Diaa Noureldin : Citation Profile


International Monetary Fund (IMF)

3

H index

2

i10 index

193

Citations

RESEARCH PRODUCTION:

9

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 12
   Journals where Diaa Noureldin has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 4 (2.03 %)

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   Permalink: http://citec.repec.org/pno257
   Updated: 2025-03-15    RAS profile: 2024-07-08    
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Relations with other researchers


Works with:

Tavares, Marina (2)

Koch, Christoffer (2)

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

Is cited by:

Bauwens, Luc (13)

Patton, Andrew (11)

Bollerslev, Tim (9)

Quaedvlieg, Rogier (9)

Storti, Giuseppe (8)

Omori, Yasuhiro (8)

Maheu, John (8)

Laurent, Sébastien (7)

Gallo, Giampiero (7)

Lucas, Andre (7)

Braione, Manuela (6)

Cites to:

Rogoff, Kenneth (14)

Engle, Robert (14)

Shephard, Neil (9)

Obstfeld, Maurice (8)

Vona, Francesco (8)

Bauwens, Luc (8)

Frankel, Jeffrey (7)

Sheppard, Kevin (7)

Bollerslev, Tim (7)

Campbell, John (7)

Laurent, Sébastien (7)

Main data


Where Diaa Noureldin has published?


Journals with more than one article published# docs
Review of Middle East Economics and Finance2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics2
IMF Working Papers / International Monetary Fund2

Recent works citing Diaa Noureldin (2025 and 2024)


YearTitle of citing document
2025A Multivariate Realized GARCH Model. (2020). Hansen, Peter Reinhard ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

Full description at Econpapers || Download paper

2024Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2023). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488.

Full description at Econpapers || Download paper

2024Geometric Deep Learning for Realized Covariance Matrix Forecasting. (2024). Zhang, Chao ; Palma, Michele ; Bucci, Andrea. In: Papers. RePEc:arx:papers:2412.09517.

Full description at Econpapers || Download paper

2024Great Layoff, Great Retirement and Post-pandemic Inflation. (2024). Massaro, Dominico ; Grazzini, Jakob ; Ascari, Guido. In: Working Papers. RePEc:dnb:dnbwpp:812.

Full description at Econpapers || Download paper

2024How are green jobs created? A decomposition analysis. (2024). Maczulskij, Terhi. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004348.

Full description at Econpapers || Download paper

2025Resolving Coordination Frictions in Green Labor Transitions: Minimizing Unemployment, Costs, and Welfare Distortions. (2025). Adhikari, Shisham. In: MPRA Paper. RePEc:pra:mprapa:123479.

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2024Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting. (2024). Opschoor, Anne ; Romero, Laura Capera. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240059.

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2024Disentangling the greening of the labour market: The role of changing occupations and worker flows. (2024). Janser, Markus ; Bachmann, Ronald ; Vonnahme, Christina ; Lehmer, Florian. In: Ruhr Economic Papers. RePEc:zbw:rwirep:306826.

Full description at Econpapers || Download paper

Works by Diaa Noureldin:


YearTitleTypeCited
2018Much Ado about the Egyptian Pound: Exchange Rate Misalignment and the Path Towards Equilibrium In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]
article4
2023What Drives Business Cycles in Egypt? An Analysis of Coincident and Leading Indicators In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]
article0
2014Multivariate rotated ARCH models In: Journal of Econometrics.
[Full Text][Citation analysis]
article40
2014Multivariate rotated ARCH models.(2014) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
paper
2012Multivariate Rotated ARCH Models.(2012) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
paper
2012Multivariate Rotated ARCH models.(2012) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40
paper
2023Transitioning to a greener labor market: Cross-country evidence from microdata In: Energy Economics.
[Full Text][Citation analysis]
article3
2022Transitioning to a Greener Labor Market: Cross-Country Evidence from Microdata.(2022) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2022The impact of the exchange rate regime on the dispersion of the price-change distribution: Evidence from a large panel of countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article0
2020Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2008Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2023How We Missed the Inflation Surge: An Anatomy of Post-2020 Inflation Forecast Errors In: IMF Working Papers.
[Full Text][Citation analysis]
paper2
2024How we missed the inflation surge: An anatomy of post‐2020 inflation forecast errors.(2024) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2011Multivariate High-Frequency-Based Volatility (HEAVY) Models In: Economics Papers.
[Full Text][Citation analysis]
paper144
2011Multivariate High-Frequency-Based Volatility (HEAVY) Models.(2011) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 144
paper
2012Multivariate high‐frequency‐based volatility (HEAVY) models.(2012) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 144
article
2022Volatility Prediction Using a Realized-Measure-Based Component Model* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
article0
2014Time-varying Dependence in the Term Structure of Interest Rates: A Copula-based Approach In: World Scientific Book Chapters.
[Full Text][Citation analysis]
chapter0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team