J Eduardo Vera-Valdés : Citation Profile


Aarhus Universitet (1% share)

3

H index

1

i10 index

38

Citations

RESEARCH PRODUCTION:

15

Articles

6

Papers

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 2
   Journals where J Eduardo Vera-Valdés has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 9 (19.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve268
   Updated: 2025-01-10    RAS profile: 2024-09-09    
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Relations with other researchers


Works with:

Rodriguez Caballero, Carlos (3)

Ventosa-Santaulària, Daniel (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with J Eduardo Vera-Valdés.

Is cited by:

Rodriguez Caballero, Carlos (7)

Nazlioglu, Saban (6)

Ventosa-Santaulària, Daniel (4)

Soytas, Ugur (4)

GUPTA, RANGAN (4)

Bouri, Elie (2)

Hecq, Alain (2)

Fonseca, Felipe (1)

Pham, Linh (1)

Vacha, Lukas (1)

Cubadda, Gianluca (1)

Cites to:

Campbell, John (14)

Diebold, Francis (14)

Bollerslev, Tim (13)

Ventosa-Santaulària, Daniel (10)

Andersen, Torben (9)

Nielsen, Morten (9)

Phillips, Peter (8)

Pesaran, Mohammad (5)

Shiller, Robert (5)

Velasco, Carlos (5)

Tauchen, George (5)

Main data


Production by document typearticlepaper20082009201020112012201320142015201620172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published200820092010201120122013201420152016201720182019202020212022202320240102030Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2008200920102011201220132014201520162017201820192020202120222023202402.557.510Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20082009201020112012201320142015201620172018201920202021202220232024051015Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents12345051015Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250101234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where J Eduardo Vera-Valdés has published?


Journals with more than one article published# docs
Econometrics4
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org2

Recent works citing J Eduardo Vera-Valdés (2024 and 2023)


Year  ↓Title of citing document  ↓
2024Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634.

Full description at Econpapers || Download paper

2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

Full description at Econpapers || Download paper

2024Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984.

Full description at Econpapers || Download paper

2024Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rezgui, Hichem ; Tavakkoli, Hamid Raza ; Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57.

Full description at Econpapers || Download paper

2023What drives migration to Germany? A panel data analysis. (2023). Daumann, F ; Klocker, J A. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:2:p:251-264.

Full description at Econpapers || Download paper

2024Bayesian Inference for Long Memory Stochastic Volatility Models. (2024). Laurini, Márcio ; Chaim, Pedro. In: Econometrics. RePEc:gam:jecnmx:v:12:y:2024:i:4:p:35-:d:1530826.

Full description at Econpapers || Download paper

2023COVID-19 pandemic, losses of livelihoods and uneven recovery in Pune, India. (2023). Steinert, Janina Isabel ; Mittal, Nitya ; Vollmer, Sebastian. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02343-0.

Full description at Econpapers || Download paper

2023Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6.

Full description at Econpapers || Download paper

Works by J Eduardo Vera-Valdés:


Year  ↓Title  ↓Type  ↓Cited  ↓
2015Unbalanced Regressions and the Predictive Equation In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2015Long Memory, Fractional Integration, and Cross-Sectional Aggregation In: CREATES Research Papers.
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paper9
2017Long memory, fractional integration, and cross-sectional aggregation.(2017) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2020Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll? In: CREATES Research Papers.
[Full Text][Citation analysis]
paper1
2020Temperature Anomalies, Long Memory, and Aggregation In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
2021Temperature Anomalies, Long Memory, and Aggregation.(2021) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2017On Long Memory Origins and Forecast Horizons In: Papers.
[Full Text][Citation analysis]
paper1
2020On long memory origins and forecast horizons.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2018Nonfractional Memory: Filtering, Antipersistence, and Forecasting In: Papers.
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paper0
2008Granger-Causality in the presence of structural breaks In: Economics Bulletin.
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article11
2024Exploring smart heat meter data: A co-clustering driven approach to analyse the energy use of single-family houses In: Applied Energy.
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article0
2024Disaggregation of total energy use into space heating and domestic hot water: A city-scale suited approach In: Energy.
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article0
2022The persistence of financial volatility after COVID-19 In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2020Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment In: Econometrics.
[Full Text][Citation analysis]
article4
2021Air Pollution and Mobility, What Carries COVID-19? In: Econometrics.
[Full Text][Citation analysis]
article3
2021Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation In: Econometrics.
[Full Text][Citation analysis]
article1
2019The VIX, the Variance Premium, and Expected Returns In: Journal of Financial Econometrics.
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article2
2016A comment on ‘resolving spurious regressions and serially correlated errors’ In: Empirical Economics.
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article0
2021The political risk factors of COVID-19 In: International Review of Applied Economics.
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article2
2022Spurious multivariate regressions under fractionally integrated processes In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]
article0
2012Spurious Forecasts? In: Journal of Forecasting.
[Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team