Daniel Borup : Citation Profile

Aarhus Universitet

5

H index

3

i10 index

88

Citations

RESEARCH PRODUCTION:

9

Articles

9

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 12
   Journals where Daniel Borup has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 4 (4.35 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbo994
   Updated: 2026-01-17    RAS profile: 2024-09-09    
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Relations with other researchers

Works with:

Schütte, Erik Christian (7)

Christensen, Bent Jesper (3)

Eriksen, Jonas Nygaard (2)

Goulet Coulombe, Philippe (2)

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

Is cited by:

Goulet Coulombe, Philippe (9)

Goller, Daniel (5)

Stevanovic, Dalibor (4)

GUPTA, RANGAN (3)

Lechner, Michael (3)

Demirer, Riza (2)

Cepni, Oguzhan (2)

Salisu, Afees (2)

Conrad, Christian (2)

Ferrara, Laurent (1)

de Winter, Jasper (1)

Cites to:

Diebold, Francis (21)

Campbell, John (16)

McCracken, Michael (14)

West, Kenneth (14)

Bollerslev, Tim (12)

Timmermann, Allan (11)

Ng, Serena (10)

Mariano, Roberto (9)

Elliott, Graham (9)

Fama, Eugene (9)

French, Kenneth (9)

Main data

Where Daniel Borup has published?

Journals with more than one article published# docs
International Journal of Forecasting2

Working Papers Series with more than one paper published# docs
FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta2

Recent works citing Daniel Borup (2025 and 2024)

YearTitle of citing document
2024Real Estate Price Prediction. (2024). Naz, Rabia. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:6:y:2024:i:3:p:1031-1044.

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2024Maximally Machine-Learnable Portfolios. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian. In: Papers. RePEc:arx:papers:2306.05568.

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2024Nowcasting R&D Expenditures: A Machine Learning Approach. (2024). de Rassenfosse, Ga'Etan ; Aboutorabi, Atin. In: Papers. RePEc:arx:papers:2407.11765.

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2024Dual Interpretation of Machine Learning Forecasts. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin. In: Papers. RePEc:arx:papers:2412.13076.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2025Conditional Method Confidence Set. (2025). Bauer, Lukas ; Kazak, Ekaterina. In: Papers. RePEc:arx:papers:2505.21278.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Forecasting Macro with Finance. (2025). Schmitz, N ; Bachmair, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2574.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

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2024Harnessing Machine Learning for Real-Time Inflation Nowcasting. (2024). Schnorrenberger, Richard ; Moura, Guilherme Valle ; Schmidt, Aishameriane. In: Working Papers. RePEc:dnb:dnbwpp:806.

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2025Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828.

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2025Opening the black box of local projections. (2025). Klieber, Karin ; Coulombe, Philippe Goulet. In: Working Paper Series. RePEc:ecb:ecbwps:20253105.

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2024Assessing and addressing the coronavirus-induced economic crisis: Evidence from 1.5 billion sales invoices. (2024). Chen, Zhuo ; Wang, Zhengwei ; Li, Pengfei ; Liu, LU ; Liao, LI. In: China Economic Review. RePEc:eee:chieco:v:85:y:2024:i:c:s1043951x24000336.

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2024Non-linear dimension reduction in factor-augmented vector autoregressions. (2024). Klieber, Karin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002063.

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2025Using Google search data to examine factory automation and its effect on employment. (2025). Diebold, Cline. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:1301-1328.

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2025A RGARCH-CARR-SK model: A new high-frequency volatility forecasting and risk measurement model based on dynamic higher moments and generalized realized measures. (2025). Chen, Zhenlong ; Zhou, Qingnan ; Liu, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000488.

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2024Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility. (2024). Takahashi, Makoto ; Omori, Yasuhiro ; Watanabe, Toshiaki. In: Econometrics and Statistics. RePEc:eee:ecosta:v:32:y:2024:i:c:p:34-56.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2025A multi-objective ensemble prediction model for interval-valued carbon price based on mixed-frequency data and sub-model selection. (2025). Liu, Jinpei ; Wang, Jiaqi ; Zhao, Xiaoman ; Tao, Zhifu. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019516.

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2024Going mainstream: Cryptocurrency narratives in newspapers. (2024). Walker, Clive B. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002370.

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2024Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?—Evidence from SHARV-MGJR model. (2024). Chen, Zhenlong ; Hao, Xiaozhen ; Liu, Junjie. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007876.

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2025Forecasting the aggregate market volatility by boosted neural networks. (2025). Ciner, Cetin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015344.

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2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Niu, Zibo ; Zhu, Xuehong ; Suleman, Muhammad Tahir ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

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2025Climate change and U.S. Corporate bond market activity: A machine learning approach. (2025). Kampouris, Ilias ; Samitas, Aristeidis ; Mertzanis, Charilaos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002468.

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2025Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach. (2025). Guo, Yangli ; Luo, Qin ; Ma, Feng ; Zhong, Juandan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000592.

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2024Forecasting Chinese stock market volatility with high-frequency intraday and current return information. (2024). Wang, Yuyao ; Han, Yang ; Wu, Xinyu ; Zhao, AN. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24002099.

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2025Uncertainty or investor attention: Which has more impact on Bitcoin volatility?. (2025). Zdemir, Mehmet Ozan ; Aras, Serkan ; Ilgin, Cihan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002582.

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2024Real-time nowcasting the monthly unemployment rates with daily Google Trends data. (2024). Galvo, Ana Beatriz ; Silva, Maria Eduarda ; Costa, Eduardo Andre. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124001629.

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2024Addressing Google Trends inconsistencies. (2024). Domenech, Josep ; Cebrian, Eduardo. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001148.

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2024Carbon dioxide emissions and economic growth: New evidence from GDP forecasting. (2024). Feng, Lin ; Ma, Feng ; Lu, Fei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:205:y:2024:i:c:s0040162524002609.

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2024DIY google trends indicators in social sciences: A methodological note. (2024). Sorić, Petar ; Lolić, Ivana ; Matoec, Marina. In: Technology in Society. RePEc:eee:teinso:v:77:y:2024:i:c:s0160791x24000253.

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2024Prediction of Live Bulb Weight for Field Vegetables Using Functional Regression Models and Machine Learning Methods. (2024). Cho, Wanhyun ; Na, Myung Hwan ; Kim, Dahyun. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:5:p:754-:d:1393235.

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2025Urban Subway Station Site Selection Prediction Based on Clustered Demand and Interpretable Machine Learning Models. (2025). Chai, Cong ; Liu, Yun ; Yao, Xin ; Lv, Hang ; Zhou, Dingjie ; Zhao, Xiaoqing ; Xie, Zhiqiang ; Zhu, Quan. In: Land. RePEc:gam:jlands:v:14:y:2025:i:8:p:1612-:d:1720508.

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2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays-de-la-Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-04675599.

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2024Oil shocks and state-level stock market volatility of the United States: a GARCH-MIDAS approach. (2024). Salisu, Afees ; GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:4:d:10.1007_s11156-024-01295-z.

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2024The Missing Link? Using LinkedIn Data to Measure Race, Ethnic, and Gender Differences in Employment Outcomes at Individual Companies. (2024). Maloney, Elizabeth ; Neumark, David ; Berry, Alexander. In: NBER Chapters. RePEc:nbr:nberch:14962.

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2025Mixed Frequency Machine Learning Forecasting of the Growth of Real Gross Fixed Capital Formation in the United States: The Role of Extreme Weather Conditions. (2025). GUPTA, RANGAN ; Markovski, Minko ; Cepni, Oguzhan ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202520.

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2025Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin. (2025). Chatrath, Arjun ; Hatamerad, Saman ; Raffiee, Kambiz ; Adrangi, Bahram. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:1:p:75-105.

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2025Latin American Equities, Volatility Regimes, and the US Economic Policy Uncertainty. (2025). Raffiee, Kambiz ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:15-44.

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2025Volatility in U.S. Natural Gas Prices: Exploring Market Dynamics and Economic Policy Uncertainties. (2025). Tichy, Tomas ; Adrangi, Bahram ; Kresta, Ales ; Raffiee, Kambiz. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:183-208.

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2025Uncertainty and Volatility: Sectoral Equity Responses to Economic and Policy Shocks in the U.S.. (2025). Kresta, Ales ; Hatamerad, Saman ; Adrangi, Bahram ; Tichy, Tomas. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:77-110.

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2024A general framework to quantify the event importance in multi-event contests. (2024). Goller, Daniel ; Heiniger, Sandro. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:1:d:10.1007_s10479-023-05540-x.

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2025Nowcasting and short-term forecasting of G-20 countries GDP with endogenous regime-switching MIDAS models. (2025). Stankevich, Ivan. In: Empirical Economics. RePEc:spr:empeco:v:69:y:2025:i:3:d:10.1007_s00181-025-02771-8.

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2024Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire. (2024). Darne, Olivier ; Cariou, Clement ; Charles, Amelie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2341-2357.

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Works by Daniel Borup:

YearTitleTypeCited
2017Statistical tests for equal predictive ability across multiple forecasting methods In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2019Assessing predictive accuracy in panel data models with long-range dependence In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2019In search of a job: Forecasting employment growth using Google Trends In: CREATES Research Papers.
[Full Text][Citation analysis]		paper13
2022In Search of a Job: Forecasting Employment Growth Using Google Trends.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		article
2020Targeting predictors in random forest regression In: CREATES Research Papers.
[Full Text][Citation analysis]		paper22
2020Targeting predictors in random forest regression.(2020) In: Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2023Targeting predictors in random forest regression.(2023) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		article
2020Predicting bond return predictability In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2024Predicting Bond Return Predictability.(2024) In: Management Science.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2021Stock market volatility and public information flow: A non-linear perspective In: Economics Letters.
[Full Text][Citation analysis]		article2
2019Asset pricing model uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2022Asset pricing with data revisions In: Journal of Financial Markets.
[Full Text][Citation analysis]		article2
2023Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2022The Anatomy of Out-of-Sample Forecasting Accuracy In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]		paper7
2024The Anatomy of Out-of-Sample Forecasting Accuracy.(2024) In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2019Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model In: Quantitative Finance.
[Full Text][Citation analysis]		article24
2023Quantifying investor narratives and their role during COVID‐19 In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article1

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