Han Lin Shang : Citation Profile

Macquarie University

11

H index

12

i10 index

617

Citations

RESEARCH PRODUCTION:

80

Articles

15

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2008 - 2025). See details.
   Cites by year: 36
   Journals where Han Lin Shang has often published
   Relations with other researchers
   Recent citing documents: 156.    Total self citations: 49 (7.36 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psh533
   Updated: 2025-12-20    RAS profile: 2025-12-09    
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Relations with other researchers

Works with:

Kearney, Fearghal (3)

Li, Degui (3)

Fiszeder, Piotr (2)

Paccagnini, Alessia (2)

Guidolin, Massimo (2)

Clements, Michael (2)

Hendry, David (2)

Rubaszek, Michał (2)

Thomakos, Dimitrios (2)

Reade, J (2)

Martinez, Andrew (2)

Li, Feng (2)

Castle, Jennifer (2)

Franses, Philip Hans (2)

Sermpinis, Georgios (2)

Grossi, Luigi (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Han Lin Shang.

Is cited by:

Hyndman, Rob (50)

Athanasopoulos, George (21)

Panagiotelis, Anastasios (15)

Li, Feng (9)

López Cabrera, Brenda (8)

Li, Hong (6)

Schulz, Franziska (6)

Bravo, Jorge (4)

Lu, Yang (4)

Majumdar, Anandamayee (4)

Weron, Rafał (4)

Cites to:

Hyndman, Rob (120)

Horvath, Lajos (26)

Zhang, Xibin (20)

King, Maxwell (18)

Lee, Ronald (17)

Blake, David (15)

Kearney, Fearghal (15)

Yu, Jun (13)

Guidolin, Massimo (11)

Athanasopoulos, George (11)

Geweke, John (9)

Main data

Where Han Lin Shang has published?

Journals with more than one article published# docs
Journal of Applied Statistics10
Journal of Forecasting6
Risks5
International Journal of Forecasting5
Computational Statistics4
Journal of Multivariate Analysis4
Computational Statistics & Data Analysis3
Insurance: Mathematics and Economics3
Journal of the American Statistical Association3
Journal of Population Research3
ASTIN Bulletin2
Journal of the Royal Statistical Society Series A2
Journal of Time Series Analysis2
Scandinavian Actuarial Journal2
Demographic Research2
AStA Advances in Statistical Analysis2
Forecasting2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics11
Papers / arXiv.org4

Recent works citing Han Lin Shang (2025 and 2024)

YearTitle of citing document
2024Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018.

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2024Efficient convex PCA with applications to Wasserstein GPCA and ranked data. (2024). Wong, Ting-Kam Leonard ; Campbell, Steven. In: Papers. RePEc:arx:papers:2211.02990.

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2025Accounting statement analysis at industry level. A gentle introduction to the compositional approach. (2025). Serrat, N'Uria Arimany ; Coenders, Germa. In: Papers. RePEc:arx:papers:2305.16842.

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2025Learning Probability Distributions of Day-Ahead Electricity Prices. (2023). Baruník, Jozef ; Hanus, Lubos ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2310.02867.

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2024Dynamic Factor Models: a Genealogy. (2024). Hallin, Marc ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2310.17278.

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2025Inference on common trends in functional time series. (2024). Seong, Dakyung ; Nielsen, Morten. In: Papers. RePEc:arx:papers:2312.00590.

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2025Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2024Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2024). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Papers. RePEc:arx:papers:2401.05784.

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2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2024Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795.

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2025Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

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2025On the (Mis)Use of Machine Learning with Panel Data. (2024). Pinto, Gabriele ; Letta, Marco ; Cerqua, Augusto. In: Papers. RePEc:arx:papers:2411.09218.

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2025A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach. (2025). Seo, Won-Ki ; Nam, Kyungsik. In: Papers. RePEc:arx:papers:2503.07213.

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2025Intraday Functional PCA Forecasting of Cryptocurrency Returns. (2025). Zhong, Cheng ; Jasiak, Joann. In: Papers. RePEc:arx:papers:2505.20508.

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2025Large-dimensional Factor Analysis with Weighted PCA. (2025). Yuan, Ming ; Lyu, Zhongyuan. In: Papers. RePEc:arx:papers:2508.15675.

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2025Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises. (2025). Williamson, Cillian ; Mino, Domenica. In: Papers. RePEc:arx:papers:2510.16503.

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2025Macroeconomic Forecasting for the G7 countries under Uncertainty Shocks. (2025). Sengupta, Shovon ; Singh, Sunny Kumar ; Chakraborty, Tanujit. In: Papers. RePEc:arx:papers:2510.23347.

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2025Semiparametric Estimation of Fractional Integration: An Evaluation of Local Whittle Methods. (2025). Blevins, Jason R. In: Papers. RePEc:arx:papers:2511.15689.

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2025Enhancing the Inventory Management through Demand Forecasting. (2025). Muhammad, Afif Zuhri ; Salleh, Suzila Mat ; Malinjasari, Noor ; Irwan, Mohd Kamarul. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2737-2744.

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2025Sipnayan sa Tambakan: Mathematical Ethnomodels Through the Lens of the Scrap Merchants. (2025). Quintos, Romeo T ; Tala, Coleen. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-9:p:3934-3957.

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2024Nexus of environmental, social, and governance performance in China‐listed companies: Disclosure and green bond issuance. (2024). Chen, Shihchih ; Wang, Shanshan ; Ali, Mohd Helmi ; Tseng, Minglang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1647-1660.

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2024An informative prior distribution on functions with application to functional regression. (2024). Abraham, Christophe. In: Statistica Neerlandica. RePEc:bla:stanee:v:78:y:2024:i:2:p:357-373.

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2025Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures. (2025). Li, Degui ; Xia, Yingcun ; Shang, Han Lin ; Leng, Chenlei. In: Working Papers. RePEc:boa:wpaper:202524.

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2024Functional Oil Price Expectations Shocks and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10998.

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2025Modelling the age and sex profiles of net international migration. (2025). Shen, Tianyu ; Hertog, Sara ; Gerland, Patrick ; Raymer, James ; Guan, Qing. In: Demographic Research. RePEc:dem:demres:v:53:y:2025:i:19.

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2024Enhancing tourism demand forecasting with a transformer-based framework. (2024). Xu, Yechi ; Li, Xin ; Wang, Shouyang ; Law, Rob. In: Annals of Tourism Research. RePEc:eee:anture:v:107:y:2024:i:c:s0160738324000689.

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2024Microgrid design and multi-year dispatch optimization under climate-informed load and renewable resource uncertainty. (2024). Bazilian, Morgan ; MacMillan, Madeline ; Villa, Daniel L ; Zolan, Alexander. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924007384.

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2025AutoPQ: Automating quantile estimation from point forecasts in the context of sustainability. (2025). Gtz, Markus ; Mikut, Ralf ; Hagenmeyer, Veit ; Meisenbacher, Stefan ; Phipps, Kaleb ; Taubert, Oskar ; Weiel, Marie. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925006610.

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2025Improving cross-temporal forecasts reconciliation accuracy and utility in energy market. (2025). di Fonzo, Tommaso ; Abolghasemi, Mahdi ; Girolimetto, Daniele. In: Applied Energy. RePEc:eee:appene:v:394:y:2025:i:c:s0306261925007834.

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2025Test for the mean of high-dimensional functional time series. (2025). Jiang, Qing ; Feng, Zhenghui ; Yang, Lin. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:201:y:2025:i:c:s0167947324001245.

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2025A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes. (2025). Lpez-Prez, A ; Lvarez-Libana, J ; Gonzlez-Manteiga, W ; Febrero-Bande, M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001762.

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2025Statistical inference for partially shape-constrained function-on-scalar linear regression models. (2025). Kim, Soo-Young ; Park, Yeonjoo ; Han, Kyunghee. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:211:y:2025:i:c:s0167947325000763.

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2024Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Paglialunga, Elena ; Costantini, Valeria ; Tancredi, Andrea ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682.

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2024Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420.

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2025Testing for common trends and patterns in functional time series data. (2025). Xu, Xiu ; Chen, LI. In: Economics Letters. RePEc:eee:ecolet:v:254:y:2025:i:c:s0165176525002770.

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2024On 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.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2024Discrete forecast reconciliation. (2024). Kang, Yanfei ; Zhang, Bohan ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:318:y:2024:i:1:p:143-153.

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2025Forecast accuracy and inventory performance: Insights on their relationship from the M5 competition data. (2025). Spiliotis, Evangelos ; Theodorou, Evangelos ; Assimakopoulos, Vassilios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:414-426.

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2025Optimal forecast reconciliation with time series selection. (2025). Hyndman, Rob ; Wickramasuriya, Shanika L ; Wang, Xiaoqian. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:2:p:455-470.

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2025Judgmental selection of parameters for simple forecasting models. (2025). Spiliotis, Evangelos ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:3:p:780-794.

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2025Multivariate probabilistic forecasting of electricity prices with trading applications. (2025). Petukhina, Alla ; Kozmik, Karel ; Kopa, Milos ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007163.

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2025Evaluating the role of information disclosure on bidding behavior in wholesale electricity markets. (2025). Silveira, Douglas ; Brown, David ; Cajueiro, Daniel O ; Eckert, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003299.

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2024Urban‒rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Nie, Yan ; Zhong, Luhao ; Zhang, Guoxing. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536.

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2025Advancing short-term load forecasting with decomposed Fourier ARIMA: A case study on the Greek energy market. (2025). Koulouriotis, Dimitrios E ; Karamolegkos, Spyridon. In: Energy. RePEc:eee:energy:v:325:y:2025:i:c:s0360544225014963.

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2025Commodity futures option valuation – An ensemble model. (2025). Yang, AO ; Zong, LU ; Wen, Conghua ; Zhai, Jia ; Cao, YI. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004594.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024Implied volatility is (almost) past-dependent: Linear vs non-linear models. (2024). Wang, Yinuo ; Cao, YI ; Zhai, Jia ; Wen, Conghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003387.

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2024Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

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2024A market for trading forecasts: A wagering mechanism. (2024). Grammatico, Sergio ; Pinson, Pierre ; Kazempour, Jalal ; Raja, Aitazaz Ali. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159.

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2024Empirical probabilistic forecasting: An approach solely based on deterministic explanatory variables for the selection of past forecast errors. (2024). Goldschmidt, Ronaldo R ; Silva, Eugenio ; Romanus, Eduardo E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:184-201.

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2024Demand 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.

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2024Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Zhu, Xiao Xiang ; Thurner, Paul W ; Kauermann, Goran ; Racek, Daniel ; Davidson, Brittany I. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391.

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2024Forecast reconciliation: A review. (2024). Hyndman, Rob ; Kourentzes, Nikolaos ; Athanasopoulos, George ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456.

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2024Probabilistic reconciliation of count time series. (2024). Rubattu, Nicolo ; Corani, Giorgio ; Azzimonti, Dario. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:457-469.

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2024Probabilistic hierarchical forecasting with deep Poisson mixtures. (2024). Ma, Ruijun ; Reddy, Rohan ; Meetei, Nganba O ; Cao, Mengfei ; Dicker, Lee ; Olivares, Kin G. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:470-489.

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2024Forecast combination-based forecast reconciliation: Insights and extensions. (2024). di Fonzo, Tommaso ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:490-514.

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2024Likelihood-based inference in temporal hierarchies. (2024). Nystrup, Peter ; Moller, Jan Kloppenborg ; Madsen, Henrik. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:515-531.

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2024Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement. (2024). Chen, Hua ; Li, Han. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:549-563.

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2024Counterfactual reconciliation: Incorporating aggregation constraints for more accurate causal effect estimates. (2024). Tekgu, Hasan ; Cengiz, Doruk. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:564-580.

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2024Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ghelasi, Paul ; Ziel, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2024Machine learning applications in hierarchical time series forecasting: Investigating the impact of promotions. (2024). Abolghasemi, Mahdi ; Tarr, Garth ; Bergmeir, Christoph. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:597-615.

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2024Optimal hierarchical EWMA forecasting. (2024). Sbrana, Giacomo ; Pelagatti, Matteo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:616-625.

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2024Cross-temporal probabilistic forecast reconciliation: Methodological and practical issues. (2024). Hyndman, Rob ; di Fonzo, Tommaso ; Athanasopoulos, George ; Girolimetto, Daniele. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1134-1151.

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2024Properties of the reconciled distributions for Gaussian and count forecasts. (2024). Giudici, Paolo ; Zambon, Lorenzo ; Corani, Giorgio ; Agosto, Arianna. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1438-1448.

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2024Forecasting seasonal demand for retail: A Fourier time-varying grey model. (2024). Shang, Zhongju ; Xie, Naiming ; Ye, Lili ; Boylan, John E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1467-1485.

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2024Hierarchical forecasting at scale. (2024). Wadman, Wander ; Schelter, Sebastian ; Sprangers, Olivier ; de Rijke, Maarten. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1689-1700.

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2025Boosting domain-specific models with shrinkage: An application in mortality forecasting. (2025). Li, Han ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:191-207.

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2025Cross-temporal forecast reconciliation at digital platforms with machine learning. (2025). Ternes, Marie ; Wilms, Ines ; Rombouts, Jeroen. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:321-344.

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2025Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing. (2025). Babai, Zied M ; Klibi, Walid ; Kafa, Nadine. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:51-65.

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2025Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2025). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:475-486.

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2025Detection and localization of changes in a panel of densities. (2025). Jach, Agnieszka ; Kutta, Tim ; Wang, Haonan ; Kokoszka, Piotr ; Cardia, Michel Ferreira. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:205:y:2025:i:c:s0047259x24000812.

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2025Semi-functional varying coefficient mode-based regression. (2025). Wang, Tao. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:207:y:2025:i:c:s0047259x2400109x.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2024Statistical analysis of gold production in South Africa using ARIMA, VAR and ARNN modelling techniques: Extrapolating future gold production, Resources–Reserves depletion, and Implication on South Africas gold exploration. (2024). Mutele, Litshedzani ; John, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004434.

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2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

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2024Different PCA approaches for vector functional time series with applications to resistive switching processes. (2024). Ruiz-Castro, J E ; Roldan, J B ; Alonso, F J ; Acal, C ; Aguilera, A M. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:223:y:2024:i:c:p:288-298.

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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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2024Market uncertainty and information content in complex seasonality of prices. (2024). Li, Zhongfei ; Ji, Yuqiong ; Tang, Wenjin ; Bu, Hui. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001811.

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2025Robust analysis of spatio-temporal inequality with Inverse entropy. (2025). Ruiz, Miguel Ngel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:666:y:2025:i:c:s0378437125001840.

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2025Scalable probabilistic forecasting in retail with gradient boosted trees: A practitioner’s approach. (2025). Zhao, Kaifeng ; Condylis, Paul ; Long, Xueying ; Bui, Quang ; Oktavian, Grady ; Schmidt, Daniel F ; Bergmeir, Christoph ; Godahewa, Rakshitha ; Lee, Seong Per. In: International Journal of Production Economics. RePEc:eee:proeco:v:279:y:2025:i:c:s0925527324003062.

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2024Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339.

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2024Optimal planning for hybrid renewable energy systems under limited information based on uncertainty quantification. (2024). Feng, Wei ; Wu, Xia ; Tian, Zhe ; Li, Xiaoyuan ; Niu, Jide. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pd:s0960148124019347.

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2024A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Zheng, Zhuang ; Luo, Xiaowei ; Wang, Shengwei ; Shafique, Muhammad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x.

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2025Predicting policy funding allocation with Machine Learning. (2025). Resce, Giuliano ; Vaquero-Pieiro, Cristina ; Caravaggio, Nicola. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:98:y:2025:i:c:s0038012125000242.

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2024Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Bastos, Julio Cesar ; Scornavacca, Eusebio ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765.

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2024Deep functional factor models: forecasting high-dimensional functional time series via Bayesian nonparametric factorization. (2024). Wang, Liying ; Pei, Yulong ; Qiao, Xinghao ; Liu, Yirui. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125587.

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2024End-to-End Top-Down Load Forecasting Model for Residential Consumers. (2024). Li, Weihua ; Lie, Tek Tjing ; Tito, Shafiqur Rahman ; Parkash, Barkha. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:11:p:2550-:d:1401393.

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2024Cross-Temporal Hierarchical Forecast Reconciliation of Natural Gas Demand. (2024). Povinelli, Richard J ; Corliss, George F ; Quinn, Colin O. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:13:p:3077-:d:1419885.

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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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2024Electrification of Public Urban Transport: Funding Opportunities, Bus Fleet, and Energy Use Forecasts for Poland. (2024). Batg, Jacek ; Mojsiewicz, Magdalena ; Pluskota, Przemysaw. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6140-:d:1537660.

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2024A Multi-Step Ensemble Approach for Energy Community Day-Ahead Net Load Point and Probabilistic Forecasting. (2024). da Graa, Maria ; Ruano, Antonio. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:3:p:696-:d:1330901.

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2025Long-Term Multi-Resolution Probabilistic Load Forecasting Using Temporal Hierarchies. (2025). Zareipour, Hamidreza ; Bahman, Shafie. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:11:p:2908-:d:1670138.

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2024A U-Statistic for Testing the Lack of Dependence in Functional Partially Linear Regression Model. (2024). Zhao, Fanrong ; Zhang, Baoxue. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:16:p:2588-:d:1461124.

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2024Variable Selection in Semi-Functional Partially Linear Regression Models with Time Series Data. (2024). Huang, Zhensheng ; Meng, Shuyu. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:17:p:2778-:d:1473872.

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2024Weak Convergence of the Conditional Set-Indexed Empirical Process for Missing at Random Functional Ergodic Data. (2024). Souddi, Youssouf ; Bouzebda, Salim ; Madani, Fethi. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:3:p:448-:d:1329886.

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2025Nonparametric Estimation of Dynamic Value-at-Risk: Multifunctional GARCH Model Case. (2025). Almanjahie, Ibrahim M ; Laksaci, Ali ; Elmezouar, Zouaoui Chikr ; Alshahrani, Fatimah. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:12:p:1961-:d:1678875.

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2025Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions. (2025). Hua, Lei ; Zhang, LU. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:3:p:347-:d:1573432.

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More than 100 citations found, this list is not complete...

Works by Han Lin Shang:

YearTitleTypeCited
2019Implied volatility surface predictability: the case of commodity markets In: Papers.
[Full Text][Citation analysis]		paper7
2019Implied volatility surface predictability: The case of commodity markets.(2019) In: Journal of Banking & Finance.
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2022Forecasting: theory and practice In: Papers.
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2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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2021Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces In: Papers.
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2022Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces.(2022) In: International Journal of Forecasting.
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2023Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series In: Papers.
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2020Uncovering predictability in the evolution of the WTI oil futures curve In: European Financial Management.
[Full Text][Citation analysis]		article4
2017Methods for Scalar-on-Function Regression In: International Statistical Review.
[Full Text][Citation analysis]		article35
2019Visualizing rate of change: an application to age‐specific fertility rates In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article4
2022Temporal and spatial Taylors law: Application to Japanese subnational mortality rates In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article0
2022Stopping time detection of wood panel compression: A functional time‐series approach In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article0
2017A Plug-in Bandwidth Selection Procedure for Long-Run Covariance Estimation with Stationary Functional Time Series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article6
2021Local Whittle estimation of long‐range dependence for functional time series In: Journal of Time Series Analysis.
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2024Assessing the Impact of Climate Risk Stresses on Life Insurance Portfolios In: Asia-Pacific Journal of Risk and Insurance.
[Full Text][Citation analysis]		article0
2020A Comparison of Hurst Exponent Estimators in Long-range Dependent Curve Time Series In: Journal of Time Series Econometrics.
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2022Bayesian bandwidth estimation for local linear fitting in nonparametric regression models In: Studies in Nonlinear Dynamics & Econometrics.
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2020Forecasting age distribution of death counts: an application to annuity pricing In: Annals of Actuarial Science.
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2019DYNAMIC PRINCIPAL COMPONENT REGRESSION: APPLICATION TO AGE-SPECIFIC MORTALITY FORECASTING In: ASTIN Bulletin.
[Full Text][Citation analysis]		article1
2020FORECASTING MULTIPLE FUNCTIONAL TIME SERIES IN A GROUP STRUCTURE: AN APPLICATION TO MORTALITY In: ASTIN Bulletin.
[Full Text][Citation analysis]		article2
2011Point and interval forecasts of mortality rates and life expectancy: A comparison of ten principal component methods In: Demographic Research.
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2012Point and interval forecasts of age-specific life expectancies In: Demographic Research.
[Full Text][Citation analysis]		article7
2011Optimal combination forecasts for hierarchical time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article143
2013Bayesian bandwidth estimation for a nonparametric functional regression model with unknown error density In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article4
2014A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density In: Computational Statistics & Data Analysis.
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2013A sampling algorithm for bandwidth estimation in a nonparametric regression model with a flexible error density.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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2017Functional time series forecasting with dynamic updating: An application to intraday particulate matter concentration In: Econometrics and Statistics.
[Full Text][Citation analysis]		article4
2021Neural network prediction of crude oil futures using B-splines In: Energy Economics.
[Full Text][Citation analysis]		article3
2022Multi-population modelling and forecasting life-table death counts In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
2025Forecasting age distribution of deaths: Cumulative distribution function transformation In: Insurance: Mathematics and Economics.
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2017Grouped multivariate and functional time series forecasting:An application to annuity pricing In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article29
2016A multilevel functional data method for forecasting population, with an application to the United Kingdom In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2019Forecasting of density functions with an application to cross-sectional and intraday returns In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2024Forecasting Australian fertility by age, region, and birthplace In: International Journal of Forecasting.
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2016A Bayesian approach for determining the optimal semi-metric and bandwidth in scalar-on-function quantile regression with unknown error density and dependent functional data In: Journal of Multivariate Analysis.
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2019High-dimensional functional time series forecasting: An application to age-specific mortality rates In: Journal of Multivariate Analysis.
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2022Feature extraction for functional time series: Theory and application to NIR spectroscopy data In: Journal of Multivariate Analysis.
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2022On projection methods for functional time series forecasting In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article3
2011Nonparametric time series forecasting with dynamic updating In: Mathematics and Computers in Simulation (MATCOM).
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2009Nonparametric time series forecasting with dynamic updating.(2009) In: Monash Econometrics and Business Statistics Working Papers.
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2016Bayesian Bandwidth Selection for a Nonparametric Regression Model with Mixed Types of Regressors In: Econometrics.
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2013Bayesian bandwidth selection for a nonparametric regession model with mixed types of regressors.(2013) In: Monash Econometrics and Business Statistics Working Papers.
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2022Machine-Learning-Based Functional Time Series Forecasting: Application to Age-Specific Mortality Rates In: Forecasting.
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2024Bootstrapping Long-Run Covariance of Stationary Functional Time Series In: Forecasting.
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2022Air Pollution and Mortality Impacts In: Risks.
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2024Forecasting Age- and Sex-Specific Survival Functions: Application to Annuity Pricing In: Risks.
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2025An IID Test for Functional Time Series with Applications to High-Frequency VIX Index Data In: Risks.
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2017Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates In: Risks.
[Full Text][Citation analysis]		article29
2020Retiree Mortality Forecasting: A Partial Age-Range or a Full Age-Range Model? In: Risks.
[Full Text][Citation analysis]		article0
2017Reconciling Forecasts of Infant Mortality Rates at National and Sub-National Levels: Grouped Time-Series Methods In: Population Research and Policy Review.
[Full Text][Citation analysis]		article2
2008Rainbow plots, Bagplots and Boxplots for Functional Data In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper15
2010Nonparametric modeling and forecasting electricity demand: an empirical study In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2010A comparison of ten principal component methods for forecasting mortality rates In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
2011Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density In: Monash Econometrics and Business Statistics Working Papers.
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2011A survey of functional principal component analysis In: Monash Econometrics and Business Statistics Working Papers.
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2014A survey of functional principal component analysis.(2014) In: AStA Advances in Statistical Analysis.
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This paper has nother version. Agregated cites: 34		article
2012Point and interval forecasts of age-specific fertility rates: a comparison of functional principal component methods In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper2
2016Grouped functional time series forecasting: An application to age-specific mortality rates In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper3
2020Forecasting the Old-Age Dependency Ratio to Determine a Sustainable Pension Age In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]		paper0
2025Robust functional logistic regression In: Advances in Data Analysis and Classification.
[Full Text][Citation analysis]		article0
2023Sieve bootstrapping the memory parameter in long-range dependent stationary functional time series In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]		article0
2019Intraday forecasts of a volatility index: functional time series methods with dynamic updating In: Annals of Operations Research.
[Full Text][Citation analysis]		article9
2014Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density In: Computational Statistics.
[Full Text][Citation analysis]		article9
2021A partial least squares approach for function-on-function interaction regression In: Computational Statistics.
[Full Text][Citation analysis]		article1
2023Depth-based reconstruction method for incomplete functional data In: Computational Statistics.
[Full Text][Citation analysis]		article1
2025Penalized function-on-function linear quantile regression In: Computational Statistics.
[Full Text][Citation analysis]		article1
2022Function-on-Function Partial Quantile Regression In: Journal of Agricultural, Biological and Environmental Statistics.
[Full Text][Citation analysis]		article1
2021Forecasting Australian subnational age-specific mortality rates In: Journal of Population Research.
[Full Text][Citation analysis]		article1
2022Change point detection for COVID-19 excess deaths in Belgium In: Journal of Population Research.
[Full Text][Citation analysis]		article0
2025Is the age pension in Australia sustainable and fair? Evidence from forecasting the old-age dependency ratio using the Hamilton-Perry model In: Journal of Population Research.
[Full Text][Citation analysis]		article0
2016Mortality and Life Expectancy Forecasting for a Group of Populations in Developed Countries: A Robust Multilevel Functional Data Method In: Springer Books.
[Citation analysis]		chapter0
2014Bayesian bandwidth estimation for a functional nonparametric regression model with mixed types of regressors and unknown error density In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]		article12
2011Dynamic linear models with R In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article0
2011Bayesian Nonparametrics In: Journal of Applied Statistics.
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2011Non-Parametric Econometrics In: Journal of Applied Statistics.
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2012Graphics for statistics and data analysis with R In: Journal of Applied Statistics.
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2013The BUGS book: a practical introduction to Bayesian analysis In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article0
2013Functional time series approach for forecasting very short-term electricity demand In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article17
2021Bayesian bandwidth estimation and semi-metric selection for a functional partial linear model with unknown error density In: Journal of Applied Statistics.
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2022Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article1
2024Robust scalar-on-function partial quantile regression In: Journal of Applied Statistics.
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2025On function-on-function linear quantile regression In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article1
2019Semiparametric Regression Using Variational Approximations In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article4
2020Long-Range Dependent Curve Time Series In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article13
2023Bootstrap Prediction Bands for Functional Time Series In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article1
2023A robust scalar-on-function logistic regression for classification In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
2025Bootstrap prediction intervals for the age distribution of life-table death counts In: Mathematical Population Studies.
[Full Text][Citation analysis]		article0
2015Statistically tested comparisons of the accuracy of forecasting methods for age-specific and sex-specific mortality and life expectancy In: Population Studies.
[Full Text][Citation analysis]		article3
2020Dynamic principal component regression for forecasting functional time series in a group structure In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article3
2025Forecasting age distribution of life-table death counts via α-transformation In: Scandinavian Actuarial Journal.
[Full Text][Citation analysis]		article0
2017Forecasting intraday S&P 500 index returns: A functional time series approach In: Journal of Forecasting.
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2021Granger causality of bivariate stationary curve time series In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2022A model sufficiency test using permutation entropy In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2023Forecasting intraday financial time series with sieve bootstrapping and dynamic updating In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2025Nonstationary Functional Time Series Forecasting In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2025Stock Return Prediction Based on a Functional Capital Asset Pricing Model In: Journal of Forecasting.
[Full Text][Citation analysis]		article0

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