Ines Wilms : Citation Profile

Are you Ines Wilms?

Maastricht University

6

H index

5

i10 index

128

Citations

RESEARCH PRODUCTION:

12

Articles

12

Papers

RESEARCH ACTIVITY:

   8 years (2016 - 2024). See details.
   Cites by year: 16
   Journals where Ines Wilms has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 7 (5.19 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwi441
   Updated: 2024-11-04    RAS profile: 2024-01-08    
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Relations with other researchers

Works with:

Smeekes, Stephan (5)

Hecq, Alain (2)

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:

Ben Amar, Amine (5)

Claveria, Oscar (5)

Hecq, Alain (5)

Smeekes, Stephan (5)

Goutte, Stéphane (4)

Johansen, Soren (4)

Berenguer-Rico, Vanessa (3)

Hallin, Marc (3)

Tiwari, Aviral (3)

Cubadda, Gianluca (3)

Barigozzi, Matteo (3)

Cites to:

Diebold, Francis (22)

Marcellino, Massimiliano (13)

Chernozhukov, Victor (12)

Hecq, Alain (11)

Giannone, Domenico (11)

serra, teresa (11)

Bollerslev, Tim (11)

Medeiros, Marcelo (10)

Corsi, Fulvio (10)

Reichlin, Lucrezia (10)

Hansen, Christian (9)

Main data

Where Ines Wilms has published?

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

Working Papers Series with more than one paper published# docs
Papers / arXiv.org11

Recent works citing Ines Wilms (2024 and 2023)

YearTitle of citing document
2023Inference in Non-stationary High-Dimensional VARs. (2023). Smeekes, Stephan ; Margaritella, Luca. In: Papers. RePEc:arx:papers:2302.01434.

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2024Expected Shortfall LASSO. (2023). Barendse, Sander. In: Papers. RePEc:arx:papers:2307.01033.

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2023Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419.

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2023Econometrics of Machine Learning Methods in Economic Forecasting. (2023). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: Papers. RePEc:arx:papers:2308.10993.

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2023High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192.

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

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2023Multivariate sparse Laplacian shrinkage for joint estimation of two graphical structures. (2023). Yang, HU ; Xia, Siwei. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:178:y:2023:i:c:s0167947322002006.

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2024Sparse generalized Yule–Walker estimation for large spatio-temporal autoregressions with an application to NO2 satellite data. (2024). Wijler, Etienne ; Reuvers, Hanno. 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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2023Robust regression under the general framework of bounded loss functions. (2023). Tang, Long ; Tian, Yingjie ; Fu, Saiji. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:3:p:1325-1339.

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

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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

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2023Realized higher-order moments spillovers across cryptocurrencies. (2023). Apergis, Nicholas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000318.

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2023The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network. (2023). Kotro, Balazs B ; Huszar, Zsuzsa R ; Badics, Milan Csaba. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001051.

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2023Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819.

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

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2023Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988.

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2023Extreme risk spillover effect and dynamic linkages between uncertainty and commodity markets: A comparison between China and America. (2023). Guo, Lili ; Li, Yanjiao. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005500.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Bellalah, Makram ; ben Amar, Amine ; 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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2023An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane ; Quintino, Derick. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017.

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2023The Moderating Effect of the COVID-19 Pandemic on the Relation between Corporate Governance and Firm Performance. (2023). Mohammadhosseini, Elaheh ; Akbari, Maryam ; Hosseiny, Zeynab Nourbakhsh ; Tarighi, Hossein. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:7:p:306-:d:1177555.

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2023.

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2023.

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2023On the dependence structure of European vegetable oil markets. (2023). Gohin, Alexandre ; Bagnarosa, Guillaume ; Menier, Romain. In: Post-Print. RePEc:hal:journl:hal-04523660.

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2024Retail Markups and Discount-Store Entry. (2024). Richards, Timothy J ; Gomez, Miguel I ; 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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2023Penalized leads-and-lags cointegrating regression: a simulation study and two empirical applications. (2023). Neto, David. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-023-02362-5.

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2023High frequency volatility spillover between oil and non-energy commodities during crisis and tranquil periods. (2023). Peter, Jonathan Mukiza ; Marobhe, Mutaju Isaack. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:4:d:10.1007_s43546-023-00463-y.

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2023Forecasting Chinas stock market volatility with shrinkage method: Can Adaptive Lasso select stronger predictors from numerous predictors?. (2023). Xu, Yongan ; Liang, Chao ; Chen, Zhonglu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3689-3699.

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2023.

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Works by Ines Wilms:

YearTitleTypeCited
2016Commodity Dynamics: A Sparse Multi-class Approach In: Papers.
[Full Text][Citation analysis]		paper6
2016Commodity dynamics: A sparse multi-class approach.(2016) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		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]		paper8
2023Lasso inference for high-dimensional time series.(2023) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2022bootUR: An R Package for Bootstrap Unit Root Tests In: Papers.
[Full Text][Citation analysis]		paper0
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
2023Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions In: Papers.
[Full Text][Citation analysis]		paper1
2023Sparse 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]		paper0
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]		article4
2020Volatility spillovers in commodity markets: A large t-vector autoregressive approach In: Energy Economics.
[Full Text][Citation analysis]		article36
2016Forecasting using sparse cointegration In: International Journal of Forecasting.
[Full Text][Citation analysis]		article21
2021Multivariate volatility forecasts for stock market indices In: International Journal of Forecasting.
[Full Text][Citation analysis]		article16
2016Identifying Demand Effects in a Large Network of Product Categories In: Journal of Retailing.
[Full Text][Citation analysis]		article13
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]		article1

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