Harri Pönkä : Citation Profile

Are you Harri Pönkä?

Suomen Pankki (99% share)
Helsingin Yliopisto (1% share)

5

H index

3

i10 index

88

Citations

RESEARCH PRODUCTION:

7

Articles

9

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 12
   Journals where Harri Pönkä has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 10 (10.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppn4
   Updated: 2023-08-19    RAS profile: 2023-06-06    
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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 Harri Pönkä.

Is cited by:

Phan, Dinh (3)

Drehmann, Mathias (3)

Khan, Hashmat (3)

BORIO, Claudio (3)

Hasse, Jean-Baptiste (2)

Basher, Syed (2)

Nguyen, Dat (2)

Leschinski, Christian (2)

Ftiti, Zied (2)

JAWADI, Fredj (2)

Goutte, Stéphane (2)

Cites to:

Timmermann, Allan (19)

Pesaran, Mohammad (16)

Nyberg, Henri (15)

Estrella, Arturo (13)

Narayan, Paresh (11)

Meyler, Aidan (7)

Diebold, Francis (7)

Hamilton, James (6)

Christiansen, Charlotte (6)

Eriksen, Jonas (6)

de jong, Robert (6)

Main data

Where Harri Pönkä has published?

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4
BoF Economics Review / Bank of Finland2

Recent works citing Harri Pönkä (2023 and 2022)

YearTitle of citing document
2022Predicting S&P500 Index direction with Transfer Learning and a Causal Graph as main Input. (2021). Romain, Djoumbissie David. In: Papers. RePEc:arx:papers:2011.13113.

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2022Understanding Twenty Years of Inequality and Poverty Trends in Russia. (2022). Van Kerm, Philippe ; Lisina, Anastasiya. In: Review of Income and Wealth. RePEc:bla:revinw:v:68:y:2022:i:s1:p:s108-s130.

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2022Monetary Policy Communication: Perspectives from Former Policy Makers at the ECB. (2022). Ehrmann, Michael ; Phelan, Gillian ; Kedan, Danielle ; Holton, Sarah. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/22.

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2021Understanding low inflation in the euro area from 2013 to 2019: cyclical and structural drivers. (2021). Smets, Frank ; Osbat, Chiara ; Koester, Gerrit ; Nickel, Christiane ; Lis, Eliza. In: Occasional Paper Series. RePEc:ecb:ecbops:2021280.

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2021Examining Network Structures and Dynamics of World Energy Companies in Stock Markets: A Complex Network Approach. (2021). Tahir, Rabia ; Memon, Bilal Ahmed. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-40.

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2021Intraday momentum and return predictability: Evidence from the crude oil market. (2021). Gong, XU ; Wen, Zhuzhu ; Xu, Yahua ; Ma, Diandian. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:374-384.

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2022Forecasting solar stock prices using tree-based machine learning classification: How important are silver prices?. (2022). Sadorsky, Perry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000572.

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2021Direction-of-change forecasting in commodity futures markets. (2021). Quinn, Barry ; Papailias, Fotis ; Liu, Jiadong. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100020x.

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2021The big picture: The industry effect of short interest. (2021). Wang, Kainan ; Liu, Chang ; Chung, Chune Young. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001010.

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2021Predicting equity premium by conditioning on macroeconomic variables: A prediction selection strategy using the price of crude oil. (2021). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316068.

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2022US Stock return predictability with high dimensional models. (2022). Salisu, Afees ; Tchankam, Jean Paul. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002646.

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2023The COVID-19 shock and challenges for inflation modelling. (2023). Hartwig, Benny ; Bobeica, Elena. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:519-539.

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2021The competing role of natural gas and oil as fossil fuel and the non-linear dynamics of resource curse in Russia. (2021). Koondhar, Mansoor Ahmed ; Umar, Muhammad ; Tan, Zhixiong ; Abbas, Syed Kumail ; Yang, Jinxuan. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001148.

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2021US government shutdowns and Indonesian stock market. (2021). Nguyen, Dat ; Sasongko, Aryo ; Anglingkusumo, Reza ; Bach, Dinh Hoang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000287.

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2022Does the yield curve signal recessions? New evidence from an international panel data analysis. (2022). Hasse, Jean-Baptiste ; Lajaunie, Quentin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:84:y:2022:i:c:p:9-22.

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2021Oil prices and economic policy uncertainty: Evidence from global, oil importers, and exporters’ perspective. (2021). Lin, Boqiang ; Bai, Rui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192030965x.

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2021Oil market uncertainty and excess returns on currency carry trade. (2021). Yin, Libo ; Mo, Xuan ; Su, Zhi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192100012x.

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2021The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Zhang, Dan ; Seip, Knut Lehre. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333.

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2021A Random Forests Approach to Predicting Clean Energy Stock Prices. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:48-:d:486224.

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2021Predicting Gold and Silver Price Direction Using Tree-Based Classifiers. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:198-:d:546254.

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2022Mean Reversions in Major Developed Stock Markets: Recent Evidence from Unit Root, Spectral and Abnormal Return Studies. (2022). Chen, Clara Chia-Sheng ; Li, Wei-Xuan ; Nguyen, James. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:162-:d:785500.

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2023Managing Portfolio Risk During the BREXIT Crisis: A Cross-Quantilogram Analysis of Stock Markets and Commodities Across European Countries, the US, and BRICS. (2023). Goutte, Stéphane ; Gana, Marjene ; Ahmed, Ayedi ; Guesmi, Khaled. In: Working Papers. RePEc:hal:wpaper:halshs-04068651.

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2022Monetary policy, financial shocks and economic activity. (2022). Malliaris, Anastasios ; Evgenidis, Anastasios. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:59:y:2022:i:2:d:10.1007_s11156-022-01045-z.

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2022Into the Universe of Unconventional Monetary Policy: State-dependence, Interaction and Complementarities. (2022). Zlobins, Andrejs. In: Working Papers. RePEc:ltv:wpaper:202205.

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2022Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?. (2022). Perry, Sadorsky ; Abul, Basher Syed. In: MPRA Paper. RePEc:pra:mprapa:113293.

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2023Industry return lead-lag relationships between the US and other major countries. (2023). Sebastio, Helder ; Silva, Nuno ; Monteiro, Ana. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00439-1.

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2023Return direction forecasting: a conditional autoregressive shape model with beta density. (2023). Fan, Pengying ; Sun, Yuying ; Xie, Haibin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00489-z.

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2022Determinants of stock market returns in emerging markets: The linkage between institutional quality and macro liquidity. (2022). Su, Thanh ; Nguyen, Canh ; Schinckus, Christophe. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4472-4486.

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2022Recession forecasting with high?dimensional data. (2022). Nevasalmi, Lauri. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:4:p:752-764.

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2021The implied volatility smirk of commodity options. (2021). Ruan, Xinfeng ; Jia, Xiaolan ; Zhang, Jin E. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:1:p:72-104.

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2021Equity premium predictability over the business cycle. (2021). Stein, Tobias ; Monch, Emanuel. In: Discussion Papers. RePEc:zbw:bubdps:252021.

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Works by Harri Pönkä:

YearTitleTypeCited
2015International Sign Predictability of Stock Returns: The Role of the United States In: CREATES Research Papers.
[Full Text][Citation analysis]		paper23
2016International sign predictability of stock returns: The role of the United States.(2016) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		article
2015The Role of Credit in Predicting US Recessions In: CREATES Research Papers.
[Full Text][Citation analysis]		paper17
2017The Role of Credit in Predicting US Recessions.(2017) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		article
2018Sentiment and sign predictability of stock returns In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2017Sentiment and sign predictability of stock returns.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2021Inflation expectations and their role in Eurosystem forecasting In: Occasional Paper Series.
[Full Text][Citation analysis]		paper4
2016Real oil prices and the international sign predictability of stock returns In: Finance Research Letters.
[Full Text][Citation analysis]		article29
2015Real oil prices and the international sign predictability of stock returns.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		paper
2019The role of oil prices on the Russian business cycle In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2020Forecasting the state of the Finnish business cycle* In: Finnish Economic Papers.
[Full Text][Citation analysis]		article1
2018Forecasting the state of the Finnish business cycle.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2014Predicting the direction of US stock markets using industry returns In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2017Predicting the direction of US stock markets using industry returns.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2023Transmission of recent shocks in a labour-DSGE model with wage rigidity In: BoF Economics Review.
[Full Text][Citation analysis]		paper0
2021Output gaps and cyclical indicators: Finnish evidence In: BoF Economics Review.
[Full Text][Citation analysis]		paper0

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