Szabolcs Blazsek : Citation Profile


Are you Szabolcs Blazsek?

Mercer University

4

H index

1

i10 index

72

Citations

RESEARCH PRODUCTION:

44

Articles

28

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 4
   Journals where Szabolcs Blazsek has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 23 (24.21 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbl111
   Updated: 2024-11-04    RAS profile: 2024-10-07    
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Relations with other researchers


Works with:

Escribano, Alvaro (17)

Ayala, Astrid (5)

Rentschler, Lucas (5)

Aycinena, Diego (5)

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

Is cited by:

Orlando, Giuseppe (2)

Darné, Olivier (2)

Ayala, Astrid (2)

Owusu Junior, Peterson (2)

Freeman, David (2)

Klein, Michael (2)

Eberhardt, Markus (2)

Nenovsky, Nikolay (1)

Trucíos, Carlos (1)

Apergis, Nicholas (1)

Cheung, Stephen (1)

Cites to:

Bollerslev, Tim (58)

Harvey, Andrew (55)

Escribano, Alvaro (49)

Koopman, Siem Jan (46)

Lucas, Andre (42)

Hall, Bronwyn (39)

Jaffe, Adam (36)

Creal, Drew (30)

Trajtenberg, Manuel (24)

Kilian, Lutz (20)

Hamilton, James (19)

Main data


Where Szabolcs Blazsek has published?


Journals with more than one article published# docs
Applied Economics14
Studies in Nonlinear Dynamics & Econometrics6
Applied Economics Letters4
The European Journal of Finance2
Econometrics2
Empirical Economics2
Energy Economics2
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía20
Post-Print / HAL2

Recent works citing Szabolcs Blazsek (2024 and 2023)


YearTitle of citing document
2023Technological innovation and stock returns: Innovative skill versus innovative luck. (2023). Johnston, Mitchell ; Angelo, Ben. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:811-832.

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2024Beyond the borders: Estimating the effect of Chinas Bonded Zones on innovation and its spillovers. (2024). Xu, Peng ; Gao, Tiantian ; Fang, Guanfu. In: China Economic Review. RePEc:eee:chieco:v:83:y:2024:i:c:s1043951x2300189x.

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2024The impact of energy-consuming rights trading on green total factor productivity in the context of digital economy: Evidence from listed firms in China. (2024). Wu, Haitao ; Wang, Jianlong. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000501.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Prelorentzos, Arsenios-Georgios N ; Thomakos, Dimitrios D ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2024Climate change and economic prosperity: Evidence from a flexible damage function. (2024). Eberhardt, Markus ; Desbordes, Rodolphe. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000482.

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2023The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402.

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2023A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score. (2023). Li, Handong ; Song, Shijia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:203-214.

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2023Analysis and modeling of innovation factors to replace fossil fuels with renewable energy sources - Evidence from European Union enterprises. (2023). Zastempowski, Maciej. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:178:y:2023:i:c:s1364032123001181.

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2024Patent length and innovation: Novel evidence from China. (2024). Liu, Rui ; Zhu, Xuezhong ; Zhang, Meiyang. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006959.

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2023.

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2023.

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2023Impact of Digital Finance on Manufacturing Technology Innovation: Fixed-Effects and Panel-Threshold Approaches. (2023). Obuobi, Bright ; Tang, Decai ; Chen, Wenya ; Sheng, Xin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11476-:d:1201570.

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2024Noising the GARCH volatility: A random coefficient GARCH model. (2024). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120456.

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2024Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401.

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Works by Szabolcs Blazsek:


YearTitleTypeCited
2021Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models In: Journal of Econometric Methods.
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article0
2022Multivariate Markov-switching score-driven models: an application to the global crude oil market In: Studies in Nonlinear Dynamics & Econometrics.
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2023Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions In: Studies in Nonlinear Dynamics & Econometrics.
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2023Anticipating extreme losses using score-driven shape filters In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2023Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2023Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2024Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2020Intertemporal Choice Experiments and Large-Stakes Behavior In: Working Papers.
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paper3
2020Intertemporal Choice Experiments and Large-Stakes Behavior.(2020) In: Documentos de Trabajo.
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This paper has nother version. Agregated cites: 3
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2019Intertemporal Choice Experiments and Large-Stakes Behavior.(2019) In: Documentos de trabajo - Alianza EFI.
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This paper has nother version. Agregated cites: 3
paper
2022Intertemporal choice experiments and large-stakes behavior.(2022) In: Journal of Economic Behavior & Organization.
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This paper has nother version. Agregated cites: 3
article
2016Score-driven dynamic patent count panel data models In: UC3M Working papers. Economics.
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2016Score-driven dynamic patent count panel data models.(2016) In: Economics Letters.
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This paper has nother version. Agregated cites: 0
article
2017Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics.
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paper0
2017Score-driven non-linear multivariate dynamic location models In: UC3M Working papers. Economics.
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paper1
2018Seasonal quasi-vector autoregressive models for macroeconomic data In: UC3M Working papers. Economics.
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2018Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models In: UC3M Working papers. Economics.
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2018Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada In: UC3M Working papers. Economics.
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paper0
2019Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics.
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2019Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate In: UC3M Working papers. Economics.
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paper1
2019Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics.
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2019Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production In: UC3M Working papers. Economics.
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paper0
2020Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution In: UC3M Working papers. Economics.
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2020Dynamic stochastic general equilibrium inference using a score-driven approach In: UC3M Working papers. Economics.
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2020Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones In: UC3M Working papers. Economics.
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2021Robust estimation and forecasting of climate change using score-driven ice-age models In: UC3M Working papers. Economics.
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2022Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models.(2022) In: Econometrics.
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This paper has nother version. Agregated cites: 0
article
2022Score-driven threshold ice-age models: benchmark models for long-run climate forecasts In: UC3M Working papers. Economics.
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2023Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts.(2023) In: Energy Economics.
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This paper has nother version. Agregated cites: 0
article
2024Global, Arctic, and Antarctic sea ice volume predictions: using score-driven threshold climate models In: UC3M Working papers. Economics.
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paper0
2024Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models.(2024) In: Energy Economics.
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This paper has nother version. Agregated cites: 0
article
2009Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors In: UC3M Working papers. Economics.
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paper7
2010Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 7
article
2010Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Post-Print.
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2012Patents, secret innovations and firms rate of return : differential effects of the innovation leader In: UC3M Working papers. Economics.
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2014Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers In: UC3M Working papers. Economics.
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2015Dynamic conditional score patent count panel data models In: UC3M Working papers. Economics.
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2016Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers In: Journal of Econometrics.
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article14
2013Structural breaks in public finances in Central and Eastern European countries In: Economic Systems.
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article0
2018Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH In: Finance Research Letters.
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article1
2024Score-Driven Interactions for “Disease X” Using COVID and Non-COVID Mortality In: Econometrics.
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article0
In: .
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2011Renewable energy innovations in Europe: A dynamic panel data approach In: Post-Print.
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2012Renewable energy innovations in Europe: a dynamic panel data approach.(2012) In: Applied Economics.
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This paper has nother version. Agregated cites: 8
article
2012Renewable energy innovations in Europe: a dynamic panel data approach.(2012) In: Applied Economics.
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This paper has nother version. Agregated cites: 8
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2009Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach.(2009) In: Faculty Working Papers.
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paper
2009The Liquidity and Liquidity Distribution Effects in Emerging Markets: The Case of Jordan In: IMF Working Papers.
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2023The two-component Beta-t-QVAR-M-lev: a new forecasting model In: Financial Markets and Portfolio Management.
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2015Default Risk of Sovereign Debt in Central America In: Palgrave Macmillan Books.
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2018Analysis of electricity prices for Central American countries using dynamic conditional score models In: Empirical Economics.
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article3
2022Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020 In: Empirical Economics.
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article1
2019Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar In: SERIEs: Journal of the Spanish Economic Association.
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2012How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? In: Applied Economics Letters.
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article2
2016Model stability and forecast performance of Beta--EGARCH In: Applied Economics Letters.
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article1
2021Score-driven panel data models of the capital structure of US firms In: Applied Economics Letters.
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2022Prediction accuracy of volatility using the score-driven Meixner distribution: an application to the Dow Jones In: Applied Economics Letters.
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2012The liquidity and liquidity distribution effects in emerging markets: evidence from Jordan In: Applied Financial Economics.
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2015Is Beta- t -EGARCH(1,1) superior to GARCH(1,1)? In: Applied Economics.
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2016QARMA-Beta- t -EGARCH versus ARMA-GARCH: an application to S&P 500 In: Applied Economics.
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2016Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics.
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2017Event-study analysis by using dynamic conditional score models In: Applied Economics.
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2017Markov regime-switching Beta--EGARCH In: Applied Economics.
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article1
2017Dynamic conditional score models of degrees of freedom: filtering with score-driven heavy tails In: Applied Economics.
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2018Equity market neutral hedge funds and the stock market: an application of score-driven copula models In: Applied Economics.
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2018Score-driven Markov-switching EGARCH models: an application to systematic risk analysis In: Applied Economics.
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2019Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate In: Applied Economics.
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2020Dynamic conditional score models: a review of their applications In: Applied Economics.
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2024Score-driven cryptocurrency and equity portfolios In: Applied Economics.
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2024Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 In: Applied Economics.
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2013Forecasting hedge fund volatility: a Markov regime-switching approach In: The European Journal of Finance.
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2018Score-driven copula models for portfolios of two risky assets In: The European Journal of Finance.
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2019Smoothing, discounting, and demand for intra-household control for recipients of conditional cash transfers In: Journal of Applied Economics.
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2008Regime switching models of hedge fund returns In: Faculty Working Papers.
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team