Ines Wilms : Citation Profile

Maastricht University

7

H index

6

i10 index

190

Citations

RESEARCH PRODUCTION:

14

Articles

16

Papers

RESEARCH ACTIVITY:

   9 years (2016 - 2025). See details.
   Cites by year: 21
   Journals where Ines Wilms has often published
   Relations with other researchers
   Recent citing documents: 44.    Total self citations: 8 (4.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwi441
   Updated: 2026-07-04    RAS profile: 2024-11-07    
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Relations with other researchers

Works with:

Smeekes, Stephan (7)

Hecq, Alain (3)

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

Is cited by:

Ben Amar, Amine (9)

Hecq, Alain (9)

Smeekes, Stephan (6)

Goutte, Stéphane (5)

Claveria, Oscar (5)

Johansen, Soren (4)

Tiwari, Aviral (4)

Barigozzi, Matteo (3)

Cubadda, Gianluca (3)

Berenguer-Rico, Vanessa (3)

Hallin, Marc (3)

Cites to:

Diebold, Francis (22)

Hecq, Alain (18)

Marcellino, Massimiliano (14)

Chernozhukov, Victor (12)

Giannone, Domenico (11)

serra, teresa (11)

Bollerslev, Tim (11)

Medeiros, Marcelo (11)

Reichlin, Lucrezia (10)

Corsi, Fulvio (10)

Yilmaz, Kamil (9)

Main data

Where Ines Wilms has published?

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

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

Recent works citing Ines Wilms (2026 and 2025)

YearTitle of citing document
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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2026Structural counterfactual analysis in macroeconomics: theory and inference. (2024). Wang, Endong. In: Papers. RePEc:arx:papers:2409.09577.

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2026Econometric 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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2026Inference 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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2026Beyond the Oracle Property: Adaptive LASSO in Cointegrating Regressions. (2025). Schneider, Ulrike ; Reichold, Karsten. In: Papers. RePEc:arx:papers:2510.07204.

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2026Diffusion Index Forecast with Tensor Data. (2025). Han, Yuefeng ; Chen, Bin ; Yu, Qiyang. In: Papers. RePEc:arx:papers:2511.02235.

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2025xtdml: Double Machine Learning Estimation to Static Panel Data Models with Fixed Effects in R. (2025). Polselli, Annalivia. In: Papers. RePEc:arx:papers:2512.15965.

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2026Demystifying the trend of the healthcare index: Is historical price a key driver?. (2026). Chakraborty, Tanujit ; Ghosh, Subhasis ; Gupta, Samrat ; Sadhukhan, Payel. In: Papers. RePEc:arx:papers:2601.14062.

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2026When are time series predictions causal? The potential system and dynamic causal effects. (2026). Shephard, Neil ; Carlson, Jacob. In: Papers. RePEc:arx:papers:2603.20394.

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2025Belief Distortions and Uncertainty About Inflation. (2025). Rossi, Lorenza ; Patella, Valeria ; Giorgianni, Giuseppe Pagano ; Fasani, Stefano. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12209.

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2025Risk contagion among renewable energy, fossil energy and agricultural commodity markets: Insights from dynamic networks. (2025). Jin, Yujia ; Liu, Bai ; Zhang, Ailian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:1361-1378.

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2026Modeling and forecasting commodity price volatility using a common leverage factor. (2026). Ormos, Mihály ; Kamocsai, Lszl. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:82:y:2026:i:c:s1062940825002104.

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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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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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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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2025Cross-market volatility forecasting with attention-based spatial–temporal graph convolutional networks. (2025). Zhou, Yang ; Gong, Jue ; Wang, Gang-Jin ; Xie, Chi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000611.

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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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2025Dynamics of co-bubble networks across commodity futures prices and portfolio performance. (2025). Chen, Yan ; Zhang, Lei ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006668.

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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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2025The value of distinctiveness: Product uniqueness in crypto marketing. (2025). Spann, Martin ; Berghueser, Sophie M. In: International Journal of Research in Marketing. RePEc:eee:ijrema:v:42:y:2025:i:3:p:573-593.

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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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2025SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111.

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2026Robust variable selection criteria for the penalized regression. (2026). Ghosh, Samiran ; Mandal, Abhijit. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:211:y:2026:i:c:s0047259x25001356.

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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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2026Attention to renewable energy: A risk-factor for stocks in the renewable energy sector. (2026). Lyócsa, Štefan ; Lycsa, Tefan ; Tabaek, Jakub. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s027553192500460x.

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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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2025Analyzing Systemic Risk Spillover Networks Through a Time-Frequency Approach. (2025). Zheng, Liping ; Liang, Ziwei ; Yi, Jiaoting ; Zhu, Yuhan. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:13:p:2070-:d:1684938.

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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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2025Beyond Complements and Substitutes: A Graph Neural Network Approach for Collaborative Retail Sales Forecasting. (2025). Lu, Mingfeng ; Huang, Lihua ; Liu, Jing ; Zhao, Huimin ; Wang, Gang ; Chen, Gang. In: Information Systems Research. RePEc:inm:orisre:v:36:y:2025:i:4:p:1993-2016.

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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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2025Belief Distortions and Disagreement about Inflation. (2025). Fasani, Stefano ; Giorgianni, Giuseppe Pagano ; Patella, Valeria ; Rossi, Lorenza. In: Working Papers. RePEc:lan:wpaper:423478673.

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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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2026Modelling the data-generating mechanism of China’s commodity market by identifying hidden information flow regimes. (2026). Chen, Zhongxiu ; Li, Zhenghui ; Huang, Zhehao. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00804-w.

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2026Crude oil and soft commodities volatility spillover patterns and portfolio diversification strategies in times of oil crises. (2026). Kumar, Pawan ; Singh, Vipul Kumar. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-025-00851-3.

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2026Destination categories, channel choice, and beer distribution laws. (2026). Richards, Timothy J ; Rickard, Bradley ; Malinovskaya, Anna. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:108:y:2026:i:1:p:143-175.

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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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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]		paper15
2023Lasso inference for high-dimensional time series.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		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]		paper2
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]		paper3
2024Local projection inference in high dimensions.(2024) In: The Econometrics Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2024Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions In: Papers.
[Full Text][Citation analysis]		paper1
2026Sparse 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]		article2
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]		article9
2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach In: Energy Economics.
[Full Text][Citation analysis]		article54
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]		article28
2016Identifying Demand Effects in a Large Network of Product Categories In: Journal of Retailing.
[Full Text][Citation analysis]		article18
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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