Andréas Heinen : Citation Profile

Université de Cergy-Pontoise

11

H index

11

i10 index

555

Citations

RESEARCH PRODUCTION:

14

Articles

25

Papers

1

Chapters

RESEARCH ACTIVITY:

   19 years (2003 - 2022). See details.
   Cites by year: 29
   Journals where Andréas Heinen has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 7 (1.25 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phe113
   Updated: 2025-12-20    RAS profile: 2024-11-06    
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Relations with other researchers

Works with:

Valdesogo Robles, Alfonso (2)

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

Is cited by:

Francq, Christian (12)

Allen, David (12)

Hautsch, Nikolaus (9)

Quoreshi, Shahiduzzaman (8)

Snyder, Ralph (8)

Arreola Hernandez, Jose (8)

Tiwari, Aviral (7)

Ji, Qiang (7)

Powell, Robert (7)

Fetzer, Thiemo (6)

Jung, Robert (6)

Cites to:

Engle, Robert (14)

Bollerslev, Tim (13)

Bauwens, Luc (10)

Keller, Wolfgang (9)

Diebold, Francis (9)

Shleifer, Andrei (9)

Martinez Peria, Maria (8)

Hall, Robert (8)

Lyons, Richard (8)

Giot, Pierre (7)

Demirguc-Kunt, Asli (7)

Main data

Where Andréas Heinen has published?

Journals with more than one article published# docs
Computational Statistics & Data Analysis2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4
DEM Discussion Paper Series / Department of Economics at the University of Luxembourg3
Discussion Papers / Norwegian School of Economics, Department of Business and Management Science2

Recent works citing Andréas Heinen (2025 and 2024)

YearTitle of citing document
2024Is the Chinese gold product a hedge or safe haven for Chinese overseas investors?. (2024). Jia, Ruixin ; Zhang, Yu Yvette ; Liu, Mengqiao. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343698.

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2024Is the Chinese gold product a hedge or safe haven for Chinese overseas investors?. (2024). Liu, Mengqiao ; Jia, Ruixin ; Zhang, Yu Yvette. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343698.

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2025Weather Shocks and the Optimal Policy Mix in a Climate-Vulnerable Economy. (2025). Annicchiarico, Barbara ; Crofils, Cdric. In: AMSE Working Papers. RePEc:aim:wpaimx:2504.

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2025Beating the Correlation Breakdown: Robust Inference, Flexible Scenarios, and Stress Testing for Financial Portfolios. (2025). Opdyke, JD. In: Papers. RePEc:arx:papers:2504.15268.

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2025The effects of temperature and rainfall anomalies on Mexican inflation. (2025). Arango-Castillo, Lenin. In: Papers. RePEc:arx:papers:2507.14420.

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2025Do natural disasters and the announcement of ENSO events have an impact on market-based measures of inflation expectations?. (2025). Parra-Amado, Daniel ; Bermudez-Cespedes, Juan Pablo ; Melo-Velandia, Luis Fernando. In: Borradores de Economia. RePEc:bdr:borrec:1315.

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2024Count network autoregression. (2024). Armillotta, Mirko ; Fokianos, Konstantinos. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:4:p:584-612.

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2024Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation. (2024). Stve, Brd ; Maruotti, Antonello ; Bacri, Timothe ; Gundersen, Kristian ; Hlleland, Sondre ; Bulla, Jan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1012-1060.

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2025Weathering the storm: sectoral economic and inflationary effects of floods and the role of adaptation. (2025). Mari, Rebecca ; Ficarra, Matteo. In: Bank of England working papers. RePEc:boe:boeewp:1120.

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2024Conditional-mean multiplicative operator models for count time series. (2024). Zhu, Fukang ; Weiss, Christian H. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:191:y:2024:i:c:s0167947323001962.

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2024Research on effect of extreme climates penalties local government debt pricing: Evidence from urban investment bonds in China. (2024). Zhou, Yanli ; Li, Xing ; Ge, Xiangyu ; Zhu, Dixing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001207.

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2024Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models. (2024). Armillotta, Mirko ; Gorgi, Paolo. In: Journal of Econometrics. RePEc:eee:econom:v:246:y:2024:i:1:s0304407624002458.

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2024Multivariate Count Time Series Modelling. (2024). Fokianos, Konstantinos. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:100-116.

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2024The effects of temperature shocks on energy prices and inflation in the Euro Area. (2024). Lucidi, Francesco ; Tancioni, Massimiliano ; Pisa, Marta Maria. In: European Economic Review. RePEc:eee:eecrev:v:166:y:2024:i:c:s0014292124001004.

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2025Managing supply chains facing extreme weather: Supplier’s nature and investment. (2025). Choi, Tsan-Ming ; Tiwari, Sunil ; Pagare, Dewang ; Biswas, Indranil. In: European Journal of Operational Research. RePEc:eee:ejores:v:325:y:2025:i:3:p:457-473.

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2024This is going to hurt: Weather anomalies, supply chain pressures and inflation. (2024). Cevik, Serhan ; Gwon, Gyowon. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000830.

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2024Weather-related disasters and inflation in the euro area. (2024). Kriwoluzky, Alexander ; Beirne, John ; Wittich, Jana ; Volz, Ulrich ; Renzhi, Nuobu ; Dafermos, Yannis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002127.

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2025Statistical analysis of parsimonious high-order multivariate finite Markov chains based on sufficient statistics. (2025). Voloshko, Valeriy ; Kharin, Yuriy. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:208:y:2025:i:c:s0047259x2500017x.

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2025Scalable probabilistic forecasting in retail with gradient boosted trees: A practitioner’s approach. (2025). Zhao, Kaifeng ; Condylis, Paul ; Long, Xueying ; Bui, Quang ; Oktavian, Grady ; Schmidt, Daniel F ; Bergmeir, Christoph ; Godahewa, Rakshitha ; Lee, Seong Per. In: International Journal of Production Economics. RePEc:eee:proeco:v:279:y:2025:i:c:s0925527324003062.

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2025Impacts of climate change on inflation: An analysis based on long and short term effects and pass-through mechanisms. (2025). Zhou, Xiangjun ; Xu, Yuan ; Ma, YU ; Qi, Chaoping ; Du, Meng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000097.

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2025Loan loss provisions of European banks – Does macroprudential tightening matter?. (2025). Skała, Dorota ; Godlewski, Christophe ; Skaa, Dorota ; Roszkowska, Sylwia ; Olszak, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s0275531924004355.

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2024On higher-order moments of INGARCH processes. (2024). Weiss, Christian H. In: Statistics & Probability Letters. RePEc:eee:stapro:v:214:y:2024:i:c:s0167715224001676.

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2025Global Market Shocks and Tail Risk Spillovers: Evidence from a Copula-Based Contagion Framework. (2025). Yamaka, Woraphon ; Chiawkhun, Phisanu ; Saekow, Sundusit ; Nakharutai, Nawapon ; Phetpradap, Parkpoom. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:498-:d:1742918.

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2025Combining Generalized Linear Autoregressive Moving Average and Bootstrap Models for Analyzing Time Series of Respiratory Diseases and Air Pollutants. (2025). Reisen, Valdrio Anselmo ; Alves, Ana Julia ; Franco, Glaura Conceicao ; Bondon, Pascal. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:859-:d:1605724.

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2025Complementarity in household expenditures on fixed and mobile Internet in France. (2025). Melindi-Ghidi, Paolo ; Aubouin, Mathilde ; Nicola, Jean-Philippe. In: Working Papers. RePEc:gbl:wpaper:2025-01.

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2025How do Macroeconomic Expectations React to Extreme Weather Shocks?. (2025). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2025-001.

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2025Complementarity in household expenditures on fixed and mobile Internet in France. (2025). Melindi-Ghidi, Paolo ; Aubouin, Mathilde ; Nicola, Jean-Philippe. In: Post-Print. RePEc:hal:journl:hal-05319883.

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2024Empirical Performance of an ESG Assets Portfolio from US Market. (2024). SADEFO KAMDEM, Jules ; Benhmad, Franois ; Pokou, Fredy. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:3:d:10.1007_s10614-023-10491-3.

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2025Multi-Stage International Portfolio Selection with Factor-Based Scenario Tree Generation. (2025). Ji, Bingbing ; Chen, Zhiping ; Mei, YU ; Liu, Jia. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10699-x.

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2024Regulatory and contextual factors influencing earnings and capital management decisions: evidence from the European banking sector. (2024). Casciello, Raffaela ; Maffei, Marco ; Ziebart, David A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:1:d:10.1007_s11156-024-01253-9.

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2024Volatility models versus intensity models: analogy and differences. (2024). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:122528.

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2025Dynamic Conditional Correlations and Risk Spread between International Financial Markets: A DCC-Garch Analysis. (2025). Albu, Lucian Liviu ; Dima, Tefana Maria ; Ioan, Roxana ; Ionacui, Anca Saraolu ; Siminica, Marian Ilie. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2025:i:1:p:5-22.

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2024Temperature, precipitation and food price inflation: Evidence from a panel of countries. (2024). Chadwick, Meltem ; Saygili, Hulya. In: Working Papers. RePEc:sea:wpaper:wp55.

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2024Flood Impacts on Agriculture under Climate Change: The case of the Awanui Catchment, New Zealand. (2024). Polyakov, Maksym ; Djanibekov, Utkur ; Paulik, Ryan ; Craig, Heather. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:8:y:2024:i:2:d:10.1007_s41885-024-00147-3.

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2024Market power, social welfare, and efficiency in the Peruvian microfinance. (2024). Portilla, Jhonatan ; Aguilar, Giovanna. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:41:y:2024:i:1:d:10.1007_s40888-023-00321-y.

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2024Greener and cheaper: green monetary policy in the era of inflation and high interest rates. (2024). Wullweber, Joscha ; Aguila, Nicols. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:1:d:10.1007_s40822-024-00266-y.

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2025Unraveling the Interplay of Knowledge and Innovation in the Global Financial System: A Vine Copula Analysis of Sino-US Financial Risk Contagion. (2025). Cai, Shuhui ; He, Hua ; Zhou, Yan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01869-1.

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2025Variable selection in sparse multivariate GLARMA models: application to germination control by environment. (2025). Sansonnet, Laure ; Ouadah, Sarah ; Lvy-Leduc, Cline ; Gomtsyan, Marina ; Rajjou, Loc ; Bailly, Christophe. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:34:y:2025:i:2:d:10.1007_s10260-025-00786-0.

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2024On comprehensive families of copulas involving the three basic copulas and transformations thereof. (2024). Marcus, Rockel ; Jonathan, Ansari. In: Dependence Modeling. RePEc:vrs:demode:v:12:y:2024:i:1:p:36:n:1001.

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2024Dependence properties of bivariate copula families. (2024). Jonathan, Ansari ; Marcus, Rockel. In: Dependence Modeling. RePEc:vrs:demode:v:12:y:2024:i:1:p:36:n:1002.

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2024Global Economic Prospects, June 2024. (2024). Bank, World. In: World Bank Publications - Books. RePEc:wbk:wbpubs:41536.

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2024Fiscal Challenges in Small States : Weathering Storms, Rebuilding Resilience. (2024). Khadan, Jeetendra ; Hill, Samuel Christopher. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:10913.

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2024MONETARY POLICY UNDER NATURAL DISASTER SHOCKS. (2024). Papageorgiou, Chris ; Melina, Giovanni ; Fatouros, Nikos ; Cantelmo, Alessandro. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:3:p:1441-1497.

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2024Predicting tail risks by a Markov switching MGARCH model with varying copula regimes. (2024). Fulle, Markus J ; Herwartz, Helmut. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2163-2186.

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2024Feedback Trading: The Intraday Case of Retail Derivatives. (2024). Schlie, Sebastian ; Baule, Rainer ; Frijns, Bart. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1487-1507.

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2024Revisiting the linkage between remittances inflow and economic growth: A semi-parametric estimation with panel data. (2024). Wu, Jennifer Pedussel ; Farroukh, Arafet ; Mazioued, Manel. In: IPE Working Papers. RePEc:zbw:ipewps:301859.

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Works by Andréas Heinen:

YearTitleTypeCited
2015Regime switching House price dependence: Evidence from MSAs in the US In: ERES.
[Full Text][Citation analysis]		paper0
2012Exploring the Existence of Local and Global Knowledge Spillovers: Evidence from Plant-Level Data In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article4
2022The Kendall and Spearman rank correlations of the bivariate skew normal distribution In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article1
2013Competition, Loan Rates and Information Dispersion in Microcredit Markets In: Working Paper CRENoS.
[Full Text][Citation analysis]		paper13
2012Competition, loan rates and information dispersion in microcredit markets.(2012) In: ESMT Research Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2015Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel In: Working Paper CRENoS.
[Full Text][Citation analysis]		paper17
2015Firm performance when ownership is very concentrated: Evidence from a semiparametric panel.(2015) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2015Firm Performance when Ownership is very Concentrated: Evidence from a Semiparametric Panel.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2003Multivariate modelling of time series count data: an autoregressive conditional Poisson model In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper61
2003Modelling time series count data: an autoregressive conditional Poisson model In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper70
2003Modelling Time Series Count Data: An Autoregressive Conditional Poisson Model.(2003) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 70		paper
2003The response of individual FX dealersquoting activity to macroeconomic news announcements In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper1
2004Multivariate reduced rank regression in non-Gaussian contexts, using copulas In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper2
2008Multivariate reduced rank regression in non-Gaussian contexts, using copulas.(2008) In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2004Trading activity and liquidity supply in a pure limit order book market In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper5
2008Modeling international financial returns with a multivariate regime switching copula In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper162
2008Modelling international financial returns with a multivariate regime switching copula.(2008) In: Discussion Papers (ECON - Département des Sciences Economiques).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2008Modeling International Financial Returns with a Multivariate Regime Switching Copula.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2009Modeling International Financial Returns with a Multivariate Regime-switching Copula.(2009) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		article
2008Modeling International Financial Returns with a Multivariate Regime Switching Copula.(2008) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 162		paper
2009Asymmetric CAPM dependence for large dimensions: the Canonical Vine Autoregressive Model In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]		paper45
2011Ownership Structure and Firm Performance : Evidence from a non-parametric panel In: LSF Research Working Paper Series.
[Full Text][Citation analysis]		paper0
2004Comovements in Trading activity: A Multivariate Autoregressive Model of Time Series Count Data Using Copulas In: Econometric Society 2004 Far Eastern Meetings.
[Full Text][Citation analysis]		paper1
2010Public news announcements and quoting activity in the Euro/Dollar foreign exchange market In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article8
2007Multivariate autoregressive modeling of time series count data using copulas In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article49
2016Does Basel II affect the market valuation of discretionary loan loss provisions? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2020Spearman rank correlation of the bivariate Student t and scale mixtures of normal distributions In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article3
2009Is there any common knowledge news in the Euro/Dollar market? In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2008Electricity, carbon and weather in France: where do we stand ? In: Working Papers.
[Full Text][Citation analysis]		paper4
2006Frequent Turbulence? A Dynamic Copula Approach In: Discussion Papers.
[Full Text][Citation analysis]		paper2
2021Spatial Dependence in Subprime Mortgage Defaults In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]		article1
2008EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS: Evidence from Plant-Level Data In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2011Foreign exchange rates under Markov Regime switching model In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper4
2015Desperately Seeking Small Worlds in Corporate Boards:International Evidence from Listed Firms In: DEM Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2019The Price Impact of Extreme Weather in Developing Countries In: The Economic Journal.
[Full Text][Citation analysis]		article52
2007EXPLORING THE LINK BETWEEN LOCAL AND GLOBAL KNOWLEDGE SPILLOVERS In: MPRA Paper.
[Full Text][Citation analysis]		paper14
2004Trading activity and liquidity supply in a pure limit order book market: An empirical analysis using a multivariate count data model. In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2012Comments on: Some recent theory for autoregressive count time series In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
[Full Text][Citation analysis]		article0
2018Competition, Loan Rates, and Information Dispersion in Nonprofit and For‐Profit Microcredit Markets In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article13
2010Dynamic D-Vine Model In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter1

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