Marius Ooms : Citation Profile

Tinbergen Instituut (5% share)
Vrije Universiteit Amsterdam (95% share)

14

H index

19

i10 index

839

Citations

RESEARCH PRODUCTION:

25

Articles

28

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   21 years (1995 - 2016). See details.
   Cites by year: 39
   Journals where Marius Ooms has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 26 (3.01 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/poo1
   Updated: 2025-11-22    RAS profile: 2023-03-10    
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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 Marius Ooms.

Is cited by:

Gil-Alana, Luis (52)

Caporale, Guglielmo Maria (22)

GUPTA, RANGAN (19)

Franses, Philip Hans (16)

Haldrup, Niels (15)

Canarella, Giorgio (15)

Miller, Stephen (15)

Nielsen, Morten (14)

Koopman, Siem Jan (13)

Rodriguez Caballero, Carlos (12)

MORANA, CLAUDIO (11)

Cites to:

Koopman, Siem Jan (29)

Doornik, Jurgen (22)

Shephard, Neil (16)

Franses, Philip Hans (15)

Sowell, Fallaw (13)

Engle, Robert (13)

Baillie, Richard (13)

Bollerslev, Tim (12)

Hassler, Uwe (10)

Harvey, Andrew (8)

Osborn, Denise (7)

Main data

Where Marius Ooms has published?

Journals with more than one article published# docs
International Journal of Forecasting6
Computational Statistics & Data Analysis5
Statistica Neerlandica4

Working Papers Series with more than one paper published# docs
Tinbergen Institute Discussion Papers / Tinbergen Institute13
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute6

Recent works citing Marius Ooms (2025 and 2024)

YearTitle of citing document
2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

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2024Monopoly Unveiled: Telecom Breakups in the US and Mexico. (2024). Rodriguez Caballero, Carlos ; Trillo, Fausto Hern'Andez ; Ventosa-Santaularia, Daniel. In: Papers. RePEc:arx:papers:2407.09695.

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2025Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks. (2025). Mukhia, Kundan ; Luwang, SR ; Nurujjaman, MD ; Chakraborty, Tanujit ; Saha, Suman ; Hens, Chittaranjan. In: Papers. RePEc:arx:papers:2508.04671.

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2024Analyzing the Effectiveness of a System of Equation Model in Comparison to Single Equation Models for Predicting General Price Level in Cambodia. (2024). Barnett, Casey ; Flores, Edman ; Lim, Siphat. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-05-16.

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2025Enhancing electricity price forecasting accuracy: A novel filtering strategy for improved out-of-sample predictions. (2025). Cerasa, Andrea ; Zani, Alessandro. In: Applied Energy. RePEc:eee:appene:v:383:y:2025:i:c:s030626192500087x.

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2024Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987.

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2024Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the MLEs. (2024). Cho, Dooyeon ; Rho, Seunghwa ; Baillie, Richard T. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:88-112.

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2025The role of geopolitical and climate risk in driving uncertainty in European electricity markets. (2025). Pellini, Elisabetta ; Cincinelli, Peter. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325000994.

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2025Which corporate leaders matter to financial markets?. (2025). Philipps, Collin S ; Ratliff, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007129.

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2025The relationship between tourism activity, natural amenities, and second-home development: Insights for Land use planning. (2025). Posadas, Sandra Valeria ; Paolini, Dimitri ; Meleddu, Marta. In: Land Use Policy. RePEc:eee:lauspo:v:156:y:2025:i:c:s026483772500136x.

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2024Joint Component Estimation for Electricity Price Forecasting Using Functional Models. (2024). Shah, Ismail ; Lisi, Francesco. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:14:p:3461-:d:1434818.

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2024Dealing with Anomalies in Day-Ahead Market Prediction Using Machine Learning Hybrid Model. (2024). Kania, Krzysztof ; Pilot, Karol ; Ganczarek-Gamrot, Alicja. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:17:p:4436-:d:1471177.

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2025Hybrid GARCH-LSTM Forecasting for Foreign Exchange Risk. (2025). Ruranga, Charles ; Mungatu, Joseph K ; Nsengiyumva, Elysee. In: FinTech. RePEc:gam:jfinte:v:4:y:2025:i:2:p:22-:d:1670909.

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2025Estimator’s Properties of Specific Time-Dependent Multivariate Time Series. (2025). Mlard, Guy. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1163-:d:1625328.

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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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2025A Local-Temporal Convolutional Transformer for Day-Ahead Electricity Wholesale Price Forecasting. (2025). Roussac, Craig A ; Berry, Adam ; Tian, Hongda ; Zhang, Bowen. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:12:p:5533-:d:1680043.

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2025The STAMP Software for State Space Models. (2011). Mendelssohn, Roy . In: Journal of Statistical Software. RePEc:jss:jstsof:41:i02.

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2024Modelling Loans to Non-Financial Corporations in the Eurozone: A Long-Memory Approach. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Rubino, Nicola ; Vilchez, Inmaculada. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:3:d:10.1007_s11294-024-09909-x.

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2025The future of antibiotic use in livestock. (2025). Tirkaso, Wondmagegn ; Cinardi, Giuseppina ; Acosta, Alejandro ; van Boeckel, Thomas P ; Nicolli, Francesco ; Song, Junxia. In: Nature Communications. RePEc:nat:natcom:v:16:y:2025:i:1:d:10.1038_s41467-025-56825-7.

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2024Linear models with time-varying parameters: a comparison of different approaches. (2024). Valentini, Francesco ; Lucchetti, Riccardo Jack. In: Computational Statistics. RePEc:spr:compst:v:39:y:2024:i:7:d:10.1007_s00180-023-01452-3.

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2025A Multipurpose hybrid forecasting framework for economic stress scenarios: evidence from agriculture and energy sectors. (2025). Maiti, Moinak ; Kayal, Parthajit ; Rajendran, Hiridik. In: Future Business Journal. RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00612-9.

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2024Persistence in Tax Revenues: Evidence from Some OECD Countries. (2024). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Tapia, Silvia Garcia. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00386-x.

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2024Understanding relationships with the Aggregate Zonal Imbalance using copulas. (2024). Ravazzolo, F ; Gatto, A ; Durante, F. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:2:d:10.1007_s10260-023-00736-8.

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2024Kalman recursions Aggregated Online. (2024). Wintenberger, Olivier ; Adjakossa, Eric ; Goude, Yannig. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:2:d:10.1007_s00362-023-01410-7.

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2024Density Forecasting for Electricity Prices under Tail Heterogeneity with the t-Riesz Distribution. (2024). Rossini, Luca ; Lucas, Andre ; Peerlings, Dewi ; Opschoor, Anne. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20240049.

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2024Google Trends of political parties in Europe: a fractal exploration. (2024). Luis, Ruiz Medina ; Goretty, Padron-Armas Ana ; Josue, Gutierrez-Barroso ; Francisco, Flores-Muoz ; Javier, Baez-Garcia Alberto ; Juan, Trujillo Gonzalez. In: Central European Journal of Public Policy. RePEc:vrs:cejopp:v:18:y:2024:i:1:p:24-36:n:1002.

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2025Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts. (2025). Wilfling, Bernd ; Monschang, Verena. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1280-1293.

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Marius Ooms is editor of

Journal
Econometrics Journal
Econometrics Journal

Works by Marius Ooms:

YearTitleTypeCited
2007Long memory modelling of inflation with stochastic variance and structural breaks In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2007Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks.(2007) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2007Periodic Seasonal Reg-ARFIMAGARCH Models for Daily Electricity Spot Prices In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article160
2005Periodic Seasonal Reg-ARFIMA-GARCH Models for Daily Electricity Spot Prices.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 160		paper
1997On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment. In: Journal of Business & Economic Statistics.
[Citation analysis]		article7
2009Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article6
2006Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment.(2006) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2003Time Series Modelling of Daily Tax Revenues In: Statistica Neerlandica.
[Full Text][Citation analysis]		article13
1999Time-Series Modelling of Daily Tax Revenues.(1999) In: Computing in Economics and Finance 1999.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2001Time Series Modelling of Daily Tax Revenues.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2004Generalizations of the KPSS‐test for stationarity In: Statistica Neerlandica.
[Full Text][Citation analysis]		article83
2006Econometric software development: past, present and future In: Statistica Neerlandica.
[Full Text][Citation analysis]		article3
2008Estimating systematic continuous‐time trends in recidivism using a non‐Gaussian panel data model In: Statistica Neerlandica.
[Full Text][Citation analysis]		article4
2007Estimating Systematic Continuous-time Trends in Recidivism using a Non-Gaussian Panel Data Model.(2007) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2004Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article48
2004Periodic Heteroskedastic RegARFIMA models for daily electricity spot prices In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper20
2003Periodic Heteroskedastic RegARFIMA Models for Daily Electricity Spot Prices.(2003) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2000Multimodality and the GARCH Likelihood In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper10
2001Multimodality and the GARCH Likelihood.(2001) In: Computing in Economics and Finance 2001.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1999Review of SsfPack 2.2: statistical algorithms for models in state space In: Econometrics Journal.
[Citation analysis]		article1
2003Computational aspects of maximum likelihood estimation of autoregressive fractionally integrated moving average models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article64
2001Computational Aspects of Maximum Likelihood Estimation of Autoregressive Fractionally Integrated Moving Average Models.(2001) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2006Forecasting daily time series using periodic unobserved components time series models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article11
2004Forecasting Daily Time Series using Periodic Unobserved Components Time Series Models.(2004) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2010Exact maximum likelihood estimation for non-stationary periodic time series models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
2012Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article12
2014Long memory with stochastic variance model: A recursive analysis for US inflation In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article13
1997On the effect of seasonal adjustment on the log-periodogram regression In: Economics Letters.
[Full Text][Citation analysis]		article7
1997A periodic long-memory model for quarterly UK inflation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article33
1999Forecasting long memory left-right political orientations In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2002Inflation, forecast intervals and long memory regression models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article53
2001Inflation, Forecast Intervals and Long Memory Regression Models.(2001) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2008Multimodality in GARCH regression models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article37
2003Multimodality in the GARCH Regression Model.(2003) In: Economics Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2008An hourly periodic state space model for modelling French national electricity load In: International Journal of Forecasting.
[Full Text][Citation analysis]		article47
2008An Hourly Periodic State Space Model for Modelling French National Electricity Load.(2008) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2010Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
1995Flexible Seasonal Long Memory and Economic Time Series In: Econometric Institute Research Papers.
[Citation analysis]		paper16
1996A Note on the Effect of Seasonal Dummies on the Periodogram Regression In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
1997Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995 In: Econometric Institute Research Papers.
[Citation analysis]		paper0
1998A seasonal periodic long memory model for monthly river flows In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper0
1998Long memory and level shifts: re-analysing inflation rates In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper93
1999Long memory and level shifts: Re-analyzing inflation rates.(1999) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		article
1998Long Memory and Level Shifts: Re-Analyzing Inflation Rates.(1998) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 93		paper
1999Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation In: Econometric Institute Research Papers.
[Citation analysis]		paper19
2011Statistical Software for State Space Methods In: Journal of Statistical Software.
[Full Text][Citation analysis]		article22
2005Outlier Detection in GARCH Models In: Economics Papers.
[Full Text][Citation analysis]		paper28
2005Outlier Detection in GARCH Models.(2005) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 28		paper
2013Modelling trigonometric seasonal components for monthly economic time series In: Applied Economics.
[Full Text][Citation analysis]		article4
2010Modeling Trigonometric Seasonal Components for Monthly Economic Time Series.(2010) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2016Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models In: Econometric Reviews.
[Full Text][Citation analysis]		article8
2011Monte Carlo Maximum Likelihood Estimation for Generalized Long-Memory Time Series Models.(2011) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2008Trends in Applied Econometrics Software Development 1985-2008, an analysis of Journal of Applied Econometrics research articles, software reviews, data and code In: Serie Research Memoranda.
[Full Text][Citation analysis]		paper2

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