Andrey L. Vasnev : Citation Profile


Are you Andrey L. Vasnev?

University of Sydney (50% share)
University of Sydney (50% share)

6

H index

4

i10 index

209

Citations

RESEARCH PRODUCTION:

20

Articles

23

Papers

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 9
   Journals where Andrey L. Vasnev has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 15 (6.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva556
   Updated: 2024-07-05    RAS profile: 2023-11-12    
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Relations with other researchers


Works with:

Pauwels, Laurent (3)

Pauwels, Laurent (2)

Ubilava, David (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrey L. Vasnev.

Is cited by:

Wang, Yudong (19)

Li, Feng (11)

Loaiza Maya, Rubén (9)

Ramírez Hassan, Andrés (7)

Pauwels, Laurent (6)

Pauwels, Laurent (6)

Cerqueti, Roy (5)

Mandel, Antoine (5)

van Dijk, Herman (4)

Aastveit, Knut Are (4)

Vrins, Frédéric (4)

Cites to:

Magnus, Jan (19)

Timmermann, Allan (17)

Wallis, Kenneth (14)

Watson, Mark (13)

Diebold, Francis (11)

Stock, James (11)

Mitchell, James (11)

Pauwels, Laurent (10)

Pauwels, Laurent (10)

Smith, Jeremy (9)

Elliott, Graham (8)

Main data


Where Andrey L. Vasnev has published?


Journals with more than one article published# docs
International Journal of Forecasting5
Omega2
Econometrics and Statistics2

Working Papers Series with more than one paper published# docs
Working Papers / University of Sydney Business School, Discipline of Business Analytics14

Recent works citing Andrey L. Vasnev (2024 and 2023)


YearTitle of citing document
2023.

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2023.

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2023Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs). (2023). Utma, Gizem Halil ; Ikiz, Aysun Kapucugil. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:1-31.

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2024Ensemble distributional forecasting for insurance loss reserving. (2022). Xian, Alan ; Wong, Bernard ; Li, Yanfeng ; Avanzi, Benjamin. In: Papers. RePEc:arx:papers:2206.08541.

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2024Prediction intervals for economic fixed-event forecasts. (2022). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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2023.

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, C ; Prez, J J ; Mueller, H ; Molina, L ; Diakonova, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418.

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2024.

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2023Hedging pressure momentum and the predictability of oil futures returns. (2023). Zhang, Yaojie ; Wang, Yudong ; Chen, Chuang ; Yu, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000263.

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2023Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

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2023Penalized time-varying model averaging. (2023). Hong, Yongmiao ; Zhang, Xinyu ; Wang, Shouyang ; Sun, Yuying. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1355-1377.

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2023Model averaging for asymptotically optimal combined forecasts. (2023). Liu, Chu-An ; Chen, Yi-Ting. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:592-607.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2023Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models. (2023). Zhang, Hongwei ; Wang, Chenlu ; Niu, Zibo. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002545.

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2023Testing the predictive accuracy of COVID-19 forecasts. (2023). Paccagnini, Alessia ; Iacone, Fabrizio ; Coroneo, Laura ; Monteiro, Paulo Santos . In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:606-622.

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2023Bayesian forecast combination using time-varying features. (2023). Li, Feng ; Kang, Yanfei. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1287-1302.

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2023Comparing trained and untrained probabilistic ensemble forecasts of COVID-19 cases and deaths in the United States. (2023). Cramer, Estee Y ; Bracher, Johannes ; Bosse, Nikos I ; Reich, Nicholas G ; Biggerstaff, Matthew ; Tibshirani, Ryan J ; Bien, Jacob ; Zorn, Martha ; Brooks, Logan C ; Wang, Yijin ; Ray, Evan L ; Rumack, Aaron ; Johansson, Michael A ; Gerding, Aaron ; Funk, Sebastian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1366-1383.

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Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547.

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2023Real-time density nowcasts of US inflation: A model combination approach. (2023). Zaman, Saeed ; Knotek, Edward S. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1736-1760.

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2023Near-real-time welfare and livelihood impacts of an active war: Evidence from Ethiopia. (2023). Abay, Mehari ; Berhane, Guush ; Tafere, Kibrom ; Chamberlin, Jordan. In: Food Policy. RePEc:eee:jfpoli:v:119:y:2023:i:c:s0306919223001240.

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2023The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Gao, Wang ; Zhao, Xinyi ; Zhang, Hongwei ; Niu, Zibo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429.

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2023Impact of energy intensity, green economy, and natural resources development to achieve sustainable economic growth in Asian countries. (2023). He, Jia ; Huang, Weiting. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004373.

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2023Capital accumulation and sustainable development in developing economies; role of natural resources development. (2023). Xu, Jia ; Shi, Lei. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008097.

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2023A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50.

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2023The role of categorical EPU indices in predicting stock-market returns. (2023). Li, Tao ; Qiu, Xuemei ; Ma, Feng ; Chen, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:365-378.

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2023Eye in outer space: satellite imageries of container ports can predict world stock returns. (2023). Wang, Yudong ; Zhao, Yuqi ; Wu, Liangyu ; Yu, Honghai. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-01891-9.

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2023Judgmental Adjustments of Algorithmic Hotel Occupancy Forecasts: Does User Override Frequency Impact Accuracy at Different Time Horizons?. (2023). Schwartz, Zvi ; van der Rest, Jean-Pierre ; Koupriouchina, Larissa. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:8:p:2143-2164.

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2023A new hybrid method with data-characteristic-driven analysis for artificial intelligence and robotics index return forecasting. (2023). GUPTA, RANGAN ; Zhang, Han. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00483-5.

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2023Agricultural windfalls and the seasonality of political violence in Africa. (2023). Atalay, Kadir ; Hastings, Justin V ; Ubilava, David. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:105:y:2023:i:5:p:1309-1332.

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2023Forecasting the stock risk premium: A new statistical constraint. (2023). Wang, Yudong ; Hao, Xianfeng. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1805-1822.

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Works by Andrey L. Vasnev:


YearTitleTypeCited
2024Flexible global forecast combinations In: Papers.
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paper0
2024Flexible global forecast combinations.(2024) In: Omega.
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This paper has nother version. Agregated cites: 0
article
2018Inference†in†residuals as an Estimation Method for Earnings Management In: Abacus.
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article13
2008USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS In: Econometric Theory.
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article1
2023The role of data and priors in estimating climate sensitivity In: ISER Discussion Paper.
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paper0
2002Markov chain approximation in bootstrapping autoregressions In: Economics Bulletin.
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article6
2007Local sensitivity and diagnostic tests In: Econometrics Journal.
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article12
2004Local Sensitivity and Diagnostic Tests.(2004) In: Discussion Paper.
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This paper has nother version. Agregated cites: 12
paper
2004Local Sensitivity and Diagnostic Tests.(2004) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 12
paper
2014Forecast combination for U.S. recessions with real-time data In: The North American Journal of Economics and Finance.
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article3
2013Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2013Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2019Mixed interval realized variance: A robust estimator of stock price volatility In: Econometrics and Statistics.
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article0
2022A hierarchical mixture cure model with unobserved heterogeneity for credit risk In: Econometrics and Statistics.
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article0
2015Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations In: International Journal of Forecasting.
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article3
2016A note on the estimation of optimal weights for density forecast combinations In: International Journal of Forecasting.
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article12
2016The forecast combination puzzle: A simple theoretical explanation In: International Journal of Forecasting.
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article110
2014The Forecast Combination Puzzle: A Simple Theoretical Explanation.(2014) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 110
paper
2023Too similar to combine? On negative weights in forecast combination In: International Journal of Forecasting.
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article2
2020Too similar to combine? On negative weights in forecast combination.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2023On the uncertainty of a combined forecast: The critical role of correlation In: International Journal of Forecasting.
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article1
2021On the uncertainty of a combined forecast: The critical role of correlation.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 1
paper
2010Sensitivity of GLS estimators in random effects models In: Journal of Multivariate Analysis.
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article0
2018Optimal selection of expert forecasts with integer programming In: Omega.
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article7
2020Higher moment constraints for predictive density combination In: CAMA Working Papers.
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paper5
2019A Combination Method for Averaging OLS and GLS Estimators In: Econometrics.
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article0
2022Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia In: Journal of African Economies.
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article6
2020Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2017Forecast combination for discrete choice models: predicting FOMC monetary policy decisions In: Empirical Economics.
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article3
2011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2017Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts In: Discussion Papers.
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paper6
2015Generalized Variance: A Robust Estimator of Stock Price Volatility In: Working Papers.
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paper0
2019Higher Moment Constraints for Predictive Density Combinations In: Working Papers.
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paper6
2020Higher Moment Constraints for Predictive Density Combinations.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2021Forecast combination puzzle in the HAR model In: Working Papers.
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paper1
2022Global combinations of expert forecasts In: Working Papers.
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paper0
2009Survival Analysis for Credit Scoring: Incidence and Latency In: Working Papers.
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paper0
2013Practical considerations for optimal weights in density forecast combi nation In: Working Papers.
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paper0
2012Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity In: Working Papers.
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paper6
2014MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON?STOCHASTIC LOAN MATURITY.(2014) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 6
article
2013Practical use of sensitivity in econometrics with an illustration to forecast combinations In: Working Papers.
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paper0
2006Local sensitivity in econometrics In: Other publications TiSEM.
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paper3
2013Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach In: Journal of Forecasting.
[Citation analysis]
article3

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