Leonardo Rocha Souza : Citation Profile


Are you Leonardo Rocha Souza?

United Nations

6

H index

5

i10 index

129

Citations

RESEARCH PRODUCTION:

11

Articles

11

Papers

RESEARCH ACTIVITY:

   6 years (2002 - 2008). See details.
   Cites by year: 21
   Journals where Leonardo Rocha Souza has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 7 (5.15 %)

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   Permalink: http://citec.repec.org/pso147
   Updated: 2019-11-16    RAS profile: 2017-07-07    
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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:

Caporale, Guglielmo Maria (25)

Gil-Alana, Luis (25)

Hyndman, Rob (7)

Hassler, Uwe (7)

Medeiros, Marcelo (5)

Rambaccussing, Dooruj (5)

Gooijer, Jan G. (4)

Athanasopoulos, George (3)

Proietti, Tommaso (3)

Khan, M. (3)

Perron, Pierre (3)

Cites to:

Bollerslev, Tim (17)

Smith, Jeremy (8)

Andersen, Torben (7)

GUEGAN, Dominique (7)

Diebold, Francis (6)

Chambers, Marcus (6)

Ferrara, Laurent (5)

Engle, Robert (5)

Arteche, Josu (4)

Bollen, Bernard (4)

Inder, Brett (4)

Main data


Where Leonardo Rocha Souza has published?


Journals with more than one article published# docs
International Journal of Forecasting3

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)


YearTitle of citing document
2017Spikes 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.

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2019Model 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.

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2017Forecasting 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.

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2017Integrating 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.

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2018Modeling 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.

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2019Time 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.

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2017Persistence 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.

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2017A 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.

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2018A 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.

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2018Exchange 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.

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2018Forecasting 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.

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2017Modeling 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.

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2017Spikes and memory in (Nord Pool) electricity price spot prices. (2017). Proietti, Tommaso ; Knapik, Oskar ; Haldrup, Niels. In: CEIS Research Paper. RePEc:rtv:ceisrp:422.

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2017Functional 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.

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Works by Leonardo Rocha Souza:


YearTitleTypeCited
2007Temporal Aggregation and Bandwidth selection in estimating long memory In: Journal of Time Series Analysis.
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article15
2003Temporal aggregation and bandwidth selection in estimating long memory.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has another version. Agregated cites: 15
paper
2006Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach In: Brazilian Review of Finance.
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article3
2007Electricity rationing and public response In: Energy Economics.
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article3
2002Bias in the memory parameter for different sampling rates In: International Journal of Forecasting.
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article13
2004Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study In: International Journal of Forecasting.
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article11
2006Forecasting electricity demand using generalized long memory In: International Journal of Forecasting.
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article39
2003Forecasting electricity demand using generalized long memory.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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This paper has another version. Agregated cites: 39
paper
2003The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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paper2
2003Using irregularly spaced returns to estimate multi-factor models: application to Brazilian equity data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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paper0
2006Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data.(2006) In: The European Journal of Finance.
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This paper has another version. Agregated cites: 0
article
2003Convex combinations of long memory estimates from different sampling rates In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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paper2
2006Convex combinations of long memory estimates from different sampling rates.(2006) In: Computational Statistics.
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This paper has another version. Agregated cites: 2
article
2003Forecasting electricity load demand: analysis of the 2001 rationing period in Brazil In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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paper1
2003A note on Chamberss long memory and aggregation in macroeconomic time series In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE).
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paper22
2005A NOTE ON CHAMBERSS LONG MEMORY AND AGGREGATION IN MACROECONOMIC TIME SERIES.(2005) In: International Economic Review.
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This paper has another version. Agregated cites: 22
article
2002Evaluating the performance of GARCH models using White´s Reality Check In: Textos para discussão.
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paper2
2006Modeling and forecasting the volatility of Brazilian asset returns In: Textos para discussão.
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paper6
2005Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check In: Brazilian Review of Econometrics.
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article1
2002A 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.
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paper0
2003Valuing Interest Rates Derivatives In: Computing in Economics and Finance 2003.
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paper0
2008Why Aggregate Long Memory Time Series? In: Econometric Reviews.
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article9

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 11 2019. Contact: CitEc Team