Leandro dos Santos Maciel : Citation Profile

Universidade de São Paulo

4

H index

1

i10 index

35

Citations

RESEARCH PRODUCTION:

16

Articles

3

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   14 years (2011 - 2025). See details.
   Cites by year: 2
   Journals where Leandro dos Santos Maciel has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 1 (2.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma3473
   Updated: 2026-02-07    RAS profile: 2025-12-10    
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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 Leandro dos Santos Maciel.

Is cited by:

Stengos, Thanasis (2)

Papapanagiotou, Georgios (2)

Panagiotidis, Theodore (2)

Fantazzini, Dean (2)

Lyócsa, Štefan (1)

ARGUEDAS SANZ, RAQUEL (1)

Zevallos, Mauricio (1)

Righi, Marcelo (1)

Magner, Nicolas (1)

Rubesam, Alexandre (1)

Albrecht, Peter (1)

Cites to:

Diebold, Francis (10)

Bollerslev, Tim (8)

Cheung, Yin-Wong (6)

Degiannakis, Stavros (6)

Mariano, Roberto (6)

Jagannathan, Ravi (5)

Wan, Alan (5)

Menkhoff, Lukas (5)

Tiwari, Aviral (5)

Yoon, Seong-Min (5)

Nielsen, Morten (5)

Main data

Where Leandro dos Santos Maciel has published?

Journals with more than one article published# docs
Computational Economics2
International Journal of Finance & Economics2

Recent works citing Leandro dos Santos Maciel (2025 and 2024)

YearTitle of citing document
2024Use of Artificial Intelligence in Ethereum Forecasting: The Deep Learning Models RNN and CNN with Ensemble Averaging Technique. (2024). Fozia, Narayan Nepal. In: International Journal of Innovations in Science & Technology. RePEc:abq:ijist1:v:6:y:2024:i:5:p:266-274.

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2024Forecasting realized volatility: Does anything beat linear models?. (2024). Zevallos, Mauricio ; Rubesam, Alexandre ; Branco, Rafael R. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000598.

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2024What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2025Nonbank financial institutions and financial stability: Time series analysis. (2025). Lu, Xiaoyong ; Huang, Xiaoqing ; Zheng, Licheng. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324015733.

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2024Are markets sentiment driving the price bubbles in the virtual?. (2024). ben Osman, Myriam ; Guesmi, Khaled ; Naoui, Kamel ; Hamdi, Haykel ; Galariotis, Emilios. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:272-285.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Shahzad, Umer ; Tiwari, Sunil ; Mahendru, Mandeep ; Cheng, Jiyang ; Khaled, Djebbouri. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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2024Improved Financial Predicting Method Based on Time Series Long Short-Term Memory Algorithm. (2024). Zhou, Yang ; Li, Kangyi. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:7:p:1074-:d:1369148.

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2025Dynamics in Realized Volatility Forecasting: Evaluating GARCH Models and Deep Learning Algorithms Across Parameter Variations. (2025). Gulay, Emrah ; Akgun, Omer Burak. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:6:d:10.1007_s10614-024-10694-2.

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2024AHP based on scenarios and the optimism coefficient for new and risky projects: case of independent criteria. (2024). Gaspars-Wieloch, Helena. In: Annals of Operations Research. RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-024-06197-w.

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2024How can one improve SAW and max-min multi-criteria rankings based on uncertain decision rules?. (2024). Gaspars-Wieloch, Helena ; Gawroski, Dominik. In: Operations Research and Decisions. RePEc:wut:journl:v:34:y:2024:i:1:p:131-148:id:7.

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Leandro dos Santos Maciel is editor of

Journal
RAUSP Management Journal

Works by Leandro dos Santos Maciel:

YearTitleTypeCited
2014Derivativos sobre Commodities Influenciam a Volatilidade dos Preços à Vista? Uma análise nos mercados de boi gordo e café arábica no Brasil In: Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR).
[Full Text][Citation analysis]		article0
2014Derivativos sobre Commodities Influenciam a Volatilidade dos Preços à Vista? Uma análise nos mercados de boi gordo e café arábica no Brasil.(2014) In: Revista de Economia e Sociologia Rural (RESR).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2011Apreçamentode opções de dólar no Brasil: umaavaliação dos modelos de redes neurais In: Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2011PRECIFICAÇÃO DE OPÇÕES DE TAXA DE JUROSNO BRASIL: UMA ANÁLISE DOS MODELOS DE BLACK, VASICEK, CIR E REDESNEURAIS RECORRENTES In: Anais do XXXVIII Encontro Nacional de Economia [Proceedings of the 38th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper0
2014AN EVOLVING FUZZY-GARCH APPROACH FORFINANCIAL VOLATILITY MODELING AND FORECASTING In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting].
[Full Text][Citation analysis]		paper6
2016Evolving Fuzzy-GARCH Approach for Financial Volatility Modeling and Forecasting.(2016) In: Computational Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2012A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting In: Brazilian Review of Finance.
[Full Text][Citation analysis]		article1
2013A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting.(2013) In: Palgrave Macmillan Books.
[Citation analysis]
This paper has nother version. Agregated cites: 1		chapter
2016A differential evolution algorithm for yield curve estimation In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]		article0
2021A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2022Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2011Pricing Brazilian exchange rate options using an adaptive network-based fuzzy inference system In: Fuzzy Economic Review.
[Citation analysis]		article0
2019Financial interval time series modelling and forecasting using threshold autoregressive models In: International Journal of Business Innovation and Research.
[Full Text][Citation analysis]		article1
2018Evolving fuzzy modelling for yield curve forecasting In: International Journal of Economics and Business Research.
[Full Text][Citation analysis]		article4
2021Functional Fuzzy Rule-Based Modeling for Interval-Valued Data: An Empirical Application for Exchange Rates Forecasting In: Computational Economics.
[Full Text][Citation analysis]		article1
2020Technical analysis based on high and low stock prices forecasts: evidence for Brazil using a fractionally cointegrated VAR model In: Empirical Economics.
[Full Text][Citation analysis]		article4
2023How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2021Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article15
2025Market Efficiency and Equity Risk Premium Predictability In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2025A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

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