6
H index
5
i10 index
129
Citations
Leonardo Rocha Souza : Citation Profile
United Nations | RESEARCH PRODUCTION: 11 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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6 years (2002 - 2008). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Leonardo Rocha Souza. | Is cited by:
| Cites to:
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Main data
Where Leonardo Rocha Souza has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) | 7 |
| Textos para discussão / Department of Economics PUC-Rio (Brazil) | 2 |
Recent works citing Leonardo Rocha Souza (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Haldrup, Niels ; Knapik, Oskar. In: CREATES Research Papers. RePEc:aah:create:2017-39. Full description at Econpapers || Download paper |
| 2019 | Model order selection in periodic long memory models. (2019). Leschinski, Christian ; Sibbertsen, Philipp. In: Econometrics and Statistics. RePEc:eee:ecosta:v:9:y:2019:i:c:p:78-94. Full description at Econpapers || Download paper |
| 2017 | Forecasting with temporal hierarchies. (2017). Hyndman, Rob ; Athanasopoulos, George ; Petropoulos, Fotios ; Kourentzes, Nikolaos. In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:1:p:60-74. Full description at Econpapers || Download paper |
| 2017 | Integrating long-term economic scenarios into peak load forecasting: An application to Spain. (2017). Perez Garcia, Julian ; Moral Carcedo, Julian ; Moral-Carcedo, Julian ; Perez-Garcia, Julian. In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:682-695. Full description at Econpapers || Download paper |
| 2018 | Modeling and forecasting hourly electricity demand by SARIMAX with interactions. (2018). Fukushige, Mototsugu ; Elamin, Niematallah. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pb:p:257-268. Full description at Econpapers || Download paper |
| 2019 | Time of day effects of temperature and daylight on short term electricity load. (2019). Perez Garcia, Julian ; Perez-Garcia, Julian ; Moral-Carcedo, Julian. In: Energy. RePEc:eee:energy:v:174:y:2019:i:c:p:169-183. Full description at Econpapers || Download paper |
| 2017 | Persistence and cycles in the us federal funds rate. (2017). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:1-8. Full description at Econpapers || Download paper |
| 2017 | A review of the decomposition methodology for extracting and identifying the fluctuation characteristics in electricity demand forecasting. (2017). Shao, Zhen ; Zhou, Kai-Le ; Yang, Shan-Lin ; Chao, FU. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:75:y:2017:i:c:p:123-136. Full description at Econpapers || Download paper |
| 2018 | A review of the causes, impacts and solutions for electricity supply crises in Brazil. (2018). Hunt, Julian David ; Vasconcelos, Marcos Aurelio ; Stilpen, Daniel. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:88:y:2018:i:c:p:208-222. Full description at Econpapers || Download paper |
| 2018 | Exchange rate linkages between the ASEAN currencies, the US dollar and the Chinese RMB. (2018). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; You, Kefei . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:227-238. Full description at Econpapers || Download paper |
| 2018 | Forecasting Volatility: Evidence from the Saudi Stock Market. (2018). al Rahahleh, Naseem ; Kao, Robert. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:84-:d:186076. Full description at Econpapers || Download paper |
| 2017 | Modeling and Forecasting Hourly Electricity Demand by SARIMAX with Interactions. (2017). Fukushige, Mototsugu ; Elamin, Niematallah. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1728. Full description at Econpapers || Download paper |
| 2017 | Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Knapik, Oskar ; Haldrup, Niels. In: CEIS Research Paper. RePEc:rtv:ceisrp:422. Full description at Econpapers || Download paper |
| 2017 | Functional Autoregressive Models: An Application to Brazilian Hourly Electricity Load. (2017). Vaz, Lucelia Viviane ; da Silveira, Getulio Borges. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:37:y:2017:i:2:a:62293. Full description at Econpapers || Download paper |
Works by Leonardo Rocha Souza:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Temporal Aggregation and Bandwidth selection in estimating long memory In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 15 |
| 2003 | Temporal aggregation and bandwidth selection in estimating long memory.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
| 2006 | Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 3 |
| 2007 | Electricity rationing and public response In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
| 2002 | Bias in the memory parameter for different sampling rates In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
| 2004 | Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
| 2006 | Forecasting electricity demand using generalized long memory In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 39 |
| 2003 | Forecasting electricity demand using generalized long memory.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
| 2003 | The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 2003 | Using irregularly spaced returns to estimate multi-factor models: application to Brazilian equity data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2006 | Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data.(2006) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2003 | Convex combinations of long memory estimates from different sampling rates In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 2006 | Convex combinations of long memory estimates from different sampling rates.(2006) In: Computational Statistics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
| 2003 | Forecasting electricity load demand: analysis of the 2001 rationing period in Brazil In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2003 | A note on Chamberss long memory and aggregation in macroeconomic time series In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 22 |
| 2005 | A NOTE ON CHAMBERSS LONG MEMORY AND AGGREGATION IN MACROECONOMIC TIME SERIES.(2005) In: International Economic Review. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
| 2002 | Evaluating the performance of GARCH models using White´s Reality Check In: Textos para discussão. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Modeling and forecasting the volatility of Brazilian asset returns In: Textos para discussão. [Full Text][Citation analysis] | paper | 6 |
| 2005 | Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2002 | A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2003 | Valuing Interest Rates Derivatives In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
| 2008 | Why Aggregate Long Memory Time Series? In: Econometric Reviews. [Full Text][Citation analysis] | article | 9 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team