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Mathematics and Computers in Simulation (MATCOM) / Elsevier


0.15

Impact Factor

0.11

5-Years IF

14

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.090.10.076666490.74259082181522 (88%)110.170.04
19910.010.090.01279320.023104122623 (100%)0.04
19920.080.10.0570163140.0925937216119 (36%)0.04
19930.010.110.0240203170.0817971253610 (58.8%)0.05
19940.030.120.038228580.0312110324177 (58.3%)10.010.05
19950.190.03134419130.0356122285814 (25%)0.07
199600.220.01166585110.02222161353315 (68.2%)20.010.09
19970.010.270.0294679130.02543002492827 (50%)10.010.09
19980.010.270.0115183070.01682602516548 (70.6%)10.010.1
19990.030.310.02106936250.039224586271224 (26.1%)10.010.13
20000.040.40.031251061240.0268257106511843 (63.2%)40.030.15
20010.030.40.041361197420.044823176422731 (64.6%)0.15
20020.030.420.041101307320.0211626196122334 (29.3%)10.010.18
20030.030.440.031441451260.026724676281744 (65.7%)10.010.18
20040.040.490.041681619490.0328125496212551 (18.1%)60.040.2
20050.040.530.051081727580.03137312126833443 (31.4%)20.020.21
20060.070.510.041171844530.0370276196662931 (44.3%)20.020.2
20070.060.440.061111955770.0462225136474145 (72.6%)0.18
20080.090.470.1122021751160.05226228216487168 (30.1%)100.2
20090.160.470.1524324181920.082353315272410570 (29.8%)110.050.19
20100.120.440.118226001620.06109463567997651 (46.8%)20.010.16
20110.130.510.1117827781830.07121425578739534 (28.1%)30.020.2
20120.090.560.1214129192440.08303603493411312 (40%)30.020.21
20130.070.660.19630152370.0889319239649620 (22.5%)150.160.23
20140.080.670.17130861920.062123719840816 (28.6%)10.010.22
20150.150.820.1111632022070.061716725668748 (47.1%)40.030.27
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
12004Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand. (2004). Scrimgeour, Francis ; Oxley, Les ; Fatai, K ; Scrimgeour, F. G, . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:3:p:431-445.

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113
22009A generalized Dynamic Conditional Correlation model for portfolio risk evaluation. (2009). Caporin, Massimiliano ; Billio, Monica. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2566-2578.

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21
32009Optimal dynamic hedging via copula-threshold-GARCH models. (2009). Chen, Cathy W. S. ; Chen, Cathy W. S., ; Lai, YiHao ; Gerlach, Richard . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2609-2624.

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20
42008Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach. (2008). McAleer, Michael ; Shareef, Riaz . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:459-468.

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20
52005Challenges of trending time series econometrics. (2005). Phillips, Peter ; Phillips, Peter C. B., . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:5:p:401-416.

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18
62009Mapping the Presidential Election Cycle in US stock markets. (2009). Wong, Wing-Keung ; McAleer, Michael. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:11:p:3267-3277.

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18
72008How has volatility in metals markets changed?. (2008). McAleer, Michael ; Watkins, Clinton . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:237-249.

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16
82006The behaviour of US stock prices: Evidence from a threshold autoregressive model. (2006). Narayan, Paresh. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:71:y:2006:i:2:p:103-108.

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16
92010A simple expected volatility (SEV) index: Application to SET50 index options. (2010). McAleer, Michael ; Wiphatthanananthakul, Chatayan . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:80:y:2010:i:10:p:2079-2090.

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15
101999Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China. (1999). Tsui, Albert ; Yu, Qiao . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:48:y:1999:i:4:p:503-509.

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15
112013Coercive journal self citations, impact factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:93:y:2013:i:c:p:190-197.

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14
121978New methods for evaluating the validity of the results of mathematical computations. (1978). Vignes, J.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:20:y:1978:i:4:p:227-249.

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14
132002Complex dynamics and synchronization of a duopoly game with bounded rationality. (2002). Elsadany, A. A. ; Agiza, H. N. ; Hegazi, A. S.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:58:y:2002:i:2:p:133-146.

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14
142004Stability analysis of T–S fuzzy models for nonlinear multiple time-delay interconnected systems. (2004). Chen, C. W. ; Chiang, W. L. ; Hsiao, F. H.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:66:y:2004:i:6:p:523-537.

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14
151999Time-varying estimates of CAPM betas. (1999). Fraser, Patricia . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:48:y:1999:i:4:p:531-539.

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14
162002Computational study of state-of-the-art path-based traffic assignment algorithms. (2002). Chen, Anthony ; Jayakrishnan, R. ; Lee, Der-Horng . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:59:y:2002:i:6:p:509-518.

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14
172002Pareto-optimality approach for flexible job-shop scheduling problems: hybridization of evolutionary algorithms and fuzzy logic. (2002). Kacem, Imed ; Hammadi, Slim ; Borne, Pierre . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:60:y:2002:i:3:p:245-276.

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13
181998Synchronization, intermittency and critical curves in a duopoly game. (1998). Stefanini, Luciano ; Gardini, Laura ; Bischi, Gian-Italo. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:44:y:1998:i:6:p:559-585.

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13
192005Testing for contagion in ASEAN exchange rates. (2005). McAleer, Michael ; Nam, Jason Chee Wei, . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:5:p:517-525.

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12
201999Multistability in a dynamic Cournot game with three oligopolists. (1999). Kopel, Michael ; Bischi, Gian-Italo ; Agiza, Hamdy Nabih . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:51:y:1999:i:1:p:63-90.

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12
212008The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions. (2008). Zhang, Xibin ; Wong, Wing-Keung ; Lean, Hooi Hooi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:1:p:30-48.

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12
222011The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression. (2011). Lee, Chien-Chiang ; Zeng, Jhih-Hong . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:9:p:1910-1920.

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12
232008Lindley distribution and its application. (2008). Atieh, B. ; Nadarajah, S. ; Ghitany, M. E.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:4:p:493-506.

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11
242005Some global bifurcations related to the appearance of closed invariant curves. (2005). Gardini, Laura ; Agliari, Anna ; Puu, Tonu . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:3:p:201-219.

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11
252014Life cycle cost, embodied energy and loss of power supply probability for the optimal design of hybrid power systems. (2014). Martinez, Andre ; Champenois, Gerard ; Abbes, Dhaker . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:98:y:2014:i:c:p:46-62.

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11
262009Bayesian analysis of stochastic volatility models with mixture-of-normal distributions. (2009). Asai, Manabu. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2579-2596.

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11
272004Asian monetary integration: a structural VAR approach. (2004). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:3:p:447-458.

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10
282009Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. (2009). McAleer, Michael ; Allen, David ; Lazarov, Zdravetz ; Peiris, Shelton . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2535-2555.

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10
292000Strong discrete time approximation of stochastic differential equations with time delay. (2000). Platen, Eckhard ; Kuchler, Uwe . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:54:y:2000:i:1:p:189-205.

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10
302004Further towards a taxonomy of agent-based simulation models in environmental management. (2004). Hare, M ; Deadman, P. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:1:p:25-40.

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10
312005Estimation of Chinese agricultural production efficiencies with panel data. (2005). McAleer, Michael. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:5:p:474-483.

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10
321992Sensitivity analysis of simulation experiments: regression analysis and statistical design. (1992). Kleijnen, Jack ; Kleijnen, Jack P. C., . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:34:y:1992:i:3:p:297-315.

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10
332004MULINO-DSS: a computer tool for sustainable use of water resources at the catchment scale. (2004). Giupponi, Carlo ; Fassio, A ; Cogan, V ; Mysiak, J. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:1:p:13-24.

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10
341990Fast and robust algorithm to compute exact polytope parameter bounds. (1990). Norton, J. P. ; Mo, S. H.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:32:y:1990:i:5:p:481-493.

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10
352010Multivariate linear and nonlinear causality tests. (2010). Wong, Wing-Keung ; Zhang, Bingzhi ; Bai, Zhidong . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2010:i:1:p:5-17.

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9
362009Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation. (2009). Sriboonchitta, Songsak ; Chang, Chia-Lin ; Wiboonpongse, Aree . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:5:p:1730-1744.

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9
372003Control based on fuzzy logic of a flywheel energy storage system associated with wind and diesel generators. (2003). Robyns, Benoit ; Leclercq, Ludovic ; Grave, Jean-Michel . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:63:y:2003:i:3:p:271-280.

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9
382006Optimization of power management in an hybrid electric vehicle using dynamic programming. (2006). Moitre, Diego ; Perez, Laura V. ; Bossio, Guillermo R. ; Garcia, Guillermo O.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:73:y:2006:i:1:p:244-254.

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9
392005Measuring the stock of human capital in New Zealand. (2005). Oxley, Les ; Gibson, John ; Van Trinh, Le Thi . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:5:p:484-497.

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9
402004Fat tails and asymmetry in financial volatility models. (2004). McAleer, Michael ; Verhoeven, Peter . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:3:p:351-361.

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9
412008Zero-truncated Poisson–Lindley distribution and its application. (2008). Al-Mutairi, D. K. ; Nadarajah, S. ; Ghitany, M. E.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:3:p:279-287.

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9
422008Structural breaks, tourism development, and economic growth: Evidence from Taiwan. (2008). Lee, Chien-Chiang ; Chien, Mei-Se . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:77:y:2008:i:4:p:358-368.

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9
432011Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO. (2011). McAleer, Michael ; Chang, Chia-Lin ; Huang, Biing-Wen ; Chen, Meng-Gu . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:7:p:1491-1506.

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9
442009Industrial agglomeration, geographic innovation and total factor productivity: The case of Taiwan. (2009). Oxley, Les ; Chang, Chia-Lin. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:9:p:2787-2796.

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9
452008A double-threshold GARCH model of stock market and currency shocks on stock returns. (2008). Chang, Chia-Lin ; Yang, Yung-Lieh . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:3:p:458-474.

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8
461999Wavelets and stochastic processes. (1999). Antoniou, I. ; Gustafson, K.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:49:y:1999:i:1:p:81-104.

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8
472010A methodology to design a fuzzy logic based supervision of Hybrid Renewable Energy Systems. (2010). Robyns, Benoit ; Courtecuisse, Vincent ; Petit, Marc ; Sprooten, Jonathan ; Deuse, Jacques ; Francois, Bruno . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2010:i:2:p:208-224.

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8
48Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk. (2008). McAleer, Michael ; da Veiga, Bernardo ; Chan, Felix. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:155-171.

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8
492013Extreme market risk and extreme value theory. (2013). Powell, Robert ; Allen, David ; Singh, Abhay K. ; Robert, Powell J.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:310-328.

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8
502005The rescaled variance statistic and the determination of the Hurst exponent. (2005). Tabak, Benjamin ; Cajueiro, Daniel. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:70:y:2005:i:3:p:172-179.

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8

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12004Modelling the causal relationship between energy consumption and GDP in New Zealand, Australia, India, Indonesia, The Philippines and Thailand. (2004). Scrimgeour, Francis ; Oxley, Les ; Fatai, K ; Scrimgeour, F. G, . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:3:p:431-445.

Full description at Econpapers || Download paper

30
22013Coercive journal self citations, impact factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:93:y:2013:i:c:p:190-197.

Full description at Econpapers || Download paper

13
32014Life cycle cost, embodied energy and loss of power supply probability for the optimal design of hybrid power systems. (2014). Martinez, Andre ; Champenois, Gerard ; Abbes, Dhaker . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:98:y:2014:i:c:p:46-62.

Full description at Econpapers || Download paper

11
42011The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression. (2011). Lee, Chien-Chiang ; Zeng, Jhih-Hong . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:9:p:1910-1920.

Full description at Econpapers || Download paper

9
52002Computational study of state-of-the-art path-based traffic assignment algorithms. (2002). Chen, Anthony ; Jayakrishnan, R. ; Lee, Der-Horng . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:59:y:2002:i:6:p:509-518.

Full description at Econpapers || Download paper

8
62009Industrial agglomeration, geographic innovation and total factor productivity: The case of Taiwan. (2009). Oxley, Les ; Chang, Chia-Lin. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:9:p:2787-2796.

Full description at Econpapers || Download paper

8
72006Optimization of power management in an hybrid electric vehicle using dynamic programming. (2006). Moitre, Diego ; Perez, Laura V. ; Bossio, Guillermo R. ; Garcia, Guillermo O.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:73:y:2006:i:1:p:244-254.

Full description at Econpapers || Download paper

7
82008Structural breaks, tourism development, and economic growth: Evidence from Taiwan. (2008). Lee, Chien-Chiang ; Chien, Mei-Se . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:77:y:2008:i:4:p:358-368.

Full description at Econpapers || Download paper

7
92013Comparison of maximum peak power tracking algorithms for a small wind turbine. (2013). Malinowski, M. ; Kot, R. ; Rolak, M.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:91:y:2013:i:c:p:29-40.

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6
102013The dynamics of BRICSs country risk ratings and domestic stock markets, U.S. stock market and oil price. (2013). Sarı, Ramazan ; Hammoudeh, Shawkat ; Liu, Tengdong . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:277-294.

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6
112009A generalized Dynamic Conditional Correlation model for portfolio risk evaluation. (2009). Caporin, Massimiliano ; Billio, Monica. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2566-2578.

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6
122011Analysis of environmental and economic efficiency using a farm population micro-simulation model. (2011). Scrimgeour, Francis ; Marsh, Dan ; Ramilan, Thiagarajah . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:7:p:1344-1352.

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6
132009Mapping the Presidential Election Cycle in US stock markets. (2009). Wong, Wing-Keung ; McAleer, Michael. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:11:p:3267-3277.

Full description at Econpapers || Download paper

6
142008Artificial Intelligence techniques: An introduction to their use for modelling environmental systems. (2008). Jakeman, Anthony J. ; Chen, Serena H. ; Norton, John P.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:379-400.

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6
152005Testing for contagion in ASEAN exchange rates. (2005). McAleer, Michael ; Nam, Jason Chee Wei, . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:5:p:517-525.

Full description at Econpapers || Download paper

6
161999Constant conditional correlation in a bivariate GARCH model: evidence from the stock markets of China. (1999). Tsui, Albert ; Yu, Qiao . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:48:y:1999:i:4:p:503-509.

Full description at Econpapers || Download paper

6
172011GARCH dependence in extreme value models with Bayesian inference. (2011). Oxley, Les ; Scarrott, Carl John ; Zhao, Xin ; Reale, Marco . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:7:p:1430-1440.

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5
182009Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. (2009). McAleer, Michael ; Allen, David ; Lazarov, Zdravetz ; Peiris, Shelton . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2535-2555.

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5
192008The sizes and powers of some stochastic dominance tests: A Monte Carlo study for correlated and heteroskedastic distributions. (2008). Zhang, Xibin ; Wong, Wing-Keung ; Lean, Hooi Hooi. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:1:p:30-48.

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5
202004Numerical simulation of stochastic ordinary differential equations in biomathematical modelling. (2004). Burrage, K. ; Carletti, M.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:2:p:271-277.

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5
211999Wavelets and stochastic processes. (1999). Antoniou, I. ; Gustafson, K.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:49:y:1999:i:1:p:81-104.

Full description at Econpapers || Download paper

5
222005Measuring the stock of human capital in New Zealand. (2005). Oxley, Les ; Gibson, John ; Van Trinh, Le Thi . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:68:y:2005:i:5:p:484-497.

Full description at Econpapers || Download paper

5
232008Lindley distribution and its application. (2008). Atieh, B. ; Nadarajah, S. ; Ghitany, M. E.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:4:p:493-506.

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5
242013Methodologies for supervision of Hybrid Energy Sources based on Storage Systems – A survey. (2013). Davigny, Arnaud ; Saudemont, Christophe ; Robyns, Benoit . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:91:y:2013:i:c:p:52-71.

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4
252011Modelling the asymmetric volatility in hog prices in Taiwan: The impact of joining the WTO. (2011). McAleer, Michael ; Chang, Chia-Lin ; Huang, Biing-Wen ; Chen, Meng-Gu . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:7:p:1491-1506.

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4
262011Voter interacting systems applied to Chinese stock markets. (2011). Zhang, Junhuan ; Wang, Tiansong . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2011:i:11:p:2492-2506.

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4
272008Meshless methods: A review and computer implementation aspects. (2008). Duflot, Marc ; Nguyen, Vinh Phu ; Rabczuk, Timon ; Bordas, Stephane . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:3:p:763-813.

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4
282008Zero-truncated Poisson–Lindley distribution and its application. (2008). Al-Mutairi, D. K. ; Nadarajah, S. ; Ghitany, M. E.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2008:i:3:p:279-287.

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4
292008Estimation of cost efficiency of Australian universities. (2008). Horne, Jocelyn. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:266-275.

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4
302002Application of system dynamics and fuzzy logic to forecasting of municipal solid waste. (2002). Timpe, Klaus-Peter ; Karavezyris, Vassilios ; Marzi, Ruth . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:60:y:2002:i:3:p:149-158.

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4
312008How has volatility in metals markets changed?. (2008). McAleer, Michael ; Watkins, Clinton . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:237-249.

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4
322002A logic and computer algebra-based expert system for diagnosis of anorexia. (2002). Perez-Carretero, Cristina ; Laita, Luis M. ; Lazaro, Luis ; Gonzalez-Cajal, Jesus ; Roanes-Lozano, Eugenio . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:58:y:2002:i:3:p:183-202.

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3
332009Convergence and interdependence between ASEAN-5 stock markets. (2009). Lim, Lee K.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:9:p:2957-2966.

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3
341999Multistability in a dynamic Cournot game with three oligopolists. (1999). Kopel, Michael ; Bischi, Gian-Italo ; Agiza, Hamdy Nabih . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:51:y:1999:i:1:p:63-90.

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3
352002Complex dynamics and synchronization of a duopoly game with bounded rationality. (2002). Elsadany, A. A. ; Agiza, H. N. ; Hegazi, A. S.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:58:y:2002:i:2:p:133-146.

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3
362013Exponentiated Weibull–Poisson distribution: Model, properties and applications. (2013). Sepahdar, Afsaneh ; Mahmoudi, Eisa . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:92:y:2013:i:c:p:76-97.

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3
372010A methodology to design a fuzzy logic based supervision of Hybrid Renewable Energy Systems. (2010). Robyns, Benoit ; Courtecuisse, Vincent ; Petit, Marc ; Sprooten, Jonathan ; Deuse, Jacques ; Francois, Bruno . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2010:i:2:p:208-224.

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3
382006The behaviour of US stock prices: Evidence from a threshold autoregressive model. (2006). Narayan, Paresh. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:71:y:2006:i:2:p:103-108.

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3
392009Modelling risk in agricultural finance: Application to the poultry industry in Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin ; Huang, Biing-Wen ; Chen, Meng-Gu . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:5:p:1472-1487.

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3
402013Forecasting Value-at-Risk with a duration-based POT method. (2013). Santos, Araujo P. ; Fraga Alves, M. I., . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:295-309.

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3
411998Synchronization, intermittency and critical curves in a duopoly game. (1998). Stefanini, Luciano ; Gardini, Laura ; Bischi, Gian-Italo. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:44:y:1998:i:6:p:559-585.

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3
422004Further towards a taxonomy of agent-based simulation models in environmental management. (2004). Hare, M ; Deadman, P. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:1:p:25-40.

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3
432002Pareto-optimality approach for flexible job-shop scheduling problems: hybridization of evolutionary algorithms and fuzzy logic. (2002). Kacem, Imed ; Hammadi, Slim ; Borne, Pierre . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:60:y:2002:i:3:p:245-276.

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3
441995APSIM: an agricultural production system simulation model for operational research. (1995). Holzworth, D. ; McCown, R. L. ; Huth, N. I. ; Hargreaves, J. N. G., ; Hammer, G. L.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:39:y:1995:i:3:p:225-231.

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3
452010Border collision bifurcations of superstable cycles in a one-dimensional piecewise smooth map. (2010). Michetti, Elisabetta ; Brianzoni, Serena ; Sushko, Iryna . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:81:y:2010:i:1:p:52-61.

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3
462013Currency hedging strategies using dynamic multivariate GARCH. (2013). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:164-182.

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3
472000The flow of large crowds of pedestrians. (2000). Hughes, R. L.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:53:y:2000:i:4:p:367-370.

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3
482009Bayesian analysis of stochastic volatility models with mixture-of-normal distributions. (2009). Asai, Manabu. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:79:y:2009:i:8:p:2579-2596.

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3
492004Asian monetary integration: a structural VAR approach. (2004). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:64:y:2004:i:3:p:447-458.

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3
502008Modelling international tourism demand and uncertainty in Maldives and Seychelles: A portfolio approach. (2008). McAleer, Michael ; Shareef, Riaz . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:78:y:2008:i:2:p:459-468.

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3

Citing documents used to compute impact factor 25:


YearTitle
2015Multi-physics Markov chain Monte Carlo methods for subsurface flows. (2015). Ginting, V ; Rahunanthan, A ; Pereira, F. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:118:y:2015:i:c:p:224-238.

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2015Convergence analysis of back-EMF MRAS observers used in sensorless control of induction motor drives. (2015). Benalia, N. ; Bensiali, N. ; Etien, E.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:115:y:2015:i:c:p:12-23.

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2015Improving estimation of the fractionally differencing parameter in the SARFIMA model using tapered periodogram. (2015). Li, Handong ; Ye, Xunyu ; Gao, Ping . In: Economic Modelling. RePEc:eee:ecmode:v:46:y:2015:i:c:p:167-179.

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2015Sustainable energy system design with distributed renewable resources considering economic, environmental and uncertainty aspects. (2015). Agalgaonkar, A. P. ; Abdullah, M. A. ; Muttaqi, K. M.. In: Renewable Energy. RePEc:eee:renene:v:78:y:2015:i:c:p:165-172.

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2015Optimization in microgrids with hybrid energy systems – A review. (2015). Fathima, Hina A. ; Palanisamy, K.. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:45:y:2015:i:c:p:431-446.

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2015Safe sizing methodology applied to a standalone photovoltaic system. (2015). Bouabdallah, A. ; Bourguet, S. ; Machmoum, M. ; Olivier, J. C. ; Schaeffer, E.. In: Renewable Energy. RePEc:eee:renene:v:80:y:2015:i:c:p:266-274.

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2015Review of recent trends in optimization techniques for solar photovoltaic–wind based hybrid energy systems. (2015). Sinha, Sunanda ; Chandel, S S. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:50:y:2015:i:c:p:755-769.

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2015Optimal sizing of a hybrid grid-connected photovoltaic and wind power system. (2015). Gonzalez, Arnau ; Puig, Rita ; Rius, Antoni ; Riba, Jordi-Roger . In: Applied Energy. RePEc:eee:appene:v:154:y:2015:i:c:p:752-762.

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2015Downside risks in EU carbon and fossil fuel markets. (2015). Reboredo, Juan C. ; Ugando, Mikel . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:111:y:2015:i:c:p:17-35.

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2015Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox. (2015). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130055.

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2015Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1501.

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2015Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150005.

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2015Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150044.

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2015Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78067.

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2015Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1515.

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2015Stock market volatility spillovers and portfolio hedging: BRICS and the financial crisis. (2015). Syriopoulos, Theodore ; Boubaker, Adel ; Makram, Beljid . In: International Review of Financial Analysis. RePEc:eee:finana:v:39:y:2015:i:c:p:7-18.

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2015Board independence, investment opportunity set and performance of South African firms. (2015). Muniandy, Balachandran ; Hillier, John . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:35:y:2015:i:pa:p:108-124.

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2015Augmenting effectiveness of control loops of a PMSG (permanent magnet synchronous generator) based wind energy conversion system by a virtually adaptive PI (proportional integral) controller. (2015). Alizadeh, Mojtaba ; Kojori, Shokrollah Shokri . In: Energy. RePEc:eee:energy:v:91:y:2015:i:c:p:610-629.

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2015Composite Web Information System for Management of Water Resources. (2015). Topuzovic, Marina ; Radojevic, Ivana ; Stefanovic, Nenad ; Ostojic, Aleksandar ; Comic, Ljiljana . In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:29:y:2015:i:7:p:2285-2301.

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2015Demand response modeling: A comparison between tools. (2015). Pina, Andre ; Neves, Diana ; Silva, Carlos A.. In: Applied Energy. RePEc:eee:appene:v:146:y:2015:i:c:p:288-297.

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2015A micro-grid ensuring multi-objective control strategy of a power electrical system for quality improvement. (2015). Rekik, Mouna ; Krichen, Lotfi ; Abdelkafi, Achraf . In: Energy. RePEc:eee:energy:v:88:y:2015:i:c:p:351-363.

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2015An Empirical Study of the Dynamic Correlation of Japanese Stock Returns.. (2015). Isogai, Takashi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp15e07.

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2015Generalized Pattern Search Methods for control of stable, unstable and integrating systems with unknown delay under step input. (2015). Herrera, Javier ; Ibeas, A. ; de la Sen, M. ; Rivera, E. ; Pelaez, J.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:115:y:2015:i:c:p:37-48.

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2015Valuing carbon assets for high-tech with application to the wind energy industry. (2015). Han, Liyan ; Huang, Gubo ; Lin, Qiang ; Liu, Yang . In: Energy Policy. RePEc:eee:enepol:v:87:y:2015:i:c:p:347-358.

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2015Performance improvement of chaotic encryption via energy and frequency location criteria. (2015). Soriano-Sanchez, A. G. ; Platas-Garza, M. A. ; Diaz-Romero, D. A. ; Posadas-Castillo, C.. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:112:y:2015:i:c:p:14-27.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015Role of reinvestment in a competitive market. (2015). Panchuk, Anastasiia ; Puu, Tonu ; Cnovas, Jose S.. In: Gecomplexity Discussion Paper Series. RePEc:cst:wpaper:12.

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2015Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach. (2015). Yu, Lean ; Li, Jing Jing ; Tang, Ling ; Wang, Shuai . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:300-311.

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2015Asymptotic dynamics of a piecewise smooth map modelling a competitive market. (2015). Canovas, Jose S ; Puu, Tonu ; Panchuk, Anastasiia . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:117:y:2015:i:c:p:20-38.

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2015Side effects of nonlinear profit taxes in an evolutionary market entry model: abrupt changes, coexisting attractors and hysteresis problems. (2015). Westerhoff, Frank ; Tuinstra, Jan ; Schmitt, Noemi . In: BERG Working Paper Series. RePEc:zbw:bamber:103.

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Recent citations received in 2014

YearCiting document
2014A review on Integrated Renewable Energy System based power generation for stand-alone applications: Configurations, storage options, sizing methodologies and control. (2014). Chauhan, Anurag ; Saini, R. P.. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:38:y:2014:i:c:p:99-120.

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Recent citations received in 2013

YearCiting document
2013Modeling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Working Papers in Economics. RePEc:cbt:econwp:13/18.

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2013Risk Modeling and Management: An Overview. (2013). perez-amaral, teodosio ; McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:13/22.

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2013Analytical calculation of the flux density distribution in a superconducting reluctance machine with HTS bulks rotor. (2013). Male, Gael ; Lubin, Thierry ; Mezani, Smail ; Leveque, Jean . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:90:y:2013:i:c:p:230-243.

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2013Methodologies for supervision of Hybrid Energy Sources based on Storage Systems – A survey. (2013). Davigny, Arnaud ; Saudemont, Christophe ; Robyns, Benoit . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:91:y:2013:i:c:p:52-71.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Econometric Institute Research Papers. RePEc:ems:eureir:40237.

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2013Risk Modelling and Management: An Overview. (2013). perez-amaral, teodosio ; McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:40777.

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2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522.

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2013Algeria; Selected Issues Paper. (2013). Dept, Central Asia ; International Monetary Fund. Middle East, . In: IMF Staff Country Reports. RePEc:imf:imfscr:13/48.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: KIER Working Papers. RePEc:kyo:wpaper:865.

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2013Risk Modelling and Management: An Overview. (2013). perez-amaral, teodosio ; McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: KIER Working Papers. RePEc:kyo:wpaper:872.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130069.

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2013Risk Modelling and Management: An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130085.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1316.

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2013Risk Modelling and Management: An Overview. (2013). perez-amaral, teodosio ; McAleer, Michael ; Chang, Chia-Lin ; Allen, David ; Tang, Ju-Ting ; PerezAmaral, Teodosio . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1322.

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2013Evaluating the performance of the skewed distributions to forecast Value at Risk in the Global Financial Crisis. (2013). Lopez, Carmen ; Benito, Sonia ; Miguel Angel Sanchez Granero, . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1340.

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Recent citations received in 2012

YearCiting document
2012Complex dynamic behavior of three-species ecological model with impulse perturbations and seasonal disturbances. (2012). Dai, Chuanjun ; Zhao, Min ; CHEN, LANSUN. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:84:y:2012:i:c:p:83-97.

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2012Global stability and bifurcation of time delayed prey–predator system incorporating prey refuge. (2012). Chakraborty, Kunal ; Kar, T. K. ; Jana, Soovoojeet . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:85:y:2012:i:c:p:57-77.

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2012A Sarmanov family with beta and gamma marginal distributions: an application to the Bayes premium in a collective risk model. (2012). Agustín, Hernández-Bastida ; Hernandez-Bastida, Agustin ; Fernandez-Sanchez, M.. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:21:y:2012:i:4:p:391-409.

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Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team