Andres Algaba : Citation Profile

Vrije Universiteit Brussel

2

H index

1

i10 index

59

Citations

RESEARCH PRODUCTION:

3

Articles

RESEARCH ACTIVITY:

   3 years (2017 - 2020). See details.
   Cites by year: 19
   Journals where Andres Algaba has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal905
   Updated: 2025-06-21    RAS profile: 2020-07-25    
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Relations with other researchers

Works with:

Boudt, Kris (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andres Algaba.

Is cited by:

Ahelegbey, Daniel Felix (3)

Bluteau, Keven (3)

Boudt, Kris (3)

Uddin, Gazi (2)

Sengupta, Rajeswari (2)

Szafranek, Karol (2)

Rubaszek, Michał (2)

Ardia, David (2)

Mazzotta, Stefano (2)

Stolbov, Mikhail (2)

Stanisławska, Ewa (1)

Cites to:

Boudt, Kris (6)

Thewissen, James (5)

Renault, Thomas (4)

Larsen, Vegard (4)

welch, ivo (4)

Newey, Whitney (4)

French, Kenneth (4)

Hansen, Christian (4)

Thorsrud, Leif (4)

PICAULT, Matthieu (4)

Chernozhukov, Victor (4)

Main data

Where Andres Algaba has published?

Recent works citing Andres Algaba (2025 and 2024)

YearTitle of citing document
2024Optimal Text-Based Time-Series Indices. (2024). Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2405.10449.

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2024Economic Policy Uncertainty in Central America and the Dominican Republic. (2024). Ghirelli, Corinna ; Diakonova, Marina ; Quionez, Juan. In: Occasional Papers. RePEc:bde:opaper:2426e.

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2025Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59.

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2024Can Corporate Social Responsibility Lead to Social License? A Sentiment and Emotion Analysis. (2024). Oh, Chang Hoon ; Ham, Shuna Shu ; Shapiro, Daniel. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:2:p:445-476.

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2024The effect of the U.S.–China trade war on Chinese corporate innovation: A curse or a blessing?. (2024). Li, Leona Shao-Zhi ; Liu, Yize ; Yuan, Jia. In: Working Papers. RePEc:boa:wpaper:202418.

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2025Capturing international influences in U.S. monetary policy through a NLP approach. (2025). Ferrara, Laurent ; de Roux, Nicolas. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-23.

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2024Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Sengupta, Rajeswari ; Pratap, Bhanu ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112.

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2024Immigration Narrative and Home Prices. (2024). Mazzotta, Stefano. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000741.

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2024Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

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2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Audrino, Francesco ; Offner, Eric A. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2024More than words: Fed Chairs’ communication during congressional testimonies. (2024). Kryvtsov, Oleksiy ; Han, Xinfen ; Alexopoulos, Michelle ; Zhang, XU. In: Journal of Monetary Economics. RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001022.

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2025The dual role of sentiment on housing prices in China. (2025). Fang, Zhuangzhi ; Wang, Zhenxin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s105905602400724x.

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2024Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

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2025Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat. In: Comparative Economic Studies. RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1.

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2024Testing for signal-to-noise ratio in linear regression: a test under large or massive sample. (2024). Ji, Philip I ; Kim, Jae H. In: Review of Managerial Science. RePEc:spr:rvmgts:v:18:y:2024:i:10:d:10.1007_s11846-023-00706-0.

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2024Nowcasting Euro area GDP with news sentiment: A tale of two crises. (2024). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:887-905.

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2025Exploiting News Analytics for Volatility Forecasting. (2025). Bodilsen, Simon Tranberg ; Lunde, Asger. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:18-36.

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2024Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market. (2024). Zhao, Yinxin ; Liang, Mengru ; Yan, BO. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:744-766.

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Works by Andres Algaba:

YearTitleTypeCited
2020ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article56
2017Generalized financial ratios to predict the equity premium In: Economic Modelling.
[Full Text][Citation analysis]		article3
2020The variance implied conditional correlation In: The European Journal of Finance.
[Full Text][Citation analysis]		article0

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