Anastasios Nicholas Panagiotelis : Citation Profile


Are you Anastasios Nicholas Panagiotelis?

Monash University

8

H index

7

i10 index

271

Citations

RESEARCH PRODUCTION:

9

Articles

14

Papers

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 22
   Journals where Anastasios Nicholas Panagiotelis has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 10 (3.56 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa802
   Updated: 2024-01-16    RAS profile: 2020-08-16    
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Relations with other researchers


Works with:

Hyndman, Rob (6)

Athanasopoulos, George (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Anastasios Nicholas Panagiotelis.

Is cited by:

Hyndman, Rob (14)

Weron, Rafał (10)

Li, Feng (10)

Ravazzolo, Francesco (9)

Athanasopoulos, George (9)

Smith, Michael (8)

Grossi, Luigi (8)

Castle, Jennifer (6)

Proietti, Tommaso (6)

Ricco, Giovanni (6)

Miranda-Agrippino, Silvia (6)

Cites to:

Hyndman, Rob (43)

Athanasopoulos, George (27)

Smith, Michael (19)

Shang, Han Lin (14)

Kohn, Robert (11)

Reichlin, Lucrezia (10)

Sims, Christopher (8)

Koop, Gary (7)

Geweke, John (7)

Hallin, Marc (6)

Vahid, Farshid (6)

Main data


Where Anastasios Nicholas Panagiotelis has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis2
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics12

Recent works citing Anastasios Nicholas Panagiotelis (2024 and 2023)


YearTitle of citing document
2023Scarring effects of the COVID-19 pandemic on the Italian labour market. (2022). Fiaschi, Davide ; Tealdi, Cristina. In: Papers. RePEc:arx:papers:2202.13317.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023.

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2023Recent developments in multivariate wind and solar power forecasting. (2023). Madsen, Henrik ; Bacher, Peder ; Moller, Jan K ; Bjerregrd, Mathias B ; Nystrup, Peter ; Sorensen, Mikkel L. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:12:y:2023:i:2:n:e465.

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2023Multivariate probabilistic forecasting of intraday electricity prices using normalizing flows. (2023). Dahmen, Manuel ; Mitsos, Alexander ; Witthaut, Dirk ; Cramer, Eike. In: Applied Energy. RePEc:eee:appene:v:346:y:2023:i:c:s0306261923007341.

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2023Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401.

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2023Efficient and feasible inference for high-dimensional normal copula regression models. (2023). Nikoloulopoulos, Aristidis K. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002341.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023A corrected Clarke test for model selection and beyond. (2023). Min, Aleksey ; Fermanian, Jean-David ; Bruck, Florian. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:1:p:105-132.

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2023Probabilistic forecast reconciliation: Properties, evaluation and score optimisation. (2023). Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:2:p:693-706.

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2023Optimal reconciliation with immutable forecasts. (2023). Li, Feng ; Panagiotelis, Anastasios ; Kang, Yanfei ; Zhang, Bohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:2:p:650-660.

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2023From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting. (2023). Kruger, Fabian ; Kachele, Fabian ; Grothe, Oliver. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001007.

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2023Analyzing the influence of geopolitical risks on European power prices using a multiresolution causal neural network. (2023). ben Jabeur, Sami ; Saadaoui, Foued. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002918.

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2023A novel reconciliation approach for hierarchical electricity consumption forecasting based on resistant regression. (2023). Cyrino, Fernando Luiz ; Lila, Mauricio Franca ; Meira, Erick. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001883.

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2023Evaluation of the best M4 competition methods for small area population forecasting. (2023). Temple, Jeromey ; Grossman, Irina ; Wilson, Tom. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:110-122.

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2023Cross-temporal forecast reconciliation: Optimal combination method and heuristic alternatives. (2023). Girolimetto, Daniele ; di Fonzo, Tommaso. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:39-57.

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2023Static and dynamic models for multivariate distribution forecasts: Proper scoring rule tests of factor-quantile versus multivariate GARCH models. (2023). Meng, Xiaochun ; Han, Yang ; Alexander, Carol. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1078-1096.

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2023What do consumers want? A methodological framework to identify determinant product attributes from consumers’ online questions. (2023). Aw, Eugene Cheng-Xi ; Fernando, Angeline Gautami. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:73:y:2023:i:c:s0969698923000826.

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2023The attachment of adult women to the Italian labour market in the shadow of COVID-19. (2023). Tealdi, Cristina ; Fiaschi, Davide. In: Labour Economics. RePEc:eee:labeco:v:83:y:2023:i:c:s0927537123000775.

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2023An Overview of Short-Term Load Forecasting for Electricity Systems Operational Planning: Machine Learning Methods and the Brazilian Experience. (2023). Scianni, Lucas Barros ; Aquila, Giancarlo ; de Queiroz, Anderson Rodrigo ; Marangon, Luana Medeiros ; Dures, Victor Augusto. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:21:p:7444-:d:1274146.

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2023.

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2023Explainable AI for Operational Research: A Defining Framework, Methods, Applications, and a Research Agenda. (2023). Lessmann, Stefan ; Kraus, Mathias ; Delen, Dursun ; Choi, Tsan-Ming ; Boute, Robert N ; Weber, Richard ; Baesens, Bart ; Verbeke, Wouter ; Slowiski, Roman ; Vairetti, Carla ; de Caigny, Arno ; Oskarsdottir, Maria ; Coussement, Kristof ; Martens, David ; de Bock, Koen W ; Maldonado, Sebastian. In: Post-Print. RePEc:hal:journl:hal-04219546.

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2023Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors. (2023). Gooijer, Jan G. ; de Gooijer, Jan G. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10289-9.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering. (2023). Mattera, Raffaele ; Hyndman, Rob J ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-17.

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2023Cross-temporal Probabilistic Forecast Reconciliation. (2023). Hyndman, Rob J ; di Fonzo, Tommaso ; Athanasopoulos, George ; Girolimetto, Daniele. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-6.

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2023Factor Tree Copula Models for Item Response Data. (2023). Nikoloulopoulos, Aristidis K ; Kadhem, Sayed H. In: Psychometrika. RePEc:spr:psycho:v:88:y:2023:i:3:d:10.1007_s11336-023-09917-6.

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2023.

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2023Deep distributional time series models and the probabilistic forecasting of intraday electricity prices. (2023). Nott, David J ; Smith, Michael Stanley ; Klein, Nadja. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:493-511.

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2023A hybrid approach with step?size aggregation to forecasting hierarchical time series. (2023). Rafique, Raza ; Wan, Guohua ; Rehman, Hakeemur. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:176-192.

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2023Real?time forecasting of the Australian macroeconomy using flexible Bayesian VARs. (2023). Zhang, BO ; Nguyen, Bao ; Hou, Chenghan. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:418-451.

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Works by Anastasios Nicholas Panagiotelis:


YearTitleTypeCited
2017Model selection for discrete regular vine copulas In: Computational Statistics & Data Analysis.
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article9
2010Bayesian skew selection for multivariate models In: Computational Statistics & Data Analysis.
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article5
2008Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models In: Journal of Econometrics.
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article22
2019Probabilistic forecast reconciliation with applications to wind power and electric load In: European Journal of Operational Research.
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article25
2019A forecast reconciliation approach to cause-of-death mortality modeling In: Insurance: Mathematics and Economics.
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article11
2008Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions In: International Journal of Forecasting.
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article86
2019Macroeconomic forecasting for Australia using a large number of predictors In: International Journal of Forecasting.
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article12
2017Macroeconomic forecasting for Australia using a large number of predictors.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 12
paper
2017The Australian Macro Database: An online resource for macroeconomic research in Australia In: CAMA Working Papers.
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paper0
2017The Australian Macro Database: An online resource for macroeconomic research in Australia.(2017) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2017Bayesian Weighted Inference from Surveys Abstract: Data from large surveys are often supplemented with sampling weights that are designed to reflect unequal probabilities of response and selection inh In: Department of Economics - Working Papers Series.
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paper0
2013From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence and Visit Behavior In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2014From Amazon to Apple: Modeling Online Retail Sales, Purchase Incidence, and Visit Behavior.(2014) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 2
article
2016Bayesian Rank Selection in Multivariate Regression In: Monash Econometrics and Business Statistics Working Papers.
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paper0
2017Bayesian Inference for a 1-Factor Copula Model In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2018Probabilisitic forecasts in hierarchical time series In: Monash Econometrics and Business Statistics Working Papers.
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paper8
2019Updating Variational Bayes: Fast Sequential Posterior Inference In: Monash Econometrics and Business Statistics Working Papers.
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paper2
2019Forecasting Swiss Exports Using Bayesian Forecast Reconciliation In: Monash Econometrics and Business Statistics Working Papers.
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paper4
2019Forecast Reconciliation: A geometric View with New Insights on Bias Correction In: Monash Econometrics and Business Statistics Working Papers.
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paper31
2020Forecast Reconciliation: A geometric View with New Insights on Bias Correction.(2020) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has nother version. Agregated cites: 31
paper
2019Hierarchical Forecasting In: Monash Econometrics and Business Statistics Working Papers.
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paper5
2020Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation In: Monash Econometrics and Business Statistics Working Papers.
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paper7
2012Pair Copula Constructions for Multivariate Discrete Data In: Journal of the American Statistical Association.
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article39

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