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: 1 (1.96 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pma3473
   Updated: 2026-08-23    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)

Fantazzini, Dean (2)

Papapanagiotou, Georgios (2)

Panagiotidis, Theodore (2)

ARGUEDAS SANZ, RAQUEL (1)

Mishra, Tapas (1)

Perote, Javier (1)

Gil-Alana, Luis (1)

Lyócsa, Štefan (1)

Hardy, Nicolas (1)

Yarovaya, Larisa (1)

Cites to:

Yoon, Seong-Min (10)

Diebold, Francis (10)

Tiwari, Aviral (9)

Shahzad, Syed Jawad Hussain (8)

Bollerslev, Tim (8)

Tabak, Benjamin (7)

Mariano, Roberto (6)

Cheung, Yin-Wong (6)

Campbell, John (6)

GUPTA, RANGAN (6)

Degiannakis, Stavros (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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2026When climate extremes shake equity markets: Evidence from multifractal analysis. (2026). MacIel, Leandro S ; Kayo, Eduardo K. In: Finance Research Letters. RePEc:eee:finlet:v:87:y:2026:i:c:s1544612325023542.

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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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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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