Citation profile for Sima Siami-Namini

Sima Siami-Namini : Citation Profile

Texas Tech University

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Citations

RESEARCH PRODUCTION:

Articles

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:

EconPapers Author's homepage

ABOUT THIS REPORT:

   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 Issues	3
Applied Economics and Finance	2

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

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

Year	Title of citing document
2019	Feature 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. Full description at Econpapers \|\| Download paper
2019	A 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. Full description at Econpapers \|\| Download paper
2019	Financial 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. Full description at Econpapers \|\| Download paper
2019	A Gated Recurrent Unit Approach to Bitcoin Price Prediction. (2019). Basu, Meheli ; Kumar, Saket ; Dutta, Aniruddha . In: Papers. RePEc:arx:papers:1912.11166. Full description at Econpapers \|\| Download paper
2020	Forecasting 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. Full description at Econpapers \|\| Download paper
2020	A 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. Full description at Econpapers \|\| Download paper
2020	A 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. Full description at Econpapers \|\| Download paper
2020	Stock 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. Full description at Econpapers \|\| Download paper

Works by Sima Siami-Namini:

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

	article	paper
2017	3	2
2018	1	3
2019	3	0