Sima Siami-Namini : Citation Profile


Are you Sima Siami-Namini?

Texas Tech University

2

H index

0

i10 index

10

Citations

RESEARCH PRODUCTION:

7

Articles

5

Papers

RESEARCH ACTIVITY:

   2 years (2017 - 2019). See details.
   Cites by year: 5
   Journals where Sima Siami-Namini has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 6 (37.5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psi757
   Updated: 2020-10-17    RAS profile: 2020-10-09    
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Relations with other researchers


Works with:

Hudson, Darren (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sima Siami-Namini.

Is cited by:

Cites to:

Gertler, Mark (11)

Gali, Jordi (6)

Bernanke, Ben (4)

Hudson, Darren (4)

Clarida, Richard (4)

Vissing-Jorgensen, Annette (3)

serra, teresa (3)

Saghaian, Sayed (3)

Prasad, Eswar (3)

GUPTA, RANGAN (2)

pagan, adrian (2)

Main data


Where Sima Siami-Namini has published?


Journals with more than one article published# docs
International Journal of Economics and Financial Issues3
Applied Economics and Finance2

Working Papers Series with more than one paper published# docs
2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida / Southern Agricultural Economics Association2

Recent works citing Sima Siami-Namini (2020 and 2019)


YearTitle of citing document
2019Feature Engineering for Mid-Price Prediction with Deep Learning. (2019). Iosifidis, Alexandros ; Gabbouj, Moncef ; Kanniainen, Juho ; Mirone, Giorgio ; Ntakaris, Adamantios. In: Papers. RePEc:arx:papers:1904.05384.

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2019A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index. (2019). Volchenkov, Dimitri ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1911.01826.

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2019Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019. (2019). Ozbayoglu, Ahmet Murat ; Gudelek, Mehmet Ugur ; Sezer, Omer Berat. In: Papers. RePEc:arx:papers:1911.13288.

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2019A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2019). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha . In: Papers. RePEc:arx:papers:1912.11166.

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2020Forecasting directional movements of stock prices for intraday trading using LSTM and random forests. (2020). Sahoo, Jajati Keshari ; Neufeld, Ariel ; Ghosh, Pushpendu. In: Papers. RePEc:arx:papers:2004.10178.

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2020A Framework for Crop Price Forecasting in Emerging Economies by Analyzing the Quality of Time-series Data. (2020). Munigala, Vitobha ; Godbole, Shantanu ; Marvaniya, Smit ; Jain, Ayush . In: Papers. RePEc:arx:papers:2009.04171.

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2020A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2020). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:23-:d:315709.

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2020Stock Returns and Roughness Extreme Variations: A New Model for Monitoring 2008 Market Crash and 2015 Flash Crash. (2020). Shirvani, Abootaleb. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:7:y:2020:i:3:p:78-95.

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Works by Sima Siami-Namini:


YearTitleTypeCited
2017Commodity Price Volatility and U.S. Monetary Policy: The Overshooting Hypothesis of Agricultural Commodity Prices In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois.
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paper0
2017VOLATILITY SPILLOVER BETWEEN OIL PRICES, US DOLLAR EXCHANGE RATES AND INTERNATIONAL AGRICULTURAL COMMODITIES PRICES In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama.
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paper2
2018Commodity Prices, Monetary Policy and the Taylor Rule In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida.
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paper0
2018Commodity Prices, Monetary Policy and the Taylor Rule.(2018) In: 2018 Annual Meeting, February 2-6, 2018, Jacksonville, Florida.
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This paper has another version. Agregated cites: 0
paper
2018Forecasting Economics and Financial Time Series: ARIMA vs. LSTM In: Papers.
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paper6
2017Granger Causality Between Exchange Rate and Stock Price: A Toda Yamamoto Approach In: International Journal of Economics and Financial Issues.
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article0
2017Chinas Economy and the Global Financial Crisis In: International Journal of Economics and Financial Issues.
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article0
2017Granger Causality Between Gross Domestic Product and Economic Sectors in Developing Countries: A Panel Co-integration Approach In: International Journal of Economics and Financial Issues.
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article0
2019Agriculture and Non-Agriculture Growth, Inflation and Income Inequality in Developed and Developing Countries In: International Journal of Economics and Finance.
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article0
2018The Short and Long Run Effects of Selected Variables on Tax Revenue - A Case Study In: Applied Economics and Finance.
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article0
2019Volatility Transmission Among Oil Price, Exchange Rate and Agricultural Commodities Prices In: Applied Economics and Finance.
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article1
2019Commodity price volatility and U.S. monetary policy: Commodity price overshooting revisited In: Agribusiness.
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article1

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