Emmanuel Eyiah-Donkor : Citation Profile

University College Dublin

3

H index

1

i10 index

30

Citations

RESEARCH PRODUCTION:

4

Articles

3

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 4
   Journals where Emmanuel Eyiah-Donkor has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 3 (9.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pey16
   Updated: 2026-08-18    RAS profile: 2025-03-19    
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Relations with other researchers

Works with:

cotter, john (6)

Conlon, Thomas (3)

Potì, Valerio (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Emmanuel Eyiah-Donkor.

Is cited by:

Snudden, Stephen (3)

Zhang, Yaojie (3)

Wang, Yudong (3)

Nguyen, Duc Khuong (2)

Topaloglou, Nikolas (2)

Walther, Thomas (2)

Magner, Nicolas (1)

Pouliasis, Panos (1)

Angelidis, Timotheos (1)

Ahn, Jung-Hyun (1)

Prokopczuk, Marcel (1)

Cites to:

Kilian, Lutz (31)

Baumeister, Christiane (17)

Campbell, John (14)

Rossi, Barbara (10)

Watson, Mark (10)

Cochrane, John (7)

Stock, James (7)

Rogoff, Kenneth (6)

West, Kenneth (6)

Fuertes, Ana-Maria (5)

Conlon, Thomas (5)

Main data

Where Emmanuel Eyiah-Donkor has published?

Journals with more than one article published# docs
Journal of Commodity Markets2

Working Papers Series with more than one paper published# docs
Post-Print / HAL2

Recent works citing Emmanuel Eyiah-Donkor (2025 and 2024)

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

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2026Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index. (2026). Nima, Nonejad. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:18:y:2026:i:1:p:1-47:n:1002.

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2025Forecasting energy commodity returns: Can weak factors and nonlinearity help?. (2025). Ma, Yong ; Liu, Xiaojun. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325002901.

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2025Oil price expectations in explosive phases. (2025). Kruse-Becher, Robinson ; Letixerant, Philip. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325007339.

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2025Forecasting gasoline prices using oil prices: New evidence based on the rocket and feather hypothesis. (2025). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225037570.

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2025Putting VAR forecasts of the real price of crude oil to the test. (2025). Snudden, Stephen ; Ellwanger, Reinhard. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002041.

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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.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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2024What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?. (2024). Zhang, Zhaowei ; Gao, Xiaohui ; Bakshi, Gurdip. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:14-247:d:1403633.

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2026Does Speculation in Futures Markets Improve Commodity Hedging Decisions?. (2026). Miffre, Jolle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:3:p:2525-2544.

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2025Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors. (2025). McMillan, David G ; Kambouroudis, Dimos ; Huang, Rong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00398-z.

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2024Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark. (2024). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02599-8.

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

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2024Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States. (2024). Lee, Yenhsien ; Liu, Hungchun ; Zeng, Guangzhe ; Tang, Chiahsien. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1277-1292.

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2025Commodity Option Return Predictability. (2025). Gagnon, Mariehlne ; Aka, Constant ; Power, Gabriel J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1544-1578.

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2026Oil Strikes Back: Trend Factors and Exchange Rates. (2026). Xu, Yang ; Han, Liyan ; Zhu, Xiaoneng ; Zhang, Qunzi. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:58:y:2026:i:1:p:141-181.

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Works by Emmanuel Eyiah-Donkor:

YearTitleTypeCited
2017Predictability and diversification benefits of investing in commodity and currency futures In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2022The illusion of oil return predictability: The choice of data matters! In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article11
2022The illusion of oil return predictability: The choice of data matters!.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2023Commodity futures return predictability and intertemporal asset pricing In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article8
2023Commodity futures return predictability and intertemporal asset pricing.(2023) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020Commodity Futures Return Predictability and Intertemporal Asset Pricing.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2024Forecasting the price of oil: A cautionary note In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article3

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