Citation profile for Dmitriy O. Afanasyev

Dmitriy O. Afanasyev : Citation Profile

Financial University under the Government of the Russian Federation

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   5 years (2014 - 2019). See details.
   Cites by year: 7
   Journals where Dmitriy O. Afanasyev has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 4 (9.52 %)

EXPERT IN:

   Single Equation Models; Single Variables
   Multiple or Simultaneous Equation Models; Multiple Variables
   Econometric Modeling
   Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
   Market Structure, Pricing, and Design

MORE DETAILS IN:

EconPapers ORCID profile Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/paf34
   Updated: 2024-01-16    RAS profile: 2020-07-08
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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 Dmitriy O. Afanasyev.

Is cited by:

Weron, Rafał (8)

Marcjasz, Grzegorz (6)

Uniejewski, Bartosz (5)

Jędrzejewski, Arkadiusz (2)

Guidolin, Massimo (1)

Thomakos, Dimitrios (1)

Martinez, Andrew (1)

Paccagnini, Alessia (1)

Rossini, Luca (1)

Wang, Qunwei (1)

Franses, Philip Hans (1)

Cites to:

Weron, Rafał (36)

Trueck, Stefan (12)

Janczura, Joanna (10)

Cartea, Álvaro (7)

Nowotarski, Jakub (7)

Nielsen, Morten (6)

Prokopczuk, Marcel (6)

Haldrup, Niels (6)

Hamilton, James (5)

Misiorek, Adam (4)

Nan, Fany (4)

Main data

Where Dmitriy O. Afanasyev has published?

Journals with more than one article published	# docs
Energy Economics	2

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	2

Recent works citing Dmitriy O. Afanasyev (2024 and 2023)

Year	Title of citing document
2023	Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	TLIA: Time-series forecasting model using long short-term memory integrated with artificial neural networks for volatile energy markets. (2023). Ewees, Ahmed A ; Elaziz, Mohamed Abd ; Aseeri, Ahmad O ; Cai, Zhihua ; Alrassas, Ayman Mutahar ; Al-Alimi, Dalal. In: Applied Energy. RePEc:eee:appene:v:343:y:2023:i:c:s0306261923005949. Full description at Econpapers \|\| Download paper
2023	Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247. Full description at Econpapers \|\| Download paper
2023	Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586. Full description at Econpapers \|\| Download paper
2023	A Hybrid Model for Multi-Day-Ahead Electricity Price Forecasting considering Price Spikes. (2023). Quashie, Mike ; Zareipour, Hamidreza ; Lopez, Manuel Zamudio ; Jaimes, Daniel Manfre. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:3:p:28-521:d:1197273. Full description at Econpapers \|\| Download paper

Works by Dmitriy O. Afanasyev:

Year	Title	Type	Cited
2019	The influence of conference calls semantic characteristics on the company market performance: Text analysis In: Russian Journal of Economics. [Full Text][Citation analysis]	article	0
2019	On the impact of outlier filtering on the electricity price forecasting accuracy In: Applied Energy. [Full Text][Citation analysis]	article	18
2015	Fine structure of the price–demand relationship in the electricity market: Multi-scale correlation analysis In: Energy Economics. [Full Text][Citation analysis]	article	8
2014	Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8	paper
2016	The long-term trends on the electricity markets: Comparison of empirical mode and wavelet decompositions In: Energy Economics. [Full Text][Citation analysis]	article	12
2019	On the Impact of News Tonality in International Media on the Russian Ruble Exchange Rate: Textual Analysis In: HSE Economic Journal. [Full Text][Citation analysis]	article	0
2018	External and Internal Determinants on the Electricity Market: A Multi-Scale Adaptive Causal Analysis In: Journal of the New Economic Association. [Full Text][Citation analysis]	article	0
2015	The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2016	Currency integration of Russia and other CIS countries: what is changing in a crisis? In: Economic Policy. [Full Text][Citation analysis]	article	0