11
H index
11
i10 index
593
Citations
Ronald Mahieu : Citation Profile
Universiteit van Tilburg | RESEARCH PRODUCTION: 13 Articles 46 Papers 2 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (1994 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ronald Mahieu. | Is cited by:
| Cites to:
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Main data
Where Ronald Mahieu has published?
| Journals with more than one article published | # docs |
|---|---|
| Energy Economics | 3 |
| Journal of Applied Econometrics | 2 |
| Journal of International Money and Finance | 2 |
Recent works citing Ronald Mahieu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | A Sieve-SMM Estimator for Dynamic Models. (2019). Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:1902.01456. Full description at Econpapers || Download paper |
| 2023 | Multivariate probabilistic forecasting of intraday electricity prices using normalizing flows. (2023). Dahmen, Manuel ; Mitsos, Alexander ; Witthaut, Dirk ; Cramer, Eike. In: Applied Energy. RePEc:eee:appene:v:346:y:2023:i:c:s0306261923007341. Full description at Econpapers || Download paper |
| 2023 | How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? Evidence from major currencies. (2023). Huang, Jianglu ; Qi, Zikang ; Wang, Xinyu. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003923. Full description at Econpapers || Download paper |
| 2023 | Testing for integration and cointegration when time series are observed with noise. (2023). Pelagatti, Matteo ; Parisio, Lucia ; Maranzano, Paolo ; Gianfreda, Angelica. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001645. Full description at Econpapers || Download paper |
| 2023 | Scalable inference for a full multivariate stochastic volatility model. (2023). Plataniotis, Anastasios ; Petrova, Katerina ; Titsias, Michalis K ; Dellaportas, Petros. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:2:p:501-520. Full description at Econpapers || Download paper |
| 2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper |
| 2023 | Modelling Australian electricity prices using indicator saturation. (2023). Apergis, Nicholas ; Wang, Shixuan ; Reade, James ; Pan, Wei-Fong. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001147. Full description at Econpapers || Download paper |
| 2024 | Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve. (2024). Demetriades, Elias ; Tselika, Maria. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001798. Full description at Econpapers || Download paper |
| 2023 | Market failure or politics? Understanding the motives behind regulatory actions to address surging electricity prices. (2023). Zhang, Alex Hongliang ; Erten, Ibrahim Etem ; Camadan, Ercument ; Sirin, Selahattin Murat. In: Energy Policy. RePEc:eee:enepol:v:180:y:2023:i:c:s030142152300232x. Full description at Econpapers || Download paper |
| 2024 | The impact of macroeconomic news sentiment on interest rates. (2024). Offner, Eric A ; Audrino, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254. Full description at Econpapers || Download paper |
| 2023 | LASSO principal component averaging: A fully automated approach for point forecast pooling. (2023). Maciejowska, Katarzyna ; Uniejewski, Bartosz. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1839-1852. Full description at Econpapers || Download paper |
| 2023 | Price discovery and triangular arbitrage in currency markets. (2023). Chen, Yu-Lun ; Gau, Yin-Feng ; Wu, Zhen-Xing. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001134. Full description at Econpapers || Download paper |
| 2023 | Eurozone government bond spreads: A tale of different ECB policy regimes. (2023). Pieterse-Bloem, Mary. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:139:y:2023:i:c:s0261560623001663. Full description at Econpapers || Download paper |
| 2023 | Perceived FOMC: The making of hawks, doves and swingers. (2023). Istrefi, Klodiana ; Bordo, Michael. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:125-143. Full description at Econpapers || Download paper |
| 2024 | Making monetary policy in Poland: Are Polish hawks and doves different?. (2024). Mackiewicz-Yziak, Joanna ; Kokoszczyski, Ryszard. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001258. Full description at Econpapers || Download paper |
| 2023 | On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model. (2023). Ivanov, Roman V. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:6:p:111-:d:1167116. Full description at Econpapers || Download paper |
| 2023 | Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis. (2023). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Working Papers. RePEc:hhs:cbsnow:2023_008. Full description at Econpapers || Download paper |
| 2023 | Valuation of Spark-Spread Option Written on Electricity and Gas Forward Contracts Under Two-Factor Models with Non-Gaussian Lévy Processes. (2023). Noorani, Idin ; Mehrdoust, Farshid. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10232-4. Full description at Econpapers || Download paper |
| 2023 | Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9. Full description at Econpapers || Download paper |
| 2023 | Women and Governance: Monetary policy decisions taken by central banks affect the economy, society and politics worldwide. Does the presence of women matter in these decisions? We construct a new and . (2023). Romelli, Davide ; Profeta, Paola ; Masciandaro, Donato. In: Trinity Economics Papers. RePEc:tcd:tcduee:tep1123. Full description at Econpapers || Download paper |
| 2023 | How aggregate electricity demand responds to hourly wholesale price fluctuations. (2023). Ruhnau, Oliver ; Khanna, Tarun ; Hirth, Lion. In: EconStor Preprints. RePEc:zbw:esprep:272048. Full description at Econpapers || Download paper |
Works by Ronald Mahieu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | Monetary Policy Committees, Voting Behavior and Ideal Points In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Hawks and Doves at the FOMC In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
| 2015 | Hawks and Doves at the FOMC.(2015) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2015 | Hawks and Doves at the FOMC.(2015) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2015 | Hawks and Doves at the FOMC.(2015) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2017 | The World We Live In: Local or Global? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Price Discovery on Foreign Exchange Markets In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2007 | Irving Fisher, Expectational Errors, and the UIP Puzzle In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2010 | The bond yield conundrum: alternative hypotheses and the state of the economy In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2010 | The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy.(2010) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2010 | The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2010 | The Bond Yield Conundrum : Alternative Hypotheses and the State of the Economy.(2010) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2011 | Can the Fed talk the hind legs off the stock market? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Can the Fed Talk the Hind Legs Off the Stock Market?.(2017) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2013 | Inferring hawks and doves from voting records In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 16 |
| 2018 | Inferring hawks and doves from voting records.(2018) In: European Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
| 2013 | Inferring Hawks and Doves from Voting Records.(2013) In: Discussion Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2013 | Inferring Hawks and Doves from Voting Records.(2013) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 2013 | Inferring Hawks and Doves from Voting Records.(2013) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
| 1994 | Neglected Common Factors in Exchange Rate Volatility In: CEPR Financial Markets Paper. [Citation analysis] | paper | 49 |
| 1994 | Neglected common factors in exchange rate volatility.(1994) In: Journal of Empirical Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
| 2000 | Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers. [Full Text][Citation analysis] | paper | 27 |
| 1999 | Daily exchange rate behaviour and hedging of currency risk.(1999) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2000 | Daily exchange rate behaviour and hedging of currency risk.(2000) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 1999 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2001 | Daily Exchange Rate Behaviour and Hedging of Currency Risk.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
| 2003 | Regime jumps in electricity prices In: Energy Economics. [Full Text][Citation analysis] | article | 174 |
| 2001 | Regime Jumps in Electricity Prices.(2001) In: ERIM Report Series Research in Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 174 | paper | |
| 2007 | Hourly electricity prices in day-ahead markets In: Energy Economics. [Full Text][Citation analysis] | article | 114 |
| 2007 | Hourly Electricity Prices in Day-Ahead Markets.(2007) In: ERIM Report Series Research in Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 114 | paper | |
| 2009 | Electricity portfolio management: Optimal peak/off-peak allocations In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
| 2007 | Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations.(2007) In: ERIM Report Series Research in Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 2009 | Electricity portfolio management : Optimal peak/off-peak allocations.(2009) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
| 1998 | Price discovery in the foreign exchange market: an empirical analysis of the yen/dmark rate1, 2 In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 20 |
| 2013 | Factor decomposition and diversification in European corporate bond markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
| 2000 | On the variation of hedging decisions in daily currency risk management In: Econometric Institute Research Papers. [Full Text][Citation analysis] | paper | 2 |
| 2001 | On the Variation of Hedging Decisions in Daily Currency Risk Management.(2001) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2007 | Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 3 |
| 2004 | Financial Integration Through Benchmarks: The European Banking Sector In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 1 |
| 2003 | International Portfolio Choice In: ERIM Report Series Research in Management. [Citation analysis] | paper | 0 |
| 2011 | International Portfolio Choice.(2011) In: Palgrave Macmillan Books. [Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| 2003 | A Range-Based Multivariate Model for Exchange Rate Volatility In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Do Exchange Rates Move in Line With Uncovered Interest Parity? In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Hedging Exposure to Electricity Price Risk in a Value at Risk Framework In: ERIM Report Series Research in Management. [Full Text][Citation analysis] | paper | 2 |
| 2016 | The SSM at 1 In: SUERF Studies. [Full Text][Citation analysis] | book | 2 |
| 2016 | Central banking and monetary policy: Which will be the post-crisis new normal? Abstract: Central Bankers are currently facing big challenges in designing and implementing monetary policy, as well as w In: SUERF Studies. [Full Text][Citation analysis] | book | 2 |
| 1994 | Stochastic volatility and the distribution of exchange rate news In: Discussion Paper / Institute for Empirical Macroeconomics. [Full Text][Citation analysis] | paper | 13 |
| 1999 | Price Discovery on Foreign Exchange Markets with Differentially Informed Traders. In: Southern California - School of Business Administration. [Citation analysis] | paper | 5 |
| 1999 | Price Discovery on Foreign Exchange Markets with Differentially Informed Traders.(1999) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 1998 | An empirical application of stochastic volatility models In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 44 |
| 2012 | Performance Persistence of Dutch Pension Funds In: De Economist. [Full Text][Citation analysis] | article | 8 |
| 1998 | A Bayesian analysis of stock return volatility and trading volume In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 2006 | A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates In: Econometric Reviews. [Full Text][Citation analysis] | article | 8 |
| 2012 | Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072) In: Discussion Paper. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072).(2012) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2013 | Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records In: Discussion Paper. [Full Text][Citation analysis] | paper | 17 |
| 2013 | Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records.(2013) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2013 | Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records.(2013) In: Other publications TiSEM. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2012 | Can the Fed Talk the Hind Legs off the Stock Market? (replaces EBC DP 2011-017) In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Performance persistence of Dutch pension plans In: Other publications TiSEM. [Full Text][Citation analysis] | paper | 6 |
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