Daniel J. Pastor : Citation Profile

2

H index

1

i10 index

55

Citations

RESEARCH PRODUCTION:

2

Articles

RESEARCH ACTIVITY:

   2 years (2018 - 2020). See details.
   Cites by year: 27
   Journals where Daniel J. Pastor has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppa1390
   Updated: 2026-03-11    RAS profile: 2025-02-01    
   Missing citations? Add them    Incorrect content? Let us know

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)

Chang, Yoosoon (2)

Walther, Thomas (2)

Vacha, Lukas (2)

Baruník, Jozef (2)

Fiszeder, Piotr (2)

Shaiban, Mohammed (1)

Ji, Qiang (1)

Wang, Yudong (1)

Franses, Philip Hans (1)

Faldzinski, Marcin (1)

Cites to:

Bollerslev, Tim (3)

Bauwens, Luc (3)

Nguyen, Duc Khuong (2)

Lahiani, Amine (2)

Diebold, Francis (2)

Hansen, Peter (2)

Fisher, Adlai (2)

Santa-Clara, Pedro (2)

Calvet, Laurent (2)

Maguire, Karen (2)

Jagannathan, Ravi (2)

Main data

Where Daniel J. Pastor has published?

Recent works citing Daniel J. Pastor (2025 and 2024)

YearTitle of citing document
2024Predicting the volatility of major energy commodity prices: the dynamic persistence model. (2024). Vacha, Lukas ; Baruník, Jozef ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2402.01354.

Full description at Econpapers || Download paper

2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

Full description at Econpapers || Download paper

2024Estimating the Impact of Oil Price Volatility on the Ecuadorian Economy: A MIDAS Approach. (2024). Rodrguez-Bustos, Andrea Johanna ; Bajaa-Villagomez, Yanina Shegia ; Camacho-Villagomez, Freddy Ronalde. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-34.

Full description at Econpapers || Download paper

2024Does oil price uncertainty affect IPO underpricing? Evidence from China. (2024). He, XU ; Xiang, Xin ; Han, Yajie. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:240-259.

Full description at Econpapers || Download paper

2024Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753.

Full description at Econpapers || Download paper

2024Predicting the volatility of major energy commodity prices: The dynamic persistence model. (2024). Vacha, Lukas ; Baruník, Jozef ; Vcha, Luk ; Barunk, Jozef. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400690x.

Full description at Econpapers || Download paper

2024Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Wang, Yuejing ; Jiang, Ying ; Liu, Xiaoquan ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267.

Full description at Econpapers || Download paper

2025The US-China tension and fossil fuel energy price volatility relationship. (2025). Chen, Huangen ; Li, Sitong. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017367.

Full description at Econpapers || Download paper

2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

Full description at Econpapers || Download paper

2025Can renewable portfolio standard promote renewable energy capacity utilization? Empirical evidence from China. (2025). Yuan, Peng ; Wei, Shuni. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:210:y:2025:i:c:s1364032124008852.

Full description at Econpapers || Download paper

2024Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model. (2024). Wang, LU ; Peng, Lijuan ; Liang, Chao ; Yang, Baoying. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004052.

Full description at Econpapers || Download paper

2024GARCHX-NoVaS: A Model-Free Approach to Incorporate Exogenous Variables. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Wu, Kejin. In: Working Papers. RePEc:pre:wpaper:202425.

Full description at Econpapers || Download paper

2024A hybrid econometrics and machine learning based modeling of realized volatility of natural gas. (2024). Kristjanpoller, Werner. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00577-0.

Full description at Econpapers || Download paper

2025Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?. (2025). Triantafyllou, Athanasios ; Vlastakis, Nikolaos ; Kellard, Neil. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:7:p:817-830.

Full description at Econpapers || Download paper

Works by Daniel J. Pastor:

YearTitleTypeCited
2020The effects of renewables portfolio standards on renewable energy generation. In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2018Forecasting crude oil price volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article53

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team