Marian Risse : Citation Profile

Are you Marian Risse?

Helmut Schmidt Universität Hamburg

12

H index

14

i10 index

348

Citations

RESEARCH PRODUCTION:

20

Articles

5

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 58
   Journals where Marian Risse has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 12 (3.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri316
   Updated: 2024-11-04    RAS profile: 2023-03-09    
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Relations with other researchers

Works with:

Pierdzioch, Christian (3)

GUPTA, RANGAN (2)

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

Is cited by:

GUPTA, RANGAN (151)

Pierdzioch, Christian (61)

Salisu, Afees (25)

Gabauer, David (22)

Wohar, Mark (20)

Balcilar, Mehmet (18)

Demirer, Riza (13)

Plakandaras, Vasilios (11)

Lau, Chi Keung (10)

Cepni, Oguzhan (10)

Tiwari, Aviral (8)

Cites to:

Pierdzioch, Christian (42)

GUPTA, RANGAN (27)

Baur, Dirk (26)

lucey, brian (25)

Timmermann, Allan (25)

Czudaj, Robert (20)

Beckmann, Joscha (20)

Elliott, Graham (17)

Diebold, Francis (15)

Batten, Jonathan (13)

Pesaran, Mohammad (13)

Main data

Where Marian Risse has published?

Journals with more than one article published# docs
The North American Journal of Economics and Finance4
Empirical Economics2
Applied Economics Letters2
Finance Research Letters2
Resources Policy2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics4

Recent works citing Marian Risse (2024 and 2023)

YearTitle of citing document
2023Nature of comovements in US state and MSA housing prices. (2023). Banerjee, Piyali ; Lee, Junsoo ; Lu, Yan ; Tidwell, Alan. In: Real Estate Economics. RePEc:bla:reesec:v:51:y:2023:i:4:p:959-989.

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2023Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2023Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-14.

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2023Do households react to policy uncertainty by increasing savings?. (2023). Xu, Can. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:770-785.

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2023The RP-PCA factors and stock return predictability: An aligned approach. (2023). Shi, QI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001978.

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2023A bootstrap-based efficiency test of growth and inflation forecasts for Germany. (2023). Pierdzioch, Christian. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s016517652300054x.

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2023New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

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2023Forecasting realized volatility with wavelet decomposition. (2023). Vivian, Andrew ; Souropanis, Ioannis. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000993.

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2023Limited information limits accuracy: Whether ensemble empirical mode decomposition improves crude oil spot price prediction?. (2023). Wang, Weiqing ; Xu, Kunliang. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001412.

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2023Nonlinear relationships in soybean commodities Pairs trading-test by deep reinforcement learning. (2023). Zong, Xiangyu ; Lu, Luze ; Liu, Jianhe ; Xie, Baao. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008498.

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2024Is gold a safe haven for the U.S. dollar during extreme conditions?. (2024). Azimli, Asil. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701724000015.

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2023Geopolitical risk, financial constraints, and tax avoidance. (2023). Pham, Thu Phuong ; Haque, Tariq ; Yang, Jiaxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001269.

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2023Forecasting crude oil futures market returns: A principal component analysis combination approach. (2023). Wang, Yudong ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:659-673.

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2023Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502.

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2023Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis. (2023). Andraz, Jorge Miguel ; Alomari, Mohammad ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000582.

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2023Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?. (2023). Ogbonna, Ahamuefula ; Abolade, Onomeabure C ; Olaniran, Abeeb O ; Ayinde, Taofeek O. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828.

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2023Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices. (2023). Soytas, Ugur ; Mugheri, Adil ; Luqman, Muhammad ; Ahmad, Najid. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009807.

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2023A novel non-ferrous metal price hybrid forecasting model based on data preprocessing and error correction. (2023). Huang, Jianhua ; He, Zhichao. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723009005.

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2023Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty. (2023). Nguyen, Duc Khuong ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:191-199.

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2023Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic. (2023). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza ; van Eyden, Renee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:295-302.

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2023Investment in gold: A bibliometric review and agenda for future research. (2023). Hassan, M. Kabir ; Ashraf, Ali ; Dsouza, Arun ; Pattnaik, Debidutta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002409.

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2023Forecasting state- and MSA-level housing returns of the US: The role of mortgage default risks. (2023). Lesame, Keagile ; Gupta, Rangan ; Christou, Christina ; Bouras, Christos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000788.

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2023.

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2023.

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2023.

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2023Multinational Firms and Economic Integration: The Role of Global Uncertainty. (2023). Jung, Jaewon. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2801-:d:1057047.

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2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model. (2023). Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting ; Salisu, Afees A. In: Working Papers. RePEc:pre:wpaper:202323.

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2023Do U.S. economic conditions at the state level predict the realized volatility of oil-price returns? A quantile machine-learning approach. (2023). GUPTA, RANGAN ; Pierdzioch, Christian. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00435-5.

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2023Small open economies and external shocks: an application of Bayesian global vector autoregression model. (2023). Abubakar, Jamaladeen ; Bashir, Nafiu A ; Onipede, Samuel F. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:2:d:10.1007_s11135-022-01423-8.

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2023Wavelet-L2E Stochastic Volatility Models: an Application to the Water-Energy Nexus. (2023). Ensor, Katherine B ; Raath, Kim C. In: Sankhya B: The Indian Journal of Statistics. RePEc:spr:sankhb:v:85:y:2023:i:1:d:10.1007_s13571-022-00292-3.

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2023The IWH Forecasting Dashboard: From forecasts to evaluation and comparison. (2023). Reichmayr, Hannes ; Puckelwald, Johannes ; Muller, Karsten ; Kohler, Tim ; Fritsche, Ulrich ; Foltas, Alexander ; Dopke, Jorg ; Behrens, Christoph ; Heinisch, Katja. In: IWH Technical Reports. RePEc:zbw:iwhtrp:12023.

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Works by Marian Risse:

YearTitleTypeCited
2018Testing the optimality of inflation forecasts under flexible loss with random forests In: Economic Modelling.
[Full Text][Citation analysis]		article4
2016A quantile-boosting approach to forecasting gold returns In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article18
2016Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article21
2016Forecasting house-price growth in the Euro area with dynamic model averaging In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article17
2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article0
2017The Role of Term Spread and Pattern Changes in Predicting Stock Returns and Volatility of the United Kingdom: Evidence from a Nonparametric Causality-in-Quantiles Test Using Over 250 Years of Data.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016On international uncertainty links: BART-based empirical evidence for Canada In: Economics Letters.
[Full Text][Citation analysis]		article27
2015On International Uncertainty Links: BART-Based Empirical Evidence for Canada.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2017Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article7
2015Cointegration of the prices of gold and silver: RALS-based evidence In: Finance Research Letters.
[Full Text][Citation analysis]		article15
2019On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees In: Finance Research Letters.
[Full Text][Citation analysis]		article6
2016On REIT Returns and (Un-) Expected Inflation: Empirical Evidence Based on Bayesian Additive Regression Trees.(2016) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2019Combining wavelet decomposition with machine learning to forecast gold returns In: International Journal of Forecasting.
[Full Text][Citation analysis]		article28
2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article82
2017Common Business Cycles and Volatilities in US States and MSAs: The Role of Economic Uncertainty.(2017) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 82		paper
2015A real-time quantile-regression approach to forecasting gold returns under asymmetric loss In: Resources Policy.
[Full Text][Citation analysis]		article14
2016A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss In: Resources Policy.
[Full Text][Citation analysis]		article20
2014The international business cycle and gold-price fluctuations In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article29
2016Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy In: Empirical Economics.
[Full Text][Citation analysis]		article14
2014Fluctuations of the Real Exchange Rate, Real Interest Rates, and the Dynamics of the Price of Gold in a Small Open Economy.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2020Forecasting precious metal returns with multivariate random forests In: Empirical Economics.
[Full Text][Citation analysis]		article10
2015Forecasting gold-price fluctuations: a real-time boosting approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article17
2016A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation In: Applied Economics Letters.
[Full Text][Citation analysis]		article11
2020Do German economic research institutes publish efficient growth and inflation forecasts? A Bayesian analysis In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article2
2018A test of the joint efficiency of macroeconomic forecasts using multivariate random forests In: Journal of Forecasting.
[Full Text][Citation analysis]		article6

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