Ines Wilms : Citation Profile

Maastricht University

7

H index

6

i10 index

168

Citations

RESEARCH PRODUCTION:

14

Articles

16

Papers

RESEARCH ACTIVITY:

   9 years (2016 - 2025). See details.
   Cites by year: 18
   Journals where Ines Wilms has often published
   Relations with other researchers
   Recent citing documents: 50.    Total self citations: 8 (4.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi441
   Updated: 2025-12-20    RAS profile: 2024-11-07    
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Relations with other researchers

Works with:

Smeekes, Stephan (7)

Hecq, Alain (3)

Barbaglia, Luca (2)

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

Is cited by:

Hecq, Alain (9)

Ben Amar, Amine (8)

Smeekes, Stephan (6)

Claveria, Oscar (5)

Johansen, Soren (4)

Goutte, Stéphane (4)

Tiwari, Aviral (4)

Barigozzi, Matteo (3)

Cubadda, Gianluca (3)

Hallin, Marc (3)

Berenguer-Rico, Vanessa (3)

Cites to:

Diebold, Francis (22)

Hecq, Alain (18)

Marcellino, Massimiliano (14)

Chernozhukov, Victor (12)

Medeiros, Marcelo (11)

Bollerslev, Tim (11)

serra, teresa (11)

Giannone, Domenico (11)

Corsi, Fulvio (10)

Reichlin, Lucrezia (10)

Hansen, Christian (9)

Main data

Where Ines Wilms has published?

Journals with more than one article published# docs
International Journal of Forecasting2
European Journal of Operational Research2
Energy Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org15

Recent works citing Ines Wilms (2025 and 2024)

YearTitle of citing document
2024How Do Different Product Categories Involve the Retailer s Assortment Management Strategies? The Case of the US. (2024). del Mar, Maria ; Uribe-Toril, Juan ; Ruiz-Real, Jose Luis. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:26:y:2024:i:special18:p:1311.

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2024Expected Shortfall LASSO. (2024). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033.

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2025SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249.

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2024Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso. (2024). Reinschlussel, Thilo ; Arnold, Martin C. In: Papers. RePEc:arx:papers:2402.16580.

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2024Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2024Econometric Inference for High Dimensional Predictive Regressions. (2024). Lee, Ji Hyung ; Mei, Ziwei ; Shi, Zhentao ; Gao, Zhan. In: Papers. RePEc:arx:papers:2409.10030.

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2024Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness. (2024). Wang, Endong ; Dettaa, Eugene. In: Papers. RePEc:arx:papers:2410.04330.

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2025On a new robust method of inference for general time series models. (2025). Wang, Zihan ; Li, Dong ; Qiao, Xinghao ; Tong, Howell. In: Papers. RePEc:arx:papers:2503.08655.

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2025Estimation of Latent Group Structures in Time-Varying Panel Data Models. (2025). Smeekes, Stephan ; Haimerl, Paul ; Wilms, Ines. In: Papers. RePEc:arx:papers:2503.23165.

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2025Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204.

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2025Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

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2024Penalisation Methods in Fitting High‐Dimensional Cointegrated Vector Autoregressive Models: A Review. (2024). Ditlevsen, Susanne ; Levakova, Marie. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:2:p:160-193.

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2024Forecasting infectious diseases in Brazilian cities: Integrating socio-economic and geographic data from related cities through a machine learning approach. (2024). Roster, Kirstin O ; Lober, Luiza ; Rodrigues, Francisco A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:187:y:2024:i:c:s096007792400969x.

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2024CR-Lasso: Robust cellwise regularized sparse regression. (2024). Wang, Suojin ; Muller, Samuel ; Su, Peng ; Tarr, Garth. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:197:y:2024:i:c:s0167947324000550.

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2025Detecting cointegrating relations in non-stationary matrix-valued time series. (2025). Hecq, Alain ; Ricardo, Ivan ; Wilms, Ines. In: Economics Letters. RePEc:eee:ecolet:v:248:y:2025:i:c:s0165176525000424.

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2024Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data. (2024). Reuvers, Hanno ; Wijler, Etienne. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002361.

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2024Testing 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.

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2025Supervised factor modeling for high-dimensional linear time series. (2025). Lu, Kexin ; Huang, Feiqing ; Zheng, Yao ; Li, Guodong. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000491.

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2024Mathematical programming for simultaneous feature selection and outlier detection under l1 norm. (2024). Barbato, Michele ; Ceselli, Alberto. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:3:p:1070-1084.

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2024Large-scale robust regression with truncated loss via majorization-minimization algorithm. (2024). Shao, Yuan-Hai ; Lv, Xiao-Jing ; Huang, Ling-Wei ; Li, Chun-Na. In: European Journal of Operational Research. RePEc:eee:ejores:v:319:y:2024:i:2:p:494-504.

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2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179.

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2025Does public climate attention affect the net return spillover from energy to non-energy commodities?. (2025). Lin, Anlan ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000155.

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2024Vulnerability of European electricity markets: A quantile connectedness approach. (2024). Uribe, Jorge ; Chuliá, Helena ; Klein, Tony ; Muoz, Jorge A ; Chulia, Helena. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004470.

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2024Hierarchical reconciliation of convolutional gated recurrent units for unified forecasting of branched and aggregated district heating loads. (2024). Wang, Shitong ; Li, Xinyi ; Chen, Zhiqiang. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224038751.

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2025A novel HAR-type realized volatility forecasting model using graph neural network. (2025). Yin, Xuebao ; Yao, Yuhang ; Hu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008135.

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2025Predicting volatility in Chinas clean energy sector: Advantages of the carbon transition risk. (2025). Chen, Zhu ; Luo, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015630.

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2025Modeling gasoline price volatility. (2025). Ormos, Mihály ; Kamocsai, Lszl. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016866.

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2025Forecasting realized volatility with spillover effects: Perspectives from graph neural networks. (2025). Cucuringu, Mihai ; Dong, Xiaowen ; Zhang, Chao ; Pu, Xingyue. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:377-397.

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2024Quantile coherency across bonds, commodities, currencies, and equities. (2024). Stenvall, David ; lucey, brian ; Rahman, Md Lutfur ; Uddin, Gazi Salah. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000697.

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2025The midstream amplifier: Risk spillovers in Chinas lithium supply chain from mining to batteries. (2025). Yang, Lanyong ; Dou, Shiquan ; Liu, Gang ; Xu, Deyi ; Zhu, Yongguang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000157.

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2024Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation. (2024). Oviedo, Rodolfo ; Ortiz-Gracia, Luis ; Blanc-Blocquel, Augusto. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:225:y:2024:i:c:p:430-445.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Ben Amar, Amine ; Bellalah, Makram ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set. (2024). Wang, Gang-Jin ; Zeng, Zhi-Jian ; Li, Zhao-Chen ; Zhu, You ; Gong, Jue ; Xie, Chi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:673-711.

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2024Optimizing stock market volatility predictions based on the SMVF-ANP approach. (2024). Guan, Zhigui ; Zhao, Yuanjun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004945.

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2024Price spillovers and interdependences in Chinas agricultural commodity futures market: Evidence from the US-China trade dispute. (2024). Tongurai, Jittima ; Chen, Xiangyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005719.

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2024How electricity and natural gas prices affect banking systemic risk. (2024). Giorgio, Saverio ; Marzioni, Stefano ; Paccione, Cosimo ; Mure, Pina. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924003039.

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2025Mixingale and physical dependence equality with applications. (2025). Hill, Jonathan B. In: Statistics & Probability Letters. RePEc:eee:stapro:v:221:y:2025:i:c:s0167715225000252.

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2025Estimator’s Properties of Specific Time-Dependent Multivariate Time Series. (2025). Mlard, Guy. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:7:p:1163-:d:1625328.

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2024On the dependence structure of European vegetable oil markets. (2024). Menier, Romain ; Bagnarosa, Guillaume ; Gohin, Alexandre. In: Post-Print. RePEc:hal:journl:hal-04523660.

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2024Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence. (2024). Ben Amar, Amine ; Boubrahimi, Nabil ; Bellalah, Makram ; Dkhissi, Ilham ; Hasnaoui, Amir. In: Post-Print. RePEc:hal:journl:hal-04643053.

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2024Autoregressive Random Forests: Machine Learning and Lag Selection for Financial Research. (2024). Polyzos, Efstathios ; Siriopoulos, Costas. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10429-9.

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2024Retail Markups and Discount-Store Entry. (2024). Gomez, Miguel ; Richards, Timothy J ; Chenarides, Lauren ; Yonezawa, Koichi. In: Review of Industrial Organization. RePEc:kap:revind:v:64:y:2024:i:1:d:10.1007_s11151-023-09926-w.

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2024Penalized Convex Estimation in Dynamic Location-Scale models. (2024). Chentoufi, Reda Alami. In: MPRA Paper. RePEc:pra:mprapa:123283.

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2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501.

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2025Investor sentiment networks: mapping connectedness in DJIA stocks. (2025). Nyakurukwa, Kingstone ; Seetharam, Yudhvir. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00675-7.

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2025Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening. (2025). Tiwari, Aviral ; Roudari, Soheil ; Sokhanvar, Amin ; Ahmadian-Yazdi, Farzaneh. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00694-4.

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2024Live shopping promotions: which categories should a retailer discount to shoppers already in the store?. (2024). Wamsler, Julia ; Natter, Martin ; Ilic, Alexander ; Vuckovac, Denis. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:46:y:2024:i:1:d:10.1007_s00291-022-00685-w.

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2024ROBOUT: a conditional outlier detection methodology for high-dimensional data. (2024). Vouldis, Angelos ; Farn, Matteo. In: Statistical Papers. RePEc:spr:stpapr:v:65:y:2024:i:4:d:10.1007_s00362-023-01492-3.

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2025Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions. (2025). Hecq, Alain ; Ternes, Marie ; Wilms, Ines. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1946-1968.

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2024Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity. (2024). Wang, Tianyang ; Shangguan, Peng ; He, Mengying ; Qu, Hui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:218-251.

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Works by Ines Wilms:

YearTitleTypeCited
2016Commodity Dynamics: A Sparse Multi-class Approach In: Papers.
[Full Text][Citation analysis]		paper7
2016Commodity dynamics: A sparse multi-class approach.(2016) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2017Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach In: Papers.
[Full Text][Citation analysis]		paper0
2022Lasso Inference for High-Dimensional Time Series In: Papers.
[Full Text][Citation analysis]		paper14
2023Lasso inference for high-dimensional time series.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2022bootUR: An R Package for Bootstrap Unit Root Tests In: Papers.
[Full Text][Citation analysis]		paper1
2021Tree-based Node Aggregation in Sparse Graphical Models In: Papers.
[Full Text][Citation analysis]		paper0
2022Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions In: Papers.
[Full Text][Citation analysis]		paper1
2022Detecting Anti-dumping Circumvention: A Network Approach In: Papers.
[Full Text][Citation analysis]		paper0
2024Local Projection Inference in High Dimensions In: Papers.
[Full Text][Citation analysis]		paper0
2024Local projection inference in high dimensions.(2024) In: The Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions In: Papers.
[Full Text][Citation analysis]		paper1
2025Sparse High-Dimensional Vector Autoregressive Bootstrap In: Papers.
[Full Text][Citation analysis]		paper0
2024Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms In: Papers.
[Full Text][Citation analysis]		paper1
2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning In: Papers.
[Full Text][Citation analysis]		paper1
2025Transmission Channel Analysis in Dynamic Models In: Papers.
[Full Text][Citation analysis]		paper0
2024Vector AutoRegressive Moving Average Models: A Review In: Papers.
[Full Text][Citation analysis]		paper0
2024Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach In: Papers.
[Full Text][Citation analysis]		paper1
2018Multiclass vector auto‐regressive models for multistore sales data In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]		article1
2016Discussion of ‘Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models’ In: Scandinavian Journal of Statistics.
[Full Text][Citation analysis]		article0
2016The predictive power of the business and bank sentiment of firms: A high-dimensional Granger Causality approach In: European Journal of Operational Research.
[Full Text][Citation analysis]		article12
2022Sparse regression for large data sets with outliers In: European Journal of Operational Research.
[Full Text][Citation analysis]		article8
2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach In: Energy Economics.
[Full Text][Citation analysis]		article46
2016Forecasting using sparse cointegration In: International Journal of Forecasting.
[Full Text][Citation analysis]		article23
2021Multivariate volatility forecasts for stock market indices In: International Journal of Forecasting.
[Full Text][Citation analysis]		article24
2016Identifying Demand Effects in a Large Network of Product Categories In: Journal of Retailing.
[Full Text][Citation analysis]		article15
2018White heteroscedasticty testing after outlier removal In: Economics Series Working Papers.
[Full Text][Citation analysis]		paper5
2021Heteroscedasticity testing after outlier removal In: Econometric Reviews.
[Full Text][Citation analysis]		article1
2018An algorithm for the multivariate group lasso with covariance estimation In: Journal of Applied Statistics.
[Full Text][Citation analysis]		article3
2023Sparse Identification and Estimation of Large-Scale Vector AutoRegressive Moving Averages In: Journal of the American Statistical Association.
[Full Text][Citation analysis]		article3

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