Suhejla Hoti : Citation Profile

University of Western Australia

8

H index

8

i10 index

596

Citations

RESEARCH PRODUCTION:

15

Articles

5

Papers

1

Books

7

Chapters

RESEARCH ACTIVITY:

   8 years (2003 - 2011). See details.
   Cites by year: 74
   Journals where Suhejla Hoti has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 13 (2.13 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pho678
   Updated: 2025-12-20    RAS profile: 2025-10-10    
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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 Suhejla Hoti.

Is cited by:

Chang, Chia-Lin (158)

Caporin, Massimiliano (46)

Tansuchat, Roengchai (45)

Allen, David (20)

Asai, Manabu (18)

Hakim, Abdul (15)

Powell, Robert (13)

Hafner, Christian (10)

Hsu, Hui-Kuang (8)

Salisu, Afees (8)

Divino, Jose Angelo (6)

Cites to:

Ling, Shiqing (21)

Bollerslev, Tim (16)

Engle, Robert (10)

Chan, Felix (6)

Oxley, Les (5)

Read, Robert (4)

Jagannathan, Ravi (3)

Calvo, Guillermo (2)

Pauwels, Laurent (2)

Jha, Raghbendra (2)

Reinhart, Carmen (2)

Main data

Where Suhejla Hoti has published?

Journals with more than one article published# docs
Mathematics and Computers in Simulation (MATCOM)6
Journal of Economic Surveys4
Econometric Reviews2

Working Papers Series with more than one paper published# docs
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo2

Recent works citing Suhejla Hoti (2025 and 2024)

YearTitle of citing document
2024Vector AutoRegressive Moving Average Models: A Review. (2024). Wilms, Ines ; Tsay, Ruey S ; Duker, Marie-Christine ; Matteson, David S. In: Papers. RePEc:arx:papers:2406.19702.

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2025Deep Learning Enhanced Multivariate GARCH. (2025). Liu, Chen ; Wang, Haoyuan ; Tran, Minh-Ngoc. In: Papers. RePEc:arx:papers:2506.02796.

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2024On vector linear double autoregression. (2024). Zhu, Qianqian ; Lin, Yuchang. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:376-397.

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2024Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability leaders. (2024). Isfahani, Mohammad Nasr ; Asl, Mahdi Ghaemi ; Vasa, Laszlo ; Xiang, Diling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1271-1295.

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2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

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2025The impact of country risk on innovation: Global evidence. (2025). Wen, Jun ; Duan, Hai-Peng ; Chang, Chun-Ping ; Zhao, Xin-Xin. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:2:s0939362524000979.

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2024GARCH-M model with an asymmetric risk premium: Distinguishing between ‘good’ and ‘bad’ volatility periods. (2024). Trifonov, Juri ; Potanin, Bogdan. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300457x.

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2024Worker reallocation, firm innovation, and Chinese import competition. (2024). Rocha, Vera ; Malik, Samreen ; Gu, Grace ; Pozzoli, Dario. In: Journal of International Economics. RePEc:eee:inecon:v:151:y:2024:i:c:s0022199624000783.

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2024Emission trading schemes and cross-border mergers and acquisitions. (2024). Zhang, Dayong ; Chen, Yajie ; Ji, Qiang ; Guo, Kun. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:124:y:2024:i:c:s0095069624000238.

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2025The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets. (2025). Yfanti, Stavroula ; Wu, Jiaying ; Karanasos, Menelaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000066.

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2024Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations. (2024). Sarwar, Suleman ; Waheed, Rida ; Yuan, Qiong ; Morales, Lucia ; Aziz, Ghazala. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003246.

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2024Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251.

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2024Female political leaders and R&D investment. (2024). Guan, Yuexin ; Pan, Wei-Fong ; Tang, Siyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001892.

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2024Against Democracy, Neo-totalitarianism, or What? A Cross-Country Dynamic Panel Endogenous Switching Regressing Analysis of Innovation, Economic Growth, and Political Stability. (2024). Frimpong, Stephen. In: World Development Perspectives. RePEc:eee:wodepe:v:36:y:2024:i:c:s2452292924000626.

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2024Estimating Spillover Effect from International Oil Market to Stock Market: Evidence from Korean Portfolio-Level Analysis. (2024). Choi, Sung Hee. In: Economies. RePEc:gam:jecomi:v:12:y:2024:i:4:p:92-:d:1375970.

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2024L 1 Regularization for High-Dimensional Multivariate GARCH Models. (2024). Yao, Sijie ; Zou, Hui ; Xing, Haipeng. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:2:p:34-:d:1333357.

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2024Geopolitical Conflict and Risk and the EU Energy Trading: A Dynamic Evolutionary Networks Analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Xu, Shuanglei ; Deng, Youyi. In: Working Papers. RePEc:hhs:cbsnow:2024_014.

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2025Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia. (2025). Chiang, Shu-Mei ; Kuo, Chen-Yin. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:1:d:10.1007_s11156-024-01291-3.

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2024Portfolio selection from risk transfer mechanisms in a time of crisis for renewable energy markets. (2024). Chang, Chia-Lin ; Wang, Yu-Ann. In: KIER Working Papers. RePEc:kyo:wpaper:1108.

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2025The impact of political, financial, and economic risks on energy transition: the role of natural resource rents. (2025). Wang, Qiang ; Li, Xueting. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04370-5.

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2024Modelling prices and volatilities in the sharing economy. (2024). Andrada-Flix, Julin ; Hernndez, Juan M ; Prez-Rodrguez, Jorge V. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:5:p:1189-1215.

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2024Impact of political risk and economic growth on the tourism industry: Evidence from a dynamic threshold panel model. (2024). Sharma, Sharad ; Kaur, Muskan ; Joshi, Mahesh ; Jaisinghani, Dinesh ; Ahmed, Abdullahi D. In: Tourism Economics. RePEc:sae:toueco:v:30:y:2024:i:6:p:1448-1464.

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2025Short- and long-run cross-border European sustainability interdependences. (2025). Yfanti, S ; Karanasos, M ; Wu, J ; Vourvachis, P. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05765-w.

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2025Trading behavior-stock market volatility nexus among institutional and individual investors. (2025). Zolfaghari, Mehdi ; Saranj, Alireza. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00717-0.

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2025A PLS-SEM approach to understanding the relationship between global competitiveness and environmental performance: the moderating role of perceived corruption. (2025). Yildiz, Harun ; Sarihan, Ahmed Yusuf. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00586-8.

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2025Do Country Risks Matter for Tourism efficiency? Evidence from Mediterranean countries. (2025). Frifita, Manel ; Hadhek, Zouhair. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-02033-5.

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2024The effects of financial risk components on local-currency bond markets: theory and empirical evidence. (2024). Boukhatem, Jamel. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:4:d:10.1007_s43546-024-00642-5.

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2025Conditional Correlation via Generalized Random Forests with Application to Hedge Funds. (2025). Escobar Anel, Marcos ; Aghapour, Ahmad ; Escobar-Anel, Marcos ; Arian, Hamid ; Seco, Luis. In: SN Operations Research Forum. RePEc:spr:snopef:v:6:y:2025:i:3:d:10.1007_s43069-025-00548-4.

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2024The Effect of Disaggregated Country Risk on the Returns of the South African Exchange Traded Fund Market. (2024). Kunjal, Damien ; Muzindutsi, Paul Francois ; Peerbhai, Faeezah. In: Journal of Economics and Financial Analysis. RePEc:trp:01jefa:jefa0069.

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2025Sustainable investing in emerging markets: Evidence from the Sustainable Stock Exchanges initiative. (2025). Dai, Yuwen. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:2001-2015.

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Works by Suhejla Hoti:

YearTitleTypeCited
2004An Empirical Assessment of Country Risk Ratings and Associated Models In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article37
2006HOW DOES COUNTRY RISK AFFECT INNOVATION? AN APPLICATION TO FOREIGN PATENTS REGISTERED IN THE USA In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article5
2006INTELLECTUAL PROPERTY LITIGATION ACTIVITY IN THE USA In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article15
2007MEASURING RISK IN ENVIRONMENTAL FINANCE In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article18
2010Value-at-Risk for Country Risk Ratings In: Working Papers in Economics.
[Full Text][Citation analysis]		paper7
2009Value-at-Risk for Country Risk Ratings.(2009) In: CARF F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2011Value-at-Risk for country risk ratings.(2011) In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2009Value-at-Risk for Country Risk Ratings.(2009) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2008GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION In: Econometric Theory.
[Full Text][Citation analysis]		article174
2005Modelling country spillover effects in country risk ratings In: Emerging Markets Review.
[Full Text][Citation analysis]		article31
2004An empirical evaluation of international capital flows for developing countries In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article4
2005Comparative analysis of risk ratings for the East European region In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article3
2005Small island tourism economies and country risk ratings In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article5
2005Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article1
2008Multivariate volatility in environmental finance In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article1
2008The Economics of Small Island Tourism In: Books.
[Full Text][Citation analysis]		book4
2005Introduction In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
2005Country Risk Models: An Empirical Critique In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
2005Rating Risk Rating Systems In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
2005Assessment of Risk Ratings and Risk Returns for 120 Representative Countries In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
2005Conditional Volatility Models for Risk Ratings and Risk Returns In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
2005Univariate and Multivariate Estimates of Symmetric and Asymmetric Conditional Volatilities and Conditional Correlations for Risk Returns In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
2005Conclusion In: Contributions to Economic Analysis.
[Full Text][Citation analysis]		chapter0
2004Modelling Environmental Risk In: IHEID Working Papers.
[Full Text][Citation analysis]		paper15
2005Modelling Country Risk and Uncertainty in Small Island Tourism Economies In: Tourism Economics.
[Full Text][Citation analysis]		article24
2009Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility In: Econometric Reviews.
[Full Text][Citation analysis]		article243
2009Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments In: Econometric Reviews.
[Full Text][Citation analysis]		article3
2003Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings In: CIRJE F-Series.
[Full Text][Citation analysis]		paper6

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