Lasse Bork : Citation Profile

Aalborg Universitet

6

H index

5

i10 index

146

Citations

RESEARCH PRODUCTION:

4

Articles

6

Papers

RESEARCH ACTIVITY:

   14 years (2008 - 2022). See details.
   Cites by year: 10
   Journals where Lasse Bork has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 5 (3.31 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo460
   Updated: 2025-12-27    RAS profile: 2024-04-07    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

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

Is cited by:

GUPTA, RANGAN (34)

Cepni, Oguzhan (8)

Wohar, Mark (8)

Modugno, Michele (6)

Pierdzioch, Christian (5)

Chernis, Tony (5)

André, Christophe (4)

Osbat, Chiara (4)

Drachal, Krzysztof (4)

Salisu, Afees (4)

Lau, Chi Keung (4)

Cites to:

Reichlin, Lucrezia (27)

Forni, Mario (19)

Lippi, Marco (14)

Giannone, Domenico (14)

Hallin, Marc (10)

Watson, Mark (9)

Rogoff, Kenneth (7)

Rossi, Barbara (7)

West, Kenneth (6)

Ng, Serena (6)

Bai, Jushan (4)

Main data

Where Lasse Bork has published?

Recent works citing Lasse Bork (2025 and 2024)

YearTitle of citing document
2024A Dynamic Spatiotemporal and Network ARCH Model with Common Factors. (2024). Otto, Philipp ; Mattera, Raffaele ; Dougan, Osman ; Tacspinar, Suleyman. In: Papers. RePEc:arx:papers:2410.16526.

Full description at Econpapers || Download paper

2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

Full description at Econpapers || Download paper

2025Iterated Dynamic Model Averaging and application to inflation forecasting. (2025). Chen, Sihan ; Ming, Lei ; Yang, Haoxi. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001826.

Full description at Econpapers || Download paper

2024What is behind housing sentiment?. (2024). Sokolyk, Tatyana ; Biktimirov, Ernest N ; Ayanso, Anteneh. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013387.

Full description at Econpapers || Download paper

2025Subjective expectations and house prices. (2025). Eriksen, Jonas N ; Bro, Jeppe. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:172:y:2025:i:c:s0378426624002917.

Full description at Econpapers || Download paper

2024Unpacking the relation between media sentiment and house prices: A topic modeling approach. (2024). Sokolyk, Tatyana ; Biktimirov, Ernest N ; Ayanso, Anteneh. In: Journal of Housing Economics. RePEc:eee:jhouse:v:66:y:2024:i:c:s1051137724000445.

Full description at Econpapers || Download paper

2024Estimating shadow policy rates in a small open economy and the role of foreign factors. (2024). Kirchner, Markus ; Fornero, Jorge ; Molina, Carlos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001730.

Full description at Econpapers || Download paper

2024Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631.

Full description at Econpapers || Download paper

2025The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system. (2025). Yousaf, Imran ; Wang, Jiqian ; Marco, Chi Keung ; Dai, Xingyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000078.

Full description at Econpapers || Download paper

2025Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152.

Full description at Econpapers || Download paper

2025Interconnectedness and return spillover among APEC currency exchange rates: A time-frequency analysis. (2025). Pandey, Dharen ; Kakran, Shubham ; Bajaj, Parminder Kaur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003659.

Full description at Econpapers || Download paper

2025Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis. (2025). Kočenda, Evžen ; Albrecht, Peter ; de Oliveira, Alexandre Silva ; Koenda, Even ; Ceretta, Paulo Sergio ; Drbek, Michal. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000376.

Full description at Econpapers || Download paper

2024Local Housing Market Sentiments and Returns: Evidence from China. (2024). Pang, Jindong ; Zhao, Yiyi ; Shen, Shulin. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:68:y:2024:i:3:d:10.1007_s11146-022-09933-w.

Full description at Econpapers || Download paper

2025Housing Affordability, Tourism Activity and Income Inequality: Friends or Foes?. (2025). Anastasiou, Dimitris ; Kapopoulos, Panayotis ; Zekente, Kalliopi Maria. In: Open Economies Review. RePEc:kap:openec:v:36:y:2025:i:4:d:10.1007_s11079-024-09793-2.

Full description at Econpapers || Download paper

2024Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202401.

Full description at Econpapers || Download paper

2024What factors drive house prices in the USA? Sign restricted VAR approach. (2024). Lee, Jinwoong. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02533-4.

Full description at Econpapers || Download paper

2024Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns. (2024). Cepni, Oguzhan ; Serbest, Ozge ; Akyildirim, Erdinc ; Aysan, Ahmet Faruk. In: The European Journal of Finance. RePEc:taf:eurjfi:v:30:y:2024:i:14:p:1577-1613.

Full description at Econpapers || Download paper

2024Can Futures Prices Predict the Real Price of Primary Commodities?. (2024). Markos, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0145.

Full description at Econpapers || Download paper

2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

Full description at Econpapers || Download paper

2025Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets. (2025). Goic, Marcel ; Bozanicleal, Mirko S ; Thraves, Charles. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:356-375.

Full description at Econpapers || Download paper

Works by Lasse Bork:

YearTitleTypeCited
2009Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach In: CREATES Research Papers.
[Full Text][Citation analysis]		paper17
2009Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach.(2009) In: Finance Research Group Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2009Identification of Macroeconomic Factors in Large Panels In: CREATES Research Papers.
[Full Text][Citation analysis]		paper15
2008Identification of Macroeconomic Factors in Large Panels.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2012Housing price forecastability: A factor analysis In: CREATES Research Papers.
[Full Text][Citation analysis]		paper17
2018Housing Price Forecastability: A Factor Analysis.(2018) In: Real Estate Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2016A New Index of Housing Sentiment In: CREATES Research Papers.
[Full Text][Citation analysis]		paper38
2020A New Index of Housing Sentiment.(2020) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2015Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection In: International Journal of Forecasting.
[Full Text][Citation analysis]		article51
2022Aggregation bias in tests of the commodity currency hypothesis In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team