Diaa Noureldin : Citation Profile

International Monetary Fund (IMF)

4

H index

3

i10 index

211

Citations

RESEARCH PRODUCTION:

9

Articles

8

Papers

1

Chapters

RESEARCH ACTIVITY:

   16 years (2008 - 2024). See details.
   Cites by year: 13
   Journals where Diaa Noureldin has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 4 (1.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pno257
   Updated: 2026-01-17    RAS profile: 2024-07-08    
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Relations with other researchers

Works with:

Tavares, Marina (2)

Koch, Christoffer (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Diaa Noureldin.

Is cited by:

Bauwens, Luc (14)

Patton, Andrew (11)

Quaedvlieg, Rogier (9)

Bollerslev, Tim (9)

Storti, Giuseppe (8)

Maheu, John (8)

Omori, Yasuhiro (8)

Laurent, Sébastien (7)

Gallo, Giampiero (7)

Xu, Yongdeng (7)

Lucas, Andre (7)

Cites to:

Engle, Robert (14)

Rogoff, Kenneth (14)

Shephard, Neil (9)

Bauwens, Luc (8)

Obstfeld, Maurice (8)

Vona, Francesco (8)

Sheppard, Kevin (7)

Frankel, Jeffrey (7)

Bollerslev, Tim (7)

Campbell, John (7)

Laurent, Sébastien (7)

Main data

Where Diaa Noureldin has published?

Journals with more than one article published# docs
Review of Middle East Economics and Finance2

Working Papers Series with more than one paper published# docs
Economics Series Working Papers / University of Oxford, Department of Economics2
IMF Working Papers / International Monetary Fund2

Recent works citing Diaa Noureldin (2025 and 2024)

YearTitle of citing document
2025A Multivariate Realized GARCH Model. (2025). Hansen, Peter ; Archakov, Ilya ; Lunde, Asger. In: Papers. RePEc:arx:papers:2012.02708.

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2024Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2024). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488.

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2024Geometric Deep Learning for Realized Covariance Matrix Forecasting. (2024). Zhang, Chao ; Palma, Michele ; Bucci, Andrea. In: Papers. RePEc:arx:papers:2412.09517.

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2025Labor Market Impacts of the Green Transition: Evidence from a Contraction in the Oil Industry. (2025). Garnache, Cloé ; Nareklishvili, Maria ; Isaksen, Elisabeth. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12057.

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2024Great Layoff, Great Retirement and Post-pandemic Inflation. (2024). Grazzini, Jakob ; Ascari, Guido ; Massaro, Dominico. In: Working Papers. RePEc:dnb:dnbwpp:812.

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2025Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284.

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2025Characterizing green and carbon-intensive employment in India. (2025). Yanez-Pagans, Monica ; Vazquez, Emmanuel ; Ham, Andrés. In: Ecological Economics. RePEc:eee:ecolec:v:236:y:2025:i:c:s0921800925001788.

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2024How are green jobs created? A decomposition analysis. (2024). Maczulskij, Terhi. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004348.

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2025Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228.

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2025The contribution of realized variance–covariance models to the economic value of volatility timing. (2025). Xu, Yongdeng ; Bauwens, Luc. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1165-1183.

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2025Multivariate dynamic mixed-frequency density pooling for financial forecasting. (2025). Lopes, Hedibert F ; Virbickait, Audron ; Zaharieva, Martina Danielova. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1184-1198.

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2025Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization. (2025). Lai, Yu-Sheng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000236.

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2025Pandemic and War Inflation: Lessons from the International Experience. (2025). Martínez García, Enrique ; Lipinska, Anna ; Schwartzman, Felipe ; Garca, Enrique Martnez. In: Working Papers. RePEc:fip:feddwp:101768.

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2025Pandemic and War Inflation: Lessons from the International Experience. (2025). Martínez García, Enrique ; Lipinska, Anna ; Schwartzman, Felipe ; Garca, Enrique Martnez. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-71.

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2025Beruflicher Wandel in Rheinland-Pfalz: Nimmt die Bedeutung umweltschonender Kompetenzen zu?. (2025). Hamann, Silke ; Faisst, Christian ; Janser, Markus ; Jahn, Daniel ; Wapler, Rdiger ; Otto, Anne ; Wydra-Somaggio, Gabriele. In: IAB-Regional. Berichte und Analysen aus dem Regionalen Forschungsnetz. IAB Rheinland-Pfalz-Saarland. RePEc:iab:iabrrp:202502.

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2025Estimating the Green Wage Premium. (2025). Ozgen, Ceren ; Okubo, Toshihiro ; Kuai, Wenjing. In: IZA Discussion Papers. RePEc:iza:izadps:dp17878.

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2025The exponential HEAVY model: an improved approach to volatility modeling and forecasting. (2025). Xu, Yongdeng. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:2:d:10.1007_s11156-024-01358-1.

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2025Overcoming five key challenges to make the energy transition a just labor transition. (2025). Terzi, Alessio ; Fernández Intriago, Luis ; Shapiro, Alan Finkelstein ; Tarazona, Marcela ; Daniels, Reza ; Chakraborty, Shouvik ; Burrow, Sharan ; Leining, Catherine ; Kerr, Suzi ; Mar, Dave ; Janser, Markus ; Pucheta, Mauro ; Jakob, Michael ; Raimi, Daniel ; Heffron, Raphael ; Rambharos, Mandy ; Garcia, Helena ; Richardson, Euan. In: Nature Communications. RePEc:nat:natcom:v:16:y:2025:i:1:d:10.1038_s41467-025-62905-5.

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2024High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. (2024). Kuang, Wei. In: PLOS ONE. RePEc:plo:pone00:0303962.

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2025Resolving Coordination Frictions in Green Labor Transitions: Minimizing Unemployment, Costs, and Welfare Distortions. (2025). Adhikari, Shisham. In: MPRA Paper. RePEc:pra:mprapa:123479.

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2024Realized Variances vs. Correlations: Unlocking the Gains in Multivariate Volatility Forecasting. (2024). Opschoor, Anne ; Romero, Laura Capera. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240059.

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2025Climate Change Mitigation Policies for Developing Countries. (2025). Fankhauser, Sam ; Caucheteux, Juliette ; Srivastav, Sugandha. In: Review of Environmental Economics and Policy. RePEc:ucp:renvpo:doi:10.1086/732475.

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2025Five Frictions : Key Labor Market Barriers to Unlocking Job Growth in the Green Transition. (2025). Mealy, Penelope Ann ; Johannes, Joris Joseph ; de Moura, Fernanda Senra ; Knudsen, Camilla. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:11224.

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2025Understanding labor market transitions in the Green Economy: A synthetic panel approach for Colombia. (2025). Caiza-Guamn, Pamela ; Garca-Suaza, Andrs ; Rico, Carlos Seplveda. In: GLO Discussion Paper Series. RePEc:zbw:glodps:1693.

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2024Disentangling the greening of the labour market: The role of changing occupations and worker flows. (2024). Janser, Markus ; Bachmann, Ronald ; Vonnahme, Christina ; Lehmer, Florian. In: Ruhr Economic Papers. RePEc:zbw:rwirep:306826.

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Works by Diaa Noureldin:

YearTitleTypeCited
2018Much Ado about the Egyptian Pound: Exchange Rate Misalignment and the Path Towards Equilibrium In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]		article4
2023What Drives Business Cycles in Egypt? An Analysis of Coincident and Leading Indicators In: Review of Middle East Economics and Finance.
[Full Text][Citation analysis]		article0
2014Multivariate rotated ARCH models In: Journal of Econometrics.
[Full Text][Citation analysis]		article40
2014Multivariate rotated ARCH models.(2014) In: Scholarly Articles.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2012Multivariate Rotated ARCH Models.(2012) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2012Multivariate Rotated ARCH models.(2012) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2023Transitioning to a greener labor market: Cross-country evidence from microdata In: Energy Economics.
[Full Text][Citation analysis]		article11
2022Transitioning to a Greener Labor Market: Cross-Country Evidence from Microdata.(2022) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2022The impact of the exchange rate regime on the dispersion of the price-change distribution: Evidence from a large panel of countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
2020Optimal asset allocation and consumption rules for commodity-based sovereign wealth funds In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article0
2008Optimal Asset Allocation and Consumption Rules for Commodity-Based Sovereign Wealth Funds.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023How We Missed the Inflation Surge: An Anatomy of Post-2020 Inflation Forecast Errors In: IMF Working Papers.
[Full Text][Citation analysis]		paper4
2024How we missed the inflation surge: An anatomy of post‐2020 inflation forecast errors.(2024) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2011Multivariate High-Frequency-Based Volatility (HEAVY) Models In: Economics Papers.
[Full Text][Citation analysis]		paper150
2011Multivariate High-Frequency-Based Volatility (HEAVY) Models.(2011) In: Economics Series Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 150		paper
2012Multivariate high‐frequency‐based volatility (HEAVY) models.(2012) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 150		article
2022Volatility Prediction Using a Realized-Measure-Based Component Model* In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article1
2014Time-varying Dependence in the Term Structure of Interest Rates: A Copula-based Approach In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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