5
H index
3
i10 index
130
Citations
Lancaster University | 5 H index 3 i10 index 130 Citations RESEARCH PRODUCTION: 10 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Sandra Nolte (Lechner). | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik) | 2 |
| The European Journal of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE) | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | High-Frequency Volatility Estimation with Fast Multiple Change Points Detection. (2024). Polak, Pawel ; Balabhadra, Greeshma ; Ainasse, El Mehdi. In: Papers. RePEc:arx:papers:2303.10550. Full description at Econpapers || Download paper |
| 2024 | Energy Price Dynamics in the Face of Uncertainty Shocks and the Role of Exchange Rate Regimes: A Global Cross-Country Analysis. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11384. Full description at Econpapers || Download paper |
| 2025 | Nobody (even stock markets) likes war: Evidence from the Israel-Hamas war. (2025). Sangka, Khresna Bayu ; Rapih, Subroto ; Boungou, Whelsy ; Wahyono, Budi. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00559. Full description at Econpapers || Download paper |
| 2024 | Do geopolitical risks always harm energy security? Their non-linear effects and mechanism. (2024). Lee, Chien-Chiang ; Yuan, Zihao ; He, Zhi-Wen ; Xiao, FU. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007430. Full description at Econpapers || Download paper |
| 2024 | A Chinese clout on energy exports some countries cannot shake off. (2024). Fassas, Athanasios ; Dragomirescu-Gaina, Catalin ; Philippas, Dionisis. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003426. Full description at Econpapers || Download paper |
| 2024 | Insurer hedging amidst the interplay of black and green swans toward SDGs 3 and 7. (2024). Duan, Xiaoyu ; Chiu, Shiu-Chieh ; Chen, Shi ; Lin, Jyh-Horng. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003657. Full description at Econpapers || Download paper |
| 2024 | Betting on war? Oil prices, stock returns, and extreme geopolitical events. (2024). Sorensen, Lars Qvigstad ; Nygaard, Knut. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003670. Full description at Econpapers || Download paper |
| 2025 | Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223. Full description at Econpapers || Download paper |
| 2025 | Hedging geopolitical risks with diverse commodities. (2025). Parnes, Dror. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002169. Full description at Econpapers || Download paper |
| 2024 | Geopolitical risk and corporate cash Holdings in China: Precautionary motive and agency problem perspectives. (2024). Wang, Xueting ; Wu, Haoran. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001674. Full description at Econpapers || Download paper |
| 2024 | Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934. Full description at Econpapers || Download paper |
| 2024 | The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Helmi, Mohamad Husam ; Elsayed, Ahmed ; Khalfaoui, Rabeh. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100. Full description at Econpapers || Download paper |
| 2024 | Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005324. Full description at Econpapers || Download paper |
| 2024 | Global equity, commodities and bond market response to Israel-Hamas war. (2024). Martins, Antonio Miguel. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009309. Full description at Econpapers || Download paper |
| 2025 | On the efficiency contributions of analyst recommendations to financial markets. (2025). Lee, Suzanne S ; Choi, Youngmin. In: Journal of Financial Markets. RePEc:eee:finmar:v:75:y:2025:i:c:s1386418125000254. Full description at Econpapers || Download paper |
| 2025 | News and intraday retail investor order flow in foreign exchange markets. (2025). Kaourma, Theofilia ; Milidonis, Andreas ; Nishiotis, George ; Panayides, Marios. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000368. Full description at Econpapers || Download paper |
| 2024 | Panic herding: Analysts COVID-19 experiences and the interpretation of earnings news. (2024). Vacca, Matteo. In: Journal of Economics and Business. RePEc:eee:jebusi:v:132:y:2024:i:c:s0148619524000481. Full description at Econpapers || Download paper |
| 2025 | The dynamic nexus between economic policy uncertainty, geopolitical risk, and natural resource rents of ASEAN-5 countries: Insights from the novel Fourier augmented ARDL method (FAARDL). (2025). Fikru, Mahelet ; Kisswani, Khalid M. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s030142072400816x. Full description at Econpapers || Download paper |
| 2024 | Geopolitical risk and crude oil price predictability: Novel decomposition ensemble approach based ternary interval number series. (2024). Chen, Yiyan ; Li, YE ; Lean, Hooi Hooi. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003337. Full description at Econpapers || Download paper |
| 2024 | Geopolitical risks and crude oil futures volatility: Evidence from machine learning. (2024). Niu, Zibo ; Wang, Wentao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007414. Full description at Econpapers || Download paper |
| 2025 | Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201. Full description at Econpapers || Download paper |
| 2025 | How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas conflict using Event Study approach. (2025). Shroff, Sumita ; Agrawal, Nidhi ; Paliwal, Udai Lal ; Yadav, Miklesh Prasad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005051. Full description at Econpapers || Download paper |
| 2024 | Navigating the tides of uncertainty: exploring the complex relationship between global economic policy and crude oil transportation. (2024). Ning, Zhong ; Hu, Zijiang ; Sun, Ling ; Zhang, Wenjing ; Qi, Xinzhou. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:4:d:10.1057_s41278-023-00274-w. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Bicameral Conflict Resolution in the European Union: An Empirical Analysis of Conciliation Committee Bargains In: British Journal of Political Science. [Full Text][Citation analysis] | article | 24 |
| 2021 | High-frequency volatility modeling: A Markov-Switching Autoregressive Conditional Intensity model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 2 |
| 2017 | Diversifying away the risk of war and cross-border political crisis In: Energy Economics. [Full Text][Citation analysis] | article | 59 |
| 2019 | What determines forecasters’ forecasting errors? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2014 | Sell-side analysts’ career concerns during banking stresses In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 7 |
| 2008 | Multiplicative Measurement Error and the Simulation Extrapolation Method In: IAW Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Data Masking by Noise Addition and the Estimation of Nonparametric Regression Models In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 2 |
| 2025 | Editorial: 2024 Best Paper Award In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2024 | Factor Timing with Portfolio Characteristics In: The Review of Asset Pricing Studies. [Full Text][Citation analysis] | article | 0 |
| 2012 | How do individual investors trade? In: The European Journal of Finance. [Full Text][Citation analysis] | article | 8 |
| 2016 | The information content of retail investors order flow In: The European Journal of Finance. [Full Text][Citation analysis] | article | 4 |
| 2003 | A model of the anchoring effect in dichotomous choice valuation with follow-up. In: Working Papers of BETA. [Full Text][Citation analysis] | paper | 12 |
| 2003 | Schätzung ökonometrischer Modelle auf der Grundlage anonymisierter Daten In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Customer trading in the foreign exchange market empirical evidence from an internet trading platform In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
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