Ines Wilms : Citation Profile


Are you Ines Wilms?

Maastricht University

5

H index

3

i10 index

72

Citations

RESEARCH PRODUCTION:

10

Articles

7

Papers

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 12
   Journals where Ines Wilms has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 4 (5.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwi441
   Updated: 2022-05-14    RAS profile: 2021-07-05    
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Relations with other researchers


Works with:

Barbaglia, Luca (5)

Smeekes, Stephan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ines Wilms.

Is cited by:

Claveria, Oscar (5)

Smeekes, Stephan (4)

Johansen, Soren (4)

Berenguer-Rico, Vanessa (3)

Hallin, Marc (3)

Barigozzi, Matteo (3)

Ghodsi, Mahdi (2)

Shahzad, Syed Jawad Hussain (2)

Baumohl, Eduard (2)

Hecq, Alain (2)

Cieślik, Andrzej (2)

Cites to:

Diebold, Francis (16)

Bollerslev, Tim (9)

Hecq, Alain (9)

serra, teresa (8)

Corsi, Fulvio (8)

Yilmaz, Kamil (7)

Andersen, Torben (6)

Marcellino, Massimiliano (5)

Laurent, Sébastien (5)

Giannone, Domenico (5)

Medeiros, Marcelo (5)

Main data


Where Ines Wilms has published?


Journals with more than one article published# docs
Energy Economics2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org6

Recent works citing Ines Wilms (2022 and 2021)


YearTitle of citing document
2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data. (2021). Wijler, Etienne ; Reuvers, Hanno. In: Papers. RePEc:arx:papers:2108.02864.

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2021Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783.

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2022Prediction intervals of the COVID-19 cases by HAR models with growth rates and vaccination rates in top eight affected countries: Bootstrap improvement. (2022). Hwang, Eunju. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921011425.

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2021Two sample tests for high-dimensional autocovariances. (2021). Gates, Katheleen M ; Baek, Changryong ; Pipiras, Vladas ; Leinwand, Benjamin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:153:y:2021:i:c:s0167947320301584.

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2022Confidence intervals for parameters in high-dimensional sparse vector autoregression. (2022). Liu, Hanzhong ; Zhu, KE. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:168:y:2022:i:c:s0167947321002176.

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2021Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960.

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2021A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation. (2021). Hong, Won-Tak ; Hwang, Eunju. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001324.

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2021An automated approach towards sparse single-equation cointegration modelling. (2021). Smeekes, Stephan ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:247-276.

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2022Sparse regression for large data sets with outliers. (2022). Wilms, Ines ; Croux, Christophe ; Bottmer, Lea. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:782-794.

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2022Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779.

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2021Eatery, energy, environment and economic system, 1970–2017: Understanding volatility spillover patterns in a global sample. (2021). LE, Thai-Ha ; Vo, Long Hai. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002905.

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2021Are there spillovers among Chinas pilots for carbon emission allowances trading?. (2021). Feng, Chao ; Guo, Li-Yang. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s014098832100445x.

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2021Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629.

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2021Economic sentiment indicators and foreign direct investment: Empirical evidence from European Union countries. (2021). Ghodsi, Mahdi ; Cieślik, Andrzej ; Cielik, Andrzej. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:56-75.

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2021Granger causality detection in high-dimensional systems using feedforward neural networks. (2021). Olmo, Jose ; Mancini, Tullio ; Calvo-Pardo, Hector . In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:920-940.

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202130 years of cointegration and dynamic factor models forecasting and its future with big data: Editorial. (2021). Ruiz, Esther ; Pea, Daniel ; Escribano, Alvaro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1333-1337.

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2022Ultra high-dimensional multivariate posterior contraction rate under shrinkage priors. (2022). Ghosh, Malay ; Zhang, Ruoyang. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:187:y:2022:i:c:s0047259x21001135.

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2021Asymmetric and time-frequency spillovers among commodities using high-frequency data. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309879.

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2021Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?. (2021). Mirza, Nawazish ; Sun, Yanpeng ; Hsueh, Hsin-Pei ; Qadeer, Abdul . In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001458.

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2021The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

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2021Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility. (2021). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Bouri, Elie ; Shahzad, Farrukh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003081.

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2021Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. (2021). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Sarwar, Suleman ; Khalfaoui, Rabeh. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003287.

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2021Impact of COVID-19 outbreak on multi-scale asymmetric spillovers between food and oil prices. (2021). Cheng, Sheng ; Cao, Yan. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003731.

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2021Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003846.

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2021Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Gubareva, Mariya ; Riaz, Yasir ; Manel, Youssef ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706.

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2021Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network. (2021). Chen, Jianming ; Li, Jianping ; Wang, Jun ; Sun, Xiaolei ; Liu, Chang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920302002.

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2021The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties. (2021). Gouider, Abdessalem ; Mezghani, Imed ; ben Haddad, Hedi. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:91-:d:575121.

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2021Dynamic Pricing Recognition on E-Commerce Platforms with VAR Processes. (2021). Guidolin, Mariangela ; Faehnle, Alexander. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:11-180:d:510917.

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2021Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: Working Papers. RePEc:hal:wpaper:halshs-03211699.

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2021Do confidence indicators lead Greek economic activity?. (2021). Pappas, Anastasios ; Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Dimitris, Kenourgios ; Thanassis, Kazanas ; Anastasios, Pappas ; Dimitrios, Dimitriou. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:8:y:2021:i:2:p:1-15.

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2022Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc.

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2021Fast clustering algorithm of commodity association big data sparse network. (2021). Yang, Xiaohuan ; Pan, Hailan. In: International Journal of System Assurance Engineering and Management. RePEc:spr:ijsaem:v:12:y:2021:i:4:d:10.1007_s13198-021-01060-8.

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2021Economic Sentiment Indicators and Foreign Direct Investment: Empirical Evidence from European Union Countries. (2021). Ghodsi, Mohammad Mahdi ; Cielik, Andrzej. In: wiiw Working Papers. RePEc:wii:wpaper:203.

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2022Forecasting Bitcoin volatility: A new insight from the threshold regression model. (2022). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:633-652.

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Works by Ines Wilms:


YearTitleTypeCited
2016Commodity Dynamics: A Sparse Multi-class Approach In: Papers.
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paper5
2016Commodity dynamics: A sparse multi-class approach.(2016) In: Energy Economics.
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This paper has another version. Agregated cites: 5
article
2017Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach In: Papers.
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paper0
2022Lasso Inference for High-Dimensional Time Series In: Papers.
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paper1
2021bootUR: An R Package for Bootstrap Unit Root Tests In: Papers.
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paper0
2021Tree-based Node Aggregation in Sparse Graphical Models In: Papers.
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paper0
2022Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions In: Papers.
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paper1
2018Multiclass vector auto?regressive models for multistore sales data In: Journal of the Royal Statistical Society Series C.
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article1
2016Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ In: Scandinavian Journal of Statistics.
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article0
2016The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach In: European Journal of Operational Research.
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article12
2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach In: Energy Economics.
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article15
2016Forecasting using sparse cointegration In: International Journal of Forecasting.
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article16
2021Multivariate volatility forecasts for stock market indices In: International Journal of Forecasting.
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article5
2016Identifying Demand Effects in a Large Network of Product Categories In: Journal of Retailing.
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article9
2018White heteroscedasticty testing after outlier removal In: Economics Series Working Papers.
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paper5
2021Heteroscedasticity testing after outlier removal In: Econometric Reviews.
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article0
2018An algorithm for the multivariate group lasso with covariance estimation In: Journal of Applied Statistics.
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article2

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