Marius Ooms : Citation Profile

Are you Marius Ooms?

Vrije Universiteit Amsterdam (95% share)
Tinbergen Instituut (5% share)

14

H index

19

i10 index

806

Citations

RESEARCH PRODUCTION:

25

Articles

28

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 38
   Journals where Marius Ooms has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 26 (3.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/poo1
   Updated: 2023-11-04    RAS profile: 2019-03-23    
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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 Marius Ooms.

Is cited by:

Gil-Alana, Luis (47)

GUPTA, RANGAN (19)

Caporale, Guglielmo Maria (18)

Franses, Philip Hans (16)

Haldrup, Niels (15)

Miller, Stephen (15)

Canarella, Giorgio (15)

Nielsen, Morten (14)

Koopman, Siem Jan (13)

Mayoral, Laura (11)

MORANA, CLAUDIO (11)

Cites to:

Koopman, Siem Jan (29)

Doornik, Jurgen (22)

Shephard, Neil (16)

Franses, Philip Hans (15)

Baillie, Richard (13)

Engle, Robert (13)

Sowell, Fallaw (13)

Bollerslev, Tim (12)

Hassler, Uwe (10)

Harvey, Andrew (8)

Kim, Chang-Jin (7)

Main data

Where Marius Ooms has published?

Journals with more than one article published# docs
International Journal of Forecasting6
Computational Statistics & Data Analysis5
Statistica Neerlandica4

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute13
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute6

Recent works citing Marius Ooms (2023 and 2022)

YearTitle of citing document
2022Parametric Estimation of Long Memory in Factor Models. (2022). Ergemen, Yunus Emre. In: CREATES Research Papers. RePEc:aah:create:2022-10.

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2022A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate. (2022). Belkacem, Lotfi ; Boubaker, Heni ; ben Amor, Souhir. In: Papers. RePEc:arx:papers:2204.08289.

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2023Contradictory effects of technological change across developed countries. (2023). Rossen, Anja ; Ludewig, Oliver ; Blien, Uwe. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:2:p:580-608.

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2022Seasonal adjustment of daily data with CAMPLET. (2022). Mulder, Machiel ; An, J ; Abeln, Barend. In: CIRANO Working Papers. RePEc:cir:cirwor:2022s-06.

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2022Nowcasting Macroeconomic Variables Using High-Frequency Fiscal Data. (2022). Ambrisko, Robert . In: Working Papers. RePEc:cnb:wpaper:2022/5.

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2022A procedure for upgrading linear-convex combination forecasts with an application to volatility prediction. (2022). Wilfling, Bernd ; Monschang, Verena. In: CQE Working Papers. RePEc:cqe:wpaper:9722.

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2023Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula. (2023). Ortega, Esther Ruiz ; Rodriguez, Carlos Vladimir ; Gonzalez-Rivera, Gloria. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37968.

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2022Short-term hydropower optimization driven by innovative time-adapting econometric model. (2022). Majone, Bruno ; Righetti, Maurizio ; Ravazzolo, Francesco ; Galletti, Andrea ; di Marco, Nicola ; Zanfei, Ariele ; Avesani, Diego. In: Applied Energy. RePEc:eee:appene:v:310:y:2022:i:c:s0306261921017244.

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2023Daily electricity price forecasting using artificial intelligence models in the Iranian electricity market. (2023). Fazeli, Meysam ; Hooshyaripor, Farhad ; Heidarpanah, Mohammadreza. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222028973.

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2022Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect. (2022). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002137.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2023Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243.

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2023Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430.

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2023Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586.

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2022How new Fed corporate bond programs cushioned the Covid-19 recession. (2022). Duca, John ; Bordo, Michael D. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426622000139.

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2023How the new fed municipal bond facility capped municipal-treasury yield spreads in the Covid-19 recession. (2023). Duca, John ; Bordo, Michael D. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:67:y:2023:i:c:s0889158322000545.

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2022Revisiting the inflation-hedging properties of precious metals in Africa. (2022). Sephton, Peter S. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001830.

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2022Reviewing Explanatory Methodologies of Electricity Markets: An Application to the Iberian Market. (2022). Soares, Isabel ; Fernandes, Renato. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:5020-:d:859098.

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2022Electricity Spot Price Modeling and Forecasting in European Markets. (2022). Caro, Eduardo ; Juan, Jesus ; Tehrani, Shadi. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:16:p:5980-:d:891362.

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2022Short-Term Electricity Prices Forecasting Using Functional Time Series Analysis. (2022). Ali, Sajid ; Shah, Ismail ; Jan, Faheem. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3423-:d:810405.

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2022.

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2022Optimal Forecasts in the Presence of Discrete Structural Breaks under Long Memory. (2022). Sibbertsen, Philipp ; Mboya, Mwasi. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-705.

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2022.

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2022REGCMPNT : A Fortran Program for Regression Models with ARIMA Component Errors. (2011). Bell, William R.. In: Journal of Statistical Software. RePEc:jss:jstsof:41:i07.

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2022Bi-demographic and current account dynamics using SVAR model: evidence from Saudi Arabia. (2022). Ghassan, Hassan ; Balli, Faruk ; Alhajhoj, Hassan R. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:55:y:2022:i:3:d:10.1007_s10644-021-09348-2.

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2022Stock Returns and Long-range Dependence. (2022). Andoh, Richard ; Amoah-Darkwah, Emmanuel ; Ababio, Emmanuel Nkrumah ; Odonkor, Alexander Ayertey. In: Global Business Review. RePEc:sae:globus:v:23:y:2022:i:1:p:37-47.

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2022A proposal for measuring and comparing seasonal variations in hourly economic time series. (2022). Cáceres-Hernández, José Juan ; Hernandez-Martin, Jonay ; Martin-Rodriguez, Gloria ; Caceres-Hernandez, Jose Juan. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02079-3.

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2022COVID-19 and Seasonal Adjustment. (2022). , Jan ; An, J ; Abeln, Barend. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:18:y:2022:i:2:d:10.1007_s41549-022-00071-z.

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2023Market efficiency in non-renewable resource markets: evidence from stationarity tests with structural changes. (2023). Tunc, Ipek G ; Yildirim, Dilem ; Kara, Alper. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-022-00312-8.

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2022Estimation methods for stationary Gegenbauer processes. (2022). Hunt, Richard ; Weber, Neville ; Peiris, Shelton. In: Statistical Papers. RePEc:spr:stpapr:v:63:y:2022:i:6:d:10.1007_s00362-022-01290-3.

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2023Comparative Analysis of Methods for Hourly Electricity Demand Forecasting in the Absence of Data – A Case Study. (2023). Jan, Zawadzki. In: Economic and Regional Studies / Studia Ekonomiczne i Regionalne. RePEc:vrs:ecoreg:v:16:y:2023:i:1:p:34-50:n:8.

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2022Step?ahead spot price densities using daily synchronously reported prices and wind forecasts. (2022). Solibakke, Per B. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:17-42.

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2022A review of some recent developments in the modelling and seasonal adjustment of infra-monthly time series. (2022). Webel, Karsten. In: Discussion Papers. RePEc:zbw:bubdps:312022.

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Marius Ooms is editor of

Journal
Econometrics Journal
Econometrics Journal

Works by Marius Ooms:

YearTitleTypeCited
2007Long memory modelling of inflation with stochastic variance and structural breaks In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2007Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks.(2007) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4		paper
2007Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article148
2005Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.(2005) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 148		paper
1997On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article7
2009Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article5
2006Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment.(2006) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 5		paper
2003Time Series Modelling of Daily Tax Revenues In: Statistica Neerlandica.
[Full Text][Citation analysis]		article13
1999Time-Series Modelling of Daily Tax Revenues.(1999) In: Computing in Economics and Finance 1999.
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This paper has another version. Agregated cites: 13		paper
2001Time Series Modelling of Daily Tax Revenues.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 13		paper
2004Generalizations of the KPSS?test for stationarity In: Statistica Neerlandica.
[Full Text][Citation analysis]		article79
2006Econometric software development: past, present and future In: Statistica Neerlandica.
[Full Text][Citation analysis]		article3
2008Estimating systematic continuous?time trends in recidivism using a non?Gaussian panel data model In: Statistica Neerlandica.
[Full Text][Citation analysis]		article4
2007Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model.(2007) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 4		paper
2004Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article43
2004Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper20
2003Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices.(2003) In: Tinbergen Institute Discussion Papers.
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2000Multimodality and the GARCH Likelihood In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper10
2001Multimodality and the GARCH Likelihood.(2001) In: Computing in Economics and Finance 2001.
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This paper has another version. Agregated cites: 10		paper
1999Review of SsfPack 2.2: statistical algorithms for models in state space In: Econometrics Journal.
[Citation analysis]		article1
2003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article58
2001Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models.(2001) In: Economics Papers.
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This paper has another version. Agregated cites: 58		paper
2006Forecasting daily time series using periodic unobserved components time series models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article11
2004Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models.(2004) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 11		paper
2010Exact maximum likelihood estimation for non-stationary periodic time series models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2012Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article10
2014Long memory with stochastic variance model: A recursive analysis for US inflation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article13
1997On the effect of seasonal adjustment on the log-periodogram regression In: Economics Letters.
[Full Text][Citation analysis]		article7
1997A periodic long-memory model for quarterly UK inflation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article33
1999Forecasting long memory left-right political orientations In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2002Inflation, forecast intervals and long memory regression models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article52
2001Inflation, Forecast Intervals and Long Memory Regression Models.(2001) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 52		paper
2008Multimodality in GARCH regression models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article36
2003Multimodality in the GARCH Regression Model.(2003) In: Economics Papers.
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This paper has another version. Agregated cites: 36		paper
2008An hourly periodic state space model for modelling French national electricity load In: International Journal of Forecasting.
[Full Text][Citation analysis]		article46
2008An Hourly Periodic State Space Model for Modelling French National Electricity Load.(2008) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 46		paper
2010Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
1995Flexible Seasonal Long Memory and Economic Time Series In: Econometric Institute Research Papers.
[Citation analysis]		paper16
1996A Note on the Effect of Seasonal Dummies on the Periodogram Regression In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
1997Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 In: Econometric Institute Research Papers.
[Citation analysis]		paper0
1998A seasonal periodic long memory model for monthly river flows In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
1998Long memory and level shifts: re-analysing inflation rates In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper93
1999Long memory and level shifts: Re-analyzing inflation rates.(1999) In: Empirical Economics.
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This paper has another version. Agregated cites: 93		article
1998Long Memory and Level Shifts: Re-Analyzing Inflation Rates.(1998) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 93		paper
1999Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation In: Econometric Institute Research Papers.
[Citation analysis]		paper18
2011Statistical Software for State Space Methods In: Journal of Statistical Software.
[Full Text][Citation analysis]		article27
2005Outlier Detection in GARCH Models In: Economics Papers.
[Full Text][Citation analysis]		paper28
2005Outlier Detection in GARCH Models.(2005) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 28		paper
2013Modelling trigonometric seasonal components for monthly economic time series In: Applied Economics.
[Full Text][Citation analysis]		article2
2010Modeling Trigonometric Seasonal Components for Monthly Economic Time Series.(2010) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 2		paper
2016Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models In: Econometric Reviews.
[Full Text][Citation analysis]		article7
2011Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models.(2011) In: Tinbergen Institute Discussion Papers.
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This paper has another version. Agregated cites: 7		paper
2008Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper2

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