Daniel J. Pastor : Citation Profile

Are you Daniel J. Pastor?

University of Texas-El Paso

1

H index

1

i10 index

41

Citations

RESEARCH PRODUCTION:

2

Articles

RESEARCH ACTIVITY:

   2 years (2018 - 2020). See details.
   Cites by year: 20
   Journals where Daniel J. Pastor has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/ppa1390
   Updated: 2023-11-04    RAS profile: 2020-08-10    
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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 Daniel J. Pastor.

Is cited by:

Herrera, Ana María (3)

Fiszeder, Piotr (2)

Filis, George (1)

Grossi, Luigi (1)

Ji, Qiang (1)

Franses, Philip Hans (1)

Zhang, Dayong (1)

Apergis, Nicholas (1)

Castle, Jennifer (1)

Shang, Han Lin (1)

Orzeszko, Witold (1)

Cites to:

Bauwens, Luc (3)

Bollerslev, Tim (3)

Valkanov, Rossen (2)

Diebold, Francis (2)

Jagannathan, Ravi (2)

Hansen, Peter (2)

Lahiani, Amine (2)

Santa-Clara, Pedro (2)

Fisher, Adlai (2)

Maguire, Karen (2)

Calvet, Laurent (2)

Main data

Where Daniel J. Pastor has published?

Recent works citing Daniel J. Pastor (2023 and 2022)

YearTitle of citing document
2023Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Mara ; Chang, Yoosoon. In: Working Papers. RePEc:bny:wpaper:0113.

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2023Dynamic Modeling and Analysis of Some Energy Companies of Indonesia Over the Year 2018 to 2022 By Using VAR(p)-CCC GARCH(r,s) Model: -. (2023). Warsono, Warsono ; Sidiq, Ahmad ; Russel, Edwin ; Nurhanurawati, Nurhanurawati ; Komarudin, M ; Usman, Mustofa ; F. A. M Elfaki, . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-55.

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2022Forecasting renewable energy stock volatility using short and long-term Markov switching GARCH-MIDAS models: Either, neither or both?. (2022). Wang, LU ; Wu, Jiangbin ; Cao, Yang ; Hong, Yanran. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002237.

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2022Forecasting crude oil volatility with exogenous predictors: As good as it GETS?. (2022). Bonnier, Jean-Baptiste. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002249.

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2022Forecasting the volatility of crude oil futures: The role of oil investor attention and its regime switching characteristics under a high-frequency framework. (2022). Suleman, Muhammad Tahir ; Niu, Zibo ; Liu, Yuanyuan ; Zhang, Hongwei ; Yin, Libo. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pa:s0360544221020272.

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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
2022Upward/downward multifractality and efficiency in metals futures markets: The impacts of financial and oil crises. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000940.

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2022Impact of financial instability on international crude oil volatility: New sight from a regime-switching framework. (2022). Umar, Muhammad ; Liang, Chao ; Wang, LU ; Hong, Yanran. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001155.

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2022Testing oil price volatility during Covid-19: Global economic impact. (2022). Chang, Lei ; Baloch, Zulfiqar Ali ; Saydaliev, Hayot Berk ; Hyder, Mansoor ; Dilanchiev, Azer. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003361.

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2023What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning. (2023). Chavriya, Shubham ; Parihar, Jaya Singh ; Rao, Amar ; Srivastava, Mrinalini ; Singh, Surendar. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006924.

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2022Exploring the Trend of Commodity Prices: A Review and Bibliometric Analysis. (2022). Jiao, Jianbin ; Hu, YI ; Zhang, QI ; Wang, Shouyang. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:15:p:9536-:d:879376.

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2023Oil Prices Uncertainty, Endogenous Regime Switching, and Inflation Anchoring. (2023). Pesavento, Elena ; Herrera, Ana Maria ; Chang, Yoosoon. In: CAEPR Working Papers. RePEc:inu:caeprp:2023002.

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2023How climate policy commitments influence energy systems and the economies of US states. (2023). Warshaw, Christopher ; Bergquist, Parrish. In: Nature Communications. RePEc:nat:natcom:v:14:y:2023:i:1:d:10.1038_s41467-023-40560-y.

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2023A model-free approach to do long-term volatility forecasting and its variants. (2023). Karmakar, Sayar ; Wu, Kejin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00466-6.

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2022Which uncertainty is powerful to forecast crude oil market volatility? New evidence. (2022). Wei, YU ; Li, Xiafei ; Chen, Wang ; Liang, Chao ; Ma, Feng. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4279-4297.

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2023Do extreme shocks help forecast oil price volatility? The augmented GARCH?MIDAS approach. (2023). Lang, Qiaoqi ; Liu, Guoshan ; Ma, Feng ; Wang, LU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2056-2073.

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2022Forecasting volatilities of oil and gas assets: A comparison of GAS, GARCH, and EGARCH models. (2022). Lien, Donald ; Xu, Yingying. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:259-278.

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Works by Daniel J. Pastor:

YearTitleTypeCited
2020The effects of renewables portfolio standards on renewable energy generation. In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2018Forecasting crude oil price volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article40

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