Tomohiro Ando : Citation Profile

University of Melbourne

11

H index

13

i10 index

856

Citations

RESEARCH PRODUCTION:

35

Articles

14

Papers

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 40
   Journals where Tomohiro Ando has often published
   Relations with other researchers
   Recent citing documents: 173.    Total self citations: 26 (2.95 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan527
   Updated: 2026-02-14    RAS profile: 2026-01-14    
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Relations with other researchers

Works with:

Bai, Jushan (7)

Authors registered in RePEc who have co-authored more than one work in the last five years with Tomohiro Ando.

Is cited by:

Su, Liangjun (18)

GAO, Jiti (14)

Yousaf, Imran (12)

van Dijk, Herman (12)

Baştürk, Nalan (12)

Korobilis, Dimitris (11)

Hasse, Jean-Baptiste (10)

Gubareva, Mariya (10)

Ruiz, Esther (9)

Gonzalez-Rivera, Gloria (9)

Okui, Ryo (8)

Cites to:

Bai, Jushan (63)

Ng, Serena (33)

van Dijk, Herman (23)

Pesaran, Mohammad (23)

Watson, Mark (23)

Forni, Mario (17)

Lippi, Marco (15)

Lee, Lung-Fei (15)

Stock, James (13)

French, Kenneth (13)

Hallin, Marc (12)

Main data

Where Tomohiro Ando has published?

Journals with more than one article published# docs
Journal of Econometrics4
Econometric Reviews4
International Journal of Forecasting4
Journal of the American Statistical Association3
Biometrika2
Computational Statistics & Data Analysis2
Annals of the Institute of Statistical Mathematics2
Economics Letters2
Applied Stochastic Models in Business and Industry2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany7
Papers / arXiv.org3
Tinbergen Institute Discussion Papers / Tinbergen Institute2

Recent works citing Tomohiro Ando (2026 and 2025)

YearTitle of citing document
2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

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2025Quantile Connectedness and Tail Risks: Interactions between Energy and Agricultural Markets. (2025). Albores, Isaac. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360695.

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2025A projection based approach for interactive fixed effects panel data models. (2025). Wang, Weining ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Soberon, Alexandra. In: Papers. RePEc:arx:papers:2201.11482.

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2025Common Idiosyncratic Quantile Risk. (2024). Baruník, Jozef ; Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2025Latent Factor Analysis in Short Panels. (2024). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2025Specification testing with grouped fixed effects. (2023). Valentini, Francesco ; Pigini, Claudia ; Pionati, Alessandro. In: Papers. RePEc:arx:papers:2310.01950.

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2025Decomposing Global Bank Network Connectedness: What is Common, Idiosyncratic and When?. (2025). Margaritella, Luca ; Krampe, Jonas. In: Papers. RePEc:arx:papers:2402.02482.

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2025The Dynamic, the Static, and the Weak factor models and the analysis of high-dimensional time series. (2025). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2407.10653.

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2025Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2409.19307.

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2025Robust Quantile Factor Analysis. (2025). Feng, Junlong ; Chen, Songnian. In: Papers. RePEc:arx:papers:2501.15761.

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2025Grouped fixed effects regularization for binary choice models. (2025). Valentini, Francesco ; Pionati, Alessandro ; Pigini, Claudia. In: Papers. RePEc:arx:papers:2502.06446.

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2025Self-Normalized Inference in (Quantile, Expected Shortfall) Regressions for Time Series. (2025). Schulz, Christian ; Hoga, Yannick. In: Papers. RePEc:arx:papers:2502.10065.

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2025Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2503.01148.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Quantile Treatment Effects in High Dimensional Panel Data. (2025). Zheng, LI ; Xu, Yihong. In: Papers. RePEc:arx:papers:2504.00785.

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2025Robust Tests for Factor-Augmented Regressions with an Application to the novel EA-MD Dataset. (2025). Stauskas, Ovidijus ; Morico, Alessandro. In: Papers. RePEc:arx:papers:2504.08455.

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2025Estimating the Number of Components in Panel Data Finite Mixture Regression Models with an Application to Production Function Heterogeneity. (2025). Hao, YU ; Kasahara, Hiroyuki. In: Papers. RePEc:arx:papers:2506.09666.

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2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Fan, Qingliang ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2506.19586.

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2025Testing Clustered Equal Predictive Ability with Unknown Clusters. (2025). Akgun, Oguzhan ; Urga, Giovanni ; Pirotte, Alain ; Yang, Zhenlin. In: Papers. RePEc:arx:papers:2507.14621.

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2025K-Means Panel Data Clustering in the Presence of Small Groups. (2025). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2508.15408.

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2025Testing for Grouped Patterns in Panel Data Models. (2025). Raiola, Antonio ; Salish, Nazarii. In: Papers. RePEc:arx:papers:2510.22841.

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2025Multiscale Comparison of Nonparametric Trending Coefficients. (2025). van der Sluis, Bernhard ; Khismatullina, Marina. In: Papers. RePEc:arx:papers:2511.12600.

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2025Robust Inference Methods for Latent Group Panel Models under Possible Group Non-Separation. (2025). Akgun, Oguzhan ; Okui, Ryo. In: Papers. RePEc:arx:papers:2511.18550.

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2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Xu, R ; Fan, Q. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2562.

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2025Single-Index Quantile Factor Model with Observed Characteristics. (2025). Xu, R ; Fan, Q. In: Janeway Institute Working Papers. RePEc:cam:camjip:2524.

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2025FARS: Factor Augmented Regression Scenarios in R. (2025). Enzo, Gian Pietro ; Vedia, Ignacio Garrn ; Rodrguez, Carlos Vladimir ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:48180.

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2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

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2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

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2025Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103.

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2025Beyond averages: Quantile connectedness between G7 equity markets and derivative tokens. (2025). Cui, Jinxin ; Ali, Shoaib. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000115.

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2025Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. (2025). Ryu, Doojin ; Lee, Geul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000401.

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2025Unveiling the shadows: The effects of financial conditions on the tail risks of Chinas macroeconomic activities. (2025). Zhuo, Xingxuan ; Wang, Lijun ; Liu, Han. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1-14.

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2025Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:78-93.

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2025Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840.

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2025Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

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2025Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments. (2025). Kumar, Sanjeev ; Patel, Ritesh ; Agnihotri, Shalini. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002146.

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2025Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach. (2025). Ustaoglu, Erkan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002377.

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2025Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model. (2025). Zhang, Feipeng ; Luo, Qiong ; Chen, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002420.

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2025Asymmetric impact of global crude oil on Chinese sectors and optimal portfolio strategies: An analysis of the higher-order moment tail risk spillovers. (2025). Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000737.

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2025On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins. (2025). Pham, Toan Canh ; Nguyen, Trung-Anh ; Do, Dinh Dinh ; Luu, Hiep Ngoc ; Le, Thai Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000853.

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2025Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons. (2025). Gubareva, Mariya ; Teplova, Tamara ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000993.

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2025A note on factor models with latent group structures. (2025). Su, Liangjun ; Bian, Yulin. In: Economics Letters. RePEc:eee:ecolet:v:252:y:2025:i:c:s0165176525001946.

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2025Simultaneous estimation and group identification for network vector autoregressive model with heterogeneous nodes. (2025). Zhu, Xuening ; Xu, Ganggang ; Fan, Jianqing. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407623002804.

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2025Model averaging prediction for possibly nonstationary autoregressions. (2025). Liu, Chu-An ; Lin, Tzu-Chi. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s030440762500048x.

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2025Quantile prediction with factor-augmented regression: Structural instability and model uncertainty. (2025). Wang, Siwei ; Tu, Yundong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000533.

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2025Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach. (2025). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000569.

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2025Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach. (2025). Korobilis, Dimitris ; Schrder, Maximilian. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624000769.

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2025Inference for large dimensional factor models under general missing data patterns. (2025). Su, Liangjun ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000764.

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2025Multilevel matrix factor model. (2025). Hui, Yongchang ; Song, Junrong ; Zhang, Yuteng ; Zheng, Shurong. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625000879.

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2025Bregman model averaging for forecast combination. (2025). Liu, Chu-An ; Chen, Yi-Ting ; Su, Jiun-Hua. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001307.

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2025Shrinkage estimation of spatial panel data models with multiple structural breaks and a multifactor error structure. (2025). Hong, Yongmiao ; Dai, Siqi ; Li, Haiqi ; Zheng, Chaowen. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001368.

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2025Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss. (2025). Demetrescu, Matei ; Roling, Christoph. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:80-104.

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2025Fifty years at the interface between financial modeling and operations research. (2025). Fabozzi, Frank J ; Recchioni, Maria Cristina ; Ren, Roberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:327:y:2025:i:1:p:1-21.

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2025Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Demir, Ender ; Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000020.

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2025Doom loops in Latin America. (2025). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Valencia, Oscar M ; Kim, Bum. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000834.

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2025Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126.

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2025Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643.

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2025Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets. (2025). Shafiullah, Muhammad ; Gubareva, Mariya ; Teplova, Tamara. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007941.

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2025Asymmetric tail risk spillover and co-movement between climate risk and the international energy market. (2025). Pham, Thu Phuong ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008314.

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2025Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events. (2025). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008326.

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2025Energy transition metals, clean and dirty energy markets: A quantile-on-quantile risk transmission analysis of market dynamics. (2025). Roubaud, David ; Naeem, Muhammad A ; Arfaoui, Nadia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000738.

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2025A critique of the inappropriate interpretation of the quantile connectedness approach by Ando et al. (2022). (2025). Tripathi, Abhinava ; Jha, Ravi Raushan ; Vadhava, Charu. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001148.

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2025Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China. (2025). Ren, Yi-Shuai ; Klein, Tony ; Jiang, Yong ; Liu, Pei-Zhi ; Weber, Olaf. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001173.

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2025Quantile return and volatility spillovers and drivers among energy, electricity, and cryptocurrency markets. (2025). Han, Xiaoyu ; Jia, Fang ; Jiang, Dongming. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001306.

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2025A partial correlation-based connectedness approach: Extreme dependence among commodities and portfolio implications. (2025). Karim, Sitara ; Bouri, Elie ; Hussain, Syed Jawad ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325002452.

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2025Greening the energy industry: An efficiency analysis of Chinas listed new energy companies and its market spillovers. (2025). Ren, Xiaohang ; Gözgör, Giray ; Mao, Weifang ; Wang, Shengxin. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002385.

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2025Navigating extreme risk spillovers: Building a synergistic network of rare earths, green bonds, and clean energy markets in China. (2025). Guo, Lili ; Luo, Fangyuan ; Li, Yanjiao. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s014098832500386x.

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2025Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals. (2025). Padhan, Hemachandra ; Kocoglu, Mustafa. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004049.

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2025Multiscale extreme risk spillover between shipping and commodity markets: An analysis based on GARCH-Copula-CoVaR. (2025). Bei, Honghan ; Wang, Qian ; Yan, Xiaoxiao ; Geng, Xinpeng. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325003883.

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2025Volatility spillover dynamics between fintech and traditional financial industries and their rich determinants: New evidence from Chinese listed institutions. (2025). Huang, Bai ; Tian, Meng ; Liu, Chengcheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001218.

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2025Green bonds & clean energy in sustainable finance: Evidence from DCC-GARCH connectedness. (2025). PORCHER, Thomas ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Prelorentzos, Arsenios-Georgios N ; Koulmas, Pavlos. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002558.

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2025Through the looking glass: Unveiling geopolitical risks and sovereign bond spillovers in the eurozone. (2025). Jiang, Yong ; Dai, Jia-Hang ; Ren, Yi-Shuai ; Klein, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002777.

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2025Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?. (2025). Stankov, Petar ; Enilov, Martin ; Wang, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004089.

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2025Tail risk contagion and connectedness between clean cryptocurrency, green assets and commodity markets. (2025). Kang, Sang Hoon ; Al-Kharusi, Sami ; Belghouthi, Houssem Eddine ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004570.

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2025Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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2025Tail risk contagion and multiscale spillovers in the green finance index and large US technology stocks. (2025). Zeng, Hongjun ; Abedin, Mohammad Zoynul ; Ma, Shenglin ; Lucey, Brian. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s105752192400797x.

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2025Carbon emission allowance, global climate risk, and agricultural futures: An extreme spillover analysis in China. (2025). Zhang, Yifeng ; Wei, YU ; Yao, Zengfu ; Chen, Yonghuai ; Deng, Shicheng. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s154461232401420x.

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2025Correlation among climate risk, climate policy uncertainty, and carbon-intensive stock markets in China. (2025). Wang, Xiuya ; Xing, Xiaoyun ; Zhou, YE ; Liu, Yike ; Zhu, Yuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000820.

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2025Tail risk spillovers between international agricultural commodity and Chinas financial markets: based on quantile time-frequency perspective. (2025). Pu, Yuqi ; Jiang, Heng ; Huang, Xianming ; Liu, Luying. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325004829.

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2025Decoding risk sentiment in 10-K filings: Predictability for U.S. stock indices. (2025). Henrquez, Pablo A ; Magner, Nicols ; Sanhueza, Aliro. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007317.

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2025Does biodiversity attention affect risk spillover in the AFHF sectors?—Evidence from Chinese stock markets. (2025). Chen, Guorong ; Zhang, Min ; Deng, Jing. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325007810.

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2025Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective. (2025). Wang, YU ; Sun, Yiguo. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000440.

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2025Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067.

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2025Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets. (2025). Wali, G M ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000092.

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2025Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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2025Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets. (2025). Gk, Remzi ; Gemici, Eray ; Mensi, Walid ; Kang, Sang Hoon. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000933.

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2025Risk and return spillovers among developed and emerging market currencies. (2025). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001525.

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2025Forecasting house price growth rates with factor models and spatio-temporal clustering. (2025). Franses, Philip Hans ; Mattera, Raffaele. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:398-417.

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2025The intersection of security attributes of national debt and socially responsible investment objectives. (2025). Liu, Yang ; Tan, Rong ; Wang, Aihua. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560624002523.

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2025The quantile connectedness of the international housing market. (2025). Wang, Xichen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000014.

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2025Does investor attention drive cryptocurrency markets? Insights from network connectedness and portfolio applications. (2025). Wang, Ming-Hui ; Wu, Feng-Lin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:157:y:2025:i:c:s0261560625001263.

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2025SFQRA: Scaled factor-augmented quantile regression with aggregation in conditional mean forecasting. (2025). Yang, Qing ; Chen, YU ; Hao, Yifan ; Shu, Lei. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x2400112x.

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2025Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis. (2025). Cui, Jinxin ; Maghyereh, Aktham. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000145.

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2025Quantile time-frequency connectedness and spillovers among financial stress, cryptocurrencies and commodities. (2025). YAYA, OLAOLUWA ; Khan, Naveed ; Vo, Xuan Vinh ; Zada, Hassan. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000698.

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2025On the dynamic interdependence between risk factors and clean energy stock prices. (2025). , Mohamed. In: Resources Policy. RePEc:eee:jrpoli:v:105:y:2025:i:c:s0301420725001370.

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2025Event-driven changes in volatility connectedness in global forex markets. (2025). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x24000616.

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2025Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?. (2025). Hadhri, Sinda ; Hanif, Waqas ; el Khoury, Rim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000258.

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2025Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers. (2025). Yuan, Xianghui ; Zhao, Chencheng ; Long, Jun ; Li, Xiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003378.

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2025Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China. (2025). Zhao, Yachao ; Su, Xianfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004141.

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2025Stock market volatility spillovers from U.S. to China: The pivotal role of Hong Kong. (2025). Chen, Yu-Lun ; Yang, Jimmy J ; Chang, Yu-Ting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000071.

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2025Re-examining the nexus between Chinese carbon markets with energy and non-energy commodity markets in a novel risk spillover network approach. (2025). Bouteska, A ; Sanchez, Benito A ; Hassan, Kabir M ; Rahman, Mashuk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x2500157x.

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More than 100 citations found, this list is not complete...

Works by Tomohiro Ando:

YearTitleTypeCited
2025Functional Network Autoregressive Models for Panel Data In: Papers.
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2025Bayesian inference for dynamic spatial quantile models with interactive effects In: Papers.
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2025Bayesian inference for dynamic spatial quantile models with interactive effects.(2025) In: MPRA Paper.
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2026Quantile Vector Autoregression without Crossing In: Papers.
[Full Text][Citation analysis]		paper0
2011Quantile regression models with factor‐augmented predictors and information criterion In: Econometrics Journal.
[Full Text][Citation analysis]		article33
2011Quantile regression models with factor‐augmented predictors and information criterion.(2011) In: Econometrics Journal.
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This paper has nother version. Agregated cites: 33		article
2009Bayesian inference for the hazard term structure with functional predictors using Bayesian predictive information criteria In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article0
2012Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2015A simple new test for slope homogeneity in panel data models with interactive effects In: Economics Letters.
[Full Text][Citation analysis]		article26
2014A simple new test for slope homogeneity in panel data models with interactive effects.(2014) In: MPRA Paper.
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This paper has nother version. Agregated cites: 26		paper
2019Regularization parameter selection for penalized empirical likelihood estimator In: Economics Letters.
[Full Text][Citation analysis]		article1
2010A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model In: Journal of Econometrics.
[Full Text][Citation analysis]		article30
2022Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2023A spatial panel quantile model with unobserved heterogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2024Scenario-based quantile connectedness of the U.S. interbank liquidity risk network In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
2024Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network.(2024) In: Supervisory Research and Analysis Working Papers.
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This paper has nother version. Agregated cites: 2		paper
2009Bayesian portfolio selection using a multifactor model In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2010Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2010Rejoinder In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2010Predictive likelihood for Bayesian model selection and averaging In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2009Bayesian factor analysis with fat-tailed factors and its exact marginal likelihood In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article3
2012Oil and metal price movements and BRIC macro-economy: an empirical analysis In: International Journal of Business and Globalisation.
[Full Text][Citation analysis]		article3
2022Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks In: Management Science.
[Full Text][Citation analysis]		article356
2004Bayesian information criteria and smoothing parameter selection in radial basis function networks In: Biometrika.
[Citation analysis]		article10
2007Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models In: Biometrika.
[Full Text][Citation analysis]		article23
2015Asset Pricing with a General Multifactor Structure In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article33
2014Bayesian corporate bond pricing and credit default swap premium models for deriving default probabilities and recovery rates In: Journal of the Operational Research Society.
[Full Text][Citation analysis]		article2
2021Large-scale generalized linear longitudinal data models with grouped patterns of unobserved heterogeneity In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2025Towards sustainable housing market: A simple distributional analysis of Australia In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Panel data models with grouped factor structure under unknown group membership In: MPRA Paper.
[Full Text][Citation analysis]		paper85
2016Panel Data Models with Grouped Factor Structure Under Unknown Group Membership.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		article
2013Multifactor asset pricing with a large number of observable risk factors and unobservable common and group-specific factors In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity In: MPRA Paper.
[Full Text][Citation analysis]		paper49
2020Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity.(2020) In: Journal of the American Statistical Association.
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This paper has nother version. Agregated cites: 49		article
2019A Quantile-based Asset Pricing Model In: Economics and Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2008Measuring the baseline sales and the promotion effect for incense products: a Bayesian state-space modeling approach In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article3
2009Nonlinear logistic discrimination via regularized radial basis functions for classifying high-dimensional data In: Annals of the Institute of Statistical Mathematics.
[Full Text][Citation analysis]		article0
2018Merchant selection and pricing strategy for a platform firm in the online group buying market In: Annals of Operations Research.
[Full Text][Citation analysis]		article4
2014Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo In: Econometric Reviews.
[Full Text][Citation analysis]		article19
2012Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo.(2012) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
2014A Predictive Approach for Selection of Diffusion Index Models In: Econometric Reviews.
[Full Text][Citation analysis]		article1
2018Stock return predictability: A factor-augmented predictive regression system with shrinkage method In: Econometric Reviews.
[Full Text][Citation analysis]		article11
2018Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency In: Econometric Reviews.
[Full Text][Citation analysis]		article0
2014A Model-Averaging Approach for High-Dimensional Regression In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article61
2017Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article68
2023Large-Scale Generalized Linear Models for Longitudinal Data with Grouped Patterns of Unobserved Heterogeneity In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article4
2011Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper1
2009Model selection for generalized linear models with factor‐augmented predictors In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article0
2009‘Model selection for generalized linear models with factor‐augmented predictors’.(2009) In: Applied Stochastic Models in Business and Industry.
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This paper has nother version. Agregated cites: 0		article

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