7
H index
6
i10 index
162
Citations
Leonardo Rocha Souza : Citation Profile
United Nations | RESEARCH PRODUCTION: 12 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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23 years (2002 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Leonardo Rocha Souza. | Is cited by:
| Cites to:
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Main data
Where Leonardo Rocha Souza has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) / EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil) | 7 |
| Textos para discussão / Department of Economics PUC-Rio (Brazil) | 2 |
Recent works citing Leonardo Rocha Souza (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Residents willingness to be compensated for power rationing during peak hours based on choice experiment. (2024). Yang, Zihan ; Xu, Shuling ; Deng, Nana ; Wang, BO. In: Applied Energy. RePEc:eee:appene:v:367:y:2024:i:c:s0306261924007189. Full description at Econpapers || Download paper |
| 2024 | Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984. Full description at Econpapers || Download paper |
| 2024 | Public acceptability of climate-motivated rationing. (2024). Jagers, Sverker C ; Karlsson, Mikael ; Elwing, Erik ; Lindgren, Oskar. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03823-7. Full description at Econpapers || Download paper |
| 2024 | Persistence in Tax Revenues: Evidence from Some OECD Countries. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tapia, Silvia Garcia. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00386-x. Full description at Econpapers || Download paper |
Works by Leonardo Rocha Souza:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Temporal Aggregation and Bandwidth selection in estimating long memory In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 19 |
| 2003 | Temporal aggregation and bandwidth selection in estimating long memory.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2006 | Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach In: Brazilian Review of Finance. [Full Text][Citation analysis] | article | 6 |
| 2007 | Electricity rationing and public response In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
| 2002 | Bias in the memory parameter for different sampling rates In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 14 |
| 2004 | Effects of temporal aggregation on estimates and forecasts of fractionally integrated processes: a Monte-Carlo study In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
| 2006 | Forecasting electricity demand using generalized long memory In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 47 |
| 2003 | Forecasting electricity demand using generalized long memory.(2003) In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2003 | The aliasing effect, the Fejer Kernel and temporally aggregated long memory processes In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 2003 | Using irregularly spaced returns to estimate multi-factor models: application to Brazilian equity data In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 0 |
| 2006 | Using Irregularly Spaced Returns to Estimate Multi-factor Models: Application to Brazilian Equity Data.(2006) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2003 | Convex combinations of long memory estimates from different sampling rates In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 2 |
| 2006 | Convex combinations of long memory estimates from different sampling rates.(2006) In: Computational Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2003 | Forecasting electricity load demand: analysis of the 2001 rationing period in Brazil In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 1 |
| 2003 | A note on Chamberss long memory and aggregation in macroeconomic time series In: FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE). [Full Text][Citation analysis] | paper | 26 |
| 2005 | A NOTE ON CHAMBERSS LONG MEMORY AND AGGREGATION IN MACROECONOMIC TIME SERIES.(2005) In: International Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | article | |
| 2025 | Global wood fuel production estimates and implications In: Nature Communications. [Full Text][Citation analysis] | article | 0 |
| 2002 | Evaluating the performance of GARCH models using White´s Reality Check In: Textos para discussão. [Full Text][Citation analysis] | paper | 2 |
| 2006 | Modeling and forecasting the volatility of Brazilian asset returns In: Textos para discussão. [Full Text][Citation analysis] | paper | 7 |
| 2005 | Evaluating the Forecasting Performance of GARCH Models Using White’s Reality Check In: Brazilian Review of Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2002 | A Multi-Factor Model with Irregular Returns for missing values imputation in emergent markets: Application to Brazilian Equity Data In: Computing in Economics and Finance 2002. [Citation analysis] | paper | 0 |
| 2003 | Valuing Interest Rates Derivatives In: Computing in Economics and Finance 2003. [Citation analysis] | paper | 0 |
| 2008 | Why Aggregate Long Memory Time Series? In: Econometric Reviews. [Full Text][Citation analysis] | article | 13 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team