Krzysztof Drachal : Citation Profile

Are you Krzysztof Drachal?

Uniwersytet Warszawski

4

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1

i10 index

98

Citations

RESEARCH PRODUCTION:

28

Articles

RESEARCH ACTIVITY:

   9 years (2014 - 2023). See details.
   Cites by year: 10
   Journals where Krzysztof Drachal has often published
   Relations with other researchers
   Recent citing documents: 52.    Total self citations: 7 (6.67 %)

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   Permalink: http://citec.repec.org/pdr170
   Updated: 2023-08-19    RAS profile: 2023-07-07    
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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 Krzysztof Drachal.

Is cited by:

Wang, Yudong (6)

Zhang, Yaojie (3)

Zhang, Dayong (3)

Steel, Mark (3)

Tiwari, Aviral (2)

Yoon, Seong-Min (2)

GUPTA, RANGAN (2)

Aysan, Ahmet (2)

Rubaszek, Michał (2)

Rodrigues, Paulo (2)

Paccagnini, Alessia (2)

Cites to:

Kilian, Lutz (44)

Koop, Gary (34)

GUPTA, RANGAN (32)

Korobilis, Dimitris (21)

Wang, Yudong (19)

Hyndman, Rob (18)

Nguyen, Duc Khuong (18)

Mariano, Roberto (17)

Rossi, Barbara (15)

Rogoff, Kenneth (15)

Baumeister, Christiane (15)

Main data

Where Krzysztof Drachal has published?

Journals with more than one article published# docs
Economies6
Expert Journal of Economics3
Energy Economics3
Global Business and Economics Review2
Sustainability2
Resources Policy2
Journal for Economic Forecasting2
Energies2

Recent works citing Krzysztof Drachal (2023 and 2022)

YearTitle of citing document
2021COVID-19, Short-selling Ban and Energy Stock Prices. (2021). Kamalov, Firuz ; Contu, Davide ; Kweh, Qian Long ; Gurrib, Ikhlaas. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:9.

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2021AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2021Modelling and Forecasting Crude Oil Prices during COVID-19 Pandemic. (2021). Azhar, Rialdi ; Hendrawaty, Ernie ; Metalia, Mega ; Oktanti, Sari Indah ; Dwi, Fajrin Satria. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-02-20.

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2022Probability density forecasts for natural gas demand in China: Do mixed-frequency dynamic factors matter?. (2022). Wang, Lei ; Zhao, Zhongchao ; Ding, Lili. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002100.

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2022Financing SMEs and business development as new post Covid-19 economic recovery determinants. (2022). Dilanchiev, Azer ; Hajiyeva, Aytan Merdan ; Xu, Kaifei ; Liu, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:554-567.

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2021Predicting equity premium using dynamic model averaging. Does the state–space representation matter?. (2021). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s106294082100070x.

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2021How have the dependence structures between stock markets and economic factors changed during the COVID-19 pandemic?. (2021). Yoon, Seong-Min ; Song, LI ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100156x.

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2022Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging. (2022). Hammoudeh, Shawkat ; Tiwari, Aviral Kumar ; Trabelsi, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000675.

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2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

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2022Forecasting the real prices of crude oil: A robust weighted least squares approach. (2022). Hao, Xianfeng ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005345.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780.

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2021Forecasting crude oil prices: A scaled PCA approach. (2021). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; He, Mengxi. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000943.

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2022Degree of connectedness and the transfer of news across the oil market and the European stocks. (2022). Kliber, Agata. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pc:s0360544221024191.

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2022Time-varying determinants of Chinas liquefied natural gas import price: A dynamic model averaging approach. (2022). Ji, Qiang ; Zhang, Dayong ; Qu, Wan ; Wang, Tiantian ; Wu, Fei. In: Energy. RePEc:eee:energy:v:259:y:2022:i:c:s0360544222019107.

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2021Do Chinas macro-financial factors determine the Shanghai crude oil futures market?. (2021). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002738.

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2023Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369.

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2022The commodities/equities beta term-structure. (2022). Oglend, Atle. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:28:y:2022:i:c:s2405851322000022.

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2021Common factors and the dynamics of industrial metal prices. A forecasting perspective. (2021). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299.

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2022Multi-perspective crude oil price forecasting with a new decomposition-ensemble framework. (2022). Sun, Shaolong ; Zhao, Zhengling ; Guo, Jingjun. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001854.

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2022Medium- to long-term nickel price forecasting using LSTM and GRU networks. (2022). Ozdemir, Ali Can ; Bulu, Kurtulu ; Zor, Kasim. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003506.

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2022A dynamic ensemble learning with multi-objective optimization for oil prices prediction. (2022). Li, Jianping ; Sun, Xiaolei ; Yuan, Jiaxin ; Feng, Qianqian ; Hao, Jun. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004007.

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2022Measuring fossil fuel reserves: A simulation and review of the U.S. Securities and Exchange Commission approach. (2022). O'Brien, Thomas E ; Tansey, Michael ; Vicknair, David. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004718.

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2022Commodity dynamism in the COVID-19 crisis: Are gold, oil, and stock commodity prices, symmetrical?. (2022). Ngo, Thanh Quang ; Duong, Khoa Dang ; Trung, Lam Minh ; Wang, Kuan-Ting ; Lin, Chia-Yang ; Sadiq, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004767.

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2023Forecasting energy spot prices: A multiscale clustering recognition approach. (2023). Li, Ranran. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000284.

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2023The role of stock markets in the US, Europe, and China on oil prices before and after the COVID-19 announcement. (2023). Javad, Seyed Mohammad ; Razmi, Seyedeh Fatemeh. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000946.

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2021Dynamic impact of the U.S. monetary policy on oil market returns and volatility. (2021). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:159-169.

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2022Unlocking private investment as a new determinant of green finance for renewable development in China. (2022). Wang, Yanan ; Kasimov, Ikboljon ; Xu, Nuo. In: Renewable Energy. RePEc:eee:renene:v:198:y:2022:i:c:p:1121-1130.

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2022How do ICT and renewable energy impact sustainable development?. (2022). TAGHIZADEH-HESARY, Farhad ; Chang, Lei ; Saydaliev, Hayot Berk. In: Renewable Energy. RePEc:eee:renene:v:199:y:2022:i:c:p:123-131.

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2023The Role of ICT in Creating the Conscious Development of Green Energy Applications in Times of Crisis: Comparison of Poland, Türkiye and Peoples Republic of China. (2023). Szpakowska, Justyna ; Xuetao, Jin ; Atasever, Mesut ; Zborowski, Marek ; Chmielarz, Witold. In: European Research Studies Journal. RePEc:ers:journl:v:xxvi:y:2023:i:1:p:492-519.

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2021The Financialization of Crude Oil Markets and Its Impact on Market Efficiency: Evidence from the Predictive Ability and Performance of Technical Trading Strategies. (2021). Anghel, Andrei ; Tudor, Cristiana. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4485-:d:600832.

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2022Oil Prices and the Hydrocarbon Markets: A Review. (2022). Serletis, Apostolos ; Mirzababaei, Mobin ; Jadidzadeh, Ali. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:17:p:6192-:d:897901.

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2023Oil Price—A Sensor for the Performance of Romanian Oil Manufacturing Companies. (2023). Ivan, Mihail Vincentiu ; Manta, Otilia ; Voica, Marian Catalin ; Muresan, Jianu Daniel ; Neacsa, Adrian. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2336-:d:1083622.

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2022Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns. (2022). Guidolin, Massimo ; Pedio, Manuela. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:16-306:d:752601.

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2023Coffee as an Identifier of Inflation in Selected US Agglomerations. (2023). Rowland, Zuzana ; Janek, Svatopluk ; Vochozka, Marek. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:1:p:7-169:d:1034440.

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2022Agricultural Price Prediction Based on Combined Forecasting Model under Spatial-Temporal Influencing Factors. (2022). Tang, Wei ; Guo, Yan ; Zhang, Fang ; Feng, Yang ; Yang, Senqi. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:17:p:10483-:d:895360.

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2023An Application of Machine Learning to Estimate and Evaluate the Energy Consumption in an Office Room. (2023). Cardenas-Escrocia, Yulineth ; Alviz-Meza, Anibal ; Caballero, Gaylord Carrillo ; Acwin, Ngakan Ketut ; Lin, Ming-Hung ; Muda, Iskandar ; Liu, Kuang-Sheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1728-:d:1037880.

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2022The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk. (2022). Tunali, Ahmet ; Tekin, Hasan ; Polat, Ali ; Aysan, Ahmet Faruk. In: Working Papers. RePEc:hal:wpaper:hal-03638273.

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2021Disruptions and resilience in global container shipping and ports: the COVID-19 pandemic versus the 2008–2009 financial crisis. (2021). Pallis, Athanasios ; Rodrigue, Jean-Paul ; Notteboom, Theo. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:23:y:2021:i:2:d:10.1057_s41278-020-00180-5.

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2022The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk. (2022). Tunali, Ahmet Semih ; Tekin, Hasan ; Polat, Ali Yavuz ; Aysan, Ahmet Faruk. In: MPRA Paper. RePEc:pra:mprapa:112741.

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2023Key determinants of new residential real estate prices in Prague. (2023). Pano, Jii ; Mazaek, David. In: FFA Working Papers. RePEc:prg:jnlwps:v:5:y:2023:id:5.002.

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2022Forgetting Approaches to Improve Forecasting. (2022). Hill, Robert. In: Working Papers. RePEc:ptu:wpaper:w202208.

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2022Determinism and Non-linear Behaviour of Log-return and Conditional Volatility: Empirical Analysis for 26 Stock Markets. (2022). Dhifaoui, Zouhaier. In: South Asian Journal of Macroeconomics and Public Finance. RePEc:sae:smppub:v:11:y:2022:i:1:p:69-94.

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2021Does the belt and road initiative resolve the steel overcapacity in China? Evidence from a dynamic model averaging approach. (2021). Lu, Xing ; Ni, Zhongxin ; Xue, Wenjun. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01861-z.

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2023Coking coal futures price index forecasting with the neural network. (2023). Zhang, Yun ; Xu, Xiaojie. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00311-9.

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2022Distributional modeling and forecasting of natural gas prices. (2022). Ziel, Florian ; Berrisch, Jonathan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:6:p:1065-1086.

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2022Forgetting approaches to improve forecasting. (2022). Rodrigues, Paulo ; Hill, Robert A. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:7:p:1356-1371.

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2023Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis. (2023). Magkonis, Georgios ; Filis, George ; Tzouvanas, Panagiotis ; Filippidis, Michail. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:807-825.

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Works by Krzysztof Drachal:

YearTitleTypeCited
2016Forecasting spot oil price in a dynamic model averaging framework — Have the determinants changed over time? In: Energy Economics.
[Full Text][Citation analysis]		article60
2018Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example In: Energy Economics.
[Full Text][Citation analysis]		article2
2021Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures In: Energy Economics.
[Full Text][Citation analysis]		article4
2019Forecasting prices of selected metals with Bayesian data-rich models In: Resources Policy.
[Full Text][Citation analysis]		article3
2021Forecasting crude oil real prices with averaging time-varying VAR models In: Resources Policy.
[Full Text][Citation analysis]		article9
2015Cointegration of Property Prices in Poland In: Expert Journal of Economics.
[Full Text][Citation analysis]		article0
2015The Structural Stability of a One-Day Risk Premium in View of the Recent Financial Crisis In: Expert Journal of Economics.
[Full Text][Citation analysis]		article1
2016Is the Development of WIG Index Determined by Certain Macroeconomic and Financial Factors? In: Expert Journal of Economics.
[Full Text][Citation analysis]		article0
2022Predicting House Prices Using DMA Method: Evidence from Turkey In: Economies.
[Full Text][Citation analysis]		article0
2022Nexus between Macroeconomic Factors and Economic Growth in Palestine: An Autoregressive Distributed Lag Approach In: Economies.
[Full Text][Citation analysis]		article0
2023Tourism, Remittances, and Foreign Investment as Determinants of Economic Growth: Empirical Evidence from Selected Asian Economies In: Economies.
[Full Text][Citation analysis]		article0
2023Empirical Linkages between Branching, Lending, and Competition: A Study of Pakistani Banks In: Economies.
[Full Text][Citation analysis]		article0
2018Exchange Rate and Oil Price Interactions in Selected CEE Countries In: Economies.
[Full Text][Citation analysis]		article2
2021A Review of the Applications of Genetic Algorithms to Forecasting Prices of Commodities In: Economies.
[Full Text][Citation analysis]		article4
2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework In: Energies.
[Full Text][Citation analysis]		article3
2022Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression In: Energies.
[Full Text][Citation analysis]		article0
In: .
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2022Corporate Investment Decision: A Review of Literature In: JRFM.
[Full Text][Citation analysis]		article0
2018Some Novel Bayesian Model Combination Schemes: An Application to Commodities Prices In: Sustainability.
[Full Text][Citation analysis]		article2
2019Analysis of Agricultural Commodities Prices with New Bayesian Model Combination Schemes In: Sustainability.
[Full Text][Citation analysis]		article3
2017Foreign exchange rate exposure of selected exporting companies from the Warsaw Stock Exchange In: Global Business and Economics Review.
[Full Text][Citation analysis]		article0
2020Forecasting unemployment rate in Poland with dynamic model averaging and internet searches In: Global Business and Economics Review.
[Full Text][Citation analysis]		article1
2014Is There a Feedback Mechanism in Accounting? In: European Financial and Accounting Journal.
[Full Text][Citation analysis]		article0
2017Volatility Clustering, Leverage Effects and Risk-Return Tradeoff in the Selected Stock Markets in the CEE Countries In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article2
2020Forecasting the Inflation Rate in Poland and U.S. Using Dynamic Model Averaging (DMA) and Google Queries In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article0
2014WHAT DO WE KNOW FROM EPRG MODEL? In: EcoForum.
[Full Text][Citation analysis]		article0
2015REVIEW OF GARCH MODEL APPLICABILITY IN VIEW OF SOME RECENT RESEARCH In: Journal of Academic Research in Economics.
[Full Text][Citation analysis]		article0
2014Property Prices and Regional Labor Markets in Poland In: The European Journal of Applied Economics.
[Full Text][Citation analysis]		article2

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