Ronald Mahieu : Citation Profile

Deceased: 2015

11

H index

11

i10 index

624

Citations

RESEARCH PRODUCTION:

13

Articles

46

Papers

2

Books

1

Chapters

RESEARCH ACTIVITY:

   21 years (1994 - 2015). See details.
   Cites by year: 29
   Journals where Ronald Mahieu has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 20 (3.11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma286
   Updated: 2026-01-17    RAS profile:    
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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 Ronald Mahieu.

Is cited by:

Weron, Rafał (29)

masciandaro, donato (26)

Bos, Charles (13)

Fry-McKibbin, Renee (12)

Trueck, Stefan (11)

Romelli, Davide (10)

van Dijk, Herman (10)

Janczura, Joanna (10)

Shephard, Neil (9)

Favaretto, Federico (9)

Profeta, Paola (7)

Cites to:

Blinder, Alan (22)

Fratzscher, Marcel (15)

Eijffinger, Sylvester (15)

Ehrmann, Michael (15)

Andersen, Torben (14)

Bollerslev, Tim (14)

Swanson, Eric (13)

Raes, Louis (12)

de Haan, Jakob (12)

Jansen, David-Jan (12)

Bernanke, Ben (11)

Main data

Where Ronald Mahieu has published?

Journals with more than one article published# docs
Energy Economics3
Journal of Applied Econometrics2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
ERIM Report Series Research in Management / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam10
CEPR Discussion Papers / C.E.P.R. Discussion Papers7
Tinbergen Institute Discussion Papers / Tinbergen Institute4
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute3

Recent works citing Ronald Mahieu (2025 and 2024)

YearTitle of citing document
202445 Years of Publications in Energy Economics: Evolution and Thematic Trends. (2024). Uhr, Daniel ; da Motta, Ronaldo Seroa ; Victoria, Maria Laura ; de Abreu, Daniel. In: Papers. RePEc:arx:papers:2407.05974.

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2025An Ambit Field Framework for the Full Panel of Day-ahead Electricity Prices. (2025). Kloster, Thomas K. In: Papers. RePEc:arx:papers:2509.17236.

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2025Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Hubert, Paul ; Blot, Christophe ; Labondance, Fabien. In: Working papers. RePEc:bfr:banfra:1001.

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2024Green Stocks and Monetary Policy Shocks: Evidence from Europe. (2024). Bauer, Michael ; Rudebusch, Glenn D ; Offner, Eric A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11552.

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2025Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2025-07.

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2025Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-31.

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2024Multivariate scenario generation of day-ahead electricity prices using normalizing flows. (2024). Dahmen, Manuel ; Gorjo, Leonardo Rydin ; Trebbien, Julius ; Hilger, Hannes ; Cramer, Eike ; Witthaut, Dirk. In: Applied Energy. RePEc:eee:appene:v:367:y:2024:i:c:s030626192400624x.

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2024The gender factor in monetary policy: An event-study design. (2024). Giraldo, Anna ; Favaro, Donata ; Paggiaro, Adriano. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002670.

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2025The Big Mac index: An exact multilateral clarification. (2025). Kunkler, Michael. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000385.

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2025Green stocks and monetary policy shocks: Evidence from Europe. (2025). Rudebusch, Glenn ; Bauer, Michael ; Offner, Eric A. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125000947.

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2024Quantifying the short-term asymmetric effects of renewable energy on the electricity merit-order curve. (2024). Tselika, Maria ; Demetriades, Elias. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001798.

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2024Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003414.

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2025Albertas electricity futures market: An empirical analysis of price formation. (2025). Yatchew, Adonis. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325001070.

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2025The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets. (2025). Li, Han ; Ignatieva, Katja ; Gmez, Fabio ; Bgin, Jean-Franois. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001197.

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2025Comparison of indicator saturation and Markov regime-switching models for Brazilian electricity prices. (2025). Tabak, Benjamin ; de Castro, Marcos. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001653.

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2024Changes in hourly electricity consumption profiles and price elasticities in Denmark 2019–2022. (2024). Bjerregaard, Casper ; Jacobsen, Henrik Klinge ; Gunkel, Philipp Andreas ; Andersen, Frits Mller. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224025726.

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2024The impact of macroeconomic news sentiment on interest rates. (2024). Audrino, Francesco ; Offner, Eric A. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

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2024An empirical analysis of monetary policy committees composition and its relationship with monetary policy. (2024). Costa, Guilherme Spilimbergo ; Guillen, Diogo Abry. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000164.

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2024Making monetary policy in Poland: Are Polish hawks and doves different?. (2024). Mackiewicz-Łyziak, Joanna ; Kokoszczyński, Ryszard ; Kokoszczyski, Ryszard ; Mackiewicz-Yziak, Joanna. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001258.

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2024One money, one voice? Evaluating ideological positions of euro area central banks. (2024). Feldkircher, Martin ; Hofmarcher, Paul ; Siklos, Pierre L. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000843.

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2025Do appointing institutions influence monetary policy? Evidence from voting patterns in the Polish Monetary Policy Council. (2025). Lewkowicz, Jacek ; Hardt, Ukasz ; Fakowski, Jan ; Sysz, Bartosz. In: European Journal of Political Economy. RePEc:eee:poleco:v:89:y:2025:i:c:s0176268025000813.

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2024Green Stocks and Monetary Policy Shocks: Evidence from Europe. (2024). Rudebusch, Glenn ; Bauer, Michael ; Offner, Eric. In: Working Paper Series. RePEc:fip:fedfwp:99301.

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2024On the Dynamics of Spot Power Prices across Western Europe in Pandemic Times. (2024). Chamorro, Jose ; Abadie, Luis Maria. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:14:p:3420-:d:1433407.

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2024Stochastic Approaches to Energy Markets: From Stochastic Differential Equations to Mean Field Games and Neural Network Modeling. (2024). di Persio, Luca ; Alruqimi, Mohammed ; Garbelli, Matteo. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6106-:d:1536590.

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2025Hierarchical Vector Mixtures for Electricity Day-Ahead Market Prices Scenario Generation. (2025). Mari, Carlo ; Lucheroni, Carlo. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:17:p:2852-:d:1741787.

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2024The Volatility Dynamics of Prices in the European Power Markets during the COVID-19 Pandemic Period. (2024). Stankovi, Zorana Zoran ; Boi, Zorana ; Pcurar, Rzvan ; Milosavljevi, Pea ; Rajic, Milena Nebojsa ; Sabu, Emilia ; Borzan, Cristina. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:6:p:2426-:d:1357144.

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2024Forecasting price spikes in day-ahead electricity markets: techniques, challenges, and the road ahead. (2024). Sheybanivaziri, Samaneh ; le Dreau, Jerome ; Kazmi, Hussain. In: Discussion Papers. RePEc:hhs:nhhfms:2024_001.

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2025Interagency Coordination Bodies and the Speed of Prudential Policy Responses to the COVID-19 Pandemic. (2025). Brei, Michael ; Gadanecz, Blaise. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2025:q:3:a:6.

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2024In the shadow of country risk: asset pricing model of emerging market corporate bonds. (2024). Vladimirova, Desislava. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:5:d:10.1057_s41260-024-00370-3.

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2025Central bank committee decision-making: a systematic literature review and research agenda. (2025). Lo, Bruno Beltrao ; Vieira, Maria Teresa ; Ferreira, Carlos Francisco. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:3:d:10.1057_s41261-024-00264-9.

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2024Occam’s razor, machine learning and stochastic modeling of complex systems: the case of the Italian energy market. (2024). Mari, Carlo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:2:d:10.1007_s11135-023-01681-0.

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2024Green stocks and monetary policy shocks: Evidence from Europe. (2024). Bauer, Michael ; Rudebusch, Glenn D ; Offner, Eric A. In: IMFS Working Paper Series. RePEc:zbw:imfswp:308032.

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Works by Ronald Mahieu:

YearTitleTypeCited
2016Monetary Policy Committees, Voting Behavior and Ideal Points In: BAFFI CAREFIN Working Papers.
[Full Text][Citation analysis]		paper0
2015Hawks and Doves at the FOMC In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper20
2015Hawks and Doves at the FOMC.(2015) In: Discussion Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2015Hawks and Doves at the FOMC.(2015) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2015Hawks and Doves at the FOMC.(2015) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2017The World We Live In: Local or Global? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
1999Price Discovery on Foreign Exchange Markets In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2007Irving Fisher, Expectational Errors, and the UIP Puzzle In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper9
2010The bond yield conundrum: alternative hypotheses and the state of the economy In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2010The 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
2010The 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
2010The 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
2011Can the Fed talk the hind legs off the stock market? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2017Can 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: 8		article
2013Inferring hawks and doves from voting records In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper25
2018Inferring hawks and doves from voting records.(2018) In: European Journal of Political Economy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2013Inferring Hawks and Doves from Voting Records.(2013) In: Discussion Paper.
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This paper has nother version. Agregated cites: 25		paper
2013Inferring Hawks and Doves from Voting Records.(2013) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2013Inferring Hawks and Doves from Voting Records.(2013) In: Other publications TiSEM.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
1994Neglected Common Factors in Exchange Rate Volatility In: CEPR Financial Markets Paper.
[Citation analysis]		paper49
1994Neglected 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
2000Daily Exchange Rate Behaviour and Hedging of Currency Risk In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper27
1999Daily 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
2000Daily exchange rate behaviour and hedging of currency risk.(2000) In: Econometric Institute Research Papers.
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This paper has nother version. Agregated cites: 27		paper
2000Daily exchange rate behaviour and hedging of currency risk.(2000) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 27		article
1999Daily Exchange Rate Behaviour and Hedging of Currency Risk.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 27		paper
2001Daily 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
2003Regime jumps in electricity prices In: Energy Economics.
[Full Text][Citation analysis]		article180
2001Regime Jumps in Electricity Prices.(2001) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 180		paper
2007Hourly electricity prices in day-ahead markets In: Energy Economics.
[Full Text][Citation analysis]		article120
2007Hourly Electricity Prices in Day-Ahead Markets.(2007) In: ERIM Report Series Research in Management.
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This paper has nother version. Agregated cites: 120		paper
2009Electricity portfolio management: Optimal peak/off-peak allocations In: Energy Economics.
[Full Text][Citation analysis]		article20
2007Electricity Portfolio Management: Optimal Peak / Off-Peak Allocations.(2007) In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]
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2009Electricity portfolio management : Optimal peak/off-peak allocations.(2009) In: Other publications TiSEM.
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1998Price 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]		article20
2013Factor decomposition and diversification in European corporate bond markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article4
2000On the variation of hedging decisions in daily currency risk management In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper2
2001On 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
2007Irving Fisher and the UIP Puzzle: Meeting the Expectations a Century Later In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper3
2004Financial Integration Through Benchmarks: The European Banking Sector In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper1
2003International Portfolio Choice In: ERIM Report Series Research in Management.
[Citation analysis]		paper0
2011International Portfolio Choice.(2011) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has nother version. Agregated cites: 0		chapter
2003A Range-Based Multivariate Model for Exchange Rate Volatility In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper5
2007Revisiting Uncovered Interest Rate Parity: Switching Between UIP and the Random Walk In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper2
2007Do Exchange Rates Move in Line With Uncovered Interest Parity? In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper1
2007Hedging Exposure to Electricity Price Risk in a Value at Risk Framework In: ERIM Report Series Research in Management.
[Full Text][Citation analysis]		paper2
2016The SSM at 1 In: SUERF Studies.
[Full Text][Citation analysis]		book2
2016Central 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]		book2
1994Stochastic volatility and the distribution of exchange rate news In: Discussion Paper / Institute for Empirical Macroeconomics.
[Full Text][Citation analysis]		paper13
1999Price Discovery on Foreign Exchange Markets with Differentially Informed Traders. In: Southern California - School of Business Administration.
[Citation analysis]		paper5
1999Price Discovery on Foreign Exchange Markets with Differentially Informed Traders.(1999) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 5		paper
1998An empirical application of stochastic volatility models In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article44
2012Performance Persistence of Dutch Pension Funds In: De Economist.
[Full Text][Citation analysis]		article8
1998A Bayesian analysis of stock return volatility and trading volume In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
2006A Range-Based Multivariate Stochastic Volatility Model for Exchange Rates In: Econometric Reviews.
[Full Text][Citation analysis]		article8
2012Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072) In: Discussion Paper.
[Full Text][Citation analysis]		paper1
2012Can 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
2013Estimating the Preferences of Central Bankers : An Analysis of Four Voting Records In: Discussion Paper.
[Full Text][Citation analysis]		paper19
2013Estimating 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: 19		paper
2013Estimating 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: 19		paper
2012Can the Fed Talk the Hind Legs off the Stock Market? (replaces EBC DP 2011-017) In: Other publications TiSEM.
[Full Text][Citation analysis]		paper0
2012Performance persistence of Dutch pension plans In: Other publications TiSEM.
[Full Text][Citation analysis]		paper6

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