7
H index
6
i10 index
616
Citations
CESifo (5% share) | 7 H index 6 i10 index 616 Citations RESEARCH PRODUCTION: 12 Articles 24 Papers 2 Books RESEARCH ACTIVITY: 24 years (1997 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pvo123 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jakob von Weizsäcker. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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ifo Schnelldienst | 2 |
Year | Title of citing document |
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2024 | Revisiting Stylized Facts for Modern Stock Markets. (2023). van Oort, Colin M ; Ratliff-Crain, Ethan ; Tivnan, Brian F ; Bagrow, James. In: Papers. RePEc:arx:papers:2311.07738. Full description at Econpapers || Download paper |
2023 | Pensions and the Nordic Welfare Model. (2023). Andersen, Torben M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10321. Full description at Econpapers || Download paper |
2023 | Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187. Full description at Econpapers || Download paper |
2023 | On the feasibility of a debt redemption fund. (2023). Marazzina, Daniele ; Brachetta, Matteo ; Barucci, Emilio. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003789. Full description at Econpapers || Download paper |
2023 | Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market. (2023). Garrett, Ian ; Liu, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s026499932300295x. Full description at Econpapers || Download paper |
2023 | Score-driven models for realized volatility. (2023). Palumbo, Dario ; Harvey, Andrew. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407623001422. Full description at Econpapers || Download paper |
2023 | Time series momentum and reversal: Intraday information from realized semivariance. (2023). Wang, Shixuan ; Li, BO ; Lu, Shanglin ; Liu, Zhenya. In: Journal of Empirical Finance. RePEc:eee:empfin:v:72:y:2023:i:c:p:54-77. Full description at Econpapers || Download paper |
2023 | Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993. Full description at Econpapers || Download paper |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper |
2023 | Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403. Full description at Econpapers || Download paper |
2023 | A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets. (2023). Deb, Soudeep ; Soni, Anchal ; Roy, Archi. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003286. Full description at Econpapers || Download paper |
2023 | Does green improve portfolio optimisation?. (2023). Moussa, Faten ; Boubaker, Sabri ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003298. Full description at Econpapers || Download paper |
2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper |
2023 | Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045. Full description at Econpapers || Download paper |
2023 | US monetary policy and BRICS stock market bubbles. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006122. Full description at Econpapers || Download paper |
2023 | Climate risks and realized volatility of major commodity currency exchange rates. (2023). GUPTA, RANGAN ; Pierdzioch, Christian ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000519. Full description at Econpapers || Download paper |
2023 | Climate risks and state-level stock market realized volatility. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000526. Full description at Econpapers || Download paper |
2024 | Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; Gupta, Rangan ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416. Full description at Econpapers || Download paper |
2023 | The economic impact of daily volatility persistence on energy markets. (2023). Wang, Jianxin ; Thomas, Alice Carole ; Nikitopoulos, Christina Sklibosios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000423. Full description at Econpapers || Download paper |
2023 | Dependence structure among rare earth and financial markets: A multiscale-vine copula approach. (2023). Bouri, Elie ; Kamal, Elham. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003379. Full description at Econpapers || Download paper |
2024 | Dynamic interdependence structure of industrial metals and the African stock market. (2024). Woode, John ; Owusu Junior, Peterson ; Adam, Anokye M. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011662. Full description at Econpapers || Download paper |
2024 | Volatility forecasting on Chinas oil futures: New evidence from interpretable ensemble boosting trees. (2024). Zhu, Yiying ; Lucey, Brian ; Rao, Haicheng ; Feng, Lingbing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1595-1615. Full description at Econpapers || Download paper |
2023 | Lessons learned from poor governance: A comparison of the EU strategies for exiting the crises of 2008 and 2020. (2023). Bilbao-Ubillos, Javier. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:67:y:2023:i:c:p:372-379. Full description at Econpapers || Download paper |
2023 | CO2 Emission Allowances Risk Prediction with GAS and GARCH Models. (2023). Tiwari, Aviral ; Trabelsi, Nader. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10231-5. Full description at Econpapers || Download paper |
2023 | A factor pricing model based on double moving average strategy. (2023). Fang, YI ; Chen, Yuzhi ; Wei, Jian ; Li, Xinyue. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02362-x. Full description at Econpapers || Download paper |
2023 | Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202305. Full description at Econpapers || Download paper |
2023 | Stock Market Volatility and Multi-Scale Positive and Negative Bubbles. (2023). Pierdzioch, Christian ; Nielsen, Joshua ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202310. Full description at Econpapers || Download paper |
2023 | Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets. (2023). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202317. Full description at Econpapers || Download paper |
2023 | Financial Stress and Realized Volatility: The Case of Agricultural Commodities. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202320. Full description at Econpapers || Download paper |
2024 | Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty?. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202408. Full description at Econpapers || Download paper |
2023 | Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach. (2023). GUPTA, RANGAN ; Pierdzioch, Christian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5. Full description at Econpapers || Download paper |
2023 | Heterogeneous Behavior and Volatility Transmission in the Forex Market using High-Frequency Data. (2023). Shira, Ruba Khalid ; Lamouchi, Rim Ammar. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_3. Full description at Econpapers || Download paper |
2024 | Time?frequency dynamics between fear connectedness of stocks and alternative assets. (2023). Balli, Faruk ; Hasan, Md Iftekhar ; Agyemang, Abraham ; Naeem, Muhammad Abubakr. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2188-2201. Full description at Econpapers || Download paper |
2023 | Forecasting the volatility of agricultural commodity futures: The role of co?volatility and oil volatility. (2022). Luo, Jiawen ; Ji, Qiang ; Marfatia, Hardik A. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:383-404. Full description at Econpapers || Download paper |
2023 | Trading volume and realized volatility forecasting: Evidence from the China stock market. (2023). Lee, Chien-Chiang ; Choo, Weichong ; Liu, Min. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:1:p:76-100. Full description at Econpapers || Download paper |
2023 | El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Epni, Ouzhan ; Bonato, Matteo. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:785-801. Full description at Econpapers || Download paper |
2024 | Alterungsschub und Rentenreform: Simulationen für GRV und Beamtenversorgung. (2024). Werding, Martin ; Schwarz, Milena ; Runschke, Benedikt. In: Working Papers. RePEc:zbw:svrwwp:283606. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2011 | Financial transaction tax: Small is beautiful In: Society and Economy. [Full Text][Citation analysis] | article | 9 |
2010 | Financial-Transaction Tax- Small Is Beautiful.(2010) In: Policy Contributions. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2010 | Financial Transaction Tax: Small is Beautiful.(2010) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2010 | Financial Transaction Tax: Small is Beautiful.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2000 | Implizite Einkommensteuer als Messlatte für die aktuellen Rentenreformvorschläge In: Perspektiven der Wirtschaftspolitik. [Full Text][Citation analysis] | article | 21 |
2009 | Memos to the new Commission- Europes economic priorities 2010-2015 In: Books. [Full Text][Citation analysis] | book | 1 |
2008 | Divisions of labour- rethinking Europes migration policy In: Blueprints. [Full Text][Citation analysis] | book | 0 |
2009 | Why the Issue of Convergence Should Remain on Backburner In: Essays and Lectures. [Citation analysis] | paper | 0 |
2008 | A European recovery programme In: Policy Briefs. [Full Text][Citation analysis] | paper | 4 |
2009 | A European Exit Strategy In: Policy Briefs. [Full Text][Citation analysis] | paper | 6 |
2007 | A better Globalisation Fund In: Policy Briefs. [Full Text][Citation analysis] | paper | 2 |
2006 | Welcome to Europe In: Policy Briefs. [Full Text][Citation analysis] | paper | 0 |
2010 | The Blue Bond Proposal In: Policy Briefs. [Full Text][Citation analysis] | paper | 117 |
2008 | A tail of two countries In: Policy Briefs. [Full Text][Citation analysis] | paper | 6 |
2009 | Estimating the size of the European stimulus packages In: Policy Contributions. [Full Text][Citation analysis] | paper | 24 |
2009 | Can A Less Boring ECB Remain Accountable? In: Policy Contributions. [Full Text][Citation analysis] | paper | 1 |
2011 | Eurobonds- The blue bond concept and its implications In: Policy Contributions. [Full Text][Citation analysis] | paper | 30 |
2009 | Cyclical dimensions of labour mobility after EU Enlargement In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2009 | Cyclical Dimensions of Labour Mobility after EU Enlargement.(2009) In: CERS-IE WORKING PAPERS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2009 | Cyclical dimensions of labour mobility after EU enlargement.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2008 | Public pensions and intra-EU mobility- an unfinished agenda In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Le fonds européen dajustement à la mondialisation : pour quoi faire ? In: Revue de l'OFCE. [Full Text][Citation analysis] | article | 0 |
2007 | Le fonds européen d’ajustement à la mondialisation : pour quoi faire ?.(2007) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
2003 | The Hayek Pension: An efficient minimum pension to complement the welfare state In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2006 | Mixing Bismarck and Child Pension Systems: An Optimum Taxation Approach In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 23 |
2010 | Mixing Bismarck and child pension systems: an optimum taxation approach.(2010) In: Journal of Population Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
1999 | To what Extent are Public Pensions Pareto-improving? On the Interaction of Means Tested Basic Income and Public Pensions In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
2000 | How Much Fiscal Equalisation? In: CESifo Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2002 | Demographiefest: Rentenfinanzen und Lebenserwartung In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 5 |
2006 | Generation Enkellos und Rentenbeitragsrabatt für Eltern In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 0 |
2010 | Public pension systems and distortions of intra-EU mobility: the Lodge Test* In: Journal of Pension Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2021 | Unternehmenshilfen in der Coronakrise: Ein Zwischenstand In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research. [Full Text][Citation analysis] | article | 0 |
1997 | Volatilities of different time resolutions -- Analyzing the dynamics of market components In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 351 |
2001 | Compulsory Savings: Efficiency and Redistribution On the Interaction of Means Tested Basic Income and Public Pensions In: International Tax and Public Finance. [Full Text][Citation analysis] | article | 1 |
2001 | How Much Fiscal Equalization? A Constitutional Approach In: Journal of Institutional and Theoretical Economics (JITE). [Full Text][Citation analysis] | article | 2 |
2007 | Le fonds européen d’ajustement à la mondialisation : pour quoi faire ? In: Sciences Po publications. [Full Text][Citation analysis] | paper | 0 |
2002 | SeptemBear - A seasonality puzzle in the German stock index DAX In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
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