Marian Risse : Citation Profile

Helmut Schmidt Universität Hamburg

13

H index

14

i10 index

390

Citations

RESEARCH PRODUCTION:

21

Articles

5

Papers

RESEARCH ACTIVITY:

   6 years (2014 - 2020). See details.
   Cites by year: 65
   Journals where Marian Risse has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 13 (3.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pri316
   Updated: 2025-12-20    RAS profile: 2023-03-09    
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Relations with other researchers

Works with:

Pierdzioch, Christian (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 (159)

Pierdzioch, Christian (65)

Salisu, Afees (27)

Wohar, Mark (22)

Gabauer, David (22)

Balcilar, Mehmet (18)

Demirer, Riza (13)

Cepni, Oguzhan (12)

Plakandaras, Vasilios (11)

Lau, Chi Keung (10)

Tiwari, Aviral (8)

Cites to:

Pierdzioch, Christian (43)

GUPTA, RANGAN (27)

Baur, Dirk (26)

lucey, brian (25)

Timmermann, Allan (25)

Czudaj, Robert (20)

Beckmann, Joscha (20)

Elliott, Graham (17)

Diebold, Francis (15)

Pesaran, Mohammad (13)

Batten, Jonathan (13)

Main data

Where Marian Risse has published?

Journals with more than one article published# docs
The North American Journal of Economics and Finance4
Applied Economics Letters2
Empirical Economics2
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 (2025 and 2024)

YearTitle of citing document
2024Climate risks and forecastability of the weekly state‐level economic conditions of the United States. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting ; Ma, Jun. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:154-162.

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2025Factors of predictive power for metal commodities. (2025). Schischke, Amelie ; Rathgeber, Andreas ; Papenfuss, Patric. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002341.

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2025Which uncertainty measure better predicts gold prices? New evidence from a CNN-LSTM approach. (2025). Ren, Yinghua ; You, Wanhai ; Chen, Jianyong ; Xie, Haoqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940825000154.

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2024Forecasting carbon futures returns using feature selection and Markov chain with sample distribution. (2024). Zhang, Weiguo ; Xu, Weijun ; Zhao, Yuan ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006704.

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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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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2024Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827.

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2025Factors influencing asymmetries in Saudi Arabias housing market. (2025). Alsamara, Mouyad ; Boumimez, Fayal ; Chelghoum, Amirouche. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s170349492500012x.

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2025Technical indicators and aggregate stock returns: An updated look. (2025). Shi, QI. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000027.

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2024A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575.

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2024The effect of changing registration taxes on electric vehicle adoption in Denmark. (2024). Sommer, Stephan ; Trotta, Gianluca. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:185:y:2024:i:c:s0965856424001654.

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2025Probabilistic forecast-based procurement in seaborne forward freight markets under demand and price uncertainty. (2025). Minner, Stefan ; Sel, Burakhan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:193:y:2025:i:c:s1366554524004216.

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2025The Impact of Selected Market Factors on the Prices of Wood Industry By-Products in Poland in the Context of Climate Policy Changes. (2025). Adamowicz, Krzysztof ; Gejdo, Milo ; Wieruszewski, Marek ; Cywicka, Dominika ; Kouch, Anna. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:16:p:4418-:d:1727629.

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2024The IWH Forecasting Dashboard: From Forecasts to Evaluation and Comparison. (2024). Fritsche, Ulrich ; Foltas, Alexander ; Katja, Heinisch ; Ulrich, Fritsche ; Alexander, Foltas ; Jorg, Dopke ; Christoph, Behrens ; Hannes, Reichmayr ; Johannes, Puckelwald ; Karsten, Muller ; Tim, Kohler. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:244:y:2024:i:3:p:277-288:n:3.

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2024Can Clean Energy Stocks Predict Crude Oil Markets Using Hybrid and Advanced Machine Learning Models?. (2024). Mnif, Emna ; Jarboui, Anis. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:4:d:10.1007_s10690-023-09432-9.

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2024Intelligent Prediction of Annual CO2 Emissions Under Data Decomposition Mode. (2024). Song, Zan ; Wang, Yelin ; Xiao, Qingtai ; Yang, Ping ; Chevallier, Julien. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:2:d:10.1007_s10614-023-10357-8.

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2024Safe Havens, Machine Learning, and the Sources of Geopolitical Risk: A Forecasting Analysis Using Over a Century of Data. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Karmakar, Sayar. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10452-w.

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2024Connectedness and risk transmission of China’s stock and currency markets with global commodities. (2024). Nong, Huifu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09586-0.

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2025Forecasting House Prices: The Role of Fundamentals, Credit Conditions, and Supply Indicators. (2025). Kishor, N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:70:y:2025:i:1:d:10.1007_s11146-023-09971-y.

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2025The time-varying impact of uncertainty shocks on the co-movement of regional housing prices of the United Kingdom. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Marfatia, Hardik A. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04494-8.

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2025Skew Index: a machine learning forecasting approach. (2025). Mora-Valencia, Andrés ; Vanegas, Esteban. In: Risk Management. RePEc:pal:risman:v:27:y:2025:i:1:d:10.1057_s41283-024-00152-6.

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2024Forecasting gold price with the XGBoost algorithm and SHAP interaction values. (2024). ben Jabeur, Sami ; Viviani, Jean-Laurent ; Mefteh-Wali, Salma. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04187-w.

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2025Revisiting housing asset pricing: uncertainty and business-cycle factors in US state-level housing markets. (2025). Huang, Meichi. In: The Annals of Regional Science. RePEc:spr:anresc:v:74:y:2025:i:1:d:10.1007_s00168-025-01366-6.

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2024Spillover effects of disaggregated macroeconomic uncertainties on U.S. real activity: evidence from the quantile vector autoregressive connectedness approach. (2024). ben Haddad, Hedi ; Altamimi, Sohale ; Medhioub, Imed ; Mezghani, Imed. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:2:d:10.1007_s00181-023-02474-y.

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2025US Trade Policy Uncertainty and Nigeria’s Participation in Global Value Chains: Evidence from Frequency Domain Causality, Wavelet Coherence Analysis, and Time-Varying Causality. (2025). Oshodi, Ayodele Folorunso ; Olasehinde-Williams, Godwin. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:1:d:10.1007_s13132-024-01917-w.

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2024Fundamental predictors of price bubbles in precious metals: a machine learning analysis. (2024). Kangalli, Sinem Guler ; Balkan, Emrah ; Uyar, Umut. In: Mineral Economics. RePEc:spr:minecn:v:37:y:2024:i:1:d:10.1007_s13563-023-00404-z.

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2025The dynamic response of Russian exchange rate to precious metals and minerals prices. (2025). Sohag, Kazi ; Gainetdinova, Anna. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00449-8.

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2025Machine learning price index forecasts of flat steel products. (2025). Xu, Xiaojie ; Jin, Bingzi. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00457-8.

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2024Testing the optimality of USDAs WASDE forecasts under unknown loss. (2024). Katchova, Ani L ; Ding, Kexin. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:4:p:846-865.

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2024The benefits of forecasting inflation with machine learning: New evidence. (2024). Naghi, Andrea A ; O'Neill, Eoghan ; Zaharieva, Martina Danielova. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:39:y:2024:i:7:p:1321-1331.

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2025Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1441-1466.

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2025Volatility of Volatility and VIX Forecasting: New Evidence Based on Jumps, the Short‐Term and Long‐Term Volatility. (2025). Qiao, Gaoxiu ; Cui, Wanmei ; Zhou, Yijie ; Liang, Chao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:1:p:23-46.

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2024Enhancing forecast accuracy through frequencydomain combination: Applications to financial and economic indicators. (2024). Verona, Fabio ; Faria, Gonçalo. In: Bank of Finland Research Discussion Papers. RePEc:zbw:bofrdp:307140.

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2025How do energy prices and uncertainty affect climate investment by European firms?. (2025). Gatti, Matteo ; Revoltella, Debora ; Kalantzis, Fotios. In: EIB Working Papers. RePEc:zbw:eibwps:319634.

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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]		article19
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]		article27
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]		article20
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]		article7
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: 7		paper
2019Combining wavelet decomposition with machine learning to forecast gold returns In: International Journal of Forecasting.
[Full Text][Citation analysis]		article35
2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article93
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: 93		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]		article16
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: 16		paper
2020Forecasting precious metal returns with multivariate random forests In: Empirical Economics.
[Full Text][Citation analysis]		article14
2015Forecasting gold-price fluctuations: a real-time boosting approach In: Applied Economics Letters.
[Full Text][Citation analysis]		article18
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]		article3
2018A machine‐learning analysis of the rationality of aggregate stock market forecasts In: International Journal of Finance & Economics.
[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]		article9

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