Emmanuel Eyiah-Donkor : Citation Profile

University College Dublin

3

H index

0

i10 index

25

Citations

RESEARCH PRODUCTION:

4

Articles

3

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 3
   Journals where Emmanuel Eyiah-Donkor has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 3 (10.71 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pey16
   Updated: 2026-01-17    RAS profile: 2025-03-19    
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Relations with other researchers

Works with:

cotter, john (6)

Conlon, Thomas (3)

Potì, Valerio (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Emmanuel Eyiah-Donkor.

Is cited by:

Snudden, Stephen (3)

Wang, Yudong (3)

Zhang, Yaojie (2)

Walther, Thomas (2)

Nguyen, Duc Khuong (2)

Power, Gabriel (1)

Topaloglou, Nikolas (1)

Papapostolou, Nikos (1)

Prokopczuk, Marcel (1)

Magner, Nicolas (1)

Angelidis, Timotheos (1)

Cites to:

Kilian, Lutz (31)

Baumeister, Christiane (17)

Campbell, John (14)

Watson, Mark (10)

Rossi, Barbara (10)

Stock, James (7)

Cochrane, John (7)

Rogoff, Kenneth (6)

West, Kenneth (6)

Fuertes, Ana-Maria (5)

Conlon, Thomas (5)

Main data

Where Emmanuel Eyiah-Donkor has published?

Journals with more than one article published# docs
Journal of Commodity Markets2

Working Papers Series with more than one paper published# docs
Post-Print / HAL2

Recent works citing Emmanuel Eyiah-Donkor (2025 and 2024)

YearTitle of citing document
2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2025Forecasting gasoline prices using oil prices: New evidence based on the rocket and feather hypothesis. (2025). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; He, Mengxi. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225037570.

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2025Putting VAR forecasts of the real price of crude oil to the test. (2025). Snudden, Stephen ; Ellwanger, Reinhard. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002041.

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2024Forecasting crude oil returns with oil-related industry ESG indices. (2024). Zhang, Yaojie ; Li, Kaixin ; Wang, Yudong. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000631.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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2024What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?. (2024). Zhang, Zhaowei ; Gao, Xiaohui ; Bakshi, Gurdip. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:14-247:d:1403633.

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2025Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors. (2025). McMillan, David G ; Kambouroudis, Dimos ; Huang, Rong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00398-z.

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2024Point forecasts of the price of crude oil: an attempt to “beat” the end-of-month random-walk benchmark. (2024). Nonejad, Nima. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:4:d:10.1007_s00181-024-02599-8.

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2024Can Futures Prices Predict the Real Price of Primary Commodities?. (2024). Markos, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0145.

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2024Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States. (2024). Lee, Yenhsien ; Liu, Hungchun ; Zeng, Guangzhe ; Tang, Chiahsien. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1277-1292.

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2025Commodity Option Return Predictability. (2025). Gagnon, Mariehlne ; Aka, Constant ; Power, Gabriel J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1544-1578.

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Works by Emmanuel Eyiah-Donkor:

YearTitleTypeCited
2017Predictability and diversification benefits of investing in commodity and currency futures In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2022The illusion of oil return predictability: The choice of data matters! In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2022The illusion of oil return predictability: The choice of data matters!.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2023Commodity futures return predictability and intertemporal asset pricing In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article7
2023Commodity futures return predictability and intertemporal asset pricing.(2023) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2020Commodity Futures Return Predictability and Intertemporal Asset Pricing.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2024Forecasting the price of oil: A cautionary note In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article2

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