Niels Haldrup : Citation Profile


Are you Niels Haldrup?

Aarhus Universitet

13

H index

22

i10 index

908

Citations

RESEARCH PRODUCTION:

34

Articles

38

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 36
   Journals where Niels Haldrup has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 37 (3.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha155
   Updated: 2024-11-04    RAS profile: 2020-04-13    
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Relations with other researchers


Works with:

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

Is cited by:

Darné, Olivier (19)

Nielsen, Morten (19)

Zarnikau, Jay (15)

Pelagatti, Matteo (13)

Sibbertsen, Philipp (13)

Rodrigues, Paulo (13)

Weron, Rafał (13)

Carrion-i-Silvestre, Josep (13)

Grossi, Luigi (12)

Parisio, Lucia (11)

Rodriguez Caballero, Carlos (11)

Cites to:

Perron, Pierre (36)

Phillips, Peter (33)

Engle, Robert (28)

Nielsen, Morten (25)

Johansen, Soren (25)

Franses, Philip Hans (19)

Diebold, Francis (17)

Weron, Rafał (13)

Schmidt, Peter (12)

Park, Joon (11)

Taylor, Robert (11)

Main data


Where Niels Haldrup has published?


Journals with more than one article published# docs
Journal of Econometrics7
Journal of Business & Economic Statistics3
Journal of Applied Econometrics2
Economics Letters2
Oxford Bulletin of Economics and Statistics2
Journal of Time Series Econometrics2
Energy Economics2

Working Papers Series with more than one paper published# docs
University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego4

Recent works citing Niels Haldrup (2024 and 2023)


YearTitle of citing document
2024The boosted HP filter is more general than you might think. (2022). Shi, Zhentao ; PEter, ; Mei, Ziwei. In: Papers. RePEc:arx:papers:2209.09810.

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2023The impact of offshore wind energy on Northern European wholesale electricity prices. (2023). Schluter, Jan Chr ; Wacker, Benjamin ; Seebass, Johann V ; Hosius, Emil. In: Applied Energy. RePEc:eee:appene:v:341:y:2023:i:c:s030626192300274x.

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2024Price forecasting in the Ontario electricity market via TriConvGRU hybrid model: Univariate vs. multivariate frameworks. (2024). Charlin, Laurent ; Pineau, Pierre-Olivier ; Ehsani, Behdad. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261924000321.

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2023Fully modified least squares cointegrating parameter estimation in multicointegrated systems. (2023). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:300-319.

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2023Parametric estimation of long memory in factor models. (2023). Ergemen, Yunus Emre. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1483-1499.

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2024High-dimensional IV cointegration estimation and inference. (2024). Phillips, Peter ; Kheifets, Igor L. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s030440762300338x.

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2024An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

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2024Wholesale electricity price forecasting by Quantile Regression and Kalman Filter method. (2024). Movahedi, Akram ; Amiri, Hossein ; Monjazeb, Mohammad Reza. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033194.

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2023Are prices converging in the global sawnwood market?. (2023). Vasquez-Gonzalez, Bernardo ; Montaes, Antonio ; Gil, Jose M. In: Forest Policy and Economics. RePEc:eee:forpol:v:155:y:2023:i:c:s138993412300093x.

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2023Efficiency dynamics across segmented Bitcoin Markets: Evidence from a decomposition strategy. (2023). Mishra, Tapas ; Satchell, Stephen ; Gao, Yang ; Duan, Kun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443123000100.

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2023Estimation 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.

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2023Forecasting 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.

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2023Energy 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.

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2023Investigating the Determinants of the Shadow Economy: The Baltic Region. (2023). Amir, Aysel ; Gokmenoglu, Korhan K. In: Eastern European Economics. RePEc:mes:eaeuec:v:61:y:2023:i:2:p:181-198.

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2023Long memory and regime switching in the stochastic volatility modelling. (2023). Shi, Yanlin. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:2:d:10.1007_s10479-020-03841-z.

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2023Modelling and Forecasting Energy Market Cycles: A Generalized Smooth Transition Approach.. (2023). Chini, Emilio Zanetti ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202318.

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Niels Haldrup has edited the books:


YearTitleTypeCited

Works by Niels Haldrup:


YearTitleTypeCited
2000On the Robustness of Unit Root Tests in the Presence of Double Unit Roots In: Economics Working Papers.
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paper12
2002On the Robustness of Unit Root Tests in the Presence of Double Unit Roots.(2002) In: Journal of Time Series Analysis.
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This paper has nother version. Agregated cites: 12
article
2000On the Robustness of Unit Root Tests in the Presence of Double Unit Roots.(2000) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 12
paper
2000Local Power Functions of Tests for Double Unit Roots In: Economics Working Papers.
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paper7
2005Local power functions of tests for double unit roots.(2005) In: Statistica Neerlandica.
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This paper has nother version. Agregated cites: 7
article
2000Local Power Functions of Tests for Double Unit Roots.(2000) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 7
paper
2000Measurement Errors and Outliers in Seasonal Unit Root Testing In: Economics Working Papers.
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paper7
2000Measurement Errors and Outliers in Seasonal Unit Root Testing.(2000) In: University of California at San Diego, Economics Working Paper Series.
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This paper has nother version. Agregated cites: 7
paper
2005Measurement errors and outliers in seasonal unit root testing.(2005) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 7
article
2002Long-run forecasting in multicointegrated systems In: Economics Working Papers.
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paper10
2003Long-Run Forecasting in Multicointegrated Systems.(2003) In: Discussion Papers of DIW Berlin.
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This paper has nother version. Agregated cites: 10
paper
2002Long-Run Forecasting in Multicointegrated Systems.(2002) In: Finance Working Papers.
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This paper has nother version. Agregated cites: 10
paper
2004Long-run forecasting in multicointegrated systems.(2004) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 10
article
2003Estimation of Fractional Integration in the Presence of Data Noise In: Economics Working Papers.
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paper45
2007Estimation of fractional integration in the presence of data noise.(2007) In: Computational Statistics & Data Analysis.
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This paper has nother version. Agregated cites: 45
article
2003Empirical analysis of price data in the delineation of the relevant geographical market in competition analysis In: Economics Working Papers.
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paper14
2004Testing for Additive Outliers in Seasonally Integrated Time Series In: Economics Working Papers.
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paper0
2005Testing for Additive Outliers in Seasonally Integrated Time Series.(2005) In: DEA Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2004A Regime Switching Long Memory Model for Electricity Prices In: Economics Working Papers.
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paper140
2006A regime switching long memory model for electricity prices.(2006) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 140
article
2005Improving Size and Power in Unit Root Testing In: Economics Working Papers.
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paper5
2005Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data In: Economics Working Papers.
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paper11
2007Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data.(2007) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 11
article
2005Sequential versus simultaneous market delineation: The relevant antitrust market for salmon In: Economics Working Papers.
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paper3
2008SEQUENTIAL VERSUS SIMULTANEOUS MARKET DELINEATION: THE RELEVANT ANTITRUST MARKET FOR SALMON.(2008) In: Journal of Competition Law and Economics.
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This paper has nother version. Agregated cites: 3
article
2005Sequential Versus Simultaneous Market Delineation: The Relevant Antitrust Market for Salmon.(2005) In: Working Paper series, University of East Anglia, Centre for Competition Policy (CCP).
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This paper has nother version. Agregated cites: 3
paper
2005Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices In: Economics Working Papers.
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paper133
2006Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices.(2006) In: Studies in Nonlinear Dynamics & Econometrics.
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This paper has nother version. Agregated cites: 133
article
2006A Note on the Vogelsang Test for Additive Outliers In: Economics Working Papers.
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paper4
2008A note on the Vogelsang test for additive outliers.(2008) In: Statistics & Probability Letters.
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This paper has nother version. Agregated cites: 4
article
2006A Gaussian IV estimator of cointegrating relations In: Economics Working Papers.
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paper3
2007A Vector Autoregressive Model for Electricity Prices Subject to Long Memory and Regime Switching In: CREATES Research Papers.
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paper52
2010A vector autoregressive model for electricity prices subject to long memory and regime switching.(2010) In: Energy Economics.
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This paper has nother version. Agregated cites: 52
article
2009A Vector Autoregressive Model For Electricity Prices Subject To Long Memory And Regime Switching.(2009) In: Working Paper.
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This paper has nother version. Agregated cites: 52
paper
2009Detection of additive outliers in seasonal time series In: CREATES Research Papers.
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paper1
2011Detection of Additive Outliers in Seasonal Time Series.(2011) In: Journal of Time Series Econometrics.
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This paper has nother version. Agregated cites: 1
article
2012Unit roots, nonlinearities and structural breaks In: CREATES Research Papers.
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paper4
2013Unit roots, non-linearities and structural breaks.(2013) In: Chapters.
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This paper has nother version. Agregated cites: 4
chapter
2014Discriminating between fractional integration and spurious long memory In: CREATES Research Papers.
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paper11
2014Deterministic and stochastic trends in the Lee-Carter mortality model In: CREATES Research Papers.
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paper4
2016Deterministic and stochastic trends in the Lee–Carter mortality model.(2016) In: Applied Economics Letters.
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This paper has nother version. Agregated cites: 4
article
2015Space-time modeling of electricity spot prices In: CREATES Research Papers.
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paper1
2017Space-time modeling of electricity spot prices.(2017) In: The Energy Journal.
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This paper has nother version. Agregated cites: 1
article
2015Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads In: CREATES Research Papers.
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paper11
2016Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads.(2016) In: Energy Economics.
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This paper has nother version. Agregated cites: 11
article
2015Long Memory, Fractional Integration, and Cross-Sectional Aggregation In: CREATES Research Papers.
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paper13
2017Long memory, fractional integration, and cross-sectional aggregation.(2017) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 13
article
2016A generalized exponential time series regression model for electricity prices In: CREATES Research Papers.
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paper3
2017Spikes and memory in (Nord Pool) electricity price spot prices In: CREATES Research Papers.
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paper0
2017Spikes and memory in (Nord Pool) electricity price spot prices.(2017) In: CEIS Research Paper.
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This paper has nother version. Agregated cites: 0
paper
2018A Parametric Factor Model of the Term Structure of Mortality In: CREATES Research Papers.
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paper2
2019A Parametric Factor Model of the Term Structure of Mortality.(2019) In: Econometrics.
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This paper has nother version. Agregated cites: 2
article
1994Semiparametric Tests for Double Unit Roots. In: Journal of Business & Economic Statistics.
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article13
1994The Effects of Additive Outliers on Tests for Unit Roots and Cointegration. In: Journal of Business & Economic Statistics.
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article135
1998An Econometric Analysis of I(2) Variables In: Journal of Economic Surveys.
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article40
1997Separation in Cointegrated Systems and Persistent-Transitory Decompositions. In: Oxford Bulletin of Economics and Statistics.
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article23
2003Guest Editors’ Introduction: Model Selection and Evaluation in Econometrics In: Oxford Bulletin of Economics and Statistics.
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article0
2011Periodicity, Non-stationarity, and Forecasting of Economic and Financial Time Series: Editors Introduction In: Journal of Time Series Econometrics.
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article0
2000Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach In: University of California at San Diego, Economics Working Paper Series.
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paper1
1999Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 1
paper
1996Multicointegration and present value relations In: DES - Working Papers. Statistics and Econometrics. WS.
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paper0
2002REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES In: Econometric Theory.
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article10
1995A note on the distribution of the least squares estimator of a random walk with drift: Some analytical evidence In: Economics Letters.
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article14
1997Testing for multicointegration In: Economics Letters.
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article40
1994The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables In: Journal of Econometrics.
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article59
1996Mirror image distributions and the Dickey-Fuller regression with a maintained trend In: Journal of Econometrics.
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article5
1997Multiple unit roots in periodic autoregression In: Journal of Econometrics.
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article13
1998Representations of I(2) cointegrated systems using the Smith-McMillan form In: Journal of Econometrics.
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article7
1997Money demand, adjustment costs, and forward-looking behavior In: Journal of Policy Modeling.
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article6
2005Sequential versus simultaneous market In: Working Papers.
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paper1
1999Estimating the LQAC Model with I(2) Variables. In: Journal of Applied Econometrics.
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article13
1994The Linear Quadratic Adjustment Cost Model and the Demand for Labour. In: Journal of Applied Econometrics.
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article17
2010Separation in Cointegrated Systems In: Journal of Financial Econometrics.
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article4

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