Jamie Lee Cross : Citation Profile

University of Melbourne

7

H index

6

i10 index

205

Citations

RESEARCH PRODUCTION:

12

Articles

40

Papers

RESEARCH ACTIVITY:

   7 years (2018 - 2025). See details.
   Cites by year: 29
   Journals where Jamie Lee Cross has often published
   Relations with other researchers
   Recent citing documents: 96.    Total self citations: 11 (5.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pcr288
   Updated: 2026-02-14    RAS profile: 2025-04-24    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Cross, Jamie (15)

Bjørnland, Hilde (12)

Aastveit, Knut Are (7)

Poon, Aubrey (5)

van Dijk, Herman (3)

Chang, Yoosoon (3)

Furlanetto, Francesco (3)

Doko Tchatoka, Firmin (2)

Haque, Qazi (2)

Asimakopoulos, Stylianos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Jamie Lee Cross.

Is cited by:

Kilian, Lutz (10)

Chan, Joshua (9)

Huber, Florian (8)

Rossini, Luca (8)

Marcellino, Massimiliano (6)

Carriero, Andrea (6)

Clark, Todd (6)

Mignon, Valérie (5)

Koop, Gary (5)

Saadaoui, Jamel (5)

Nibbering, Didier (5)

Cites to:

Kilian, Lutz (46)

Chan, Joshua (38)

Baumeister, Christiane (36)

Hamilton, James (31)

Clark, Todd (29)

Giannone, Domenico (27)

Reichlin, Lucrezia (24)

bloom, nicholas (22)

Marcellino, Massimiliano (21)

Ravazzolo, Francesco (19)

Canova, Fabio (19)

Main data

Where Jamie Lee Cross has published?

Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Papers / Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School21
Tinbergen Institute Discussion Papers / Tinbergen Institute7

Recent works citing Jamie Lee Cross (2025 and 2024)

YearTitle of citing document
2025Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!. (2025). Kastner, Gregor ; Gruber, Luis. In: Papers. RePEc:arx:papers:2206.04902.

Full description at Econpapers || Download paper

2024Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121.

Full description at Econpapers || Download paper

2025Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies. (2024). Keweloh, Sascha A ; Klein, Mathias ; Pruser, Jan. In: Papers. RePEc:arx:papers:2302.13066.

Full description at Econpapers || Download paper

2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Papers. RePEc:arx:papers:2402.04828.

Full description at Econpapers || Download paper

2024Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting. (2024). Mogliani, Matteo ; Simoni, Anna. In: Papers. RePEc:arx:papers:2404.02671.

Full description at Econpapers || Download paper

2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

Full description at Econpapers || Download paper

2024Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler. (2024). Omori, Yasuhiro ; Chib, Siddhartha ; Hiraki, Daichi. In: Papers. RePEc:arx:papers:2404.13986.

Full description at Econpapers || Download paper

2024Review of deep learning models for crypto price prediction: implementation and evaluation. (2024). Zhang, Xinyi ; Chandra, Rohtiash ; Wu, Jingyang ; Zhou, Haochen ; Huang, Fangyixuan. In: Papers. RePEc:arx:papers:2405.11431.

Full description at Econpapers || Download paper

2025Decision synthesis in monetary policy. (2025). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Papers. RePEc:arx:papers:2406.03321.

Full description at Econpapers || Download paper

2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

Full description at Econpapers || Download paper

2025The VIX as Stochastic Volatility for Corporate Bonds. (2025). Park, Ji Hyun ; Sarantsev, Andrey. In: Papers. RePEc:arx:papers:2410.22498.

Full description at Econpapers || Download paper

2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

Full description at Econpapers || Download paper

2025Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364.

Full description at Econpapers || Download paper

2025A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408.

Full description at Econpapers || Download paper

2025Forecasting in small open emerging economies Evidence from Thailand. (2025). Aunsri, Nattapol ; Taveeapiradeecharoen, Paponpat. In: Papers. RePEc:arx:papers:2509.14805.

Full description at Econpapers || Download paper

2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

Full description at Econpapers || Download paper

2025Assessing the Effects of Monetary Shocks on Macroeconomic Stars: A SMUC-IV Framework. (2025). Pruser, Jan ; Hou, Chenghan ; Fu, Bowen. In: Papers. RePEc:arx:papers:2510.05802.

Full description at Econpapers || Download paper

2024Decision Synthesis in Monetary Policy. (2024). Koop, Gary ; Chernis, Tony ; West, Mike ; Tallman, Emily. In: Staff Working Papers. RePEc:bca:bocawp:24-30.

Full description at Econpapers || Download paper

2035Simple Tests for the Correct Specification of Conditional Predictive Densities. (2035). Ganics, Gergely ; Codina, Lluc Puig. In: Working Papers. RePEc:bde:wpaper:2535.

Full description at Econpapers || Download paper

2024Carbon pricing in the EU: fundamentals or market sentiment?. (2024). Gazzani, Andrea Giovanni ; Taboga, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_901_24.

Full description at Econpapers || Download paper

2025MOSES: Macroeconomic Forecasting with Models and Sentiment Synthesis. (2025). Dzhunkeev, Urmat. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:4:p:63-84.

Full description at Econpapers || Download paper

2024Free market economy: Is the market or prices free? Theory and evidence from the United States. (2024). Karacan, Ridvan ; Yardimci, Mehmet Emin. In: American Journal of Economics and Sociology. RePEc:bla:ajecsc:v:83:y:2024:i:1:p:59-74.

Full description at Econpapers || Download paper

2024Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86.

Full description at Econpapers || Download paper

2024Common Trends and Country Specific Heterogeneities in Long-Run World Energy Consumption. (2024). Miller, J. ; Matthes, Christian ; Chang, Yoosoon ; Gmez-Rodrguez, Fabio. In: Working Papers. RePEc:bny:wpaper:0128.

Full description at Econpapers || Download paper

2024Accounting for Individual-Specific Heterogeneity in Intergenerational Income Mobility. (2024). Aastveit, Knut Are ; Cross, Jamie L ; van Dijk, Herman K ; Furlanetto, Francesco. In: Working Papers. RePEc:bny:wpaper:0130.

Full description at Econpapers || Download paper

2025Geopolitical risk shocks: when size matters. (2025). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Bank of England working papers. RePEc:boe:boeewp:1118.

Full description at Econpapers || Download paper

2024Macroeconomic Impact of Shifts in Long-term Inflation Expectations. (2024). Kaihatsu, Sohei ; Yamamoto, Hiroki ; Nakano, Shogo. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e18.

Full description at Econpapers || Download paper

2024Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View. (2024). Herman, Van Dijk. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:155-176:n:12.

Full description at Econpapers || Download paper

2024Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992.

Full description at Econpapers || Download paper

2024Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas. In: Working Papers. RePEc:cnb:wpaper:2024/9.

Full description at Econpapers || Download paper

2024Friend, Not Foe - Energy Prices and European Monetary Policy. (2024). Kriwoluzky, Alexander ; Ider, Gokhan ; Kurcz, Frederik ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2089.

Full description at Econpapers || Download paper

2024Geopolitical risk shocks: when the size matters. (2024). Ricci, Martino ; Gambetti, Luca ; Brignone, Davide. In: Working Paper Series. RePEc:ecb:ecbwps:20242972.

Full description at Econpapers || Download paper

2024Modelling Inflation Dynamics and Global Oil Price Shocks in OAPEC Countries: TVP-VAR. (2024). Elsherif, Marwa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-6.

Full description at Econpapers || Download paper

2025Revisiting monetary policy transmission in a new inflation targeting country. (2025). Edirisinghe, Janaka ; Shah, Sayar Ahmad ; Garg, Bhavesh. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001502.

Full description at Econpapers || Download paper

2025The inflationary impact of oil price shock in Korea: The role of inflation expectations. (2025). Kim, Young Min ; Lee, Seojin. In: Journal of Asian Economics. RePEc:eee:asieco:v:96:y:2025:i:c:s1049007824001568.

Full description at Econpapers || Download paper

2024How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581.

Full description at Econpapers || Download paper

2024Commodity prices and production networks in small open economies. (2024). Silva, Álvaro ; Miranda-Pinto, Jorge ; Caraiani, Petre ; Olaya-Agudelo, Juan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s016518892400160x.

Full description at Econpapers || Download paper

2025The Impact of China’s Digital Aid on Income Inequality: Evidence from 127 Developing Economies. (2025). Yang, Shanshan ; Wang, Rui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1760-1775.

Full description at Econpapers || Download paper

2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

Full description at Econpapers || Download paper

2024Oil market responses to Sino–European political relation shock: Insights after Chinas world trade organization accession. (2024). Cai, Yifei ; Li, Xiangdong ; Zhang, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002645.

Full description at Econpapers || Download paper

2025A two-stage game model of probabilistic price manipulation in decentralized exchanges. (2025). Jang, Huisu ; Lee, Yunyoung ; Son, Bumho. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000501.

Full description at Econpapers || Download paper

2025Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

Full description at Econpapers || Download paper

2025Modelling oil consumption in Baumeister and Hamilton’s (2019) model of the global oil market. (2025). Szafranek, Karol ; Rubaszek, Michał. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000539.

Full description at Econpapers || Download paper

2024Large Bayesian SVARs with linear restrictions. (2024). Hou, Chenghan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:1:s0304407624001957.

Full description at Econpapers || Download paper

2024Forecasting oil prices: Can large BVARs help?. (2024). Sun, Chuanwang ; Zhang, BO ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005139.

Full description at Econpapers || Download paper

2024Do petrol prices affect inflation and inflation expectations? Evidence from New Zealand. (2024). Vatsa, Puneet ; Pino, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006479.

Full description at Econpapers || Download paper

2025Natural gas prices, inflation expectations, and the pass-through to euro area inflation. (2025). Zoerner, Thomas ; Boeck, Maximilian ; Zrner, Thomas O. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007709.

Full description at Econpapers || Download paper

2025Does uncertainty amplify the inflation pass-through of gasoline price shocks?. (2025). Grndler, Daniel ; Scharler, Johann. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001720.

Full description at Econpapers || Download paper

2025Storage scarcity and oil price uncertainty. (2025). Kleppe, Tore Selland ; Oglend, Atle. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002178.

Full description at Econpapers || Download paper

2025The economic implications of oil supply uncertainty. (2025). Arce-Alfaro, Gabriel. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s014098832500249x.

Full description at Econpapers || Download paper

2025Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004189.

Full description at Econpapers || Download paper

2025Greenflation or greensulation? The case of fuel excise taxes and oil price pass-through. (2025). Ahn, JaeBin. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004402.

Full description at Econpapers || Download paper

2025From exit to exposure: Gas import shocks and macroeconomic asymmetries in the wake of Europes coal phaseout. (2025). Nikou, Vasilis. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225038964.

Full description at Econpapers || Download paper

2025Tail risk contagion and connectedness between clean cryptocurrency, green assets and commodity markets. (2025). Kang, Sang Hoon ; Al-Kharusi, Sami ; Belghouthi, Houssem Eddine ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004570.

Full description at Econpapers || Download paper

2024Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

Full description at Econpapers || Download paper

2024Nonlinear relationship between cryptocurrency returns and price sensitivity to market uncertainty. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010468.

Full description at Econpapers || Download paper

2025Systemic risk and oil price volatility shocks. (2025). Filis, George ; Filippidis, Michail ; Colak, Gonul ; Chatziantoniou, Ioannis ; Tzouvanas, Panagiotis. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000610.

Full description at Econpapers || Download paper

2024Shipping cost uncertainty, endogenous regime switching and the global drivers of inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s2110701724000234.

Full description at Econpapers || Download paper

2024How local is the local inflation factor? Evidence from emerging European countries. (2024). Clements, Michael ; Cepni, Oguzhan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:160-183.

Full description at Econpapers || Download paper

2024Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

Full description at Econpapers || Download paper

2024Should I open to forecast? Implications from a multi-country unobserved components model with sparse factor stochastic volatility. (2024). Wu, Ping. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:903-917.

Full description at Econpapers || Download paper

2024A multi-task encoder-dual-decoder framework for mixed frequency data prediction. (2024). Lin, Jiahe ; Michailidis, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:942-957.

Full description at Econpapers || Download paper

2025Forecasting macroeconomic tail risk in real time: Do textual data add value?. (2025). Prser, Jan ; Admmer, Philipp ; Schssler, Rainer A. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:307-320.

Full description at Econpapers || Download paper

2024Gasoline price changes and consumer inflation expectations: Experimental evidence. (2024). van der Klaauw, Wilbert ; topa, giorgio ; Kosar, Gizem ; Armantier, Olivier ; Somerville, Jason ; Koar, Gizem ; Aidala, Felix. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:66-80.

Full description at Econpapers || Download paper

2024Perspectives on high U.S. retail food prices during 2020–2022. (2024). Akir, Metin ; Boehm, Rebecca Nemec ; Cooper, Joseph ; Arita, Shawn ; Prez, Ana M. In: Food Policy. RePEc:eee:jfpoli:v:129:y:2024:i:c:s0306919224001763.

Full description at Econpapers || Download paper

2024State-dependent oil price shocks on inflation and the efficacy of inflation targeting regime. (2024). Zhu, Xiaoyang ; Hwang, Inwook. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:144:y:2024:i:c:s0261560624000640.

Full description at Econpapers || Download paper

2024Are exchange rates absorbers of global oil shocks? A generalized structural analysis. (2024). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s026156062400113x.

Full description at Econpapers || Download paper

2024Energy shocks in the Euro area: Disentangling the pass-through from oil and gas prices to inflation. (2024). Manera, Matteo ; Valenti, Daniele ; Casoli, Chiara. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001414.

Full description at Econpapers || Download paper

2024Is high debt Constraining monetary policy? evidence from inflation expectations. (2024). Brandao Marques, Luis ; Kamber, Gunes ; Gelos, R. Gaston ; Harrison, Olamide ; Casiraghi, Marco ; Brandao-Marques, Luis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001931.

Full description at Econpapers || Download paper

2025Machine learning goes beyond: Time-varying monetary policy and oil price pass-through to inflation expectations. (2025). Cho, Dooyeon ; Jung, Jaehun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:85:y:2025:i:c:s0164070425000382.

Full description at Econpapers || Download paper

2024Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448.

Full description at Econpapers || Download paper

2024Commonalities and heterogeneity in the Iberian business cycle. (2024). Morão, Hugo ; Afonso, Antonio. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000240.

Full description at Econpapers || Download paper

2025How to manage a multifactor-driven crude oil market more effectively? A revisit based on the multiple criteria perspective. (2025). Jiang, HE ; Lu, Haiyan ; Wang, Jianzhou ; Yu, Yue. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008134.

Full description at Econpapers || Download paper

2024Unraveling the causal impact: Oil price uncertainty on firms’ productivity in China. (2024). Yang, Xin ; Liu, Xinheng ; Pan, Sishi ; Huang, Chuangxia. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005853.

Full description at Econpapers || Download paper

2025Natural gas and the macroeconomy: Not all energy shocks are alike. (2025). Gazzani, Andrea Giovanni ; Alessandri, Piergiorgio. In: Journal of Monetary Economics. RePEc:eee:moneco:v:151:y:2025:i:c:s0304393225000200.

Full description at Econpapers || Download paper

2024Energy-related uncertainty and international stock market volatility. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:280-293.

Full description at Econpapers || Download paper

2025On the demand for various CBDC designs: A quantitative decomposition of currency spill-over based on the complementary role. (2025). Fan, Xiaoyun ; Zhang, Xuanyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006215.

Full description at Econpapers || Download paper

2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

Full description at Econpapers || Download paper

2025Energy poverty and the green energy transitions impact upon income inequality in Latin America. (2025). Soto, Gonzalo H ; Martinez-Cobas, Xavier. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:72:y:2025:i:c:p:220-232.

Full description at Econpapers || Download paper

2024What drives the European carbon market? Macroeconomic factors and forecasts. (2024). Rossini, Luca ; Bastianin, Andrea ; Qin, Yan ; Mirto, Elisabetta. In: Working Papers. RePEc:fem:femwpa:2024.02.

Full description at Econpapers || Download paper

2024Enhancing Model Selection by Obtaining Optimal Tuning Parameters in Elastic-Net Quantile Regression, Application to Crude Oil Prices. (2024). Sek, Siok Kun ; Ismail, Mohd Tahir ; Ari, Kivan Halil ; Ayyoub, Heba N ; Manzi, Giancarlo ; Al-Jawarneh, Abdullah S. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:8:p:323-:d:1443634.

Full description at Econpapers || Download paper

2024Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

Full description at Econpapers || Download paper

2024Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence. (2024). Maghyereh, Aktham ; Abdoh, Hussein. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:21:y:2024:i:2:d:10.1007_s10368-024-00607-x.

Full description at Econpapers || Download paper

2024Geopolitical Risk and Cryptocurrency Market Volatility. (2024). Wang, Yanru ; Tang, Qirui ; Fang, YI. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:60:y:2024:i:14:p:3254-3270.

Full description at Econpapers || Download paper

2024Bitcoin’s bubbly behaviors: does it resemble other financial bubbles of the past?. (2024). Náñez Alonso, Sergio ; Jorge Vázquez, Javier ; Naez, Sergio Luis ; Echarte, Miguel Angel ; Jorge-Vazquez, Javier ; Sanz-Bas, David. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03220-0.

Full description at Econpapers || Download paper

2024On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity. (2024). Schorfheide, Frank ; Chang, Minsu. In: PIER Working Paper Archive. RePEc:pen:papers:24-003.

Full description at Econpapers || Download paper

2025Understanding Post-Pandemic Inflation Fluctuations: The Commodity Cost Channel. (2025). Peersman, Gert. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:25/1123.

Full description at Econpapers || Download paper

2024Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5.

Full description at Econpapers || Download paper

2024A multidimensional Bayesian model to test the impact of investor sentiment on equity premium. (2024). Teulon, Frédéric ; Hikkerova, Lubica ; Sahut, Jean Michel ; Mili, Mehdi. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-023-05165-0.

Full description at Econpapers || Download paper

2024A comparison of cryptocurrency volatility-benchmarking new and mature asset classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00646-y.

Full description at Econpapers || Download paper

2024Herding and investor sentiment after the cryptocurrency crash: evidence from Twitter and natural language processing. (2024). Cary, Michael. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00663-x.

Full description at Econpapers || Download paper

2024Agricultural fluctuations and global economic conditions. (2024). Ginn, William. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:3:d:10.1007_s10290-023-00522-4.

Full description at Econpapers || Download paper

2024Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions. (2024). Huber, Florian ; Pruser, Jan. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:2:p:269-291.

Full description at Econpapers || Download paper

2025Specification Choices in Quantile Regression for Empirical Macroeconomics. (2025). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:1:p:57-73.

Full description at Econpapers || Download paper

2024Forecasts with Bayesian vector autoregressions under real time conditions. (2024). Pfarrhofer, Michael. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:771-801.

Full description at Econpapers || Download paper

2024Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?. (2024). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin ; Gruber, Luis. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2126-2145.

Full description at Econpapers || Download paper

Works by Jamie Lee Cross:

YearTitleTypeCited
2021Quantifying time-varying forecast uncertainty and risk for the real price of oil In: Working Paper.
[Full Text][Citation analysis]		paper9
2021Quantifying time-varying forecast uncertainty and risk for the real price of oil.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2023Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil.(2023) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2021Quantifying time-varying forecast uncertainty and risk for the real price of oil.(2021) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2018On the China factor in international oil markets: A regime switching approach In: Working Papers.
[Full Text][Citation analysis]		paper0
2018International Transmission of Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach In: Working Papers.
[Full Text][Citation analysis]		paper3
2019New Kid on the Block? China vs the US in World Oil Markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2019New Kid on the Block? China vs the US in World Oil Markets.(2019) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2020Inflation expectations and the pass-through of oil prices In: Working Papers.
[Full Text][Citation analysis]		paper24
2020Inflation Expectations and the Pass-Through of Oil Prices.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2023Inflation Expectations and the Pass-Through of Oil Prices.(2023) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
2020Time-Varying Trend Models for Forecasting Inflation in Australia In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Time-Varying Trend Models for Forecasting Inflation in Australia.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2022Time‐varying trend models for forecasting inflation in Australia.(2022) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2021Macroeconomic Forecasting with Large Stochastic Volatility in Mean VARs In: Working Papers.
[Full Text][Citation analysis]		paper2
2021The Role of Precautionary and Speculative Demand in the Global Market for Crude Oil In: Working Papers.
[Full Text][Citation analysis]		paper36
2020The role of precautionary and speculative demand in the global market for crude oil.(2020) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		paper
2022The role of precautionary and speculative demand in the global market for crude oil.(2022) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 36		article
2023Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring In: Working Papers.
[Full Text][Citation analysis]		paper10
2023Oil and the Stock Market Revisited: A mixed functional VAR approach In: Working Papers.
[Full Text][Citation analysis]		paper4
2023Oil and the Stock Market Revisited: A Mixed Functional VAR Approach.(2023) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2024Oil and the Stock Market Revisited: A Mixed Functional VAR Approach.(2024) In: CAEPR Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2023The interplay between monetary and fiscal policy in a small open economy In: Working Papers.
[Full Text][Citation analysis]		paper6
2023The Drivers of Emission Reductions in the European Carbon Market In: Working Papers.
[Full Text][Citation analysis]		paper2
2023The Drivers of Emission Reductions in the European Carbon Market.(2023) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2023A Bayesian DSGE Approach to Modelling Cryptocurrency In: Working Papers.
[Full Text][Citation analysis]		paper3
2023Monetary policy shocks and exchange rate dynamics in small open economies In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Bayesian Mode Inference for Discrete Distributions in Economics and Finance In: Working Papers.
[Full Text][Citation analysis]		paper1
2024Bayesian mode inference for discrete distributions in economics and finance.(2024) In: Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2023Bayesian Mode Inference for Discrete Distributions in Economics and Finance.(2023) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2023Uncertainty and the Term Structure of Interest Rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Taylor Rules with Endogenous Regimes In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Taylor Rules with Endogenous Regimes.(2024) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2024Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations In: Working Papers.
[Full Text][Citation analysis]		paper1
2024Unveiling inflation: Oil Shocks, Supply Chain Pressures, and Expectations.(2024) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2024A Constrained Dynamic Nelson-Siegel Model for Monetary Policy Analysis In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics In: Working Papers.
[Full Text][Citation analysis]		paper0
2024Flexible Negative Binomial Mixtures for Credible Mode Inference in Heterogeneous Count Data from Finance, Economics and Bioinformatics.(2024) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2025Re-visiting the Relationship Between Oil Prices and Monetary Policy In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Re-visiting the Relationship Between Oil Prices and Monetary Policy.(2025) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2021Returns, volatility and the cryptocurrency bubble of 2017–18 In: Economic Modelling.
[Full Text][Citation analysis]		article22
2023Large stochastic volatility in mean VARs In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2021On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee Fry-McKibbin, Warwick McKibbin and members of the workshop on Energy Economics hosted by the Free University of Bozen-Bolzano for their comments in the development of this research. In: Energy Economics.
[Full Text][Citation analysis]		article0
2024The impact of monetary policy on income inequality: Does inflation targeting matter? In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2020Macroeconomic forecasting with large Bayesian VARs: Global-local priors and the illusion of sparsity In: International Journal of Forecasting.
[Full Text][Citation analysis]		article52
2020Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
2018Stochastic Volatility Models with ARMA Innovations: An Application to G7 Inflation Forecasts.(2018) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2018International Transmissions of Aggregate Macroeconomic Uncertainty in Small Open Economies: An Empirical Approach In: CAMA Working Papers.
[Full Text][Citation analysis]		paper5
2020On the contribution of international shocks in Australian business cycle fluctuations In: Empirical Economics.
[Full Text][Citation analysis]		article5
2023BayesMultiMode: Bayesian Mode Inference in R In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2024Time-Varying Factor Model Components for Effective Momentum Strategy In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2024Asymmetric Gradualism in US Monetary Policy In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0

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