2022). GUPTA, RANGAN ; Cekin, Semih Emre ; Ivashchenko, Sergey. In: Working Papers. RePEc:pre:wpaper:202204.

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2021An Empirical Evaluation of the Effect of Covid-19 Travel Restrictions on Canadians Cross Border Travel and Canadian Retailers. (2021). Lapham, Beverly ; Fung, Loretta ; Baggs, Jen. In: Working Paper. RePEc:qed:wpaper:1457.

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2022Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485.

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2022Yield Curve Modelling with the Nelson-Siegel Method for Poland. (2022). Kostyra, Tomasz P. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2022:i:2:p:44-56.

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2022Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jana, Rabin K ; Albulescu, Claudiu. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-022-04723-2.

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2022Testing for overall and cluster convergence of housing rents using robust methodology: evidence from Polish provincial capitals. (2022). Tomal, Mateusz. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02080-w.

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2022Dynamic spillovers between U.S. climate policy uncertainty and global foreign exchange markets: the pass-through effect of crude oil prices. (2022). Li, Xin. In: Letters in Spatial and Resource Sciences. RePEc:spr:lsprsc:v:15:y:2022:i:3:d:10.1007_s12076-022-00318-4.

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2023Corporate Investment in Bank-Dependent Companies in Crisis Time. (2023). Ilona, Skibiska-Fabrowska ; Elbieta, Bukalska. In: Central European Economic Journal. RePEc:vrs:ceuecj:v:10:y:2023:i:57:p:1-22:n:1.

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2021Market Efficiency of Euro Exchange Rates and Trading Strategies. (2021). Bošnjak, Mile ; Davor, Vlaji ; Ivan, Novak. In: Naše gospodarstvo/Our economy. RePEc:vrs:ngooec:v:67:y:2021:i:2:p:10-19:n:2.

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2021Predictability of Aggregated Time Series. (2021). Snudden, Stephen ; Reinhard, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:bm0127.

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2022Corporate bonds, exchange rates and memorandum: Evidence from Greece and Ireland. (2022). Tsagkanos, Athanasios ; Pendaraki, Konstantina ; Vartholomatou, Konstantina. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3484-3489.

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2021Forecasting exchange rates for Central and Eastern European currencies using country?specific factors. (2021). Jaworski, Krystian. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:6:p:977-999.

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2022Distributional modeling and forecasting of natural gas prices. (2022). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1065-1086.

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2022Households Balance Sheets and the Effect of Fiscal Policy. (2022). Fuentesalbero, Cristina ; Ferri, Javier ; Bosca, Jose E ; Andres, Javier. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:4:p:737-778.

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Works by Michał Rubaszek:

YearTitleTypeCited
2022Forecasting: theory and practice In: Papers.
[Full Text][Citation analysis]		paper17
2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
2017The sources and effects of rental market underdevelopment in Central Europe. The results of a survey and DSGE model simulations In: ERES.
[Full Text][Citation analysis]		paper0
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