Leandro dos Santos Maciel : Citation Profile

Universidade de São Paulo

4

H index

1

i10 index

50

Citations

RESEARCH PRODUCTION:

18

Articles

3

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   14 years (2011 - 2025). See details.
   Cites by year: 3
   Journals where Leandro dos Santos Maciel has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 2 (3.85 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma3473
   Updated: 2026-10-03    RAS profile: 2026-08-16    
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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)

Fantazzini, Dean (2)

Panagiotidis, Theodore (2)

Magner, Nicolas (1)

Yarovaya, Larisa (1)

ARGUEDAS SANZ, RAQUEL (1)

Rubesam, Alexandre (1)

Bucci, Andrea (1)

Righi, Marcelo (1)

Hardy, Nicolas (1)

Cites to:

Diebold, Francis (10)

Yoon, Seong-Min (10)

Tiwari, Aviral (9)

Bollerslev, Tim (8)

Shahzad, Syed Jawad Hussain (8)

Tabak, Benjamin (7)

Cheung, Yin-Wong (6)

Campbell, John (6)

Degiannakis, Stavros (6)

Mariano, Roberto (6)

GUPTA, RANGAN (6)

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 (2026 and 2025)

YearTitle of citing document
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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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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2026Blockchain Investment, dual-class share structure, and asset pricing efficiency. (2026). Hu, Nan ; Yin, Xuebao ; Qiu, Yueyang. In: Finance Research Letters. RePEc:eee:finlet:v:92:y:2026:i:c:s154461232600067x.

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2025Machine learning, memory and efficiency in cryptocurrency markets. (2025). Yarovaya, Larisa ; Mishra, Tapas ; Li, Shuyue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001003.

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2025Gold for global airline stock indices during COVID-19: Hedge or safe-haven asset?. (2025). Bouri, Elie ; Abuzayed, Bana ; Al-Fayoumi, Nedal. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:127:y:2025:i:c:s0969699725000547.

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2025Modelling the volatility dynamics of Chinas regional carbon markets: The heterogeneous effects of the fossil and clean energy electricity generation. (2025). Mo, Jianlei ; Wang, Huiyou ; Lu, Xunfa. In: Renewable Energy. RePEc:eee:renene:v:240:y:2025:i:c:s0960148124023206.

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2026Financial dynamics and interconnectedness between layer-1 and layer-2 blockchains. (2026). Acikgoz, Turker. In: International Review of Economics & Finance. RePEc:eee:reveco:v:107:y:2026:i:c:s1059056026000122.

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2025Quantitative Modeling of Speculative Bubbles, Crash Dynamics, and Critical Transitions in the Stock Market Using the Log-Periodic Power-Law Model. (2025). Singh, Avi ; Mahadeva, Rajesh ; Sarda, Varun ; Goyal, Amit Kumar. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:4:p:195-:d:1773331.

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2025Cryptocurrency as a Slice in Investment Portfolio: Identifying Critical Antecedents and Building Taxonomy for Emerging Economy. (2025). Manohar, Sridhar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:4:d:10.1007_s10690-024-09490-7.

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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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2025Risk Estimation in the Bitcoin Market Using a Three-Stage Ensemble Method. (2025). Su, YI ; Zha, Rui ; Yu, Lean. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:4:d:10.1007_s10614-024-10827-7.

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2026Interval-Valued Time Series Prediction for Vietnam Stock Indicators Based on Ensemble Long Short-Term Memory Networks. (2026). Vo-Van, Tai ; Lethi-Thu, Thuy ; Nguyen-Trang, Thao. In: Computational Economics. RePEc:kap:compec:v:67:y:2026:i:2:d:10.1007_s10614-025-10924-1.

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2026Global shocks and exchange-rate multifractality: new evidence from BRICS. (2026). Bhatia, Madhur. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:23:y:2026:i:3:d:10.1007_s10368-026-00764-1.

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2025Multifractal relationship between decomposed oil price shocks and trading volume. (2025). Apergis, Nicholas ; Yan, Huanhuan ; He, Pengchao ; Lu, Xunfa. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05227-7.

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2025Analysing the financial innovation-based characteristics of stock market efficiency using fuzzy decision-making technique. (2025). Mikhaylov, Alexey ; Yksel, Serhat ; Diner, Hasan ; Firli, Anisah ; Rahadian, Dadan. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00716-1.

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2026Cross-moment interaction in multivariate semi-nonparametric densities for risk forecasting. (2026). Perote, Javier ; Mora-Valencia, Andrs ; Jimnez, Ins. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00847-z.

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2026Modeling foreign exchange rates as stochastic difference equations with minimum uncertainty for prediction analysis. (2026). Salepiolu, Murat Adil ; Airim, Adil ; Lgar, Tun Murat ; Asirim, Ece. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00858-w.

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2026Forecasting the Conditional Distribution of Interval‐Valued Crude Oil Prices Using a Diffusion‐Based Approach. (2026). Yuying, Sun ; Mingran, Sun. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:2:p:470-495.

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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
2026When climate extremes shake equity markets: Evidence from multifractal analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2023Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability In: Global Finance Journal.
[Full Text][Citation analysis]		article6
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]		article2
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]		article2
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]		article5
2023How does price (in)efficiency influence cryptocurrency portfolios performance? The role of multifractality In: Quantitative Finance.
[Full Text][Citation analysis]		article4
2021Cryptocurrencies value‐at‐risk and expected shortfall: Do regime‐switching volatility models improve forecasting? In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article17
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]		article1

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