5
H index
5
i10 index
96
Citations
Maastricht University | 5 H index 5 i10 index 96 Citations RESEARCH PRODUCTION: 11 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ines Wilms. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 2 |
European Journal of Operational Research | 2 |
Energy Economics | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 8 |
Year | Title of citing document |
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2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2020). Hecq, Alain ; Cubadda, Gianluca. In: Papers. RePEc:arx:papers:2009.03361. Full description at Econpapers || Download paper |
2021 | Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802. Full description at Econpapers || Download paper |
2022 | Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783. Full description at Econpapers || Download paper |
2023 | Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592. Full description at Econpapers || Download paper |
2023 | Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233. Full description at Econpapers || Download paper |
2023 | Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434. Full description at Econpapers || Download paper |
2022 | Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849. Full description at Econpapers || Download paper |
2022 | Investigating the Nexus between Crude Oil Price and Stock Prices of Oil Exploration Companies. (2022). Bhagav, Shravan ; Shaikh, Saheem ; Hawaldar, Iqbal Thonse ; Pinto, Prakash ; Kumar, Abhaya K ; Padmanabha, B. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-04-5. Full description at Econpapers || Download paper |
2022 | Prediction 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. Full description at Econpapers || Download paper |
2022 | Confidence 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. Full description at Econpapers || Download paper |
2023 | Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures. (2023). Yang, HU ; Xia, Siwei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322002006. Full description at Econpapers || Download paper |
2022 | Fat 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. Full description at Econpapers || Download paper |
2022 | Geopolitical risk and dynamic connectedness between commodity markets. (2022). Xu, Jun ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979. Full description at Econpapers || Download paper |
2022 | The role of uncertainty measures in volatility forecasting of the crude oil futures market before and during the COVID-19 pandemic. (2022). Zhang, Hongwei ; Ma, Feng ; Niu, Zibo. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002791. Full description at Econpapers || Download paper |
2022 | Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. (2022). Lee, Chien-Chiang ; Adewuyi, Adeolu O ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003796. Full description at Econpapers || Download paper |
2022 | Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s105752192200151x. Full description at Econpapers || Download paper |
2022 | Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Bellalah, Makram ; ben Slimane, Ikrame ; ben Amar, Amine ; Hachicha, Nejib. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460. Full description at Econpapers || Download paper |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph |
2022 | Modeling and forecasting realized portfolio weights. (2022). Gribisch, Bastian ; Golosnoy, Vasyl. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000048. Full description at Econpapers || Download paper |
2022 | The impact of a manufacturer’s financial liquidity on its market strategies and pricing and promotion decisions in retail grocery markets. (2022). Zheng, Yilong ; Park, Chang Hee ; Ma, Zecong ; Agarwal, Manoj K. In: Journal of Business Research. RePEc:eee:jbrese:v:142:y:2022:i:c:p:844-857. Full description at Econpapers || Download paper |
2022 | Ultra 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. Full description at Econpapers || Download paper |
2022 | The connectedness in the world petroleum futures markets using a Quantile VAR approach. (2022). Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar ; Jena, Sangram Keshari. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000556. Full description at Econpapers || Download paper |
2021 | Connectedness 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. Full description at Econpapers || Download paper |
2022 | Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices. (2022). Umar, Muhammad ; Guo, Xiaozhu ; Luo, Qin ; Zhang, Lixia. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000939. Full description at Econpapers || Download paper |
2022 | Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China. (2022). Peng, Yun ; Chen, Hao ; Xu, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003191. Full description at Econpapers || Download paper |
2022 | Return and volatility connectedness among commodity markets during major crises periods: Static and dynamic analyses with asymmetries. (2022). Awodumi, Olabanji ; Adewuyi, Adeolu O ; Adeleke, Musefiu A. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004068. Full description at Econpapers || Download paper |
2022 | Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:85:y:2022:i:c:p:386-400. Full description at Econpapers || Download paper |
2021 | Multiscale 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. Full description at Econpapers || Download paper |
2022 | . Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:534. Full description at Econpapers || Download paper |
2022 | Dimension Reduction for High Dimensional Vector Autoregressive Models. (2022). Hecq, Alain ; Cubadda, Gianluca . In: CEIS Research Paper. RePEc:rtv:ceisrp:534shoc. Full description at Econpapers || Download paper |
2021 | Fast 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. Full description at Econpapers || Download paper |
2022 | Forecasting 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. Full description at Econpapers || Download paper |
2022 | A novel robust structural quadratic forecasting model and applications. (2022). Jiang, HE. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1156-1180. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2016 | Commodity Dynamics: A Sparse Multi-class Approach In: Papers. [Full Text][Citation analysis] | paper | 5 |
2016 | Commodity dynamics: A sparse multi-class approach.(2016) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2017 | Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Lasso Inference for High-Dimensional Time Series In: Papers. [Full Text][Citation analysis] | paper | 3 |
2022 | bootUR: An R Package for Bootstrap Unit Root Tests In: Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Tree-based Node Aggregation in Sparse Graphical Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions In: Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Detecting Anti-dumping Circumvention: A Network Approach In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Local Projection Inference in High Dimensions In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Multiclass vector auto?regressive models for multistore sales data In: Journal of the Royal Statistical Society Series C. [Full Text][Citation analysis] | article | 1 |
2016 | Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
2016 | The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 12 |
2022 | Sparse regression for large data sets with outliers In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
2020 | Volatility spillovers in commodity markets: A large t-vector autoregressive approach In: Energy Economics. [Full Text][Citation analysis] | article | 26 |
2016 | Forecasting using sparse cointegration In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
2021 | Multivariate volatility forecasts for stock market indices In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2016 | Identifying Demand Effects in a Large Network of Product Categories In: Journal of Retailing. [Full Text][Citation analysis] | article | 10 |
2018 | White heteroscedasticty testing after outlier removal In: Economics Series Working Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | Heteroscedasticity testing after outlier removal In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2018 | An algorithm for the multivariate group lasso with covariance estimation In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 3 |
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