12
H index
14
i10 index
885
Citations
Institut für Höhere Studien (IHS) | 12 H index 14 i10 index 885 Citations RESEARCH PRODUCTION: 35 Articles 32 Papers RESEARCH ACTIVITY: 24 years (2000 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phl12 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jaroslava Hlouskova. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Forecasting | 3 |
Journal of Mathematical Economics | 2 |
Econometric Reviews | 2 |
Mathematical Methods of Operations Research | 2 |
Journal of Optimization Theory and Applications | 2 |
Working Papers Series with more than one paper published | # docs |
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Economics Series / Institute for Advanced Studies | 14 |
IHS Working Paper Series / Institute for Advanced Studies | 7 |
Year | Title of citing document |
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2023 | Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, J'Erome ; Cousin, Areski. In: Papers. RePEc:arx:papers:2305.16152. Full description at Econpapers || Download paper |
2023 | Natural disasters, climate change, and structural transformation: A new perspective from international trade. (2023). Wu, Ruohan. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:5:p:1333-1377. Full description at Econpapers || Download paper |
2023 | The Political Economy of Intellectual Property Piracy: Do the Special 301 Pressures Matter?. (2023). Kanwar, Sunil. In: Working papers. RePEc:cde:cdewps:340. Full description at Econpapers || Download paper |
2024 | The impact of climate change and policies on productivity. (2024). Strobel, Johannes ; Schulte, Patrick ; Röhe, Oke ; Parker, Miles ; Bijnens, Gert ; Anyfantaki, Sofia ; de Mulder, Jan ; Colciago, Andrea ; Loureno, Nuno ; Schroth, Joachim ; Rohe, Oke ; Merikull, Jaanika ; Lopez-Garcia, Paloma ; Labhard, Vincent ; Falck, Elisabeth. In: Occasional Paper Series. RePEc:ecb:ecbops:2024340. Full description at Econpapers || Download paper |
2023 | A GARCH Model to Understand the Volatility of the Electricity Spot Price in Brazil. (2023). Andrade, Marcus Vinicius ; da Silva, Andr Luis. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-38. Full description at Econpapers || Download paper |
2024 | A semiparametric model for the cause-specific hazard under risk proportionality. (2024). Emura, Takeshi ; Wilke, Ralf A. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:195:y:2024:i:c:s0167947324000379. Full description at Econpapers || Download paper |
2023 | The short-run, dynamic employment effects of natural disasters: New insights from Puerto Rico. (2023). Pelli, Martino ; Brugnoli, Alberto ; Borda, Patrice ; Barattieri, Alessandro ; Tschopp, Jeanne. In: Ecological Economics. RePEc:eee:ecolec:v:205:y:2023:i:c:s0921800922003548. Full description at Econpapers || Download paper |
2023 | An empirical analysis of economic growth in countries exposed to coastal risks: Implications for their ecosystems. (2023). Couvet, Denis ; Virto, Laura Recuero ; Gasmi, Farid. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:4:s093936252300064x. Full description at Econpapers || Download paper |
2023 | Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993. Full description at Econpapers || Download paper |
2023 | Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328. Full description at Econpapers || Download paper |
2023 | The net climate effect of digitalization, differentiating between firms and households. (2023). Lange, Steffen ; Nabernegg, Markus ; Kopp, Thomas. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004395. Full description at Econpapers || Download paper |
2023 | Impact of renewable energy generation on power reserve energy demand. (2023). Boucher, Quentin ; Deman, Laureen. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006710. Full description at Econpapers || Download paper |
2023 | Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper |
2023 | Dynamic portfolio allocation for financial markets: A perspective of competitive-cum-compensatory strategy. (2023). Chen, Zhiwei ; Zhang, Jingshu ; Gong, Xiaomin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000057. Full description at Econpapers || Download paper |
2023 | Forecasting 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. Full description at Econpapers || Download paper |
2023 | Community and aftershock: New venture founding in the wake of deadly natural disasters. (2023). Cordero, Arkangel M. In: Journal of Business Venturing. RePEc:eee:jbvent:v:38:y:2023:i:2:s0883902623000022. Full description at Econpapers || Download paper |
2023 | Forecasting energy spot prices: A multiscale clustering recognition approach. (2023). Li, Ranran. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000284. Full description at Econpapers || Download paper |
2023 | In the eye of the storm: Firms and capital destruction in India. (2023). Pelli, Martino ; Eklou, Kodjovi M ; Bezmaternykh, Natalia ; Tschopp, Jeanne. In: Journal of Urban Economics. RePEc:eee:juecon:v:134:y:2023:i:c:s009411902200105x. Full description at Econpapers || Download paper |
2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper |
2024 | Long-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. Full description at Econpapers || Download paper |
2023 | Agricultural Product Price Forecasting Methods: A Review. (2023). Liu, Pingzeng ; Jiang, Hongtao ; Wang, Yan ; Zhang, Yan ; Meng, Xianyong ; Sun, Feihu. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:9:p:1671-:d:1224070. Full description at Econpapers || Download paper |
2023 | Environmental Degradation by Energy–Economic Growth Interlinkages in EU Agriculture. (2023). Tsiantikoudis, Stavros ; Arabatzis, Garyfallos ; Galatsidas, Spyridon ; Zafeiriou, Eleni ; Batzios, Athanasios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3900-:d:1139700. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2024 | Forecasting Selected Commodities’ Prices with the Bayesian Symbolic Regression. (2024). Pawowski, Micha ; Drachal, Krzysztof. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:2:p:34-:d:1366740. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Fostering the Implementation of Nature Conservation Measures in Agricultural Landscapes: The NatApp. (2023). Mouratiadou, Ioanna ; Bellingrath-Kimura, Sonoko D ; Geppert, Frauke. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3030-:d:1060867. Full description at Econpapers || Download paper |
2023 | An empirical analysis of economic growth in countries exposed to coastal risks: Implications for their ecosystems. (2023). Couvet, Denis ; Virto, Laura Recuero ; Gasmi, Farid. In: Post-Print. RePEc:hal:journl:hal-04547896. Full description at Econpapers || Download paper |
2023 | Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, Jerome ; Cousin, Areski. In: Working Papers. RePEc:hal:wpaper:hal-04086378. Full description at Econpapers || Download paper |
2023 | Do bankers want their umbrellas back when it rains? Evidence from typhoons in China. (2023). ROMOCEA TURCU, Camelia ; Levieuge, Gregory ; Avril, Pauline. In: Working Papers. RePEc:inf:wpaper:2023.08. Full description at Econpapers || Download paper |
2023 | The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions. (2023). Zitikis, Riardas ; Garcia, Luis Fuentes ; Egozcue, Martin. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10252-8. Full description at Econpapers || Download paper |
2023 | Creatively Destructive Hurricanes: Do Disasters Spark Innovation?. (2023). Noy, Ilan ; Strobl, Eric. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:1:d:10.1007_s10640-022-00706-w. Full description at Econpapers || Download paper |
2023 | The Effect of Natural Disasters on Hotel Demand, Supply and Labour Markets: Evidence from the La Palma Volcano Eruption. (2023). Boto-Garcia, David ; Leoni, Veronica. In: Environmental & Resource Economics. RePEc:kap:enreec:v:86:y:2023:i:4:d:10.1007_s10640-023-00811-4. Full description at Econpapers || Download paper |
2023 | Natural disasters, entrepreneurship activity, and the moderating role of country governance. (2023). Boudreaux, Christopher ; Escaleras, Monica ; Jha, Anand. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:4:d:10.1007_s11187-022-00657-y. Full description at Econpapers || Download paper |
2023 | Household indebtedness in the European Union countries: Going beyond the mainstream interpretation. (2023). Tomas, Ines ; Barradas, Ricardo. In: PSL Quarterly Review. RePEc:psl:pslqrr:2023:12. Full description at Econpapers || Download paper |
2023 | Surplus Free Cash Flow, Stock Market Segmentations and Earnings Management: The Moderating Role of Independent Audit Committee. (2023). Amran, Azlan ; Yahya, Sofri ; Toumeh, Ahmad A. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:6:p:1353-1382. Full description at Econpapers || Download paper |
2023 | Extreme Weather Events and Local Fiscal Responses: Evidence from U.S. Counties. (2023). Liao, Yanjun ; Abrigo, Michael ; Hou, Yilin ; Miao, Qing. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:7:y:2023:i:1:d:10.1007_s41885-022-00120-y. Full description at Econpapers || Download paper |
2023 | The Divergent Effects of Remittance Transfers for Post-Disaster States. (2023). Landis, Steven T ; Eldemerdash, Nadia. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:7:y:2023:i:3:d:10.1007_s41885-023-00136-y. Full description at Econpapers || Download paper |
2023 | Impact of tropical cyclones on sustainable development through loops and cycles: evidence from select developing countries of Asia. (2023). Nayak, Narayan Chandra ; Sen, Sweta ; Mohanty, William Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02431-9. Full description at Econpapers || Download paper |
2023 | Raided by the storm: how three decades of thunderstorms shaped U.S. incomes and wages. (2023). Roventini, Andrea ; Chiaromonte, Francesca ; Lamperti, Francesco ; Crippa, Federico ; Coronese, Matteo. In: LEM Papers Series. RePEc:ssa:lemwps:2023/40. Full description at Econpapers || Download paper |
2023 | An empirical analysis of economic growth in countries exposed to coastal risks - Implications for their ecosystems. (2023). Couvet, Denis ; Virto, Laura Recuero ; Gasmi, Farid. In: TSE Working Papers. RePEc:tse:wpaper:127750. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | GMM Estimation of Affine Term Structure Models In: Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | GMM estimation of affine term structure models.(2020) In: Econometrics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2015 | GMM Estimation of Affine Term Structure Models.(2015) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2008 | NATURAL DISASTERS AS CREATIVE DESTRUCTION? EVIDENCE FROM DEVELOPING COUNTRIES In: Economic Inquiry. [Full Text][Citation analysis] | article | 200 |
2005 | CEEC growth projections: Certainly necessary and necessarily uncertain In: The Economics of Transition. [Full Text][Citation analysis] | article | 26 |
2004 | CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain.(2004) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2009 | Finite Sample Correction Factors for Panel Cointegration Tests* In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 1 |
2009 | Finite Sample Correction Factors for Panel Cointegration Tests.(2009) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2002 | The CEEC10s Real Convergence Prospects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
2001 | The CEEC10s Real Convergence Prospects.(2001) In: Transition Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2016 | The role of the marginal rate of substitution of wealth for a loss averse investor In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2004 | Forecasting electricity spot-prices using linear univariate time-series models In: Applied Energy. [Full Text][Citation analysis] | article | 125 |
2009 | Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 6 |
2004 | Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management.(2004) In: Cahiers de Recherches Economiques du Département d'économie. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2011 | Optimal asset allocation under linear loss aversion In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 19 |
2010 | Optimal Asset Allocation Under Linear Loss Aversion.(2010) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2017 | The consumption–investment decision of a prospect theory household: A two-period model In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
2019 | The consumption–investment decision of a prospect theory household: A two-period model with an endogenous second period reference level In: Journal of Mathematical Economics. [Full Text][Citation analysis] | article | 1 |
2018 | The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level.(2018) In: Economics Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2024 | Prospect theory and asset allocation In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Prospect theory and asset allocation.(2022) In: IHS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2005 | Real options and the value of generation capacity in the German electricity market In: Review of Financial Economics. [Full Text][Citation analysis] | article | 23 |
2005 | Real options and the value of generation capacity in the German electricity market.(2005) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | article | |
2005 | The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study In: Economics Working Papers. [Full Text][Citation analysis] | paper | 187 |
2006 | The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study.(2006) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | article | |
2005 | The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study.(2005) In: Diskussionsschriften. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
2014 | Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 1 |
2020 | AgroTutor: A Mobile Phone Application Supporting Sustainable Agricultural Intensification In: Sustainability. [Full Text][Citation analysis] | article | 2 |
2007 | An Integrated CVaR and Real Options Approach to Investments in the Energy Sector In: Economics Series. [Full Text][Citation analysis] | paper | 8 |
2007 | The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study In: Economics Series. [Full Text][Citation analysis] | paper | 113 |
2010 | The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study.(2010) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 113 | article | |
2009 | Growth Regressions, Principal Components and Frequentist Model Averaging In: Economics Series. [Full Text][Citation analysis] | paper | 7 |
2012 | Capital Income Taxation and Risk Taking under Prospect Theory In: Economics Series. [Full Text][Citation analysis] | paper | 4 |
2012 | Capital income taxation and risk taking under prospect theory.(2012) In: International Tax and Public Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2012 | What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment? In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
2012 | Optimal Asset Allocation under Quadratic Loss Aversion In: Economics Series. [Full Text][Citation analysis] | paper | 1 |
2014 | Can Macroeconomists Get Rich Forecasting Exchange Rates? In: Economics Series. [Full Text][Citation analysis] | paper | 4 |
2014 | Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2014 | Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2016 | The Consumption-Investment Decision of a Prospect Theory Household In: Economics Series. [Full Text][Citation analysis] | paper | 2 |
2017 | Exchange rate forecasting and the performance of currency portfolios In: Economics Series. [Full Text][Citation analysis] | paper | 5 |
2018 | Exchange rate forecasting and the performance of currency portfolios.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2001 | Legal Restrictions on Portfolio Holdings: Some Empirical Results In: Economics Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Capital income taxation under full loss offset provisions of a prospect theory investor In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | A behavioral economic approach to multiple job holdings with leisure In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Regime-dependent commodity price dynamics: A predictive analysis In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2021 | Financial instability and economic activity In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2023 | Regime-dependent nowcasting of the Austrian economy In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2024 | Inflation Forecasting in Turbulent Times In: IHS Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2005 | An Algorithm for Portfolio Optimization with Transaction Costs In: Management Science. [Full Text][Citation analysis] | article | 12 |
2015 | Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 3 |
2005 | Beating the random walk in Central and Eastern Europe In: Journal of Forecasting. [Full Text][Citation analysis] | article | 17 |
2014 | Loss-Aversion with Kinked Linear Utility Functions In: Computational Economics. [Full Text][Citation analysis] | article | 6 |
2023 | Financial and economic uncertainties and their effects on the economy In: Empirica. [Full Text][Citation analysis] | article | 0 |
2017 | A behavioral portfolio approach to multiple job holdings In: Review of Economics of the Household. [Full Text][Citation analysis] | article | 10 |
2018 | Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices In: European Review of Agricultural Economics. [Full Text][Citation analysis] | article | 3 |
2013 | The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach In: Swiss Journal of Economics and Statistics (SJES). [Full Text][Citation analysis] | article | 3 |
2004 | Forecasting exchange rates in transition economies: A comparison of multivariate time series models In: Empirical Economics. [Full Text][Citation analysis] | article | 2 |
2007 | An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 6 |
2007 | An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 7 |
2000 | The efficient frontier for bounded assets In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 20 |
2015 | Downside loss aversion: Winner or loser? In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 0 |
2000 | Forecasting the Euro exchange rate using vector error correction models In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] | article | 10 |
2002 | Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management In: Diskussionsschriften. [Full Text][Citation analysis] | paper | 0 |
2004 | Whats Really the Story with this Balassa-Samuelson Effect in the CEECs? In: Diskussionsschriften. [Full Text][Citation analysis] | paper | 25 |
2016 | Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2021 | Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
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