Daniel J. Pastor : Citation Profile

Are you Daniel J. Pastor?

University of Texas-El Paso

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36

Citations

RESEARCH PRODUCTION:

2

Articles

RESEARCH ACTIVITY:

   2 years (2018 - 2020). See details.
   Cites by year: 18
   Journals where Daniel J. Pastor has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/ppa1390
   Updated: 2023-08-19    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:

Fiszeder, Piotr (2)

Paccagnini, Alessia (1)

Thomakos, Dimitrios (1)

Bouri, Elie (1)

Dilanchiev, Azer (1)

Maghyereh, Aktham (1)

Martinez, Andrew (1)

Guidolin, Massimo (1)

Clements, Michael (1)

Ji, Qiang (1)

Rubaszek, Michał (1)

Cites to:

Bauwens, Luc (3)

Bollerslev, Tim (3)

Fisher, Adlai (2)

Maguire, Karen (2)

Calvet, Laurent (2)

Nguyen, Duc Khuong (2)

Valkanov, Rossen (2)

Santa-Clara, Pedro (2)

Hansen, Peter (2)

Diebold, Francis (2)

AROURI, Mohamed (2)

Main data

Where Daniel J. Pastor has published?

Recent works citing Daniel J. Pastor (2022 and 2021)

YearTitle of citing document
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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2021Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach. (2021). Marsh, Ian W ; Huang, Chih-Yueh ; Alizadeh, Amir H. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302063.

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2021A closer look into the global determinants of oil price volatility. (2021). Filis, George ; Gabauer, David ; Filippidis, Michail ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321.

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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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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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2021The predictive content of oil price and volatility: New evidence on exchange rate forecasting. (2021). Hu, Liang ; Breen, John David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001621.

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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
2021Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic. (2021). Yang, Cai ; Zhang, Hongwei ; Weng, Futian. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001628.

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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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2021Network diffusion of international oil volatility risk in Chinas stock market: Quantile interconnectedness modelling and shock decomposition analysis. (2021). Xia, Xiaohua ; Li, Ziruo ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1-39.

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2021A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

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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]		article0
2018Forecasting crude oil price volatility In: International Journal of Forecasting.
[Full Text][Citation analysis]		article36

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