12
H index
18
i10 index
620
Citations
Szkoła Główna Handlowa w Warszawie (50% share) | 12 H index 18 i10 index 620 Citations RESEARCH PRODUCTION: 53 Articles 45 Papers 2 Chapters RESEARCH ACTIVITY: 22 years (2002 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pru76 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michał Rubaszek. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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International Journal of Forecasting | 6 |
Energy Economics | 5 |
Economic Modelling | 4 |
Open Economies Review | 4 |
Resources Policy | 4 |
Bank i Kredyt | 4 |
Econometric Research in Finance | 2 |
Studies in Nonlinear Dynamics & Econometrics | 2 |
Working Papers Series with more than one paper published | # docs |
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NBP Working Papers / Narodowy Bank Polski | 17 |
Working Paper Series / European Central Bank | 9 |
KAE Working Papers / Warsaw School of Economics, Collegium of Economic Analysis | 5 |
MPRA Paper / University Library of Munich, Germany | 2 |
Year | Title of citing document | |
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2023 | . Full description at Econpapers || Download paper | |
2024 | Time-varying parameters error correction model for real ruble exchange rate and oil prices: What has changed due to capital control and sanctions?. (2024). Fokin, Nikita ; Polbin, Andrey V ; Malikova, Ekaterina V. In: Russian Journal of Economics. RePEc:arh:jrujec:v:10:y:2024:i:1:p:20-33. Full description at Econpapers || Download paper | |
2023 | Predicting Performances of Mutual Funds using Deep Learning and Ensemble Techniques. (2022). Tran, Hien ; Nguyen, Huy ; Pham, Nga ; Dao, Binh ; Chu, Nghia. In: Papers. RePEc:arx:papers:2209.09649. Full description at Econpapers || Download paper | |
2023 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808. Full description at Econpapers || Download paper | |
2023 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2023). Ziel, Florian ; Ghelasi, Paul. In: Papers. RePEc:arx:papers:2305.16255. Full description at Econpapers || Download paper | |
2023 | Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867. Full description at Econpapers || Download paper | |
2023 | Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081. Full description at Econpapers || Download paper | |
2024 | Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105. Full description at Econpapers || Download paper | |
2023 | Inside household debt: disentangling mortgages and consumer credit, and household and bank factors. Evidence from Italy. (2023). Santioni, Raffaele ; Tomassetti, Luca ; Affinito, Massimiliano. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_788_23. Full description at Econpapers || Download paper | |
2023 | Natural gas and the macroeconomy: not all energy shocks are alike. (2023). Gazzani, Andrea ; Alessandri, Piergiorgio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1428_23. Full description at Econpapers || Download paper | |
2023 | The Russian Rouble Crisis of December 2014: An Alternative View. (2023). Smirnov, Valery. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:82:y:2023:i:1:p:137-144. Full description at Econpapers || Download paper | |
2023 | The Financialization of Coffee, Cocoa and Cotton Value Chains: The Role of Physical Actors. (2023). Gunter, Ulrich ; Troster, Bernhard. In: Development and Change. RePEc:bla:devchg:v:54:y:2023:i:6:p:1550-1574. Full description at Econpapers || Download paper | |
2023 | Risk and return in the foreign exchange market: Measurement without VARs. (2023). Luo, Shaowen. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:64-81. Full description at Econpapers || Download paper | |
2023 | Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62. Full description at Econpapers || Download paper | |
2023 | The impact of macroprudential policies on the transmission of shocks across financially integrated countries. (2023). Intungane, Doriane. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:249-273. Full description at Econpapers || Download paper | |
2023 | Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766. Full description at Econpapers || Download paper | |
2023 | What drives core inflation? The role of supply shocks. (2023). Bobeica, Elena ; Babura, Marta ; Hernandez, Catalina Martinez. In: Working Paper Series. RePEc:ecb:ecbwps:20232875. Full description at Econpapers || Download paper | |
2023 | Impact of Oil Factor on Consumer Market: The Case of Azerbaijan. (2023). Hajiyev, Natig Gadim-Oglu ; Mileddin, Sabuhi Tanriverdiyev ; Gadim, Ibrahim Guliyev ; Humbatova, Sugra. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-23. Full description at Econpapers || Download paper | |
2023 | Heat load forecasting using adaptive spatial hierarchies. (2023). Madsen, Henrik ; Moller, Jan Kloppenborg ; Sorensen, Mikkel Lindstrom ; Bergsteinsson, Hjorleifur G. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010401. Full description at Econpapers || Download paper | |
2023 | Residential energy consumption forecasting using deep learning models. (2023). Dias, Bruno H ; Silva, Walquiria N ; Villela, Saulo Moraes ; Vitor, Paulo. In: Applied Energy. RePEc:eee:appene:v:350:y:2023:i:c:s0306261923010693. Full description at Econpapers || Download paper | |
2023 | Can we estimate macroforecastersâ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386. Full description at Econpapers || Download paper | |
2023 | Assessment of Fijiâs exchange rate. (2023). Vuniivi, Viliame ; Prakash, Branesh ; Prabheesh, K P. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1282-1305. Full description at Econpapers || Download paper | |
2023 | Do general equilibrium effects matter for labor market dynamics?. (2023). Miyamoto, Hiroaki ; Kudoh, Noritaka. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003455. Full description at Econpapers || Download paper | |
2023 | Reforms in the natural gas sector and economic development. (2023). Zimmermann, Guilherme G ; Serrano-Quintero, Rafael ; Delalibera, Bruno R. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001700. Full description at Econpapers || Download paper | |
2023 | How does economic policy uncertainty drive timeâfrequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005. Full description at Econpapers || Download paper | |
2024 | Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Fadziski, Marcin ; Molnar, Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420. Full description at Econpapers || Download paper | |
2024 | On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121. Full description at Econpapers || Download paper | |
2024 | Combining probabilistic forecasts of intermittent demand. (2024). Petropoulos, Fotios ; Kang, Yanfei ; Wang, Shengjie. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048. Full description at Econpapers || Download paper | |
2023 | Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:308-321. Full description at Econpapers || Download paper | |
2023 | Endogenous thresholds in energy prices: Modeling and empirical estimation. (2023). Wright, Brian D ; Bobenrieth, Juan ; Guerra, Ernesto. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001676. Full description at Econpapers || Download paper | |
2023 | Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. (2023). Ren, Xiaohang ; Yan, Cheng ; Li, Yiying. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001779. Full description at Econpapers || Download paper | |
2023 | The relative response of Russian National Wealth Fund to oil demand, supply and risk shocks. (2023). Sohag, Kazi ; Mariev, Oleg ; Kalina, Irina ; Hassan, M. Kabir. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002220. Full description at Econpapers || Download paper | |
2023 | The oil price-inflation nexus: The exchange rate pass- through effect. (2023). Du, Min ; Cui, Tianxiang ; Zheng, Dandan ; Ding, Shusheng. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003262. Full description at Econpapers || Download paper | |
2023 | Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements. (2023). Gurdgiev, Constantin ; Pisera, Stefano ; Paltrinieri, Andrea ; Goodell, John W. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003365. Full description at Econpapers || Download paper | |
2023 | Distributional neural networks for electricity price forecasting. (2023). Weron, RafaÅ ; Ziel, Florian ; Narajewski, Micha ; Marcjasz, Grzegorz. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003419. Full description at Econpapers || Download paper | |
2023 | Global energy market connectedness and inflation at risk. (2023). Ye, Shiqi ; Gong, LU ; Zheng, Tingguo. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735. Full description at Econpapers || Download paper | |
2023 | Asymmetric effects of oil price shocks on income inequality in ASEAN countries. (2023). Uprasen, Utai ; Tan, Yan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005315. Full description at Econpapers || Download paper | |
2023 | Asymmetric effects of oil price shocks on EUR/USD exchange rate and structural shock decomposition in a BVAR model with sign restriction. (2023). Brůna, Karel ; van Tran, Quang ; Bruna, Karel. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s014098832300628x. Full description at Econpapers || Download paper | |
2023 | Urban?rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Zhang, Guoxing ; Nie, Yan ; Zhong, Luhao. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536. Full description at Econpapers || Download paper | |
2023 | Digitalization in decarbonizing electricity systems â Phenomena, regional aspects, stakeholders, use cases, challenges and policy options. (2023). Verma, Piyush ; Covatariu, Andrei ; Milojevic, Tatjana ; Heymann, Fabian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024033. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756. Full description at Econpapers || Download paper | |
2023 | Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting. (2023). Jana, Kartick C ; Shrivastava, Ashish ; Rai, Amit. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pc:s0360544222026329. Full description at Econpapers || Download paper | |
2023 | Memory long and short term time series network for ultra-short-term photovoltaic power forecasting. (2023). Yang, Mengyuan ; Huang, Congzhi. In: Energy. RePEc:eee:energy:v:279:y:2023:i:c:s0360544223013555. Full description at Econpapers || Download paper | |
2024 | Oil market cyclical shocks and fiscal stance in OPEC+. (2024). Sohag, Kazi ; Samargandi, Nahla ; Kalina, Irina. In: Energy. RePEc:eee:energy:v:296:y:2024:i:c:s0360544224007217. Full description at Econpapers || Download paper | |
2024 | Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression. (2024). Sun, Yang ; Ge, Zhenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000292. Full description at Econpapers || Download paper | |
2024 | Real-time forecast of DSGE models with time-varying volatility in GARCH form. (2024). Lee, Chien-Chiang ; Gupta, Rangan ; Ivashchenko, Sergey ; Ekin, Semih Emre. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001078. Full description at Econpapers || Download paper | |
2024 | Practical forecasting of risk boundaries for industrial metals and critical minerals via statistical machine learning techniques. (2024). Kim, Woo Chang ; Choi, Insu. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001844. Full description at Econpapers || Download paper | |
2024 | Temporal-spatial dependencies enhanced deep learning model for time series forecast. (2024). Wang, Haijun ; Chen, Kedong ; Yang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001935. Full description at Econpapers || Download paper | |
2023 | Euro area uncertainty and Euro exchange rate volatility: Exploring the role of transnational economic policy. (2023). Pastorek, Daniel. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007237. Full description at Econpapers || Download paper | |
2023 | Forecasting the U.S. Dollar in the 21st Century. (2023). Engel, Charles ; Yeung, Steve Pak. In: Journal of International Economics. RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000016. Full description at Econpapers || Download paper | |
2023 | Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826. Full description at Econpapers || Download paper | |
2023 | Distributed ARIMA models for ultra-long time series. (2023). Li, Feng ; Hyndman, Rob ; Kang, Yanfei ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1163-1184. Full description at Econpapers || Download paper | |
2023 | fETSmcs: Feature-based ETS model component selection. (2023). Jia, Suling ; Wang, Qiang ; Li, Xixi ; Qi, Lingzhi. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1303-1317. Full description at Econpapers || Download paper | |
2023 | Macroeconomic forecasting in the euro area using predictive combinations of DSGE models. (2023). Äapek, Jan ; Reichel, Vlastimil ; Hauzenberger, Niko ; Cuaresma, Jesus Crespo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1820-1838. Full description at Econpapers || Download paper | |
2023 | A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks. (2023). Seifert, Ralf W ; Maier, Sebastian ; Elalem, Yara Kayyali. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1874-1894. Full description at Econpapers || Download paper | |
2024 | A market for trading forecasts: A wagering mechanism. (2024). Kazempour, Jalal ; Pinson, Pierre ; Raja, Aitazaz Ali ; Grammatico, Sergio. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159. Full description at Econpapers || Download paper | |
2024 | Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267. Full description at Econpapers || Download paper | |
2024 | Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Davidson, Brittany I ; Thurner, Paul W ; Racek, Daniel ; Kauermann, Goran ; Zhu, Xiao Xiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391. Full description at Econpapers || Download paper | |
2024 | Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ziel, Florian ; Ghelasi, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596. Full description at Econpapers || Download paper | |
2023 | Currency exchange rate predictability: The new power of Bitcoin prices. (2023). Zhang, Zhengjun ; Feng, Wenjun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:132:y:2023:i:c:s0261560623000128. Full description at Econpapers || Download paper | |
2024 | The effect of trade credit on firm performance: Evidence from Korean firms during the Global Financial Crisis. (2024). Heo, Ye Jin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001882. Full description at Econpapers || Download paper | |
2024 | Exchange rate predictability: Fact or fiction?. (2024). Magkonis, Georgios ; Jackson, Karen. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000135. Full description at Econpapers || Download paper | |
2024 | Exchange rates and fundamentals: Forecasting with long maturity forward rates. (2024). Schepp, Zoltan ; Darvas, Zsolt. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000548. Full description at Econpapers || Download paper | |
2024 | Labor market institutions and technology-induced labor adjustment along the extensive and intensive margins. (2024). Rujin, Svetlana. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:79:y:2024:i:c:s016407042300071x. Full description at Econpapers || Download paper | |
2024 | A matrix unified framework for deriving various impulse responses in Markov switching VAR: Evidence from oil and gas markets. (2024). Cavicchioli, Maddalena. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494923000610. Full description at Econpapers || Download paper | |
2023 | Optimal competitive capacity strategies: Evidence from the container shipping market. (2023). de Koster, M. B. M, ; Zuidwijk, Rob ; Li, Xishu. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001955. Full description at Econpapers || Download paper | |
2023 | Forecasting on metal resource spot settlement price: New evidence from the machine learning model. (2023). Zhang, YI ; Li, Chongyang ; Shi, Tao. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000685. Full description at Econpapers || Download paper | |
2023 | Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate. (2023). Ran, Alexandra-Mdlina ; Chang, Hsu-Ling ; Qin, Meng ; Su, Chiwei. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000892. Full description at Econpapers || Download paper | |
2023 | Exploring the vital role of geopolitics in the oil market: The case of Russia. (2023). Qin, Meng ; Wu, Shuang ; Lee, Zhengzheng ; Wang, Xinghua. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006207. Full description at Econpapers || Download paper | |
2023 | Forecasting rare earth stock prices with machine learning. (2023). Sadorsky, Perry ; Henriques, Irene. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009595. Full description at Econpapers || Download paper | |
2023 | âWatch your tone!â: Forecasting mining industry commodity prices with financial report tone. (2023). Hardy, Nicolas ; Ferreira, Tiago ; Magner, Nicolas S ; Quinteros, Maria J. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009625. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2024 | Assessing the impact of resource efficiency on sustainable development: Policies to cope with resource scarcity in Chinese provinces. (2024). Zhang, Suo ; Wen, Yixian. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001211. Full description at Econpapers || Download paper | |
2023 | The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps. (2023). Kurban, Aynur ; He, YI ; Zheng, Kun ; Guo, SU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:1169-1189. Full description at Econpapers || Download paper | |
2024 | A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Luo, Xiaowei ; Shafique, Muhammad ; Zheng, Zhuang ; Wang, Shengwei. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x. Full description at Econpapers || Download paper | |
2023 | Oil price uncertainty and enterprise total factor productivity: Evidence from China. (2023). Ren, Xiaohang ; Lin, Ruya ; Jin, Chenglu ; Liu, Ziqing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:201-218. Full description at Econpapers || Download paper | |
2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper | |
2023 | The impact of energy-exporting countriesâ EPUs on Chinaâs energy futures investors: Risk preference, investment position and investment horizon. (2023). Ouyang, Zhi-Yi ; Wang, Qunwei ; Dai, Peng-Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001921. Full description at Econpapers || Download paper | |
2024 | Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Scornavacca, Eusebio ; Bastos, Julio Cesar ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765. Full description at Econpapers || Download paper | |
2023 | A Machine-Learning-Based Approach for Natural Gas Futures Curve Modeling. (2023). Resta, Marina ; Castello, Oleksandr. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:12:p:4746-:d:1172227. Full description at Econpapers || Download paper | |
2023 | ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity MarketsâVariance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation. (2023). Janczura, Joanna ; Pu, Andrzej. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:2:p:807-:d:1031193. Full description at Econpapers || Download paper | |
2023 | Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge. (2023). Bean, Richard. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1050-:d:1039403. Full description at Econpapers || Download paper | |
2023 | Enhancing Smart Home Design with AI Models: A Case Study of Living Spaces Implementation Review. (2023). Almssad, Asaad ; Yitmen, Ibrahim ; Almusaed, Amjad. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:6:p:2636-:d:1094089. Full description at Econpapers || Download paper | |
2024 | A Novel Layout for Combined Heat and Power Production for a Hospital Based on a Solid Oxide Fuel Cell. (2024). Vicidomini, Maria ; Daccadia, Massimo Dentice ; Cimmino, Luca ; Cappiello, Francesco Liberato ; Calise, Francesco. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:5:p:979-:d:1342014. Full description at Econpapers || Download paper | |
2023 | Predicting the Oil Price Movement in Commodity Markets in Global Economic Meltdowns. (2023). Jannova, Michaela ; Horak, Jakub. In: Forecasting. RePEc:gam:jforec:v:5:y:2023:i:2:p:20-389:d:1108839. Full description at Econpapers || Download paper | |
2023 | Equity Returns and the Output Shocks in a Dynamic Stochastic General Equilibrium Framework. (2023). Damico, Juan Nicolas ; Adrangi, Bahram. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:257-:d:1132391. Full description at Econpapers || Download paper | |
2023 | Comprehensive Review on Waste Generation Modeling. (2023). Szasziova, Lenka ; Roseck, Martin ; Smejkalova, Veronika ; Omplak, Radovan ; Pavlas, Martin ; Hrabec, Duan ; Nevrl, Vlastimir. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3278-:d:1064709. Full description at Econpapers || Download paper | |
2023 | Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5. Full description at Econpapers || Download paper | |
2023 | Measuring the model uncertainty of shadow economy estimates. (2023). Dybka, Piotr ; Toroj, Andrzej ; Rozkrut, Marek ; Olesiski, Bartosz. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:30:y:2023:i:4:d:10.1007_s10797-022-09737-x. Full description at Econpapers || Download paper | |
2023 | Productivity and firm exit during the COVID-19 crisis: cross-country evidence. (2023). Muzi, Silvia ; Viganola, Domenico ; Ueda, Kohei ; Jolevski, Filip. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:4:d:10.1007_s11187-022-00675-w. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2022 | Forecasting: theory and practice In: Papers. [Full Text][Citation analysis] | paper | 54 |
2022 | Forecasting: theory and practice.(2022) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 54 | article | |
2017 | The sources and effects of rental market underdevelopment in Central Europe. The results of a survey and DSGE model simulations In: ERES. [Full Text][Citation analysis] | paper | 0 |
2019 | Private rental housing market underdevelopment: life cycle model simulations for Poland In: Baltic Journal of Economics. [Full Text][Citation analysis] | article | 2 |
2011 | The role of the exchange rate in monetary policy in Poland In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 4 |
2016 | The potential effects of labour market duality for countries in a monetary union In: International Labour Review. [Full Text][Citation analysis] | article | 1 |
2013 | MONETARY POLICY IN A NON-REPRESENTATIVE AGENT ECONOMY: A SURVEY In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 7 |
2011 | Monetary policy in a non-representative agent economy: A survey.(2011) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2012 | On the Empirical Evidence of the Intertemporal Current Account Model for the Euro Area Countries In: Review of Development Economics. [Full Text][Citation analysis] | article | 31 |
2008 | On the empirical evidence of the intertemporal current account model for the euro area countries.(2008) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 31 | paper | |
2019 | Are flexible working hours helpful in stabilizing unemployment? In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | The role of the threshold effect for the dynamics of futures and spot prices of energy commodities In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
2024 | Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 2 |
2022 | Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis..(2022) In: KAE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2014 | Forecasting with DSGE models with financial frictions In: Dynare Working Papers. [Full Text][Citation analysis] | paper | 46 |
2015 | Forecasting using DSGE models with financial frictions.(2015) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | article | |
2013 | Forecasting with DSGE models with financial frictions.(2013) In: EcoMod2013. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2012 | THE ROLE OF TWO INTEREST RATES IN THE INTERTEMPORAL CURRENT ACCOUNT MODEL In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 1 |
2021 | The predictive power of equilibrium exchange rate models In: Economic Bulletin Articles. [Full Text][Citation analysis] | article | 11 |
2020 | The predictive power of equilibrium exchange rate models.(2020) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2009 | Putting the New Keynesian DSGE model to the real-time forecasting test In: Working Paper Series. [Full Text][Citation analysis] | paper | 49 |
2012 | Putting the New Keynesian DSGE Model to the Real-Time Forecasting Test.(2012) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | article | |
2012 | Determinants of credit to households in a life-cycle model In: Working Paper Series. [Full Text][Citation analysis] | paper | 8 |
2011 | Determinants of credit to households in a life-cycle model.(2011) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2012 | Bayesian analysis of recursive SVAR models with overidentifying restrictions In: Working Paper Series. [Full Text][Citation analysis] | paper | 5 |
2013 | Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk In: Working Paper Series. [Full Text][Citation analysis] | paper | 12 |
2016 | Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses.(2016) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2012 | Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk.(2012) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2016 | Exchange rate forecasting with DSGE models In: Working Paper Series. [Full Text][Citation analysis] | paper | 29 |
2017 | Exchange rate forecasting with DSGE models.(2017) In: Journal of International Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | article | |
2017 | Exchange rate forecasting with DSGE models.(2017) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2018 | Exchange rate forecasting on a napkin In: Working Paper Series. [Full Text][Citation analysis] | paper | 17 |
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2023 | How many fundamentals should we include in the behavioral equilibrium exchange rate model? In: Economic Modelling. [Full Text][Citation analysis] | article | 1 |
2012 | A Bayesian method of combining judgmental and model-based density forecasts In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
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2016 | The effect of ageing on the European economies in a life-cycle model In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
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2021 | Do flexible working hours amplify or stabilize unemployment fluctuations? In: European Economic Review. [Full Text][Citation analysis] | article | 6 |
2019 | Are flexible working hours helpful in stabilizing unemployment?.(2019) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2010 | Firms in the great global recession: The role of foreign ownership and financial dependence In: Emerging Markets Review. [Full Text][Citation analysis] | article | 40 |
2010 | Firms in the great global recession: The role of foreign ownership and financial dependence.(2010) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2021 | The dynamics and elasticities on the U.S. natural gas market. A Bayesian Structural VAR analysis In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2022 | The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
2024 | The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2023 | The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets.(2023) In: KAE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2020 | The role of underground storage in the dynamics of the US natural gas market: A threshold model analysis In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
2021 | The role of oil price uncertainty shocks on oil-exporting countries In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
2009 | Economic convergence and the fundamental equilibrium exchange rate in central and eastern Europe In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
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2018 | Does the foreign sector help forecast domestic variables in DSGE models? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
2016 | Does foreign sector help forecast domestic variables in DSGE models?.(2016) In: EcoMod2016. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2018 | Does the foreign sector help forecast domestic variables in DSGE models?.(2018) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2016 | Does foreign sector help forecast domestic variables in DSGE models?.(2016) In: KAE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2021 | Forecasting crude oil prices with DSGE models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
2024 | Are consensus FX forecasts valuable for investors? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
2022 | Common factors and the dynamics of cereal prices. A forecasting perspective In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
2020 | Common factors and the dynamics of cereal prices. A forecasting perspective.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2020 | Mean-reversion, non-linearities and the dynamics of industrial metal prices. A forecasting perspective In: Resources Policy. [Full Text][Citation analysis] | article | 8 |
2021 | Common factors and the dynamics of industrial metal prices. A forecasting perspective In: Resources Policy. [Full Text][Citation analysis] | article | 6 |
2022 | Are European natural gas markets connected? A time-varying spillovers analysis In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
2023 | How immune is the connectedness of European natural gas markets to exceptional shocks? In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
2010 | The Role of Two Interest Rates in the Intertemporal CA Model In: EcoMod2010. [Full Text][Citation analysis] | paper | 0 |
2016 | EU structural policies and euro adoption in CEE countries In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2017 | What Determines the Current Account: Intratemporal versus Intertemporal Factors In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis] | article | 7 |
2015 | Real exchange rate forecasting and ppp: this time the random walk loses In: Globalization Institute Working Papers. [Full Text][Citation analysis] | paper | 11 |
2016 | Real Exchange Rate Forecasting and PPP: This Time the Random Walk Loses.(2016) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2021 | Forecasting Commodity Prices: Looking for a Benchmark In: Forecasting. [Full Text][Citation analysis] | article | 4 |
2015 | How Frequently Should We Reestimate DSGE Models? In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 8 |
2014 | How frequently should we re-estimate DSGE models?.(2014) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2018 | The Size of the Rental Market and Housing Market Fluctuations In: Open Economies Review. [Full Text][Citation analysis] | article | 8 |
2021 | Foreign and Domestic Uncertainty Shocks in Four Open Economies In: Open Economies Review. [Full Text][Citation analysis] | article | 1 |
2004 | A Model of Balance of Payments Equilibrium Exchange Rate In: Eastern European Economics. [Full Text][Citation analysis] | article | 12 |
2009 | Economic convergence and the fundamental equilibrium exchange rate in Poland In: Bank i Kredyt. [Full Text][Citation analysis] | article | 11 |
2008 | Economic convergence and the fundamental equilibrium exchange rate in Poland.(2008) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2012 | Mortgage down-payment and welfare in a life-cycle model In: Bank i Kredyt. [Full Text][Citation analysis] | article | 6 |
2017 | Preferencje Polaków dotycz?ce struktury w?asno?ciowej mieszka?: opis wyników ankiety In: Bank i Kredyt. [Full Text][Citation analysis] | article | 1 |
2021 | A note on the heterogenous economic effects of COVID-19 on GDP via the sectoral structure In: Bank i Kredyt. [Full Text][Citation analysis] | article | 2 |
2015 | On the importance of the dual labour market for a country within a monetary union In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
2002 | Modeling Fundamentals for Forecasting Portfolio Inflows to Poland In: NBP Working Papers. [Full Text][Citation analysis] | paper | 0 |
2004 | Development of the trade links between Poland and the European Union in the years 1992â2002 In: NBP Working Papers. [Full Text][Citation analysis] | paper | 2 |
2005 | Fundamental equilibrium exchange rate for the Polish zloty In: NBP Working Papers. [Full Text][Citation analysis] | paper | 1 |
2005 | Fundamental equilibrium exchange rate for the Polish zloty.(2005) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2005 | ECMOD Model of the Polish Economy In: NBP Working Papers. [Full Text][Citation analysis] | paper | 11 |
2007 | Can a simple DSGE model outperform Professional Forecasters? In: NBP Working Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Can a simple DSGE model outperform Professional Forecasters?.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2011 | Forecasting the Polish zloty with non-linear models In: NBP Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | Forecasting the Polish Zloty with Non-Linear Models.(2010) In: Central European Journal of Economic Modelling and Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2011 | Predictivistic Bayesian Forecasting System In: NBP Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Does rental housing market stabilize the economy? A micro and macro perspective. In: Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | Does the rental housing market stabilize the economy? A micro and macro perspective.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2016 | Forecasting the Yield Curve With Macroeconomic Variables In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 3 |
2020 | Forecasting the Yield Curve for Poland In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Reforming housing rental market in a life-cycle model In: KAE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | The European energy crisis and the US natural gas market dynamics. A structural VAR investigation In: KAE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Housing Tenure Preferences among Students from Two Polish Universities In: Real Estate Management and Valuation. [Full Text][Citation analysis] | article | 1 |
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2019 | Are flexible working hours helpful in stabilizing unemployment?.(2019) In: NBP Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team