Dmitriy O. Afanasyev : Citation Profile

Financial University under the Government of the Russian Federation

4

H index

2

i10 index

55

Citations

RESEARCH PRODUCTION:

10

Articles

2

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 7
   Journals where Dmitriy O. Afanasyev has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 5 (8.33 %)

EXPERT IN:

   Single Equation Models; Single Variables
   Multiple or Simultaneous Equation Models; Multiple Variables
   Econometric Modeling
   Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
   Market Structure, Pricing, and Design

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/paf34
   Updated: 2026-01-10    RAS profile: 2024-04-08    
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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 Dmitriy O. Afanasyev.

Is cited by:

Weron, Rafał (9)

Marcjasz, Grzegorz (6)

Uniejewski, Bartosz (5)

Jędrzejewski, Arkadiusz (4)

Gianfreda, Angelica (3)

Goutte, Stéphane (2)

Billé, Anna Gloria (2)

Philippas, Dionisis (2)

Dragomirescu-Gaina, Catalin (2)

Shang, Han Lin (1)

ZHANG, QISI (1)

Cites to:

Weron, Rafał (40)

Janczura, Joanna (12)

Trueck, Stefan (12)

Nowotarski, Jakub (9)

Nielsen, Morten (8)

Hamilton, James (8)

Haldrup, Niels (8)

Cartea, Álvaro (8)

Prokopczuk, Marcel (7)

Misiorek, Adam (4)

Rossi, Barbara (4)

Main data

Where Dmitriy O. Afanasyev has published?

Journals with more than one article published# docs
Energy Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Dmitriy O. Afanasyev (2025 and 2024)

YearTitle of citing document
2024Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices. (2024). Uniejewski, Bartosz. In: Papers. RePEc:arx:papers:2302.00411.

Full description at Econpapers || Download paper

2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x.

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2024Donald Trumps tweets, political value judgment, and the Renminbi exchange rate. (2024). ZHANG, QISI ; Frömmel, Michael ; Frommel, Michael ; Baidoo, Edwin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000917.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2024Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach. (2024). Wang, Gang-Jin ; Li, Zhao-Chen ; Zhu, You ; Zhou, Yang ; Gong, Jue ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:329-358.

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2025Modeling the Duration of Electricity Price Spikes Using Survival Analysis. (2025). Lpez, Manuel Zamudio ; Zareipour, Hamidreza. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:19:p:5255-:d:1764374.

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2024Forecasting the Occurrence of Electricity Price Spikes: A Statistical-Economic Investigation Study. (2024). Quashie, Mike ; Lopez, Manuel Zamudio ; Zareipour, Hamidreza. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:1:p:7-137:d:1331777.

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2024Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead. (2024). Sheybanivaziri, Samaneh ; le Dreau, Jerome ; Kazmi, Hussain. In: Discussion Papers. RePEc:hhs:nhhfms:2024_001.

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2024Understanding the energy sector deregulations: international evidence. (2024). Luo, Jiawen ; Wang, Shengquan. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:4:d:10.1007_s00181-023-02508-5.

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Works by Dmitriy O. Afanasyev:

YearTitleTypeCited
2019The influence of conference calls semantic characteristics on the company market performance: Text analysis In: Russian Journal of Economics.
[Full Text][Citation analysis]		article0
2019On the impact of outlier filtering on the electricity price forecasting accuracy In: Applied Energy.
[Full Text][Citation analysis]		article24
2015Fine structure of the price–demand relationship in the electricity market: Multi-scale correlation analysis In: Energy Economics.
[Full Text][Citation analysis]		article8
2014Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis.(2014) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2016The long-term trends on the electricity markets: Comparison of empirical mode and wavelet decompositions In: Energy Economics.
[Full Text][Citation analysis]		article14
2021Strength of words: Donald Trumps tweets, sanctions and Russias ruble In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article6
2019On the Impact of News Tonality in International Media on the Russian Ruble Exchange Rate: Textual Analysis In: HSE Economic Journal.
[Full Text][Citation analysis]		article0
2018External and Internal Determinants on the Electricity Market: A Multi-Scale Adaptive Causal Analysis In: Journal of the New Economic Association.
[Full Text][Citation analysis]		article0
2019The impact of news coverage of Russia in the media on export—import activities In: Voprosy Ekonomiki.
[Full Text][Citation analysis]		article0
2015The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2016Currency integration of Russia and other CIS countries: what is changing in a crisis? In: Ekonomicheskaya Politika / Economic Policy.
[Full Text][Citation analysis]		article0
2021The fundamental drivers of electricity price: a multi-scale adaptive regression analysis In: Empirical Economics.
[Full Text][Citation analysis]		article3

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