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Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
23
Impact Factor (IF)
0.51
5 Years IF
0.31
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1982 0 1 1 0 0
1983 0 1 2 0 0
1986 0 2 4 0 0
1987 0 2 6 0 0
1990 0 0.15 0 0 1 7 0 0 0 4 0 0 0.08
1991 0 0.14 0 0 3 10 5 0 1 5 0 0 0.08
1993 0 0.16 0 0 4 14 5 0 3 4 0 0 0.1
1994 0 0.16 0 0 2 16 4 0 4 8 0 0 0.08
1995 0 0.21 0 0 18 34 32 0 6 10 0 0 0.11
1996 0.3 0.24 0.19 0.22 29 63 56 12 12 20 6 27 6 10 83.3 6 0.21 0.13
1997 0.28 0.27 0.25 0.26 24 87 43 22 34 47 13 53 14 7 31.8 6 0.25 0.15
1998 0.26 0.3 0.21 0.23 31 118 107 25 59 53 14 77 18 7 28 3 0.1 0.18
1999 0.16 0.38 0.13 0.12 47 165 112 21 81 55 9 104 12 7 33.3 6 0.13 0.25
2000 0.18 0.52 0.13 0.12 28 193 132 25 106 78 14 149 18 3 12 4 0.14 0.24
2001 0.11 0.48 0.12 0.1 36 229 70 25 134 75 8 159 16 4 16 6 0.17 0.27
2002 0.36 0.52 0.24 0.26 48 277 230 66 201 64 23 166 43 17 25.8 11 0.23 0.29
2003 0.26 0.51 0.2 0.21 53 330 161 64 266 84 22 190 40 14 21.9 8 0.15 0.29
2004 0.31 0.57 0.24 0.28 49 379 160 90 356 101 31 212 59 15 16.7 13 0.27 0.35
2005 0.35 0.58 0.25 0.32 55 434 134 108 464 102 36 214 69 11 10.2 9 0.16 0.36
2006 0.29 0.58 0.23 0.23 50 484 127 110 575 104 30 241 56 13 11.8 8 0.16 0.34
2007 0.22 0.5 0.17 0.22 54 538 109 90 665 105 23 255 55 18 20 7 0.13 0.29
2008 0.17 0.58 0.18 0.15 37 575 151 103 771 104 18 261 40 25 24.3 6 0.16 0.3
2009 0.43 0.56 0.22 0.25 46 621 242 135 908 91 39 245 61 16 11.9 11 0.24 0.32
2010 0.48 0.51 0.21 0.25 74 695 289 149 1057 83 40 242 61 33 22.1 24 0.32 0.29
2011 0.24 0.6 0.15 0.17 45 740 93 108 1166 120 29 261 44 24 22.2 15 0.33 0.35
2012 0.27 0.65 0.18 0.26 34 774 79 136 1302 119 32 256 66 20 14.7 9 0.26 0.34
2013 0.43 0.64 0.26 0.42 32 806 135 211 1513 79 34 236 99 21 10 10 0.31 0.34
2014 0.56 0.65 0.25 0.4 31 837 103 208 1721 66 37 231 93 30 14.4 14 0.45 0.34
2015 0.46 0.63 0.24 0.29 38 875 99 212 1933 63 29 216 63 29 13.7 12 0.32 0.35
2016 0.51 0.63 0.21 0.32 47 922 103 196 2129 69 35 180 58 47 24 18 0.38 0.34
2017 0.33 0.62 0.2 0.29 31 953 82 191 2320 85 28 182 53 26 13.6 14 0.45 0.34
2018 0.68 0.62 0.28 0.39 52 1005 93 281 2601 78 53 179 70 72 25.6 44 0.85 0.35
2019 0.46 0.62 0.23 0.27 38 1043 81 235 2836 83 38 199 54 14 6 18 0.47 0.37
2020 0.54 0.7 0.17 0.38 9 1052 1 176 3012 90 49 206 78 5 2.8 1 0.11 0.72
2021 0.51 1.01 0.15 0.31 5 1057 0 161 3173 47 24 177 55 1 0.6 0 0.42
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
12002Reverse logistics. (2002). de Brito, Marisa ; Dekker, Rommert ; Flapper, S. D. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:561.

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81
22014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometric Institute Research Papers. RePEc:ems:eureir:51742.

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72
32013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377.

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67
42013Ten Things You Should Know About DCC. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:39599.

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66
52010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Econometric Institute Research Papers. RePEc:ems:eureir:18038.

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66
62005Operations research in passenger railway transportation. (2005). Huisman, Dennis ; Vromans, M. J. C. M., ; Lentink, R. M. ; Kroon, L. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1941.

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51
72009Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies. (2009). yuan, yun ; McAleer, Michael ; Hammoudeh, Shawkat ; Thompson, M. A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17308.

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50
82008Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets. (2008). yuan, yun ; McAleer, Michael ; Hammoudeh, Shawkat. In: Econometric Institute Research Papers. RePEc:ems:eureir:13780.

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49
91998Does the absence of cointegration explain the typical findings in long horizon regressions?. (1998). van Dijk, Dick ; Berben, Robert-Paul ; Berben, R-P., ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1555.

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49
102006Optimal maintenance of multi-component systems: a review. (2006). Nicolai, Robin ; Dekker, Rommert. In: Econometric Institute Research Papers. RePEc:ems:eureir:7975.

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43
112004Quasi-random simulation of discrete choice models. (2004). Train, Kenneth ; Sandor, Z.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1829.

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36
122009Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity. (2009). Zhang, Zhaoyong ; McAleer, Michael ; Sato, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17522.

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34
132009Block Structure Multivariate Stochastic Volatility Models. (2009). Caporin, Massimiliano ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:17523.

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33
142015Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349.

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33
152002Changes in variability of the business cycle in the G7 countries. (2002). van Dijk, Dick ; Osborn, Denise ; van Dijk, D. J. C., ; Sensier, M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:551.

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32
162003Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy. (2003). van Dijk, Dick ; Franses, Philip Hans ; Franses, Ph. H. B. F., ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1703.

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30
172011How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22236.

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26
182013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:39179.

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26
192010What Makes a Great Journal Great in Economics? The Singer Not the Song.. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:20158.

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26
202019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:115614.

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25
212010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chun-Ping. In: Econometric Institute Research Papers. RePEc:ems:eureir:18329.

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23
222010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:18252.

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23
232003A generalized dynamic conditional correlation model for many asset returns. (2003). Hafner, Christian ; Franses, Philip Hans ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1718.

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23
242009Modelling conditional correlations for risk diversification in crude oil markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:16105.

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23
252007Disruption management in passenger railway transportation.. (2007). Huisman, Dennis ; Nielsen, M. N. ; Kroon, L. G. ; Jespersen-Groth, J. ; Clausen, J. ; Maroti, G. ; Potthoff, D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:8527.

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23
262016Modelling Volatility Spillovers for Bio-ethanol, Sugarcane and Corn. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79923.

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22
272017The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:100416.

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22
282012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32136.

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22
29Delay Management with Re-Routing of Passengers. (2010). Huisman, Dennis ; Schobel, A. ; Schmidt, M. ; Dollevoet, T. A. B., . In: Econometric Institute Research Papers. RePEc:ems:eureir:19445.

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21
30The new Dutch timetable: The OR revolution. (2008). Huisman, Dennis ; Schrijver, A. ; Ybema, R. ; Fischetti, M. ; Kroon, L. G. ; Maroti, G. ; Fioole, P-J., ; Abbink, E. J. W., ; Steenbeek, A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:13767.

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21
312012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32528.

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20
322000Smooth transition autoregressive models - A survey of recent developments. (2000). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans ; Franses, Ph. H. B. F., ; van Dijk, D. J. C., ; TERaSVIRTA, T.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1656.

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20
332003Multiple-Depot Integrated Vehicle and Crew Scheduling. (2003). Huisman, Dennis ; Wagelmans, A. P. M., ; Wagelmans,A. P. M., ; Freling, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1684.

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20
342017Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, G ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:100331.

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20
352011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Chang, C-L., ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22807.

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20
362003Forecasting industrial production with linear, nonlinear, and structural change models. (2003). van Dijk, Dick ; Siliverstovs, Boriss ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1716.

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20
372000Daily exchange rate behaviour and hedging of currency risk. (2000). van Dijk, Herman ; Mahieu, Ronald ; Bos, Charles. In: Econometric Institute Research Papers. RePEc:ems:eureir:1657.

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19
382008Column generation with dynamic duty selection for railway crew rescheduling. (2008). Huisman, Dennis ; Desaulniers, G. ; Potthoff, D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:14423.

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19
39Testing for changes in volatility in heteroskedastic time series - a further examination. (2004). van Dijk, Dick ; De Pooter, Michiel ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1627.

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19
402008Bayesian near-boundary analysis in basic macroeconomic time series models. (2008). van Dijk, Herman ; Segers, Rene ; Ravazzolo, Francesco ; De Pooter, Michiel. In: Econometric Institute Research Papers. RePEc:ems:eureir:13055.

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19
412019What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115611.

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18
421999Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation. (1999). Ooms, Marius ; Doornik, Jurgen. In: Econometric Institute Research Papers. RePEc:ems:eureir:1619.

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18
431999On SETAR non- linearity and forecasting. (1999). Smith, Jeremy ; Franses, Philip Hans ; Clements, Michael ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1567.

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18
442015Informatics, Data Mining, Econometrics and Financial Economics: A Connection. (2015). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79219.

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18
452010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:20940.

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17
462000Asymmetric and common absorption of shocks in nonlinear autoregressive models. (2000). van Dijk, Dick ; Franses, Philip Hans ; Franses, Ph. H. B. F., ; van Dijk, D. J. C., ; Boswijk, H. P.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1637.

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17
472009Real-time inflation forecasting in a changing world. (2009). Paap, Richard ; Groen, Jan ; Groen, J. J. J., . In: Econometric Institute Research Papers. RePEc:ems:eureir:16709.

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16
482016Real-time Container Transport Planning with Decision Trees based on Offline Obtained Optimal Solutions. (2016). Dekker, Rommert ; van Riessen, B ; Negenborn, R R. In: Econometric Institute Research Papers. RePEc:ems:eureir:79973.

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16
491995Flexible Seasonal Long Memory and Economic Time Series. (1995). Ooms, Marius. In: Econometric Institute Research Papers. RePEc:ems:eureir:1351.

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15
502000Optimal portfolio choice under loss aversion. (2000). Kouwenberg, Roy ; Berkelaar, A. B. ; Kouwenberg, R. R. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1641.

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15
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:115614.

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23
22019CO2 Emissions, Energy Consumption and Economic Growth. (2019). Vo, Duc ; Nguyen, Minh ; McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115609.

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14
32013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377.

Full description at Econpapers || Download paper

14
42014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Econometric Institute Research Papers. RePEc:ems:eureir:51742.

Full description at Econpapers || Download paper

12
52016Real-time Container Transport Planning with Decision Trees based on Offline Obtained Optimal Solutions. (2016). Dekker, Rommert ; van Riessen, B ; Negenborn, R R. In: Econometric Institute Research Papers. RePEc:ems:eureir:79973.

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12
62019What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115611.

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11
72013Ten Things You Should Know About DCC. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:39599.

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11
82002Reverse logistics. (2002). de Brito, Marisa ; Dekker, Rommert ; Flapper, S. D. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:561.

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11
92006Optimal maintenance of multi-component systems: a review. (2006). Nicolai, Robin ; Dekker, Rommert. In: Econometric Institute Research Papers. RePEc:ems:eureir:7975.

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10
102019Energy Consumption and Economic Growth: Evidence from Vietnam. (2019). Vo, Duc ; Nguyen, Minh ; McAleer, Michael ; Bui, N H. In: Econometric Institute Research Papers. RePEc:ems:eureir:115606.

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10
112005Operations research in passenger railway transportation. (2005). Huisman, Dennis ; Vromans, M. J. C. M., ; Lentink, R. M. ; Kroon, L. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1941.

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9
122018Financial Credit Risk Evaluation Based on Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; McAleer, Michael ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:111615.

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9
132010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Econometric Institute Research Papers. RePEc:ems:eureir:18038.

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9
142019What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115612.

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8
152010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chun-Ping. In: Econometric Institute Research Papers. RePEc:ems:eureir:18329.

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8
162018Financial Credit Risk and Core Enterprise Supply Chains. (2018). Wong, Wing-Keung ; McAleer, Michael ; Wong, W.-K., ; Mou, W M. In: Econometric Institute Research Papers. RePEc:ems:eureir:109056.

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7
172017Realized Stochastic Volatility with General Asymmetry and Long Memory. (2017). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:100161.

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7
182016Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:98648.

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7
192018Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, F.-T., ; Wong, W.-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:107291.

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7
202017Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA. (2017). McAleer, Michael ; Chang, Chia-Lin ; Zuo, G ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:100331.

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7
212017The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. (2017). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:100416.

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7
222018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:112499.

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6
232009Block Structure Multivariate Stochastic Volatility Models. (2009). Caporin, Massimiliano ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:17523.

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6
242018Predictive power of inspection outcomes for future shipping accidents. (2018). Knapp, S ; Heij, C. In: Econometric Institute Research Papers. RePEc:ems:eureir:105080.

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5
252018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104260.

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5
262010IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:19363.

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5
272017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). McAleer, Michael ; Asai, Manabu ; Peiris, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:102576.

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4
282009Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies. (2009). yuan, yun ; McAleer, Michael ; Hammoudeh, Shawkat ; Thompson, M. A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17308.

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4
291998Forecasting volatility with switching persistence GARCH models. (1998). van Dijk, Dick ; Franses, Philip Hans ; Franses, Ph. H. B. F., ; van Dijk, D. J. C., ; Neele, J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1553.

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4
302012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32528.

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4
312018Management Information, Decision Sciences, and Financial Economics : a connection. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104258.

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4
322016Management Science, Economics and Finance: A Connection. (2016). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:93113.

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4
332019An Adjustable Robust Optimization Approach for Periodic Timetabling. (2019). Maroti, G ; Dollevoet, T. A. B., ; Breugem, T ; Polinder, G.-J., . In: Econometric Institute Research Papers. RePEc:ems:eureir:113303.

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4
342019An Adjustable Robust Optimization Approach for Periodic Timetabling. (2019). Maroti, G ; Dollevoet, T. A. B., ; Breugem, T ; Polinder, G.-J., . In: Econometric Institute Research Papers. RePEc:ems:eureir:114964.

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4
352000Using a bootstrap method to choose the sample fraction in tail index estimation. (2000). de Vries, Casper ; Danielsson, Jon ; Peng, L. ; de Haan, L. F. M., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1652.

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3
362016How are VIX and Stock Index ETF Related?. (2016). McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79913.

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3
372014The Roadside Healthcare Facility Location Problem. (2014). de Vries, H. ; Wagelmans, A. P. M., ; Wagelmans,A. P. M., ; Klundert, J. J.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51315.

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3
382015Informatics, Data Mining, Econometrics and Financial Economics: A Connection. (2015). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:79219.

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3
392009Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity. (2009). Zhang, Zhaoyong ; McAleer, Michael ; Sato, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17522.

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3
402018Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, T-L., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111552.

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3
412013Service network design for an intermodal container network with flexible due dates/times and the possibility of using subcontracted transport. (2013). Dekker, Rommert ; van Riessen, B. ; Negenborn, R. R. ; Lodewijks, G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:40343.

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3
422010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:18043.

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3
432018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111556.

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3
442002Changes in variability of the business cycle in the G7 countries. (2002). van Dijk, Dick ; Osborn, Denise ; van Dijk, D. J. C., ; Sensier, M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:551.

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3
452004Quasi-random simulation of discrete choice models. (2004). Train, Kenneth ; Sandor, Z.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1829.

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3
461999Censored regression analysis in large samples with many zero observations. (1999). Franses, Philip Hans ; Cramer, Jan ; Slagter, E. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1608.

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3
472016The most efficient critical vaccination coverage and its equivalence with maximizing the herd effect. (2016). Dekker, Rommert ; Duijzer, E ; Wallinga, J ; van Jaarsveld, W L. In: Econometric Institute Research Papers. RePEc:ems:eureir:79912.

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2
482018Fake News and Indifference to Scientific Fact. (2018). Allen, D E. In: Econometric Institute Research Papers. RePEc:ems:eureir:107293.

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2
492017Efficient Move Evaluations for Time-Dependent Vehicle Routing Problems. (2017). Spliet, R ; Visser, T R. In: Econometric Institute Research Papers. RePEc:ems:eureir:100852.

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2
502018Fake News and Indifference to Truth. (2018). McAleer, Michael ; Allen, David ; Reid, Mchardy D. In: Econometric Institute Research Papers. RePEc:ems:eureir:105873.

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2
Citing documents used to compute impact factor: 24
YearTitle
2021Finding robust periodic timetables by integrating delay management. (2021). Patzold, Julius. In: Public Transport. RePEc:spr:pubtra:v:13:y:2021:i:2:d:10.1007_s12469-020-00260-y.

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2021Are Islamic gold-backed cryptocurrencies different?. (2021). Yarovaya, Larisa ; ben Hamida, Hela ; Aloui, Chaker. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320302907.

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2021Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Siriopoulos, Costas ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:17-:d:539153.

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2021Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions. (2021). Sheu, Chwen ; Hsu, Shu-Han ; Yoon, Jiho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000711.

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2021An exact solution approach for an electric bus dispatch problem. (2021). Klapp, Mathias A ; Angulo, Gustavo ; Alvo, Matias. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:156:y:2021:i:c:s1366554521002878.

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2021Dynamic pricing of flexible time slots for attended home delivery. (2021). Gulpinar, Nalan ; Strauss, Arne ; Zheng, Yijun. In: European Journal of Operational Research. RePEc:eee:ejores:v:294:y:2021:i:3:p:1022-1041.

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2021The dynamic impacts of CO2 emissions from different sources on Pakistan’s economic progress: a roadmap to sustainable development. (2021). Rehman, Abdul ; Ozturk, Ilhan ; Murshed, Muntasir ; Dagar, Vishal. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:12:d:10.1007_s10668-021-01418-9.

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2021Pathway towards Sustainability in Selected Asian Countries: Influence of Green Investment, Technology Innovations, and Economic Growth on CO2 Emission. (2021). , Samiullah ; Ullah, Sami ; Luo, Rundong ; Ali, Kishwar. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:22:p:12873-:d:684240.

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2021Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks. (2021). Demirer, Riza ; Ji, Qiang ; Gupta, Rangan ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202130.

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2021OPEC news and jumps in the oil market. (2021). Yoon, Seong-Min ; Pierdzioch, Christian ; Gupta, Rangan ; Gkillas, Konstantinos. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000013.

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2021A note on investor happiness and the predictability of realized volatility of gold. (2021). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524.

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2021Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4173-:d:591975.

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2021Forecasting power of infectious diseases-related uncertainty for gold realized variance. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000179.

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2021El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7987-:d:596011.

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2021Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917.

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2021Do Energy Consumption and Environmental Degradation (CO2 Emissions) Matter for Economic Growth? Fresh Evidence from a Developing Economy. (2021). Islam, Tarequl ; Hassan, Mohammad Ghozali ; Moudud-Ul, Syed ; Alam, Md Mahbub ; Sadekin, Md Nazmus. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-05-32.

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2021Drivers of greenhouse gas emissions in ASEAN + 6 countries: a new look. (2021). LE, Thai-Ha. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:23:y:2021:i:12:d:10.1007_s10668-021-01429-6.

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2021Taxes, R&D Expenditures, and Open Innovation: Analyzing OECD Countries. (2021). Shehzad, Khurram ; Zeraibi, Ayoub ; Balsalobre-Lorente, Daniel ; Cantos-Cantos, Jose Maria. In: JOItmC. RePEc:gam:joitmc:v:7:y:2021:i:1:p:36-:d:481860.

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2021Renewable Energy, Economic Growth and Economic Development Nexus: A Bibliometric Analysis. (2021). Moutinho, Victor ; Oliveira, Henrique. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4578-:d:603512.

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2021Energy Consumption, Carbon Dioxide Emissions and Economic Growth - Fresh Evidence From Panel Quantile Regressions. (2021). Apergis, Nicholas ; Aslan, Alper ; Altinoz, Buket. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:16.

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2021International Environmental Agreements and CO 2 Emissions: Fresh Evidence from 11 Polluting Countries. (2021). POLEMIS, MICHAEL ; Oikonomou, Aikaterina ; Soursou, Symeoni-Eleni. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:331-:d:595493.

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2021Trade and Investment Led Growth in Southern African Development Community (SADC). (2021). Mbulawa, Strike. In: Eurasian Journal of Economics and Finance. RePEc:ejn:ejefjr:v:9:y:2021:i:2:p:79-88.

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2021.

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Recent citations
Recent citations received in 2020
YearCiting document
2020The path programming problem and a partial path relaxation. (2020). Spliet, R ; Pecin, D ; Dollevoet, T. A. B., . In: Econometric Institute Research Papers. RePEc:ems:eureir:127709.

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Recent citations received in 2019
YearCiting document
2019The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis. (2019). GUPTA, RANGAN ; Demirer, Riza ; Mangisa, Siphumlile ; Das, Sonali. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:132-147.

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2019What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115611.

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2019What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:115612.

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2019Do African economies grow similarly?. (2019). Franses, Philip Hans. In: Econometric Institute Research Papers. RePEc:ems:eureir:118357.

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2019Integrated Periodic Timetabling and Vehicle Circulation Scheduling. (2019). van Lieshout, R N. In: Econometric Institute Research Papers. RePEc:ems:eureir:118655.

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2019Modeling and Testing Volatility Spillovers in Oil and Financial Markets for the USA, the UK, and China. (2019). McAleer, Michael ; Chang, Chia-Lin ; Tian, Jiarong . In: Energies. RePEc:gam:jeners:v:12:y:2019:i:8:p:1475-:d:224091.

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2019What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:61-:d:221223.

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2019What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:66-:d:223231.

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2019.

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2019Trade Uncertainties and the Hedging Abilities of Bitcoin. (2019). GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201948.

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2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951.

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2019Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:201972.

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Recent citations received in 2018
YearCiting document
2018.

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201822ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018. (2018). McAleer, Michael. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:22:y:2018:i:1:p:1-12.

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201822ND ANNIVERSARY SPECIAL ISSUE OF ADVANCES IN DECISION SCIENCES (ADS), 1997-2018. (2018). McAleer, Michael. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:22:y:2018:i:1:p:1-12.

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2018Modeling extreme risks in commodities and commodity currencies. (2018). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:108-120.

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2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:104260.

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin ; Wong, W.-K., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105878.

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2018Establishing National Carbon Emission Prices for China. (2018). McAleer, Michael ; Mai, TeKe ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105880.

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2018Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, S.-H., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:105884.

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2018Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, F.-T., ; Wong, W.-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:107291.

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2018Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, T-L., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111552.

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2018Asymptotic Theory for Rotated Multivariate GARCH Models. (2018). Pauwels, Laurent ; McAleer, Michael ; Chang, Chia-Lin ; Asai, Manabu ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111553.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111556.

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2018Market Timing with Moving Averages for Fossil Fuel and Renewable Energy Stocks. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, H ; Ilomaki, J ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:111616.

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2018Determining and Evaluating Alternative Line Plans in (Near) Out-of-Control Situations. (2018). Huisman, Dennis ; Bouman, P C ; van Lieshout, R N. In: Econometric Institute Research Papers. RePEc:ems:eureir:112228.

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2018Shipping Inspections, Detentions, and Accidents: An Empirical Analysis of Risk Dimensions. (2018). Knapp, S ; Heij, C. In: Econometric Institute Research Papers. RePEc:ems:eureir:116490.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Ilomäki, Jukka ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2018Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2018). McAleer, Michael ; Chang, Chia-Lin. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1595-:d:153161.

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2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: JRFM. RePEc:gam:jjrfmx:v:11:y:2018:i:1:p:15-:d:137130.

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2018Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsieh, Tai-Lin . In: JRFM. RePEc:gam:jjrfmx:v:11:y:2018:i:4:p:58-:d:172906.

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2018Long Run Returns Predictability and Volatility with Moving Averages. (2018). McAleer, Michael ; Ilomäki, Jukka ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:105-:d:171554.

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2018RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263.

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2018Why Are Warrant Markets Sustained in Taiwan but Not in China?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:10:p:3748-:d:176380.

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2018President Trump Tweets Supreme Leader Kim Jong-Un on Nuclear Weapons: A Comparison with Climate Change †. (2018). McAleer, Michael ; Allen, David. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2310-:d:156124.

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2018Organizational Climate and Work Style: The Missing Links for Sustainability of Leadership and Satisfied Employees. (2018). Wong, Wing-Keung ; Moslehpour, Massoud ; Altantsetseg, Purevdulam ; Mou, Weiming. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:125-:d:193424.

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2018Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180011.

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2018Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. (2018). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180024.

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2018Establishing National Carbon Emission Prices for China. (2018). McAleer, Michael ; Chang, Chia-Lin ; Mai, Te-Ke. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180028.

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2018Risk Spillovers in Returns for Chinese and International Tourists to Taiwan. (2018). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Shu-Han. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180031.

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2018Why did Warrant Markets Close in China but not Taiwan?. (2018). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi ; Tsai, Feng-Tse. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180051.

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2018.

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