Jaroslava Hlouskova : Citation Profile

Institut für Höhere Studien (IHS)

12

H index

14

i10 index

937

Citations

RESEARCH PRODUCTION:

38

Articles

32

Papers

RESEARCH ACTIVITY:

   25 years (2000 - 2025). See details.
   Cites by year: 37
   Journals where Jaroslava Hlouskova has often published
   Relations with other researchers
   Recent citing documents: 56.    Total self citations: 36 (3.7 %)

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   Permalink: http://citec.repec.org/phl12
   Updated: 2025-12-27    RAS profile: 2025-06-08    
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Relations with other researchers

Works with:

Crespo Cuaresma, Jesus (3)

Kunst, Robert (2)

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

Is cited by:

Wagner, Martin (21)

Noy, Ilan (20)

Herzer, Dierk (15)

Weron, Rafał (13)

Ono, Arito (11)

Uesugi, Iichiro (11)

Hosono, Kaoru (11)

Uchida, Hirofumi (11)

Égert, Balázs (10)

Yamamura, Eiji (9)

Karaman Örsal, Deniz (8)

Cites to:

Kahneman, Daniel (29)

Tsigaris, Panagiotis (22)

Falk, Armin (22)

Knell, Markus (21)

Abel, Andrew (20)

Wagner, Martin (18)

Phillips, Peter (13)

Sala-i-Martin, Xavier (12)

Engle, Robert (12)

Crespo Cuaresma, Jesus (12)

Constantinides, George (12)

Main data

Where Jaroslava Hlouskova has published?

Journals with more than one article published# docs
Journal of Forecasting4
Econometric Reviews2
Mathematical Methods of Operations Research2
Journal of Optimization Theory and Applications2
Empirica2
Journal of Mathematical Economics2

Working Papers Series with more than one paper published# docs
Economics Series / Institute for Advanced Studies14
IHS Working Paper Series / Institute for Advanced Studies7

Recent works citing Jaroslava Hlouskova (2025 and 2024)

YearTitle of citing document
2024The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2407.09536.

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2025A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963.

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2025On the implications of proportional hazards assumptions for competing risks modelling. (2025). Wilke, Ralf ; Emura, Takeshi. In: Papers. RePEc:arx:papers:2508.10577.

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2025Portfolio selection with exogenous and endogenous transaction costs under a two-factor stochastic volatility model. (2025). Wang, Zirun ; He, Xin-Jiang ; Zhou, KE ; Yan, Dong. In: Papers. RePEc:arx:papers:2510.21156.

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2025Asymmetric Causality between Economic Uncertainty and Financial Development: Empirical Evidence. (2025). Murdipi, Rafiqa. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:15:p:1308-1314.

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2025Macroeconomic impact of weather disasters: a global and sectoral analysis. (2025). SHIM, ILHYOCK ; Madeira, Carlos ; Frost, Jon ; Ehlers, Torsten. In: BIS Working Papers. RePEc:bis:biswps:1292.

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2024The impact of climate change and policies on productivity. (2024). Strobel, Johannes ; Schulte, Patrick ; Röhe, Oke ; Parker, Miles ; Meriküll, Jaanika ; Colciago, Andrea ; Bijnens, Gert ; Anyfantaki, Sofia ; Loureno, Nuno ; Schroth, Joachim ; de Mulder, Jan ; Merikull, Jaanika ; Falck, Elisabeth ; Labhard, Vincent ; Lopez-Garcia, Paloma ; Rohe, Oke. In: Occasional Paper Series. RePEc:ecb:ecbops:2024340.

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2024TriChronoNet: Advancing electricity price prediction with Multi-module fusion. (2024). Gu, Weixi ; Jiang, Weiwei ; He, Miao. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s0306261924010092.

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2024A hybrid framework for day-ahead electricity spot-price forecasting: A case study in China. (2024). Li, LI ; Wang, Kai ; Shi, Jianheng ; Hou, Xuebing ; Zhang, Xiandong ; Huang, Siwan ; Zhong, Ming. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012467.

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2025Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x.

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2024Does childhood adversity affect household portfolio decisions? Evidence from the Chinese Great Famine. (2024). Smyth, Russell ; Cheng, Zhiming ; Zhang, LE. In: China Economic Review. RePEc:eee:chieco:v:87:y:2024:i:c:s1043951x24001160.

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2024A semiparametric model for the cause-specific hazard under risk proportionality. (2024). Wilke, Ralf ; Lo, Simon ; Emura, Takeshi. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:195:y:2024:i:c:s0167947324000379.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2025Goal-oriented preferences for green bonds: A model of sustainable investment strategies. (2025). Uddin, Gazi Salah ; Nguyen, Thai ; Chen, Yusha. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001233.

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2025Panel cointegrating polynomial regression analysis and an illustration with the environmental kuznets curve. (2025). Wagner, Martin ; de Jong, Robert M. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:135-165.

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2025A profitable currency portfolio strategy: Learning from connectedness. (2025). Zhang, Qingyi ; Liu, Ruiqi ; Hong, Ziyi ; Cai, Feifei ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002168.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2024Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073.

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2025Climate risk and informal entrepreneurship in emerging economies: The moderating effects of entrepreneurs’ socio-cognitions. (2025). Boudreaux, Christopher ; Wei, Shihao ; Stenholm, Pekka ; Su, Zhongfeng ; Zhang, Yiyun. In: Journal of Business Research. RePEc:eee:jbrese:v:199:y:2025:i:c:s0148296325003418.

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2025Freedom from unit roots? The time series properties of democracy and economic freedom. (2025). O'Reilly, Colin ; Murphy, Ryan H. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:53:y:2025:i:2:p:472-489.

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2025Raided by the storm: How three decades of thunderstorms shaped U.S. incomes and wages. (2025). Roventini, Andrea ; Chiaromonte, Francesca ; Lamperti, Francesco ; Crippa, Federico ; Coronese, Matteo. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:130:y:2025:i:c:s0095069624001487.

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2025Natural disasters and financial stress: can macroprudential regulation tame green swans?. (2025). ROMOCEA TURCU, Camelia ; Levieuge, Grgory ; Avril, Pauline. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000609.

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2025Actionable policy responses to disaster threats – A comparative study on resilience and sustainability in global cities. (2025). Banica, Alexandru ; Corodescu-Rosca, Ema ; Kourtit, Karima ; Nijkamp, Peter. In: Land Use Policy. RePEc:eee:lauspo:v:152:y:2025:i:c:s0264837725000158.

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2024Disentangled Seasonal-Trend representation of improved CEEMD-GRU joint model with entropy-driven reconstruction to forecast significant wave height. (2024). Li, Zhiyang ; Pei, Yuguo ; Zhao, Lingxiao ; Qu, Leilei. In: Renewable Energy. RePEc:eee:renene:v:226:y:2024:i:c:s0960148124004105.

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2025From day-ahead to mid and long-term horizons with econometric electricity price forecasting models. (2025). Ghelasi, Paul ; Ziel, Florian. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125003570.

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2024Flexibility in jobs and autonomy on saving: Mental accounting of personal pension saving decision in Chinese part-time employees. (2024). Zhao, Zhichao ; Mu, Huaizhong ; Du, Fangyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s105905602400491x.

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2024Overreaction and underreaction to new information and the directional forecast of exchange rates. (2024). Semenov, Andrei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024006683.

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2025Do climate extreme events stimulate or hinder green innovation? Evidence from the Italian manufacturing sector. (2025). Agostino, Mariarosaria ; Rondinella, Sandro. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:73:y:2025:i:c:p:101-111.

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2024Long-term economic impact of disasters: Evidence from multiple earthquakes in China. (2024). Tang, Yugang ; Liu, Qiannan ; Huang, Lulu. In: World Development. RePEc:eee:wdevel:v:174:y:2024:i:c:s0305750x23002644.

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2025A Review of Electricity Price Forecasting Models in the Day-Ahead, Intra-Day, and Balancing Markets. (2025). Visentin, Andrea ; Prestwich, Steven ; Bahloul, Mohamed ; Oconnor, Ciaran. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:12:p:3097-:d:1677361.

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2024Forecasting the CBOE VIX and SKEW Indices Using Heterogeneous Autoregressive Models. (2024). Guidolin, Massimo ; Panzeri, Giulia F. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:3:p:40-814:d:1478296.

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2025Energy Demand Forecasting Using Temporal Variational Residual Network. (2025). Ashebir, Simachew ; Kim, Seongtae. In: Forecasting. RePEc:gam:jforec:v:7:y:2025:i:3:p:42-:d:1722503.

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2024Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression. (2024). Drachal, Krzysztof ; Pawowski, Micha. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:34-:d:1366740.

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2024Statistical Modeling to Improve Time Series Forecasting Using Machine Learning, Time Series, and Hybrid Models: A Case Study of Bitcoin Price Forecasting. (2024). Iftikhar, Hasnain ; Qureshi, Moiz ; Rodrigues, Paulo Canas ; Atif, S A ; Rehman, Mohd Ziaur. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:23:p:3666-:d:1527322.

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2024Green Firms, Environmental Hazards, and Investment. (2024). Zazzaro, Alberto ; Oliviero, Tommaso ; Rondinella, Sandro. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:2:p:542-:d:1315284.

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2025The Opportunities and Barriers in Developing Interactive Digital Extension Services for Smallholder Farmers as a Pathway to Sustainable Agriculture: A Systematic Review. (2025). Wetterlind, Johanna ; Nyberg, Ylva ; Dacuyan, Flordeliz B ; Chou, Phanith ; Hong, Le Thi ; Hoa, Le Thi. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:7:p:3007-:d:1622413.

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2024Extreme Weather Events and Climate Change: Economic Impacts and Adaptation Policies. (2024). Ferreira, Susana. In: IZA Discussion Papers. RePEc:iza:izadps:dp16715.

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2025Urban economic resilience after climate disasters: A regional recovery forecasting framework for the Valencia floods. (2025). Tortosa-Ausina, Emili ; Pava, Jos Manuel ; Balaguer-Coll, Maria Teresa ; Espinosa, Priscila. In: Working Papers. RePEc:jau:wpaper:2025/10.

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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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2024The Economic Dynamics After a Flood: Evidence from Satellite Data. (2024). Collalti, Dino. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:9:d:10.1007_s10640-024-00887-6.

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2025International Trade and the Transmission of Temperature Shocks. (2025). Schenker, Oliver ; Osberghaus, Daniel. In: Environmental & Resource Economics. RePEc:kap:enreec:v:88:y:2025:i:4:d:10.1007_s10640-025-00957-3.

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2024Pooled mean group estimation of an energy-globalization-emissions nexus: Evidence from the selected South- and South-East Asian countries. (2024). Ahmed, Khalid. In: Energy & Environment. RePEc:sae:engenv:v:35:y:2024:i:7:p:3625-3646.

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2024Forecasting Hourly Spot Prices in Indian Electricity Market. (2024). Mukherjee, Paramita ; Coondoo, Dipankor ; Lahiri, Poulomi. In: Studies in Microeconomics. RePEc:sae:miceco:v:12:y:2024:i:3:p:273-295.

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2024Assessing the financial impacts of significant wildfires on US capital markets: sectoral analysis. (2024). Tavor, Tchai. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:3:d:10.1007_s00181-024-02574-3.

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2025Assessing the impact of renewable energy and financial development on environment quality in Asian emerging economies (AEEs). (2025). Yousaf, Usman Saleem ; Sawar, Saima ; Ali, Farhan ; Aziz, Babar ; Hussain, Shahzad. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:27:y:2025:i:7:d:10.1007_s10668-024-04587-5.

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2025Disasters and technological upgrading measured by changes in demand for ICT labour: estimating the impacts with text. (2025). Campos-Gonzlez, Jorge. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:121:y:2025:i:1:d:10.1007_s11069-024-06863-z.

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2025Natural disasters, government effectiveness and agribusiness export competitiveness: Evidence from Developing Asia. (2025). Ratnasiri, Shyama ; Perera, Madhushika. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:121:y:2025:i:8:d:10.1007_s11069-025-07159-6.

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2025On the sensitivity of some portfolio optimization models using interval analysis. (2025). Singh, Sarishti ; Panda, Geetanjali. In: OPSEARCH. RePEc:spr:opsear:v:62:y:2025:i:1:d:10.1007_s12597-024-00787-9.

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2024Financial openness and cross-border capital flows: perspectives from terrorist attacks as exogenous shocks. (2024). Liu, Tao ; Chen, Zihan ; Mei, Dongzhou. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:1:d:10.1007_s10290-023-00495-4.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2024Interpretable corn future price forecasting with multivariate time series. (2024). Wang, Lin ; Wu, Binrong. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1575-1594.

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2024Bayesian Markov switching model for BRICS currencies exchange rates. (2024). Uddin, Gazi ; Ahmad, Wasim ; Kumar, Utkarsh. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:6:p:2322-2340.

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2024Measuring persistent global economic factors with output, commodity price, and commodity currency data. (2024). Basistha, Arabinda ; Startz, Richard. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2860-2885.

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2025Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter. (2025). Date, Paresh ; Maunthrooa, Janeeta. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:606-622.

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2025Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion. (2025). Lv, Shengxiang ; Yu, Sihao ; Wu, Binrong. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1363-1382.

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2025Levelling the field: A review of the ICT revolution and agricultural extension in the Global South. (2025). Khan, Rashid Parvez ; Gupta, Saurabh ; Daum, Thomas ; Birner, Regina ; Ringler, Claudia. In: Journal of International Development. RePEc:wly:jintdv:v:37:y:2025:i:1:p:1-21.

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Works by Jaroslava Hlouskova:

YearTitleTypeCited
2015GMM Estimation of Affine Term Structure Models In: Papers.
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2020GMM estimation of affine term structure models.(2020) In: Econometrics and Statistics.
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2015GMM Estimation of Affine Term Structure Models.(2015) In: Economics Series.
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2008NATURAL DISASTERS AS CREATIVE DESTRUCTION? EVIDENCE FROM DEVELOPING COUNTRIES In: Economic Inquiry.
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2005CEEC growth projections: Certainly necessary and necessarily uncertain In: The Economics of Transition.
[Full Text][Citation analysis]		article27
2004CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain.(2004) In: Diskussionsschriften.
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2009Finite Sample Correction Factors for Panel Cointegration Tests* In: Oxford Bulletin of Economics and Statistics.
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2009Finite Sample Correction Factors for Panel Cointegration Tests.(2009) In: Economics Series.
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2002The CEEC10s Real Convergence Prospects In: CEPR Discussion Papers.
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2001The CEEC10s Real Convergence Prospects.(2001) In: Transition Economics Series.
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This paper has nother version. Agregated cites: 16		paper
2016The role of the marginal rate of substitution of wealth for a loss averse investor In: Economics Bulletin.
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2004Forecasting electricity spot-prices using linear univariate time-series models In: Applied Energy.
[Full Text][Citation analysis]		article133
2009Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management In: Journal of Empirical Finance.
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2004Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management.(2004) In: Cahiers de Recherches Economiques du Département d'économie.
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2011Optimal asset allocation under linear loss aversion In: Journal of Banking & Finance.
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2010Optimal Asset Allocation Under Linear Loss Aversion.(2010) In: Economics Series.
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2017The consumption–investment decision of a prospect theory household: A two-period model In: Journal of Mathematical Economics.
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2019The consumption–investment decision of a prospect theory household: A two-period model with an endogenous second period reference level In: Journal of Mathematical Economics.
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2018The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level.(2018) In: Economics Series.
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2024Prospect theory and asset allocation In: The Quarterly Review of Economics and Finance.
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2022Prospect theory and asset allocation.(2022) In: IHS Working Paper Series.
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2005Real options and the value of generation capacity in the German electricity market In: Review of Financial Economics.
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2005Real options and the value of generation capacity in the German electricity market.(2005) In: Review of Financial Economics.
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2005The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study In: Economics Working Papers.
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2006The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study.(2006) In: Econometric Reviews.
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2005The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study.(2005) In: Diskussionsschriften.
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This paper has nother version. Agregated cites: 193		paper
2014Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case In: Czech Journal of Economics and Finance (Finance a uver).
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2020AgroTutor: A Mobile Phone Application Supporting Sustainable Agricultural Intensification In: Sustainability.
[Full Text][Citation analysis]		article4
2007An Integrated CVaR and Real Options Approach to Investments in the Energy Sector In: Economics Series.
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An integrated CVaR and real options approach to investments in the energy sector.() In: Journal of Energy Markets.
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2007The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study In: Economics Series.
[Full Text][Citation analysis]		paper116
2010The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study.(2010) In: Econometric Reviews.
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2009Growth Regressions, Principal Components and Frequentist Model Averaging In: Economics Series.
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2012Capital Income Taxation and Risk Taking under Prospect Theory In: Economics Series.
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2012Capital income taxation and risk taking under prospect theory.(2012) In: International Tax and Public Finance.
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2012What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment? In: Economics Series.
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2012Optimal Asset Allocation under Quadratic Loss Aversion In: Economics Series.
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2014Can Macroeconomists Get Rich Forecasting Exchange Rates? In: Economics Series.
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2014Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Papers.
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2014Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Paper Series.
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2016The Consumption-Investment Decision of a Prospect Theory Household In: Economics Series.
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2017Exchange rate forecasting and the performance of currency portfolios In: Economics Series.
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2018Exchange rate forecasting and the performance of currency portfolios.(2018) In: Journal of Forecasting.
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2001Legal Restrictions on Portfolio Holdings: Some Empirical Results In: Economics Series.
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2020Capital income taxation under full loss offset provisions of a prospect theory investor In: IHS Working Paper Series.
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2020A behavioral economic approach to multiple job holdings with leisure In: IHS Working Paper Series.
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2021Regime-dependent commodity price dynamics: A predictive analysis In: IHS Working Paper Series.
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2024Regime‐dependent commodity price dynamics: A predictive analysis.(2024) In: Journal of Forecasting.
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2021Financial instability and economic activity In: IHS Working Paper Series.
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