1
H index
1
i10 index
12
Citations
Sun Yat-Sen University | 1 H index 1 i10 index 12 Citations RESEARCH PRODUCTION: 2 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mingmian Cheng. | Is cited by: | Cites to: |
| Year | Title of citing document |
|---|---|
| 2024 | Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Zhu, Xuening ; Sheng, Lin Wen ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626. Full description at Econpapers || Download paper |
| 2024 | Predicting multi-frequency crude oil price dynamics: Based on MIDAS and STL methods. (2024). Zhao, Haoran ; Ding, Lili ; Zhang, Rui. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224037812. Full description at Econpapers || Download paper |
| 2024 | Do 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. Full description at Econpapers || Download paper |
| 2024 | An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409. Full description at Econpapers || Download paper |
| 2025 | The M6 forecasting competition: Bridging the gap between forecasting and investment decisions. (2025). Makridakis, Spyros ; Hollyman, Ross ; Swanson, Norman ; Petropoulos, Fotios ; Spiliotis, Evangelos ; Gaba, Anil. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1315-1354. Full description at Econpapers || Download paper |
| 2025 | A survey of models and methods used for forecasting when investing in financial markets. (2025). Swanson, Norman R ; Maung, Kenwin. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:4:p:1355-1382. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic attention and commodity market volatility. (2024). Skintzi, Vasiliki ; Stavroula, Fameliti. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02613-z. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Forecasting volatility using double shrinkage methods In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 11 |
| 2019 | Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence In: Econometrics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2025. Contact: CitEc Team