Dmitriy O. Afanasyev : Citation Profile

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Financial University under the Government of the Russian Federation


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   7 years (2014 - 2021). See details.
   Cites by year: 6
   Journals where Dmitriy O. Afanasyev has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 5 (9.8 %)


   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


   Updated: 2024-04-18    RAS profile: 2024-04-08    
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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)

Gianfreda, Angelica (3)

Jędrzejewski, Arkadiusz (2)

Goutte, Stéphane (2)

Dragomirescu-Gaina, Catalin (2)

Philippas, Dionisis (2)

Billé, Anna Gloria (2)

Li, Feng (1)

Paccagnini, Alessia (1)

Cites to:

Weron, Rafał (40)

Janczura, Joanna (12)

Trueck, Stefan (12)

Nowotarski, Jakub (9)

Nielsen, Morten (8)

Hamilton, James (8)

Cartea, Álvaro (8)

Haldrup, Niels (8)

Prokopczuk, Marcel (7)

Nan, Fany (4)

Misiorek, Adam (4)

Main data

Where Dmitriy O. Afanasyev has published?

Journals with more than one article published# docs
Energy Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

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

YearTitle of citing document
2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2023). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

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2023Sanctions, Co-sanctions, and Counter-sanctions: A Multilateral, Evolutionary Game among Three Global Powers. (2023). Guo, Dong ; Zhou, Peng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/28.

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2023TLIA: 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.

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2023Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005984.

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2023Forecasting 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.

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2023Forecasting 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.

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2023A 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.

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Works by Dmitriy O. Afanasyev:

2019The influence of conference calls semantic characteristics on the company market performance: Text analysis In: Russian Journal of Economics.
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2019On the impact of outlier filtering on the electricity price forecasting accuracy In: Applied Energy.
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2015Fine structure of the price–demand relationship in the electricity market: Multi-scale correlation analysis In: Energy Economics.
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2014Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 8
2016The long-term trends on the electricity markets: Comparison of empirical mode and wavelet decompositions In: Energy Economics.
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2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble In: Journal of Economic Behavior & Organization.
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2019On the Impact of News Tonality in International Media on the Russian Ruble Exchange Rate: Textual Analysis In: HSE Economic Journal.
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2018External and Internal Determinants on the Electricity Market: A Multi-Scale Adaptive Causal Analysis In: Journal of the New Economic Association.
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2019The impact of news coverage of Russia in the media on export—import activities In: Voprosy Ekonomiki.
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2015The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions In: MPRA Paper.
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2016Currency integration of Russia and other CIS countries: what is changing in a crisis? In: Ekonomicheskaya Politika / Economic Policy.
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2021The fundamental drivers of electricity price: a multi-scale adaptive regression analysis In: Empirical Economics.
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