Hossein Hassani : Citation Profile

Bournemouth University

11

H index

14

i10 index

425

Citations

RESEARCH PRODUCTION:

22

Articles

12

Papers

RESEARCH ACTIVITY:

   13 years (2005 - 2018). See details.
   Cites by year: 32
   Journals where Hossein Hassani has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 12 (2.75 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha398
   Updated: 2026-01-17    RAS profile: 2023-03-16    
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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 Hossein Hassani.

Is cited by:

GUPTA, RANGAN (44)

Filis, George (16)

Rua, António (16)

Thomakos, Dimitrios (15)

Goulet Coulombe, Philippe (10)

de Carvalho, Miguel (10)

Poncela, Pilar (9)

Stevanovic, Dalibor (8)

Antonakakis, Nikolaos (8)

Degiannakis, Stavros (8)

Pierdzioch, Christian (7)

Cites to:

GUPTA, RANGAN (15)

Harvey, David (7)

Leybourne, Stephen (7)

Stock, James (6)

Bekaert, Geert (6)

Watson, Mark (6)

Rogoff, Kenneth (5)

Croushore, Dean (4)

Beine, Michel (4)

CAPELLE-BLANCARD, Gunther (4)

Sims, Christopher (4)

Main data

Where Hossein Hassani has published?

Journals with more than one article published# docs
Journal of Applied Statistics4
Physica A: Statistical Mechanics and its Applications3
Journal of Forecasting2
OPEC Energy Review2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany5
Working Papers / University of Pretoria, Department of Economics5

Recent works citing Hossein Hassani (2025 and 2024)

YearTitle of citing document
2025Hypothesis Testing on Invariant Subspaces of Non-Symmetric Matrices with Applications to Network Statistics. (2025). Simons, J R. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2530.

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2024Testing equality of several distributions in separable metric spaces: A maximum mean discrepancy based approach. (2024). Zhang, Jin-Ting ; Guo, Jia ; Zhou, BU. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407622000859.

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2024Toward high-resolution projection of electricity prices: A machine learning approach to quantifying the effects of high fuel and CO2 prices. (2024). Ikonnikova, Svetlana ; Madadkhani, Shiva. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007399.

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2025A feature optimized attention transformer with kinetic information capture and weighted robust Z-score for industrial NOx emission forecasting. (2025). Long, Jian ; Jiang, Siyu ; Wang, Luyao ; Zhai, Jiazi ; Zhang, Feng ; Zhao, Liang. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019188.

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2025Short-term scheduling of a hybrid pumped storage-photovoltaic power complementary system considering market-oriented electricity prices. (2025). Wang, Zhenni ; Wen, Xin ; Qiao, Liang ; Tan, Qiaofeng. In: Energy. RePEc:eee:energy:v:329:y:2025:i:c:s0360544225023291.

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2024How do the gold intra-day returns and volatility react to monetary policy shocks?. (2024). Hussain, Syed Mujahid ; Virk, Nader ; Awartani, Basel. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004186.

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2024Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392.

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2024Market uncertainty and information content in complex seasonality of prices. (2024). Li, Zhongfei ; Ji, Yuqiong ; Tang, Wenjin ; Bu, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001811.

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2024State-Dependent Model Based on Singular Spectrum Analysis Vector for Modeling Structural Breaks: Forecasting Indonesian Export. (2024). Prastyo, Dedy ; Sasmita, Yoga ; Kuswanto, Heri. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:1:p:9-169:d:1337728.

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2025White Noise and Its Misapplications: Impacts on Time Series Model Adequacy and Forecasting. (2025). Komendantova, Nadejda ; Yeganegi, Mohammad Reza ; Royer-Carenzi, Manuela ; Mashhad, Leila Marvian ; Hassani, Hossein. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:1:p:8-:d:1584099.

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2025Deviations from Normality in Autocorrelation Functions and Their Implications for MA(q) Modeling. (2025). Royer-Carenzi, Manuela ; Hassani, Hossein. In: Stats. RePEc:gam:jstats:v:8:y:2025:i:1:p:19-:d:1596045.

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2024Achieving Sustainable Customer Loyalty in the Petrochemical Industry: The Effect of Service Innovation, Product Quality, and Corporate Image with Customer Satisfaction as a Mediator. (2024). , Sunarti ; Kosasih, Oos ; Hidayat, Kadarisman ; Hutahayan, Benny. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:16:p:7111-:d:1459329.

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2025Optimal Forecast Combination for Japanese Tourism Demand. (2025). Fang, Yongmei ; Silva, Emmanuel Sirimal ; Guan, BO ; Heravi, Saeed ; Hassani, Hossein. In: Tourism and Hospitality. RePEc:gam:jtourh:v:6:y:2025:i:2:p:79-:d:1650642.

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2025White Noise and Its Misapplications: Impacts on Time Series Model Adequacy and Forecasting. (2025). Royer-Carenzi, Manuela ; Hassani, Hossein ; Komendantova, Nadejda ; Yeganegi, Mohammad Reza ; Mashhad, Leila Marvian. In: Post-Print. RePEc:hal:journl:hal-04937317.

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2024Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Karmakar, Sayar. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10452-w.

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2024Forecasting House Prices through Credit Conditions: A Bayesian Approach. (2024). Drift, Rosa ; Boelhouwer, Peter ; Haan, Jan. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10542-9.

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2025Nonlinear Macroeconomic Granger Causality: An ANN Input Occlusion Approach on MSSA-Denoised Data. (2025). Aly, Tarek Bahaa. In: MPRA Paper. RePEc:pra:mprapa:125453.

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2024Digital financial inclusion and domestic tourism demand: Through the lens of spatial spillover. (2024). Zhu, Wenjun ; Ju-e Guo, ; Li, Yanzhao. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:7:p:1680-1703.

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2024A valuation of a corn ethanol plant through a compound options model under skew-Brownian motions. (2024). di Bari, Antonio ; Bufalo, Michele ; Villani, Giovanni ; Biancardi, Marta. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-023-05249-x.

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2025Carbon trading and COVID-19: a hybrid machine learning approach for international carbon price forecasting. (2025). Zhang, Xingmin ; Li, Zhiyong ; Zhao, Yiming ; Wang, Lan. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-023-05327-0.

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2025Robust singular spectrum analysis: comparison between classical and robust approaches for model fit and forecasting. (2025). Kazemi, Mohammad ; Rodrigues, Paulo Canas. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:6:d:10.1007_s00180-022-01322-4.

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2024An interval constraint-based trading strategy with social sentiment for the stock market. (2024). Yang, Kun ; Li, Mingchen ; Lin, Wencan ; Wei, Yunjie ; Wang, Shouyang. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00567-2.

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2025Forecasting silver prices: a univariate ARIMA approach and a proposed model for future direction. (2025). Sharma, Geeti ; Saranya, P B ; Bagrecha, Chaya ; Singh, Kuldeep. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00461-y.

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2025Characteristic function and moment generating function of multivariate folded normal distribution. (2025). Benko, Matej ; Hbnerov, Zuzana ; Witkovsk, Viktor. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:4:d:10.1007_s00362-025-01711-z.

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2025Testing for galactic cosmic ray warming hypothesis using the notion of block‐exogeneity. (2025). Triacca, Umberto. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:1:n:e2846.

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Works by Hossein Hassani:

YearTitleTypeCited
2013Predicting inflation dynamics with singular spectrum analysis In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article23
2017A statistical study of the short- and long-term drivers of crude oil prices In: OPEC Energy Review.
[Full Text][Citation analysis]		article0
2017A statistics-based approach for crude oil supply risk assessment In: OPEC Energy Review.
[Full Text][Citation analysis]		article0
2010On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? In: CEFAGE-UE Working Papers.
[Full Text][Citation analysis]		paper4
2015On the use of singular spectrum analysis for forecasting U.S. trade before, during and after the 2008 recession In: International Economics.
[Full Text][Citation analysis]		article16
2008Mixed Poisson models and singular spectrum analysis in marketing research, econometrics and other areas In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2017Cross country relations in European tourist arrivals In: Annals of Tourism Research.
[Full Text][Citation analysis]		article16
2018A statistical approach for a fuel subsidy mechanism In: Energy Policy.
[Full Text][Citation analysis]		article3
2009Forecasting European industrial production with singular spectrum analysis In: International Journal of Forecasting.
[Full Text][Citation analysis]		article57
2015The United Kingdom productivity paradox: Myth or reality In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article0
2010A note on the sum of the sample autocorrelation function In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article2
2012The sample autocorrelation function and the detection of long-memory processes In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2018Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article10
2015Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2012On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article12
2017The role of innovation and technology in sustaining the petroleum and petrochemical industry In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article17
2015A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts In: Econometrics.
[Full Text][Citation analysis]		article32
2008On the Application of Data Mining to Official Data In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007Singular Spectrum Analysis: Methodology and Comparison In: MPRA Paper.
[Full Text][Citation analysis]		paper58
2013On the Folded Normal Distribution In: MPRA Paper.
[Full Text][Citation analysis]		paper11
2005A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Upper Outliers in a Normal Sample In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007IS THE SAMPLE COEFFICIENT OF VARIATION A GOOD ESTIMATOR FOR THE POPULATION COEFFICIENT OF VARIATION? In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2014Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test In: Working Papers.
[Citation analysis]		paper7
2014Forecasting the Price of Gold In: Working Papers.
[Citation analysis]		paper79
2015Forecasting the price of gold.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 79		article
2014Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis In: Working Papers.
[Citation analysis]		paper7
2015Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques In: Working Papers.
[Citation analysis]		paper1
2013Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper0
2009Two new confidence intervals for the coefficient of variation in a normal distribution In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article2
2011Multivariate singular spectrum analysis for forecasting revisions to real-time data In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article14
2013Forecasting before, during, and after recession with singular spectrum analysis In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article6
2018Vector and recurrent singular spectrum analysis: which is better at forecasting? In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article7
2013Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis In: Journal of Forecasting.
[Citation analysis]		article24
2018Modeling European industrial production with multivariate singular spectrum analysis: A cross€ industry analysis In: Journal of Forecasting.
[Full Text][Citation analysis]		article11

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