Ines Wilms : Citation Profile

Are you Ines Wilms?

Maastricht University

5

H index

5

i10 index

96

Citations

RESEARCH PRODUCTION:

11

Articles

9

Papers

RESEARCH ACTIVITY:

   6 years (2016 - 2022). See details.
   Cites by year: 16
   Journals where Ines Wilms has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 5 (4.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwi441
   Updated: 2023-05-27    RAS profile: 2022-11-22    
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Relations with other researchers

Works with:

Barbaglia, Luca (4)

Smeekes, Stephan (3)

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

Is cited by:

Hecq, Alain (6)

Smeekes, Stephan (6)

Claveria, Oscar (5)

Johansen, Soren (4)

Ben Amar, Amine (4)

Goutte, Stéphane (3)

Berenguer-Rico, Vanessa (3)

Barigozzi, Matteo (3)

Hallin, Marc (3)

Cieślik, Andrzej (2)

Cubadda, Gianluca (2)

Cites to:

Diebold, Francis (20)

Chernozhukov, Victor (11)

serra, teresa (11)

Reichlin, Lucrezia (10)

Giannone, Domenico (10)

Bollerslev, Tim (10)

Corsi, Fulvio (9)

Yilmaz, Kamil (9)

Hecq, Alain (9)

Andersen, Torben (7)

Medeiros, Marcelo (7)

Main data

Where Ines Wilms has published?

Journals with more than one article published# docs
International Journal of Forecasting2
European Journal of Operational Research2
Energy Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org8

Recent works citing Ines Wilms (2023 and 2022)

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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2022Sparse Temporal Disaggregation. (2021). Gibberd, Alex ; Eckley, Idris ; Mosley, Luke . In: Papers. RePEc:arx:papers:2108.05783.

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2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2023). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2301.10592.

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2023Sparse High-Dimensional Vector Autoregressive Bootstrap. (2023). Wilms, Ines ; Smeekes, Stephan ; Adamek, Robert. In: Papers. RePEc:arx:papers:2302.01233.

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2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2022Dynamic 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.

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2022Investigating 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.

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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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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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2023Multivariate 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.

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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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2022Geopolitical 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.

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2022The 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.

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2022Quantile 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.

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2022Commodity 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.

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2022Dynamic 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.

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2022Forecasting: 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
2022Modeling 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.

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2022The 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.

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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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2022The 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.

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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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2022Medium-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.

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2022Time-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.

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2022Return 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.

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2022Asymmetric 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.

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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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2022.

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2023.

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

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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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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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2022A 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.

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Works by Ines Wilms:

YearTitleTypeCited
2016Commodity Dynamics: A Sparse Multi-class Approach In: Papers.
[Full Text][Citation analysis]		paper5
2016Commodity dynamics: A sparse multi-class approach.(2016) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		article
2017Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach In: Papers.
[Full Text][Citation analysis]		paper0
2022Lasso Inference for High-Dimensional Time Series In: Papers.
[Full Text][Citation analysis]		paper3
2022bootUR: An R Package for Bootstrap Unit Root Tests In: Papers.
[Full Text][Citation analysis]		paper0
2021Tree-based Node Aggregation in Sparse Graphical Models In: Papers.
[Full Text][Citation analysis]		paper0
2022Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions In: Papers.
[Full Text][Citation analysis]		paper2
2022Detecting Anti-dumping Circumvention: A Network Approach In: Papers.
[Full Text][Citation analysis]		paper0
2023Local Projection Inference in High Dimensions In: Papers.
[Full Text][Citation analysis]		paper0
2018Multiclass vector auto?regressive models for multistore sales data In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article1
2016Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article0
2016The 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]		article12
2022Sparse regression for large data sets with outliers In: European Journal of Operational Research.
[Full Text][Citation analysis]		article1
2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach In: Energy Economics.
[Full Text][Citation analysis]		article26
2016Forecasting using sparse cointegration In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2021Multivariate volatility forecasts for stock market indices In: International Journal of Forecasting.
[Full Text][Citation analysis]		article11
2016Identifying Demand Effects in a Large Network of Product Categories In: Journal of Retailing.
[Full Text][Citation analysis]		article10
2018White heteroscedasticty testing after outlier removal In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper5
2021Heteroscedasticity testing after outlier removal In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2018An algorithm for the multivariate group lasso with covariance estimation In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article3

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