Franziska Schulz : Citation Profile


Are you Franziska Schulz?

Humboldt-Universität Berlin (34% share)
Humboldt-Universität Berlin (33% share)
Humboldt-Universität Berlin (33% share)

2

H index

2

i10 index

80

Citations

RESEARCH PRODUCTION:

2

Articles

3

Papers

RESEARCH ACTIVITY:

   4 years (2013 - 2017). See details.
   Cites by year: 20
   Journals where Franziska Schulz has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 1 (1.23 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psc549
   Updated: 2022-06-25    RAS profile: 2018-01-24    
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Relations with other researchers


Works with:

López Cabrera, Brenda (3)

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

Is cited by:

McAleer, Michael (6)

Chang, Chia-Lin (4)

Bouri, Elie (3)

Burdejová, Petra (3)

Shahzad, Syed Jawad Hussain (2)

Kastner, Gregor (2)

Vu, Tan (2)

Siami-Namini, Sima (2)

Krištoufek, Ladislav (2)

Uddin, Gazi (2)

Papież, Monika (2)

Cites to:

Weron, Rafał (6)

serra, teresa (6)

Engle, Robert (4)

Du, Xiaodong (3)

Misiorek, Adam (3)

Campbell, John (3)

Lütkepohl, Helmut (3)

Zilberman, David (3)

Perron, Pierre (3)

Laurent, Sébastien (3)

Sheppard, Kevin (2)

Main data


Where Franziska Schulz has published?


Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany3

Recent works citing Franziska Schulz (2021 and 2020)


YearTitle of citing document
2020.

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2020Estimating Sleep & Work Hours from Alternative Data by Segmented Functional Classification Analysis (SFCA). (2020). Raschky, Paul ; Ackermann, Klaus ; Angus, Simon D. In: Papers. RePEc:arx:papers:2010.08102.

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2021On the joint volatility dynamics in dairy markets. (2021). Rezitis, Anthony ; Kastner, Gregor. In: Papers. RePEc:arx:papers:2104.12707.

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2021On the joint volatility dynamics in international dairy commodity markets. (2021). Kastner, Gregor ; Rezitis, Anthony N. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:3:p:704-728.

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2021Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression. (2021). Yao, Qiwei ; Goude, Yannig ; Chen, Ying ; Xu, Xiuqin. In: Applied Energy. RePEc:eee:appene:v:301:y:2021:i:c:s0306261921008539.

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2021Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises. (2021). Chevallier, Julien ; Deng, Yuanyue ; Lin, Renda ; Zhu, BO ; Chen, Pingshe. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002406.

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2021The effect of temperature anomaly and macroeconomic fundamentals on agricultural commodity futures returns. (2021). Uddin, Gazi ; Makkonen, Adam ; Cardia, Michel Ferreira ; Rahman, Md Lutfur ; Vallstrom, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002802.

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2021Eatery, energy, environment and economic system, 1970–2017: Understanding volatility spillover patterns in a global sample. (2021). LE, Thai-Ha ; Vo, Long Hai. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002905.

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2022Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022.

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2020The impact of diesel price on upstream and downstream food prices: Evidence from São Paulo. (2020). Nunes, Rubens ; Zingbagba, Mark ; Fadairo, Muriel. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319303263.

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2021The good, the bad and the ugly relation between oil and commodities: An analysis of asymmetric volatility connectedness and portfolio implications. (2021). Kang, Sang Hoon ; Guhathakurta, Kousik ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320304011.

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2020Heterogeneous dependence between crude oil price volatility and China’s agriculture commodity futures: Evidence from quantile-on-quantile regression. (2020). Ma, Xiang ; Huang, Rui ; Zhu, Huiming ; Hau, Liya. In: Energy. RePEc:eee:energy:v:213:y:2020:i:c:s0360544220318880.

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2020Global financial crisis and rising connectedness in the international commodity markets. (2020). Zhang, Dayong ; Broadstock, David C. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918304587.

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2020The volatility linkage between energy and agricultural futures markets with external shocks. (2020). Zeng, Hongchao ; Wu, Lei ; Jin, Jiayu ; Han, Liyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305209.

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2020Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture. (2020). Yahya, Muhammad ; Oglend, Atle ; Dahl, Roy Endre. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:20:y:2020:i:c:s2405851319300765.

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2021The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?. (2021). Arreolahernandez, Jose ; Ahmad, Wasim ; Mishra, Ritesh Kumar ; Saini, Seema. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001161.

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2021Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Jareño, Francisco ; Escribano, Ana ; Jareo, Francisco ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616.

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2021Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768.

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2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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2021The effects of commodity financialization on commodity market volatility. (2021). Du, Min ; Zheng, Dandan ; Cui, Tianxiang ; Ding, Shusheng. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002312.

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2021Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Bouri, Elie ; Shahzad, Farrukh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003081.

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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Sarwar, Suleman ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003287.

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2021Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold. (2021). BenSaïda, Ahmed ; Ghorbel, Ahmed ; Bensaida, Ahmed ; Chemkha, Rahma ; Tayachi, Tahar. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:71-85.

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2021The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; Saeed, Tareq ; Lucey, Brian ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

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2022Volatility in Live Calf, Live Sheep, and Feed Wheat Return Markets: A Threat to Food Price Stability in Turkey. (2022). Efekan, Erkan ; Florkowski, Wojciech J ; Bozma, Gurkan ; Bilgic, Abdulbaki ; Urak, Faruk. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:4:p:566-:d:795357.

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2020Event Effects Estimation on Electricity Demand Forecasting. (2020). Hori, Maiya ; Wada, Keigo ; Hirose, Kei ; Taniguchi, Rin-Ichiro. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:21:p:5839-:d:442360.

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2020The Linkages between Crude Oil and Food Prices. (2020). Domagaa, Joanna ; Gorecka, Aleksandra ; Roman, Monika. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6545-:d:460633.

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2021A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

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2022Green Bonds and Commodities: A New Asymmetric Sustainable Relationship. (2022). Ghosh, Bikramaditya ; Sharma, Aarzoo ; Tsagkanos, Athanasios. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:11:p:6852-:d:831284.

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2020DYNAMIC CAUSALITIES BETWEEN WORLD OIL PRICE AND INDONESIA’S COCOA MARKET: EVIDENCE FROM THE 2008 GLOBAL FINANCIAL CRISIS AND THE 2011 EUROPEAN DEBT CRISIS. (2020). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Mukhlis, Mukhlis. In: Regional Science Inquiry. RePEc:hrs:journl:v:xii:y:2020:i:2:p:217-233.

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2020Crude Oil Volatility Transmission Across Food Commodity Markets: A Multivariate BEKK-GARCH Approach. (2020). Maurya, Shipra ; Thenmozhi, M. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:20:y:2020:i:2:p:131-164.

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2021Are Agricultural Commodity Prices on a Conventional Wisdom with Inflation?. (2021). Tao, Ran ; Su, Chi-Wei ; Sun, Ting-Ting ; Qin, Meng. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211038347.

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2021Can fiat currencies really hedge Bitcoin? Evidence from dynamic short-term perspective. (2021). Bejaoui, Azza ; ben Sassi, Salim ; Majdoub, Jihed. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:44:y:2021:i:2:d:10.1007_s10203-020-00314-7.

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2020Conditional correlation and volatility between spot and futures markets for soybean and corn. (2020). Martines, Joo G ; de Sousa, Rui M ; Carlos , ; Tonin, Julyerme M. In: Agribusiness. RePEc:wly:agribz:v:36:y:2020:i:4:p:707-724.

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2022Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets. (2022). Wu, Jianbin ; Sercu, Piet ; Dhaene, Geert. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:5:p:868-887.

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2021Advanced statistical learning on short term load process forecasting. (2021). Hu, Junjie ; Melzer, Awdesch ; Cabrera, Brenda Lopez. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021020.

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Works by Franziska Schulz:


YearTitleTypeCited
2016Volatility linkages between energy and agricultural commodity prices In: Energy Economics.
[Full Text][Citation analysis]
article68
2013Volatility linkages between energy and agricultural commodity prices.(2013) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 68
paper
2014Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper12
2017Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach.(2017) In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
article
2016Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management. In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
paper0

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