3
H index
1
i10 index
36
Citations
Aarhus Universitet (1% share) | 3 H index 1 i10 index 36 Citations RESEARCH PRODUCTION: 15 Articles 6 Papers RESEARCH ACTIVITY: 16 years (2008 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pve268 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with J Eduardo Vera-Valdés. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Econometrics | 4 |
Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 2 |
Year | Title of citing document |
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2024 | Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change. (2024). Pretis, Felix ; Jiao, Xiyu ; Schwarz, Moritz. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002634. Full description at Econpapers || Download paper |
2023 | Estimation of a dynamic multi-level factor model with possible long-range dependence. (2023). Rodriguez-Caballero, Vladimir C ; Ergemen, Yunus Emre. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:405-430. Full description at Econpapers || Download paper |
2024 | Volatility persistence in metal prices. (2024). Gil-Alana, Luis ; Poza, Carlos. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011984. Full description at Econpapers || Download paper |
2024 | Does Islamic investing modify portfolio performance? Time-varying optimization strategies for conventional and Shariah energy-ESG-utilities portfolio. (2024). Rezgui, Hichem ; Tavakkoli, Hamid Raza ; Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:37-57. Full description at Econpapers || Download paper |
2023 | What drives migration to Germany? A panel data analysis. (2023). Daumann, F ; Klocker, J A. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:2:p:251-264. Full description at Econpapers || Download paper |
2023 | COVID-19 pandemic, losses of livelihoods and uneven recovery in Pune, India. (2023). Steinert, Janina Isabel ; Mittal, Nitya ; Vollmer, Sebastian. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-023-02343-0. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Unbalanced Regressions and the Predictive Equation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Long Memory, Fractional Integration, and Cross-Sectional Aggregation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 7 |
2017 | Long memory, fractional integration, and cross-sectional aggregation.(2017) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2020 | Air pollution and mobility in the Mexico City Metropolitan Area, what drives the COVID-19 death toll? In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Temperature Anomalies, Long Memory, and Aggregation In: CREATES Research Papers. [Full Text][Citation analysis] | paper | 2 |
2021 | Temperature Anomalies, Long Memory, and Aggregation.(2021) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2017 | On Long Memory Origins and Forecast Horizons In: Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | On long memory origins and forecast horizons.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2018 | Nonfractional Memory: Filtering, Antipersistence, and Forecasting In: Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Granger-Causality in the presence of structural breaks In: Economics Bulletin. [Full Text][Citation analysis] | article | 11 |
2024 | Exploring smart heat meter data: A co-clustering driven approach to analyse the energy use of single-family houses In: Applied Energy. [Full Text][Citation analysis] | article | 0 |
2024 | Disaggregation of total energy use into space heating and domestic hot water: A city-scale suited approach In: Energy. [Full Text][Citation analysis] | article | 0 |
2022 | The persistence of financial volatility after COVID-19 In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2020 | Long-Lasting Economic Effects of Pandemics:Evidence on Growth and Unemployment In: Econometrics. [Full Text][Citation analysis] | article | 4 |
2021 | Air Pollution and Mobility, What Carries COVID-19? In: Econometrics. [Full Text][Citation analysis] | article | 3 |
2021 | Nonfractional Long-Range Dependence: Long Memory, Antipersistence, and Aggregation In: Econometrics. [Full Text][Citation analysis] | article | 1 |
2019 | The VIX, the Variance Premium, and Expected Returns In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
2016 | A comment on ‘resolving spurious regressions and serially correlated errors’ In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2021 | The political risk factors of COVID-19 In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 2 |
2022 | Spurious multivariate regressions under fractionally integrated processes In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
2012 | Spurious Forecasts? In: Journal of Forecasting. [Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team