9
H index
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i10 index
554
Citations
M. Angeles Carnero : Citation Profile
Universidad de Alicante | RESEARCH PRODUCTION: 16 Articles 18 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2001 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with M. Angeles Carnero. | Is cited by:
| Cites to:
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Main data
Where M. Angeles Carnero has published?
| Journals with more than one article published | # docs |
|---|---|
| Studies in Nonlinear Dynamics & Econometrics | 2 |
| SERIEs: Journal of the Spanish Economic Association | 2 |
| International Journal of Manpower | 2 |
Recent works citing M. Angeles Carnero (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552. Full description at Econpapers || Download paper |
| 2024 | Beyond external pressures: How work conditions harm employees social and environmental responsibilities. (2024). Algamrh, Bakr ; Jahanshahi, Asghar Afshar. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4292-4309. Full description at Econpapers || Download paper |
| 2023 | S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387. Full description at Econpapers || Download paper |
| 2024 | Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Fadziski, Marcin ; Molnar, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420. Full description at Econpapers || Download paper |
| 2023 | Extensions to IVX methods of inference for return predictability. (2023). Taylor, Robert ; Rodrigues, Paulo ; Demetrescu, Matei ; Robert, A M ; Georgiev, Iliyan. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:2:s0304407622000586. Full description at Econpapers || Download paper |
| 2024 | Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987. Full description at Econpapers || Download paper |
| 2024 | Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective. (2024). Zhu, Ziwei ; An, Ran ; Wang, Weichen. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623003494. Full description at Econpapers || Download paper |
| 2024 | Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs. (2024). Cho, Dooyeon ; Baillie, Richard T ; Rho, Seunghwa. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112. Full description at Econpapers || Download paper |
| 2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper |
| 2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper |
| 2023 | Daily electricity price forecasting using artificial intelligence models in the Iranian electricity market. (2023). Fazeli, Meysam ; Hooshyaripor, Farhad ; Heidarpanah, Mohammadreza. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222028973. Full description at Econpapers || Download paper |
| 2023 | The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. (2023). Zhang, Kai Quan ; Yu, Zheng ; Dang, Yi Jing ; Qiao, Sen. In: Energy. RePEc:eee:energy:v:266:y:2023:i:c:s0360544222032303. Full description at Econpapers || Download paper |
| 2023 | Changes in volatility leverage and spillover effects of crude oil futures markets affected by the 2022 Russia-Ukraine conflict. (2023). Sun, Yujia ; Pan, Qunxing. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008140. Full description at Econpapers || Download paper |
| 2023 | Weekly economic activity: Measurement and informational content. (2023). Guggia, Valentino ; Glocker, Christian ; Wegmuller, Philipp. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:228-243. Full description at Econpapers || Download paper |
| 2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper |
| 2023 | Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586. Full description at Econpapers || Download paper |
| 2023 | A field experiment on discrimination against foreigners in the rental housing market in Japan examining the 23 wards of Tokyo. (2023). Harano, Kei ; Sugasawa, Takeru. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:69:y:2023:i:c:s088915832300028x. Full description at Econpapers || Download paper |
| 2023 | Energy prices in Europe. Evidence of persistence across markets. (2023). Gil-Alana, Luis ; Martin-Valmayor, Miguel A ; Infante, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300257x. Full description at Econpapers || Download paper |
| 2023 | Bayesian predictive distributions of oil returns using mixed data sampling volatility models. (2023). Virbickaite, Audrone ; Nguyen, Hoang ; Tran, Minh-Ngoc. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008784. Full description at Econpapers || Download paper |
| 2024 | The potency of time series outliers in volatile models: An empirical analysis of fintech, and mineral resources. (2024). Maqsood, Arfa ; Yaqoob, Tanzeela. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000333. Full description at Econpapers || Download paper |
| 2024 | Is the Chinese crude oil spot price a good hedging tool for other crude oil prices, and in special for the main Russian oil benchmarks and during international sanctions?. (2024). Iglesias, Emma M ; Rivera-Alonso, David. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001454. Full description at Econpapers || Download paper |
| 2023 | The structure and growth of ethnic neighborhoods. (2023). Schiff, Nathan ; Dai, Tianran. In: Journal of Urban Economics. RePEc:eee:juecon:v:137:y:2023:i:c:s0094119023000396. Full description at Econpapers || Download paper |
| 2024 | Discrimination against gay and transgender people in Latin America: A correspondence study in the rental housing market. (2024). Marchionni, Mariana ; MacHelett, Margarita ; Laguinge, Luis ; Coleff, Joaquin ; Berniell, Ines ; Abbate, Nicolas ; Pinto, Maria Florencia ; Pedrazzi, Julian. In: Labour Economics. RePEc:eee:labeco:v:87:y:2024:i:c:s0927537123001616. Full description at Econpapers || Download paper |
| 2023 | Examining discrimination against Jews in Italy with three natural field experiments. (2023). Parshakov, Petr ; Dietl, Helmut ; Nesseler, Cornel ; Gomez-Gonzalez, Carlos. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:106:y:2023:i:c:s221480432300071x. Full description at Econpapers || Download paper |
| 2024 | The Volatility Dynamics of Prices in the European Power Markets during the COVID-19 Pandemic Period. (2024). Borzan, Cristina ; Pcurar, Ancua ; Milosavljevi, Pea ; Boi, Zorana ; Rajic, Milena Nebojsa ; Stankovi, Zorana Zoran ; Sabu, Emilia. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2426-:d:1357144. Full description at Econpapers || Download paper |
| 2023 | Equal Price for Equal Place? Demand-Driven Racial Discrimination in the Housing Market. (2023). Menta, Giorgia ; Waltl, Sofie R ; Lepinteur, Anthony. In: IZA Discussion Papers. RePEc:iza:izadps:dp16418. Full description at Econpapers || Download paper |
| 2024 | Soft Skills, Competition, and Hiring Discrimination. (2024). Rahman, Amanina Abdur ; Ghorpade, Yashodhan ; Janzen, Sarah ; Valencia, Christian. In: IZA Discussion Papers. RePEc:iza:izadps:dp16993. Full description at Econpapers || Download paper |
| 2023 | CO2 Emission Allowances Risk Prediction with GAS and GARCH Models. (2023). Tiwari, Aviral ; Trabelsi, Nader. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10231-5. Full description at Econpapers || Download paper |
| 2023 | A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies. (2023). Taylor, James W ; Trucios, Carlos. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:989-1007. Full description at Econpapers || Download paper |
Works by M. Angeles Carnero:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices In: Journal of the American Statistical Association. [Full Text][Citation analysis] | article | 156 |
| 2005 | Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.(2005) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
| 2007 | Effects of outliers on the identification and estimation of GARCH models In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 54 |
| 2014 | Estimating VAR-MGARCH models in multiple steps In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 19 |
| 2012 | Estimating VAR-MGARCH models in multiple steps.(2012) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2021 | Outliers and misleading leverage effect in asymmetric GARCH-type models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Outliers and misleading leverage effect in asymmetric GARCH-type models.(2018) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2001 | Outliers and conditional autoregressive heteroscedasticity in time series In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 24 |
| 2001 | Is stochastic volatility more flexible than garch? In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 4 |
| 2003 | Detecting level shifts in the presence of conditional heteroscedasticity. In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 3 |
| 2004 | DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY.(2004) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2004 | Spurious and hidden volatility In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 2 |
| 2004 | SPURIOUS AND HIDDEN VOLATILITY.(2004) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2014 | Identification of asymmetric conditional heteroscedasticity in the presence of outliers In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Identification of asymmetric conditional heteroscedasticity in the presence of outliers.(2016) In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2004 | Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 22 |
| 2003 | Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices.(2003) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
| 2004 | Effects of Level Outliers on the Identification and Estimation of GARCH Models In: Econometric Society 2004 Australasian Meetings. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Estimating GARCH volatility in the presence of outliers In: Economics Letters. [Full Text][Citation analysis] | article | 38 |
| 2019 | Leverage effect in energy futures revisited In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
| 2023 | Skewness in energy returns: estimation, testing and retain-->implications for tail risk In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2010 | Information and discrimination in the rental housing market: Evidence from a field experiment In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 97 |
| 2009 | Information and discrimination in the rental housing market: evidence from a field experiment.(2009) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper | |
| 2012 | Mobbing and workers’ health: empirical analysis for Spain In: International Journal of Manpower. [Full Text][Citation analysis] | article | 0 |
| 2012 | Mobbing and workers’ health: empirical analysis for Spain In: International Journal of Manpower. [Full Text][Citation analysis] | article | 5 |
| 2010 | Mobbing and workers health: an empirical analysis for Spain.(2010) In: Working Papers. Serie AD. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2018 | Modelling the Dynamics of Fuel and EU Allowance Prices during Phase 3 of the EU ETS In: Energies. [Full Text][Citation analysis] | article | 6 |
| 2008 | Estimating and Forecasting GARCH Volatility in the Presence of Outiers In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 3 |
| 2011 | Rental housing discrimination and the persistence of ethnic enclaves In: Working Papers. Serie AD. [Full Text][Citation analysis] | paper | 15 |
| 2011 | Rental Housing Discrimination and the Persistence of Ethnic Enclaves.(2011) In: IZA Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
| 2015 | Rental housing discrimination and the persistence of ethnic enclaves.(2015) In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2004 | Persistence and Kurtosis in GARCH and Stochastic Volatility Models In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 94 |
| 2015 | Explaining transactions in time banks in economic crisis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2010 | Mobbing and its determinants: the case of Spain In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team