Robert Sollis : Citation Profile

Newcastle University

10

H index

10

i10 index

572

Citations

RESEARCH PRODUCTION:

24

Articles

5

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1999 - 2022). See details.
   Cites by year: 24
   Journals where Robert Sollis has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 4 (0.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso294
   Updated: 2025-12-27    RAS profile: 2025-08-11    
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Relations with other researchers

Works with:

Harvey, David (2)

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

Is cited by:

Omay, Tolga (29)

cerrato, mario (17)

Zanetti Chini, Emilio (17)

Chang, Tsangyao (17)

MacDonald, Ronald (16)

Kim, Hyunsok (15)

Hasanov, Mübariz (14)

Emirmahmutoglu, Furkan (13)

Cuestas, Juan (13)

Gil-Alana, Luis (11)

Harvey, David (10)

Cites to:

Taylor, Mark (14)

Sarno, Lucio (14)

Leybourne, Stephen (13)

Taylor, Robert (13)

Phillips, Peter (11)

Peel, David (11)

Enders, Walter (10)

Harvey, David (9)

Yu, Jun (8)

Cavaliere, Giuseppe (8)

shin, yongcheol (7)

Main data

Where Robert Sollis has published?

Journals with more than one article published# docs
Journal of Time Series Analysis3
Journal of Empirical Finance2
Applied Financial Economics2
Journal of Applied Econometrics2
Economics Letters2

Working Papers Series with more than one paper published# docs
Essex Finance Centre Working Papers / University of Essex, Essex Business School2

Recent works citing Robert Sollis (2025 and 2024)

YearTitle of citing document
2025Farmland Boom or Bubble?. (2025). Etienne, Xiaoli ; Irwin, Scott ; Franken, Jason. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360676.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Papers. RePEc:arx:papers:2405.02087.

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2024Comparing predictive ability in presence of instability over a very short time. (2024). Rossini, Luca ; Iacone, Fabrizio ; Viselli, Andrea. In: Papers. RePEc:arx:papers:2405.11954.

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2025Confidence Sets for the Emergence, Collapse, and Recovery Dates of a Bubble. (2025). Kurozumi, Eiji ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2511.16172.

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2024A bubble identification mechanism: Evidence from the Chinese stock market. (2024). Khan, Yasir ; Tang, Liangling ; Xiao, Feng ; Gao, Yijia ; He, Chaolin. In: Pacific Economic Review. RePEc:bla:pacecr:v:29:y:2024:i:1:p:55-87.

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2024Testing for an Explosive Bubble using High-Frequency Volatility. (2024). Yu, Jun ; Zu, Yang ; Boswijk, Peter H. In: Working Papers. RePEc:boa:wpaper:202402.

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2025Hyperinflation and Explosive Behaviour in the General Price Level. (2025). Crespo, Raul J. In: Bristol Economics Discussion Papers. RePEc:bri:uobdis:25/785.

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2025Explosiveness in the renewable energy equity sector: International evidence. (2025). Ferrer, Romn ; Ariza, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s106294082500018x.

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2024Semi-parametric single-index predictive regression models with cointegrated regressors. (2024). GAO, Jiti ; Zhou, Weilun ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002932.

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2024Robust testing for explosive behavior with strongly dependent errors. (2024). Yu, Jun ; Phillips, Peter ; Lui, Yiu Lim. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003421.

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2024House price bubbles under the COVID-19 pandemic. (2024). Pedersen, Thomas Q ; Moller, Stig V ; Hansen, Jacob H ; Schutte, Christian M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001299.

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2024Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models. (2024). Hasanli, Mubariz. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002184.

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2025Detecting speculation in the market for EU emission allowances. (2025). Reissl, Severin ; Terranova, Roberta ; Cozzarini, Chiara ; Tavoni, Massimo. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004797.

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2024Shock persistency to material consumption, renewable and non-renewable energy resources? A (non)linear evidence from the highest carbon emitting countries. (2024). Celik, Ali ; Alola, Andrew Adewale. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032961.

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2024VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Qiu, Zhiguo ; Nakata, Keiichi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346.

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2024Forecasting the equity premium with frequency-decomposed technical indicators. (2024). Stein, Tobias. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:6-28.

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2025Real-time monitoring procedures for early detection of bubbles. (2025). Whitehouse, Emily ; Harvey, D I ; Leybourne, S J. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1260-1277.

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2025Who’s more efficient and drives others? Profit sharing rates vs. deposit rates. (2025). Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat ; Gk, Remzi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:99:y:2025:i:c:s106297692400156x.

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2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

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2024Financial forecasting improvement with LSTM-ARFIMA hybrid models and non-Gaussian distributions. (2024). Rabbouch, Hana ; Saadaoui, Foued. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:206:y:2024:i:c:s0040162524003354.

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2025Investigating the Asymmetric Impact of Renewable and Non-Renewable Energy Production on the Reshaping of Future Energy Policy and Economic Growth in Greece Using the Extended Cobb–Douglas Production Function. (2025). Dritsaki, Chaido. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:20:p:5394-:d:1770275.

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2024Electricity Capacity Convergence in G20 Countries: New Findings from New Tests. (2024). Doan, Ebru. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:19:p:8411-:d:1487230.

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2024Can governments sleep more soundly when holding international reserves? A banking and financial vulnerabilities perspective. (2024). Omay, Tolga ; Allegret, Jean-Pierre ; Allegret-Sallenave, Audrey. In: Post-Print. RePEc:hal:journl:hal-03945433.

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2024New Unit Root Tests in the Nonlinear ESTAR Framework: The Movement and Volatility Characteristics of Crude oil and Copper Prices. (2024). Li, Yanglin. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:5:d:10.1007_s10614-023-10381-8.

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2025Testing PPP hypothesis under considerations of nonlinear and asymmetric adjustments: new international evidence. (2025). Hsieh, Chun-Kuei ; Chen, Shyh-Wei ; Xie, Zixiong. In: Empirica. RePEc:kap:empiri:v:52:y:2025:i:1:d:10.1007_s10663-024-09628-w.

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2024Impact of Exchange Rate on Trade Balance of India: Evidence from Threshold Cointegration with Asymmetric Error Correction Approach. (2024). Behera, Smruti Ranjan ; Bhattacharya, Mita ; Mallick, Lingaraj. In: Foreign Trade Review. RePEc:sae:fortra:v:59:y:2024:i:2:p:279-308.

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2024Persistence of shocks on non-renewable and renewable energy consumption: evidence from 15 leading countries with Fourier unit root test. (2024). Il, Nilgn ; Baygin, Burcu Kiran. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:3:d:10.1007_s10668-023-02944-4.

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2024The time-varying impacts of global economic policy uncertainty on macroeconomic activity in a small open economy: the case of Turkey. (2024). Yalinkaya, Mer ; Datan, Muhammet ; Karabulut, Kerem. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:2:d:10.1007_s10258-023-00239-0.

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2024Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence. (2024). Omay, Tolga ; Abioglu, Vasif Abiyev ; Hasanov, Mubariz. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:3:d:10.1007_s10258-023-00245-2.

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2025Examining exchange rate bubbles in Pakistan: application of sequential ADF tests. (2025). Jawad, Muhammad ; Nazir, Sidra ; Islam, Md Saiful. In: SN Business & Economics. RePEc:spr:snbeco:v:5:y:2025:i:9:d:10.1007_s43546-025-00896-7.

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2024Weighted composite quantile inference for nearly nonstationary autoregressive models. (2024). Liu, Bingqi ; Pang, Tianxiao. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:33:y:2024:i:5:d:10.1007_s10260-024-00763-z.

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2025The Silent Disco—Speculation in Bearish Commodity Markets and the Role of Liquidity. (2025). Orduakkaya, Beyza Mina ; Ganepola, Chanaka N. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:9:p:1100-1133.

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2025Introduction to the Univariate Analysis of Trends in Economic Time Series. (2025). Silva Lopes, Artur. In: EconStor Preprints. RePEc:zbw:esprep:323383.

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2024EU ETS Market Expectations and Rational Bubbles. (2024). Kruse-Becher, Robinson ; Wegener, Christoph ; Klein, Tony. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302359.

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Works by Robert Sollis:

YearTitleTypeCited
1999Unit Roots and Asymmetric Smooth Transitions In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article30
2004Asymmetric adjustment and smooth transitions: a combination of some unit root tests In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article51
2018Real‐Time Monitoring for Explosive Financial Bubbles In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article7
2004A Cautionary Note on the Order of Integration of Post‐war Aggregate Wage, Price and Productivity Measures In: Manchester School.
[Full Text][Citation analysis]		article0
2022Testing for Co‐explosive Behaviour in Financial Time Series In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article2
2016Fixed and Recursive Right-Tailed Dickey–Fuller Tests in the Presence of a Break under the Null In: Journal of Time Series Econometrics.
[Full Text][Citation analysis]		article1
2009A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries In: Economic Modelling.
[Full Text][Citation analysis]		article134
2011Spurious regression: A higher-order problem In: Economics Letters.
[Full Text][Citation analysis]		article4
2011Testing the unit root hypothesis against TAR nonlinearity using STAR-based tests In: Economics Letters.
[Full Text][Citation analysis]		article6
2016Tests for explosive financial bubbles in the presence of non-stationary volatility In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article95
2017Improving the accuracy of asset price bubble start and end date estimators In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article28
2008U.S. dollar real exchange rates: Nonlinearity revisited In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article13
2008Chapter 14 Forecasting Interest Rates: An Application of the Stochastic Unit Root and Stochastic Cointegration Frameworks In: Frontiers of Economics and Globalization.
[Full Text][Citation analysis]		chapter0
2009Value at risk: a critical overview In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article7
2018Detecting Regimes of Predictability in the U.S. Equity Premium In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper1
2020Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper9
2021Real‐time detection of regimes of predictability in the US equity premium.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2006The real exchange rate-real interest rate relation: evidence from tests for symmetric and asymmetric threshold cointegration In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article9
2005Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article33
2004Evidence on purchasing power parity from univariate models: the case of smooth transition trend-stationarity.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2003.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2005Evidence on purchasing power parity from univariate models: the case of smooth transition trend‐stationarity.(2005) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
2005Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing In: Journal of Forecasting.
[Full Text][Citation analysis]		article2
2002Tests for Symmetric and Asymmetric Nonlinear Mean Reversion in Real Exchange Rates. In: Journal of Money, Credit and Banking.
[Citation analysis]		article85
2007Tests for Asymmetric Threshold Cointegration with an Application to the Term Structure In: Journal of Economic Insight.
[Citation analysis]		article0
2015Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article20
2000Stochastic unit roots modelling of stock price indices In: Applied Financial Economics.
[Full Text][Citation analysis]		article8
2006Testing for bubbles: an application of tests for change in persistence In: Applied Financial Economics.
[Full Text][Citation analysis]		article12
2015The Saturday effect: an interesting anomaly in the Saudi stock market In: Applied Economics.
[Full Text][Citation analysis]		article6
2001U.S. and U.K. Interest Rates 1890 - 1934: New Evidence on Structural Breaks In: Trinity Economics Papers.
[Full Text][Citation analysis]		paper7
2001U.S. and U.K. Inflation: Evidence on Structural Change in the Order of Integration In: Trinity Economics Papers.
[Full Text][Citation analysis]		paper2

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