6
H index
4
i10 index
195
Citations
Andrey L. Vasnev : Citation Profile
University of Sydney (50% share) | RESEARCH PRODUCTION: 19 Articles 23 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2002 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Andrey L. Vasnev. | Is cited by:
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Main data
Where Andrey L. Vasnev has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 5 |
| Econometrics and Statistics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Sydney Business School, Discipline of Business Analytics | 14 |
Recent works citing Andrey L. Vasnev (2024 and 2023)
| Year | Title of citing document | |
|---|---|---|
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs). (2023). Utma, Gizem Halil ; Ikiz, Aysun Kapucugil. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:1-31. Full description at Econpapers || Download paper | |
| 2023 | Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541. Full description at Econpapers || Download paper | |
| 2023 | Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
| 2023 | . Full description at Econpapers || Download paper | |
| 2023 | Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263. Full description at Econpapers || Download paper | |
| 2023 | Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x. Full description at Econpapers || Download paper | |
| 2023 | Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377. Full description at Econpapers || Download paper | |
| 2023 | Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607. Full description at Econpapers || Download paper | |
| 2023 | Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Zhang, Hongwei ; Wang, Chenlu ; Niu, Zibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002545. Full description at Econpapers || Download paper | |
| 2023 | Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622. Full description at Econpapers || Download paper | |
| 2023 | Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302. Full description at Econpapers || Download paper | |
| 2023 | Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States. (2023). Cramer, Estee Y ; Bracher, Johannes ; Bosse, Nikos I ; Reich, Nicholas G ; Biggerstaff, Matthew ; Tibshirani, Ryan J ; Bien, Jacob ; Zorn, Martha ; Brooks, Logan C ; Wang, Yijin ; Ray, Evan L ; Rumack, Aaron ; Johansson, Michael A ; Gerding, Aaron ; Funk, Sebastian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1366-1383. Full description at Econpapers || Download 2023 | Impact of energy intensity, green economy, and natural resources development to achieve sustainable economic growth in Asian countries. (2023). He, Jia ; Huang, Weiting. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004373. Full description at Econpapers || Download paper |
| 2023 | A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50. Full description at Econpapers || Download paper | |
| 2023 | The role of categorical EPU indices in predicting stock-market returns. (2023). Li, Tao ; Qiu, Xuemei ; Ma, Feng ; Chen, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:365-378. Full description at Econpapers || Download paper | |
| 2023 | Eye in outer space: satellite imageries of container ports can predict world stock returns. (2023). Wang, Yudong ; Zhao, Yuqi ; Wu, Liangyu ; Yu, Honghai. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01891-9. Full description at Econpapers || Download paper | |
| 2023 | A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting. (2023). GUPTA, RANGAN ; Zhang, Han. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5. Full description at Econpapers || Download paper | |
| 2023 | Agricultural windfalls and the seasonality of political violence in Africa. (2023). Atalay, Kadir ; Hastings, Justin V ; Ubilava, David. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:5:p:1309-1332. Full description at Econpapers || Download paper | |
| 2023 | Forecasting the stock risk premium: A new statistical constraint. (2023). Wang, Yudong ; Hao, Xianfeng. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1805-1822. Full description at Econpapers || Download paper |
Works by Andrey L. Vasnev:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2023 | Flexible global forecast combinations In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Inference†in†residuals as an Estimation Method for Earnings Management In: Abacus. [Full Text][Citation analysis] | article | 14 |
| 2008 | USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2023 | The role of data and priors in estimating climate sensitivity In: ISER Discussion Paper. [Full Text][Citation analysis] | paper | 0 |
| 2002 | Markov chain approximation in bootstrapping autoregressions In: Economics Bulletin. [Full Text][Citation analysis] | article | 6 |
| 2007 | Local sensitivity and diagnostic tests In: Econometrics Journal. [Full Text][Citation analysis] | article | 12 |
| 2004 | Local Sensitivity and Diagnostic Tests.(2004) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2004 | Local Sensitivity and Diagnostic Tests.(2004) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2014 | Forecast combination for U.S. recessions with real-time data In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 3 |
| 2013 | Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2013 | Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | Mixed interval realized variance: A robust estimator of stock price volatility In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2022 | A hierarchical mixture cure model with unobserved heterogeneity for credit risk In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2016 | A note on the estimation of optimal weights for density forecast combinations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
| 2016 | The forecast combination puzzle: A simple theoretical explanation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 102 |
| 2014 | The Forecast Combination Puzzle: A Simple Theoretical Explanation.(2014) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
| 2023 | Too similar to combine? On negative weights in forecast combination In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2020 | Too similar to combine? On negative weights in forecast combination.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2023 | On the uncertainty of a combined forecast: The critical role of correlation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2021 | On the uncertainty of a combined forecast: The critical role of correlation.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Sensitivity of GLS estimators in random effects models In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2018 | Optimal selection of expert forecasts with integer programming In: Omega. [Full Text][Citation analysis] | article | 7 |
| 2020 | Higher moment constraints for predictive density combination In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2019 | A Combination Method for Averaging OLS and GLS Estimators In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia In: Journal of African Economies. [Full Text][Citation analysis] | article | 5 |
| 2020 | Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2017 | Forecast combination for discrete choice models: predicting FOMC monetary policy decisions In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Forecast combination for discrete choice models: predicting FOMC monetary policy decisions.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2017 | Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts In: Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Generalized Variance: A Robust Estimator of Stock Price Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Higher Moment Constraints for Predictive Density Combinations In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Higher Moment Constraints for Predictive Density Combinations.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2021 | Forecast combination puzzle in the HAR model In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Global combinations of expert forecasts In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Survival Analysis for Credit Scoring: Incidence and Latency In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Practical considerations for optimal weights in density forecast combi nation In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2014 | MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON?STOCHASTIC LOAN MATURITY.(2014) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2013 | Practical use of sensitivity in econometrics with an illustration to forecast combinations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Local sensitivity in econometrics In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach In: Journal of Forecasting. [Citation analysis] | article | 3 |
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