5
H index
0
i10 index
51
Citations
Tian Xie : Citation Profile
Shanghai University of Finance and Economics | RESEARCH PRODUCTION: 9 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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10 years (2012 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Tian Xie. | Is cited by:
| Cites to:
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Main data
Where Tian Xie has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Letters | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Economics and Statistics Working Papers / Singapore Management University, School of Economics | 4 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 3 |
| Working Paper / Economics Department, Queen's University | 2 |
Recent works citing Tian Xie (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications. (2023). Shi, Shuping ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2303.13406. Full description at Econpapers || Download paper |
| 2023 | The economics of movies (revisited): A survey of recent literature. (2023). McKenzie, Jordi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:480-525. Full description at Econpapers || Download paper |
| 2023 | Model Averaging with Ridge Regularization. (2023). Skolkova, Alena. In: CERGE-EI Working Papers. RePEc:cer:papers:wp758. Full description at Econpapers || Download paper |
| 2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper |
| 2023 | Correcting sample selection bias with model averaging for consumer demand forecasting. (2023). Zhang, Xinyu ; Yang, Guangren ; Ai, Xin ; Xie, Tian ; Zhao, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000871. 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 | A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo Brutti ; Santos, Samuel Solgon ; Muller, Fernanda Maria. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177. 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 | Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe. (2023). Huo, Yaotong ; Zhang, Kaiwen ; Zhou, Zhenxi ; Zhao, Yihang ; Guo, Sen ; Sun, Jingqi. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pf:s0360544222029930. Full description at Econpapers || Download paper |
| 2023 | Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Verbeken, Brecht ; Boudt, Kris ; Borms, Samuel ; Algaba, Andres. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278. Full description at Econpapers || Download paper |
| 2023 | The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317. Full description at Econpapers || Download paper |
| 2023 | Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index. (2023). Zhang, Yaojie ; Zeng, Qing ; Wang, Yudong ; He, Mengxi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923001095. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | IP assets and film finance - a primer on standard practices in the U.S.. (2023). Sahli, Matthias ; Oguguo, Prince C ; Muscarnera, Alessio ; Cuntz, Alexander. In: WIPO Economic Research Working Papers. RePEc:wip:wpaper:74. 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 | Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Bouri, Elie ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988. Full description at Econpapers || Download paper |
| 2023 | Forecasting realized volatility of Bitcoin: The informative role of price duration. (2023). Tabche, Ibrahim ; Slim, Skander ; Karathanasopoulos, Andreas ; Osman, Mohamed ; Koubaa, Yosra. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1909-1929. Full description at Econpapers || Download paper |
Works by Tian Xie:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2022 | L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2021 | Social media sentiment, model uncertainty, and volatility forecasting In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
| 2015 | Prediction model averaging estimator In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
| 2017 | Heteroscedasticity-robust model screening: A useful toolkit for model averaging in big data analytics In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2021 | Forecasting Bitcoin realized volatility by measuring the spillover effect among cryptocurrencies In: Economics Letters. [Full Text][Citation analysis] | article | 4 |
| 2021 | Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 8 |
| 2019 | Forecast Bitcoin Volatility with Least Squares Model Averaging In: Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2016 | Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2017 | Box Office Buzz: Does Social Media Data Steal the Show from Model Uncertainty When Forecasting for Hollywood?.(2017) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2018 | The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success In: NBER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | The Bigger Picture: Combining Econometrics with Analytics Improve Forecasts of Movie Success.(2020) In: Working Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Does High Frequency Social Media Data Improve Forecasts of Low Frequency Consumer Confidence Measures? In: NBER Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2012 | Least Squares Model Averaging By Prediction Criterion In: Working Paper. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Forecasting Equity Index Volatility by Measuring the Linkage among Component Stocks In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Forecast combinations in machine learning In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Econometric Methods and Data Science Techniques: A Review of Two Strands of Literature and an Introduction to Hybrid Methods In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Forecasting Singapore GDP using the SPF data In: Economics and Statistics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Machine learning versus econometrics: prediction of box office In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2019 | Weighing asset pricing factors: a least squares model averaging approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team