Citation profile for Ines Wilms

Ines Wilms : Citation Profile

Maastricht University

H index

i10 index

113

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   7 years (2016 - 2023). See details.
   Cites by year: 16
   Journals where Ines Wilms has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 5 (4.24 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi441
   Updated: 2024-01-16    RAS profile: 2024-01-08
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Relations with other researchers

Works with:

Smeekes, Stephan (4)

Barbaglia, Luca (2)

Hecq, Alain (2)

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 (7)

Smeekes, Stephan (6)

Ben Amar, Amine (5)

Claveria, Oscar (5)

Johansen, Soren (4)

Goutte, Stéphane (4)

Tiwari, Aviral (3)

Hallin, Marc (3)

Berenguer-Rico, Vanessa (3)

Cubadda, Gianluca (3)

Barigozzi, Matteo (3)

Cites to:

Diebold, Francis (22)

Marcellino, Massimiliano (13)

Chernozhukov, Victor (12)

Hecq, Alain (11)

Giannone, Domenico (11)

serra, teresa (11)

Bollerslev, Tim (11)

Corsi, Fulvio (10)

Reichlin, Lucrezia (10)

Medeiros, Marcelo (10)

Yilmaz, Kamil (9)

Main data

Where Ines Wilms has published?

Journals with more than one article published	# docs
European Journal of Operational Research	2
International Journal of Forecasting	2
Energy Economics	2

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	11

Recent works citing Ines Wilms (2024 and 2023)

Year	Title of citing document
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
2023	Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033. Full description at Econpapers \|\| Download paper
2023	Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419. Full description at Econpapers \|\| Download paper
2023	Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993. Full description at Econpapers \|\| Download paper
2023	High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. 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
2023	Robust regression under the general framework of bounded loss functions. (2023). Tang, Long ; Tian, Yingjie ; Fu, Saiji. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:3:p:1325-1339. Full description at Econpapers \|\| Download paper
2023	Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers \|\| Download paper
2023	Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318. Full description at Econpapers \|\| Download paper
2023	Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988. Full description at Econpapers \|\| Download paper
2023	An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017. Full description at Econpapers \|\| Download paper
2023	The Moderating Effect of the COVID-19 Pandemic on the Relation between Corporate Governance and Firm Performance. (2023). Mohammadhosseini, Elaheh ; Akbari, Maryam ; Hosseiny, Zeynab Nourbakhsh ; Tarighi, Hossein. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:306-:d:1177555. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper
2023	Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02362-5. Full description at Econpapers \|\| Download paper
2023	High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods. (2023). Peter, Jonathan Mukiza ; Marobhe, Mutaju Isaack. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:4:d:10.1007_s43546-023-00463-y. Full description at Econpapers \|\| Download paper
2023	Forecasting Chinas stock market volatility with shrinkage method: Can Adaptive Lasso select stronger predictors from numerous predictors?. (2023). Xu, Yongan ; Liang, Chao ; Chen, Zhonglu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3689-3699. Full description at Econpapers \|\| Download paper
2023	. Full description at Econpapers \|\| Download paper

Works by Ines Wilms:

Year	Title	Type	Cited
2016	Commodity Dynamics: A Sparse Multi-class Approach In: Papers. [Full Text][Citation analysis]	paper	6
2016	Commodity dynamics: A sparse multi-class approach.(2016) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	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	5
2023	Lasso inference for high-dimensional time series.(2023) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5	article
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
2023	Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions In: Papers. [Full Text][Citation analysis]	paper	1
2023	Sparse High-Dimensional Vector Autoregressive Bootstrap In: Papers. [Full Text][Citation analysis]	paper	0
2023	Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms 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	3
2020	Volatility spillovers in commodity markets: A large t-vector autoregressive approach In: Energy Economics. [Full Text][Citation analysis]	article	31
2016	Forecasting using sparse cointegration In: International Journal of Forecasting. [Full Text][Citation analysis]	article	19
2021	Multivariate volatility forecasts for stock market indices In: International Journal of Forecasting. [Full Text][Citation analysis]	article	14
2016	Identifying Demand Effects in a Large Network of Product Categories In: Journal of Retailing. [Full Text][Citation analysis]	article	11
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
2023	Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages In: Journal of the American Statistical Association. [Full Text][Citation analysis]	article	0