13
H index
15
i10 index
1080
Citations
UNSW Sydney | 13 H index 15 i10 index 1080 Citations RESEARCH PRODUCTION: 20 Articles 33 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Valentyn Panchenko. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Economic Dynamics and Control | 7 |
Journal of Banking & Finance | 2 |
Studies in Nonlinear Dynamics & Econometrics | 2 |
Year | Title of citing document |
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2024 | Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018. Full description at Econpapers || Download paper |
2025 | Forecasting technological progress. (2025). Lafond, François. In: INET Oxford Working Papers. RePEc:amz:wpaper:2025-10. Full description at Econpapers || Download paper |
2024 | Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros. (2024). Blasques, Francisco ; Hol, Vladim'Ir ; Tomanov, Petra. In: Papers. RePEc:arx:papers:1812.07318. Full description at Econpapers || Download paper |
2024 | Robust Estimation in Network Vector Autoregression with Nonstationary Regressors. (2024). Katsouris, Christis. In: Papers. RePEc:arx:papers:2401.04050. Full description at Econpapers || Download paper |
2024 | Kullback-Leibler-based characterizations of score-driven updates. (2024). Punder, Ramon ; Lange, Rutger-Jan ; Dimitriadis, Timo ; de Punder, Ramon. In: Papers. RePEc:arx:papers:2408.02391. Full description at Econpapers || Download paper |
2025 | Non-linear dependence and Granger causality: A vine copula approach. (2024). Rungi, Armando ; Crimaldi, Irene ; Fuentes, Roberto. In: Papers. RePEc:arx:papers:2409.15070. Full description at Econpapers || Download paper |
2024 | How to Compare Copula Forecasts?. (2024). Hoga, Yannick ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2410.04165. Full description at Econpapers || Download paper |
2024 | (Mis)information diffusion and the financial market. (2024). Peraire, Daniel Torren ; di Francesco, Tommaso. In: Papers. RePEc:arx:papers:2412.16269. Full description at Econpapers || Download paper |
2025 | The Response of Farmer Welfares Amidst Food Prices Shock and Inflation in the Province of East Java. (2025). Zaman, Moh Hairus ; Wahyuningsih, Diah ; Yudo, Ris Yuwono. In: Papers. RePEc:arx:papers:2501.08601. Full description at Econpapers || Download paper |
2025 | Transformer Based Time-Series Forecasting for Stock. (2025). Miikkulainen, Risto ; Schulwol, Zachery B ; Li, Shuozhe. In: Papers. RePEc:arx:papers:2502.09625. Full description at Econpapers || Download paper |
2024 | The economic growth–travel frequency nexus in China: Importance of the transport Kuznets curve. (2024). Shahbaz, Muhammad ; Shafiullah, Muhammad ; Khalid, Usman ; Jiao, Zhilun ; Song, Malin. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:3:p:898-929. Full description at Econpapers || Download paper |
2024 | The Relationship Between Stock Performance and Money Supply Based on VAR Model in the Context of E-commerce. (2024). Lianshi, Qiu. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:12:n:1013. Full description at Econpapers || Download paper |
2024 | Improving probabilistic wind speed forecasting using M-Rice distribution and spatial data integration. (2024). Baggio, Roberta ; Muzy, Jean-Franois. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s030626192400223x. Full description at Econpapers || Download paper |
2024 | Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). You, Zhe ; Gong, Mengqi ; Wang, Longle ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933. Full description at Econpapers || Download paper |
2024 | Return volatility and trading volume of GameFi. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000704. Full description at Econpapers || Download paper |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper |
2024 | Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177. Full description at Econpapers || Download paper |
2024 | Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736. Full description at Econpapers || Download paper |
2025 | Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250. Full description at Econpapers || Download paper |
2025 | New estimation approaches for graphical models with elastic net penalty. (2025). Taufer, Emanuele ; Paterlini, Sandra ; Bernardini, Davide. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:258-281. Full description at Econpapers || Download paper |
2024 | The spread of misinformation in networks with individual and social learning. (2024). della Lena, Sebastiano. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001338. Full description at Econpapers || Download paper |
2024 | Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper |
2024 | Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?. (2024). Li, Yanling ; Wang, Mengxin ; Liao, Gaoke. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006667. Full description at Econpapers || Download paper |
2024 | Insight into clean energy market’s role in the connectedness between joint-consumption metals. (2024). Li, Zongzhen ; Gao, Wang ; Song, Huiling ; Zhang, Hongwei. In: Energy. RePEc:eee:energy:v:302:y:2024:i:c:s0360544224016049. Full description at Econpapers || Download paper |
2024 | Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Hong, Yun ; Zhang, Rushan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070. Full description at Econpapers || Download paper |
2024 | Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Ge, Zhenyu ; Sun, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292. Full description at Econpapers || Download paper |
2024 | Systemic risk prediction using machine learning: Does network connectedness help prediction?. (2024). Wang, Gang-Jin ; Zhu, You ; Chen, Yan ; Xie, Chi. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000796. Full description at Econpapers || Download paper |
2024 | Time-varying causality among whisky, wine, and equity markets. (2024). Fromentin, Vincent ; Moroz, David ; Pecchioli, Bruno. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003751. Full description at Econpapers || Download paper |
2024 | The uncertainty of fluctuation correlations in global stock markets. (2024). Rong, Xueyun ; Yin, Lei ; Wang, Faming. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007372. Full description at Econpapers || Download paper |
2024 | Extreme weather, climate risk, and the lead–lag role of carbon. (2024). Chen, Zhang-Hangjian ; Xu, Yaping ; Gao, Xiang ; Chu, Wei-Wei ; Koedijk, Kees G. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000462. Full description at Econpapers || Download paper |
2024 | Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543. Full description at Econpapers || Download paper |
2024 | Locally tail-scale invariant scoring rules for evaluation of extreme value forecasts. (2024). Rootzen, Holger ; Olafsdottir, Helga Kristin ; Bolin, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1701-1720. Full description at Econpapers || Download paper |
2025 | ABC-based forecasting in misspecified state space models. (2025). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Rubn ; Weerasinghe, Chaya. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:270-289. Full description at Econpapers || Download paper |
2024 | Interaction effects in the cross-section of country and industry returns. (2024). Umar, Zaghum ; Umutlu, Mehmet ; Mercik, Aleksander ; Zaremba, Adam. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:165:y:2024:i:c:s0378426624001171. Full description at Econpapers || Download paper |
2024 | Individual evolutionary learning in repeated beauty contest games. (2024). Duffy, John ; Anufriev, Mikhail ; Panchenko, Valentyn. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:550-567. Full description at Econpapers || Download paper |
2024 | Bank choice, bank runs, and coordination in the presence of two banks. (2024). Kopányi-Peuker, Anita ; de Jong, Johan ; Arifovic, Jasmina ; Kopanyi-Peuker, Anita. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:225:y:2024:i:c:p:392-410. Full description at Econpapers || Download paper |
2024 | Price linkages in major EU virgin olive oil markets. (2024). Tremma, Ourania ; Theofanous, Pamela. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000094. Full description at Econpapers || Download paper |
2024 | Oil price volatility and gold prices volatility asymmetric links with natural resources via financial market fluctuations: Implications for green recovery. (2024). Li, Yang ; Du, Qingfeng. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072300990x. Full description at Econpapers || Download paper |
2024 | Gold, platinum and the predictability of bubbles in global stock markets. (2024). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Nielsen, Joshua. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752. Full description at Econpapers || Download paper |
2024 | Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309. Full description at Econpapers || Download paper |
2024 | Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Chaâbane, Najeh ; Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70. Full description at Econpapers || Download paper |
2024 | Asymmetric effects of commodity and stock market on Chinese green market: Evidence from wavelet-based quantile-on-quantile approach. (2024). Zhang, Shasha ; Niu, Hongli. In: Renewable Energy. RePEc:eee:renene:v:230:y:2024:i:c:s0960148124008620. Full description at Econpapers || Download paper |
2024 | The time-varying and asymmetric impacts of oil price shocks on geopolitical risk. (2024). He, Zhifang ; Sun, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:942-957. Full description at Econpapers || Download paper |
2024 | Are metaverse coins more prone to geopolitical risk than traditional crypto assets?. (2024). Jana, Rabin K. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:436-447. Full description at Econpapers || Download paper |
2024 | Flight-to-safety across time and market conditions. (2024). Jalkh, Naji ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400340x. Full description at Econpapers || Download paper |
2024 | Dynamic interactions among trade policy uncertainty, climate policy uncertainty, and crude oil prices. (2024). He, Zhifang ; Xu, Wei ; Qian, Wanchuan ; Dong, Tianqi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004714. Full description at Econpapers || Download paper |
2024 | The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periods. (2024). Hammoudeh, Shawkat ; Tarchella, Salma ; Khalfaoui, Rabeh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002519. Full description at Econpapers || Download paper |
2024 | Financial forecasting improvement with LSTM-ARFIMA hybrid models and non-Gaussian distributions. (2024). Rabbouch, Hana ; Saadaoui, Foued. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003354. Full description at Econpapers || Download paper |
2024 | Testing the Nonlinear Long- and Short-Run Distributional Asymmetries Effects of Bitcoin Prices on Bitcoin Energy Consumption: New Insights through the QNARDL Model and XGBoost Machine-Learning Tool. (2024). Zaghdoudi, Taha ; Boubaker, Sahbi ; Talbi, Mariem ; Tissaoui, Kais ; Hkiri, Besma. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:12:p:2810-:d:1410957. Full description at Econpapers || Download paper |
2024 | Dynamics of Social Influence and Knowledge in Networks: Sociophysics Models and Applications in Social Trading, Behavioral Finance and Business. (2024). Tsompanoglou, Milan ; Ioannidis, Evangelos ; Tsintsaris, Dimitris. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:8:p:1141-:d:1373365. Full description at Econpapers || Download paper |
2024 | A Case Study of Bank Equity Valuation Methods Employed by South African, Nigerian and Kenyan Equity Researchers. (2024). Moyo, Vusani ; Obadire, Ayodeji Michael. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:6:p:89-:d:1403116. Full description at Econpapers || Download paper |
2025 | Causality Between Carbon Emissions, Temperature Changes, and Health Expenditures: A Comparative Panel Approach with Environmental and Economic Indicators. (2025). Ozaner, Demet ; Yilmaz, Salim. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:3:p:1330-:d:1585099. Full description at Econpapers || Download paper |
2025 | Green technology adoption under uncertainty, increasing returns, and complex adaptive dynamics. (2025). Dhami, Sanjit ; Zeppini, Paolo. In: Post-Print. RePEc:hal:journl:hal-04998831. Full description at Econpapers || Download paper |
2024 | Evaluation of Türkiye€™s Domestic Prices and Exchange Rate Relationship with State Space Models. (2024). Bostanc, Fikriye Ceren ; Koa, Selauk. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:0:y:2024:i:41:p:161-171. Full description at Econpapers || Download paper |
2024 | New Evidence of Causal Relationships Between Government Spending and Economic Growth in the United Kingdom. (2024). Saraidaris, Anastasios ; Pempetzoglou, Maria ; Karagianni, Stella. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:52:y:2024:i:4:d:10.1007_s11293-024-09814-y. Full description at Econpapers || Download paper |
2024 | Research on Identification and Correction of Fund Investment Style Drift Based on FSD Model. (2024). Du, Huayun ; Li, Jizu ; Zhang, Zhicheng ; Guo, Yanyu. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10534-9. Full description at Econpapers || Download paper |
2024 | Evaluating Density Forecasts Using Weighted Multivariate Scores in a Risk Management Context. (2024). Cheng, Jie. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-024-10571-y. Full description at Econpapers || Download paper |
2024 | A puzzle of roulette gambling. (2024). Blavatskyy, Pavlo. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:69:y:2024:i:2:d:10.1007_s11166-024-09438-2. Full description at Econpapers || Download paper |
2024 | Revisiting the Impact of US Uncertainty Shocks: New Evidence from China’s Investment Dynamics. (2024). Yan, Meng ; Shi, Kai. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:3:d:10.1007_s11079-023-09734-5. Full description at Econpapers || Download paper |
2024 | Who accepts Savage’s axiom now?. (2024). Humphrey, Steven J ; Kruse, Nadia-Yasmine. In: Theory and Decision. RePEc:kap:theord:v:96:y:2024:i:1:d:10.1007_s11238-023-09938-8. Full description at Econpapers || Download paper |
2024 | Bounded rationality for relaxing best response and mutual consistency: the quantal hierarchy model of decision making. (2024). Prokopenko, Mikhail ; Evans, Benjamin Patrick. In: Theory and Decision. RePEc:kap:theord:v:96:y:2024:i:1:d:10.1007_s11238-023-09941-z. Full description at Econpapers || Download paper |
2024 | Who is ambiguity neutral?. (2024). Blavatskyy, Pavlo. In: The Geneva Risk and Insurance Review. RePEc:pal:genrir:v:49:y:2024:i:2:d:10.1057_s10713-023-00086-1. Full description at Econpapers || Download paper |
2024 | Incentives and Payment Mechanisms in Preference Elicitation. (2024). Palma, Marco ; Drichoutis, Andreas ; Feldman, Paul. In: MPRA Paper. RePEc:pra:mprapa:120898. Full description at Econpapers || Download paper |
2024 | Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Caporin, Massimiliano ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202407. Full description at Econpapers || Download paper |
2024 | Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks. (2024). Plakandaras, Vasilios ; GUPTA, RANGAN ; Foglia, Matteo ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202415. Full description at Econpapers || Download paper |
2024 | Evaluating the discrimination ability of proper multi-variate scoring rules. (2024). Alexander, Carol ; Meng, X ; Han, Y ; Coulon, M. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04611-9. Full description at Econpapers || Download paper |
2024 | How efficient are natural gas markets in practice? A wavelet-based approach. (2024). Baba, Amina ; Creti, Anna ; ben Kebaier, Sana. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04750-z. Full description at Econpapers || Download paper |
2025 | COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens. (2025). Sousa, Ricardo ; Jawadi, Fredj ; Uddin, Gazi Salah ; Jana, Rabin K ; Ghosh, Indranil. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04744-x. Full description at Econpapers || Download paper |
2024 | Quantum Algorithms. (2024). Hull, Isaiah ; Sattath, OR ; Diamanti, Eleni ; Wendin, Gran. In: Contributions to Economics. RePEc:spr:conchp:978-3-031-50780-9_3. Full description at Econpapers || Download paper |
2024 | The effect of financial stress on renewable energy consumption: evidence from US data. (2024). Shafiullah, Muhammad ; Alam, Md Samsul ; Miah, Mohammad Dulal. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:10:d:10.1007_s10668-023-03747-3. Full description at Econpapers || Download paper |
2025 | Monetary policy shocks and multi-scale positive and negative bubbles in an emerging country: the case of India. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Nielsen, Joshua ; Nel, Jacobus. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00692-6. Full description at Econpapers || Download paper |
2025 | Baidu News and the return volatility of Chinese commodity futures: evidence for the sequential information arrival hypothesis. (2025). Xiong, Xiong ; Ma, Junjun ; Zhang, Yuzhao ; Zhao, Ruwei. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00753-4. Full description at Econpapers || Download paper |
2025 | How does digital transformation improve ESG performance? Empirical research from 396 enterprises. (2025). Ren, Jun ; Chen, Yingyu. In: International Entrepreneurship and Management Journal. RePEc:spr:intemj:v:21:y:2025:i:1:d:10.1007_s11365-024-01011-2. Full description at Econpapers || Download paper |
2024 | Communication, networks and asset price dynamics: a survey. (2024). Hatcher, Michael ; Hellmann, Tim. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:1:d:10.1007_s11403-023-00395-8. Full description at Econpapers || Download paper |
2024 | Do Economic and Financial Stabilities Matter for Political Stability in Estonia?. (2024). Kirikkaleli, Dervis ; Torun, Melike ; Boz, Fusun Celebi. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:3:d:10.1007_s13132-023-01662-6. Full description at Econpapers || Download paper |
2025 | Sustainable economic horizons: integrating green and blue economies, energy strategies to drive Nigeria’s growth potential. (2025). Shiaibu, Hussaini ; Abdullahi, Ahmad Tijjani ; Sani, Bashir Yakubu ; Ahmad, Inuwa Mukhtar ; Muhammad, Maikudi ; Abubakar, Atiku Muhammad. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:3:d:10.1007_s43546-025-00786-y. Full description at Econpapers || Download paper |
2024 | Kullback-Leibler-based characterizations of score-driven updates. (2024). Punder, Ramon ; Lange, Rutger-Jan ; Dimitriadis, Timo ; de Punder, Ramon. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240051. Full description at Econpapers || Download paper |
2024 | How Real is Hypothetical? A High-Stakes Test of the Allais Paradox. (2024). Halevy, Yoram ; Gneezy, Uri ; Offerman, Theo ; van De, Jeroen ; Hall, Brian. In: Working Papers. RePEc:tor:tecipa:tecipa-783. Full description at Econpapers || Download paper |
2024 | Market efficiency of the cryptocurrencies: Some new evidence based on price–volume relationship. (2024). Sahoo, Pradipta Kumar ; Sethi, Dinabandhu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1569-1580. Full description at Econpapers || Download paper |
2024 | Sectoral slowdowns in the United Kingdom: Evidence from transmission probabilities and economic linkages. (2024). Lumsdaine, Robin L ; Janssens, Eva F. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:1:p:22-40. Full description at Econpapers || Download paper |
2024 | Scaling and measurement error sensitivity of scoring rules for distribution forecasts. (2024). Kleen, Onno. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:5:p:833-849. Full description at Econpapers || Download paper |
2025 | Tracking Economic Activity With Alternative High‐Frequency Data. (2025). Kronenberg, Philipp ; Neuwirth, Stefan ; Eckert, Florian ; Mikosch, Heiner. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:40:y:2025:i:3:p:270-290. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | On the Experimental Robustness of the Allais Paradox In: American Economic Journal: Microeconomics. [Full Text][Citation analysis] | article | 10 |
2004 | A note on the Hiemstra-Jones test for Granger non-causality In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 131 |
2005 | A Note on the Hiemstra-Jones Test for Granger Non-causality.(2005) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 131 | article | |
2004 | A new statistic and practical guidelines for nonparametric Granger causality testing In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 488 |
2006 | A new statistic and practical guidelines for nonparametric Granger causality testing.(2006) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 488 | article | |
2004 | Goodness-of-fit test for copulas In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 26 |
2005 | Goodness-of-fit test for copulas.(2005) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
2005 | Nonparametric Tests for Serial Independence Based on Quadratic Forms In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Nonparametric Tests for Serial Independence Based on Quadratic Forms.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2006 | Rank-based entropy tests for serial independence In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Rank-based Entropy Tests for Serial Independence.(2008) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2006 | E&F Chaos: a user friendly software package for nonlinear economic dynamics In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 27 |
2008 | E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics.(2008) In: Computational Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2007 | Asset Prices, Traders Behavior, and Market Design In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 40 |
2009 | Asset prices, traders behavior and market design.(2009) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | article | |
2008 | Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 6 |
2008 | Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2008 | Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails.(2008) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2008 | Out-of-sample comparison of copula specifications in multivariate density forecasts In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 31 |
2010 | Out-of-sample comparison of copula specifications in multivariate density forecasts.(2010) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | article | |
2010 | Out-of-sample comparison of copula specifications in multivariate density forecasts.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2008 | Out-of-sample comparison of copula specifications in multivariate density forecasts.(2008) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2008 | Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts.(2008) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2010 | Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 20 |
2013 | Efficiency of continuous double auctions under individual evolutionary learning with full or limited information.(2013) In: Journal of Evolutionary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | article | |
2010 | Asset Price Dynamics with Local Interactions under Heterogeneous Beliefs In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 4 |
2018 | Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves In: Papers. [Full Text][Citation analysis] | paper | 15 |
2019 | Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves.(2019) In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2011 | Efficient estimation of parameters in marginals in semiparametric multivariate models In: Working Papers. [Citation analysis] | paper | 2 |
2016 | Efficient estimation of parameters in marginal in semiparametric multivariate models.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | The role of information in a continuous double auction: An experiment and learning model In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 4 |
2013 | Asset price dynamics with heterogeneous beliefs and local network interactions In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 17 |
2013 | Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions.(2013) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2014 | Comparing the accuracy of multivariate density forecasts in selected regions of the copula support In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 12 |
2011 | Likelihood-based scoring rules for comparing density forecasts in tails In: Journal of Econometrics. [Full Text][Citation analysis] | article | 92 |
2011 | Likelihood-based scoring rules for comparing density forecasts in tails.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 92 | paper | |
2010 | Is there a symmetric nonlinear causal relationship between large and small firms? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 21 |
2009 | Time-varying market integration and stock and bond return concordance in emerging markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 53 |
2015 | Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 50 |
2010 | Learning and adaptations impact on market efficiency In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 7 |
2022 | Learning in two-dimensional beauty contest games: Theory and experimental evidence In: Journal of Economic Theory. [Full Text][Citation analysis] | article | 4 |
2019 | Planar Beauty Contests In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
2019 | Planar Beauty Contests.(2019) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2019 | Planar Beauty Contests.(2019) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2004 | Modified Hiemstra-Jones Test for Granger Non-causality In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
2004 | Testing multivariate hypotheses with positive definite bilinear forms In: Computing in Economics and Finance 2004. [Citation analysis] | paper | 0 |
2005 | Test for serial independence based on quadratic forms In: Computing in Economics and Finance 2005. [Citation analysis] | paper | 0 |
2006 | Evaluating the Predictive Abilities of Semiparametric Multivariate Models In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
2006 | Heterogeneous Beliefs Under Different Market Architectures In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | chapter | 1 |
2015 | Now you see it, now you don’t: How to make the Allais Paradox appear, disappear, or reverse In: Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Estimation of a Scale-Free Network Formation Model In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Impact of Analysts Recommendations on Stock Performance In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2013 | Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Asset price dynamics with small world interactions under hetereogeneous beliefs In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
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