Tomohiro Ando : Citation Profile

University of Melbourne

11

H index

13

i10 index

920

Citations

RESEARCH PRODUCTION:

35

Articles

14

Papers

RESEARCH ACTIVITY:

   22 years (2004 - 2026). See details.
   Cites by year: 41
   Journals where Tomohiro Ando has often published
   Relations with other researchers
   Recent citing documents: 230.    Total self citations: 27 (2.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pan527
   Updated: 2026-05-02    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)

van Dijk, Herman (12)

Yousaf, Imran (12)

Baştürk, Nalan (12)

Korobilis, Dimitris (11)

Gubareva, Mariya (10)

Hasse, Jean-Baptiste (10)

Ruiz, Esther (10)

Okui, Ryo (10)

Gonzalez-Rivera, Gloria (9)

Cites to:

Bai, Jushan (65)

Ng, Serena (33)

Pesaran, Mohammad (24)

Watson, Mark (23)

van Dijk, Herman (23)

Forni, Mario (17)

Lee, Lung-Fei (15)

Lippi, Marco (15)

French, Kenneth (13)

Chernozhukov, Victor (13)

Stock, James (13)

Main data

Where Tomohiro Ando has published?

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

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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2026Extreme Connectedness among Energy Transition Metals and Commodity Markets. (2026). Kočenda, Evžen ; Li, Xiao ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:396404.

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2025High-dimensional inference for Model Averaging estimators. (2025). von Sachs, Rainer ; Pircalabelu, Eugen ; Lonard, Lise. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025014.

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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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2026Common 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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2026Robust 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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2025Low-Rank Estimation of Nonlinear Panel Data Models. (2025). Yao, Kan. In: Papers. RePEc:arx:papers:2511.21948.

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2025Inference for Forecasting Accuracy: Pooled versus Individual Estimators in High-dimensional Panel Data. (2025). Kutta, Tim ; Schumann, Martin ; Dette, Holger. In: Papers. RePEc:arx:papers:2512.15592.

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2026Mean Square Errors of factors extracted using principal components, linear projections, and Kalman filter. (2026). Ruiz, Esther ; Barigozzi, Matteo ; Fresoli, Diego. In: Papers. RePEc:arx:papers:2601.04087.

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2026Panel Quantile Regression with Common Shocks. (2026). Galvao, Antonio ; Wei, Chia-Min ; Chiang, Harold D. In: Papers. RePEc:arx:papers:2602.19201.

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2026Global Persistence, Local Residual Structure: Forecasting Heterogeneous Investment Panels. (2026). Roshka, Oleg. In: Papers. RePEc:arx:papers:2604.09821.

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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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2026The empirical distribution of sequential LS factors in Multi-level Dynamic Factor Models. (2026). Enzo, Gian Pietro ; Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:49336.

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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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2025Self-dynamics and inter-dynamics network reconstruction for characterizing the systemic risk in stock market. (2025). Sun, Xiaotian ; Gao, Xiangyun ; Wei, Hongyu ; An, Feng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:201:y:2025:i:p3:s0960077925013256.

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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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2025Mapping risk transmission in Chinas energy industry chain: Insights derived from the industry chain structure. (2025). Fu, Yating ; Liu, Rongyan ; He, Lingyun ; Chen, Ling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:971-996.

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2025Geopolitical risk, macroeconomic factors and different assets during the war periods: Implications for herding and portfolio diversification. (2025). Kang, Sang Hoon ; Mejri, Sami ; Khan, Nasir ; Leccadito, Arturo. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325003074.

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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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2025Superiority of ESG-oriented portfolios in Taiwan stock market: Quantile-on-quantile with GARCH approach. (2025). Chi, Pei-Yu ; Chang, Hao-Wen ; Lin, Chin-Ho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001251.

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2025Who A(m) I? exploring quantile frequency connectedness in emerging AI and IoT token markets. (2025). Ali, Shoaib ; Naveed, Muhammad ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001378.

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2025Dynamic spillover analysis between FX and cryptocurrency markets across different market conditions: A quantile VAR approach. (2025). Kim, Young-Sung ; Choi, Sun-Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001433.

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2025Cascading failure, financial network and systemic risk. (2025). Cao, Jie ; Yang, Huirui ; Miao, Hualu ; Huang, Chuangxia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001457.

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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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2025Iterative Complement-clustering PCA: Uncovering latent industry structures in stock returns. (2025). Yang, Yanrong ; Chang, LE ; Bi, Daning. In: Economics Letters. RePEc:eee:ecolet:v:256:y:2025:i:c:s0165176525004483.

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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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2025Assessing energy sector resilience to adverse shocks: A scenario-based QVAR approach. (2025). Zheng, Tingguo ; Ye, Shiqi ; Zhou, MO ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005602.

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2025Quantile VAR connectedness and price spillovers between soybean and energy. (2025). Gangopadhyay, Partha ; Das, Narasingha ; Akadiri, Seyi ; Abbas, Qaiser ; Janjua, Laeeq Razzak ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006012.

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2025Cross-category spillovers of uncertainties in energy transition: Insights from a full-distributional framework. (2025). Ren, Xiaohang ; Parhi, Mamata ; Duan, Kun ; Li, Jingyao. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006371.

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2025Empowering energy security: The impact of geopolitical risks on green total factor energy efficiency. (2025). Qiu, Ziang ; Zhang, Yang. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007510.

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2025Geopolitical risk and extreme spillovers among oil-based energy commodities. (2025). Pastorek, Daniel ; Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325008072.

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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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2025Cross-regional spillover effects of sustainability indices: A heteroscedasticity-robust VAR approach. (2025). Sugano, Saki ; Motegi, Kaiji. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007653.

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

Works by Tomohiro Ando:

YearTitleTypeCited
2026Functional 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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This paper has nother version. Agregated cites: 0		paper
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]		article35
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: 35		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]		article27
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: 27		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]		article4
2023A spatial panel quantile model with unobserved heterogeneity In: Journal of Econometrics.
[Full Text][Citation analysis]		article9
2024Scenario-based quantile connectedness of the U.S. interbank liquidity risk network In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
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: 3		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]		article399
2004Bayesian information criteria and smoothing parameter selection in radial basis function networks In: Biometrika.
[Citation analysis]		article11
2007Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models In: Biometrika.
[Full Text][Citation analysis]		article24
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]		paper86
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: 86		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]		paper55
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: 55		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]		article5
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]		article62
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]		article72
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article

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