Franziska Schulz : Citation Profile

Humboldt-Universität Berlin (33% share)
Humboldt-Universität Berlin (34% share)
Humboldt-Universität Berlin (33% share)

4

H index

3

i10 index

138

Citations

RESEARCH PRODUCTION:

2

Articles

6

Papers

RESEARCH ACTIVITY:

   4 years (2013 - 2017). See details.
   Cites by year: 34
   Journals where Franziska Schulz has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 1 (0.72 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc549
   Updated: 2026-02-21    RAS profile: 2022-11-25    
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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 Franziska Schulz.

Is cited by:

Uddin, Gazi (4)

Chang, Chia-Lin (4)

Rezitis, Anthony (4)

Burdejová, Petra (3)

Bouri, Elie (3)

Siami-Namini, Sima (2)

Ji, Qiang (2)

Raschky, Paul (2)

Angus, Simon (2)

Vo, Duc (2)

Krištoufek, Ladislav (2)

Cites to:

Weron, Rafał (12)

Laurent, Sébastien (10)

serra, teresa (10)

Engle, Robert (7)

Giot, Pierre (6)

Misiorek, Adam (6)

Du, Xiaodong (5)

Zilberman, David (5)

Perron, Pierre (5)

Shang, Han Lin (5)

Campbell, John (5)

Main data

Where Franziska Schulz has published?

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk3

Recent works citing Franziska Schulz (2025 and 2024)

YearTitle of citing document
2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Mattos, Fabio ; Gaio, Luiz ; Franco, Rodrigo Lanna ; Cruz, Jose Cesar. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343612.

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2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Stewart, Shamar ; Massa, Olga Isengildina. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343936.

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2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Cruz, Jose Cesar ; Franco, Rodrigo Lanna ; Mattos, Fabio L ; Gaio, Luiz Eduardo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343612.

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2024Food & Oil Price Volatility Dynamics: Insights from a TVP-SVAR-DCC-MIDAS Model. (2024). Massa, Olga Isengildina ; Stewart, Shamar L. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343936.

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2025Volatility Spillover in Regional Ethanol and Grain Markets: Evidence from The Expansion of Corn-Based Ethanol Production in Brazil. (2025). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:374828.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992.

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2025Bayesian hierarchical probabilistic forecasting of intraday electricity prices. (2025). Mller, Gernot ; Nickelsen, Daniel. In: Applied Energy. RePEc:eee:appene:v:380:y:2025:i:c:s0306261924023596.

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2024Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective. (2024). Feng, Yun ; Yang, Jie. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007278.

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2025Does public climate attention affect the net return spillover from energy to non-energy commodities?. (2025). Lin, Anlan ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000155.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2024Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets. (2024). Rong, Xueyun ; Xu, Xin ; Fang, Tingwei ; Xie, Qichang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000942.

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2024Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis. (2024). Ali, Shoaib ; Yousaf, Imran ; Abrar, Afsheen ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005982.

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2025Examining dynamics: Unraveling the impact of oil price fluctuations on forecasting agricultural futures prices. (2025). Wu, Jiayi ; Zhang, Wei ; Wang, Shun. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007026.

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2024Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty. (2024). Li, Jiayi ; Liu, Sihan ; Zhang, Chuanhai ; Yang, Xian ; Zhu, Yanli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400062x.

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2024Time series analysis for COMEX platinum spot price forecasting using SVM, MARS, MLP, VARMA and ARIMA models: A case study. (2024). Garcia-Nieto, Paulino Jose ; Menendez-Garcia, Luis Alfonso ; Lasheras, Fernando Sanchez ; Garcia-Gonzalo, Esperanza. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005154.

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2024Exogenous oil supply shocks and global agricultural commodity prices: The role of biofuels. (2024). Qiu, Feng ; Zhang, Xindon ; Guo, Xiaoying ; Li, Changhong ; Wei, Yanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:394-414.

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2025Exploring dynamic extreme dependence of oil and agricultural markets. (2025). Fikru, Mahelet ; Lahiani, Amine ; Kisswani, Khalid M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001959.

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2024Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model. (2024). Pu, Mingzhe ; Wang, Xizhao ; Zhong, YU ; Sun, Shengxuan. In: Agriculture. RePEc:gam:jagris:v:15:y:2024:i:1:p:67-:d:1556205.

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2024The volatility connectedness between fertilizers and rice price: evidences from the global major rice-producing countries. (2024). Uçak, Harun ; ARI, Yakup ; Ullah, Irfan ; Uak, Harun. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:8:y:2024:i:1:d:10.1007_s41685-023-00317-3.

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2024Principal Component Analysis of Two-dimensional Functional Data with Serial Correlation. (2024). Shen, Shirun ; Zhou, Lan. In: Journal of Agricultural, Biological and Environmental Statistics. RePEc:spr:jagbes:v:29:y:2024:i:3:d:10.1007_s13253-023-00585-8.

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2025Unraveling Turkish agricultural market challenges: Consequences of COVID‐19, Russia–Ukraine conflict, and energy market dynamics. (2025). Urak, Faruk. In: Agribusiness. RePEc:wly:agribz:v:41:y:2025:i:2:p:307-341.

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2024Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes. (2024). Rezitis, Anthony ; Andrikopoulos, Panagiotis ; Daglis, Theodoros. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:451-483.

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2025Testing mean stationarity of intraday volatility curves. (2025). Andersen, Torben G ; Tan, Yingwen ; Todorov, Viktor ; Zhang, Zhiyuan. In: Quantitative Economics. RePEc:wly:quante:v:16:y:2025:i:3:p:1059-1091.

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Works by Franziska Schulz:

YearTitleTypeCited
2016Volatility linkages between energy and agricultural commodity prices In: Energy Economics.
[Full Text][Citation analysis]		article110
2013Volatility linkages between energy and agricultural commodity prices.(2013) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 110		paper
2013Volatility linkages between energy and agricultural commodity prices In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper10
2014Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper6
2016Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management. In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2017Forecasting Generalized Quantiles of Electricity Demand: A Functional Data Approach In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article12
2014Forecasting generalized quantiles of electricity demand: A functional data approach.(2014) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2016Time-adaptive probabilistic forecasts of electricity spot prices with application to risk management. In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0

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