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Computational Economics / Springer

Citation Profile [Updated: 2024-05-13 08:04:26]
5 Years H Index
31
Impact Factor (IF)
0.5
5 Years IF
0.48
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
1993 0 0.13 0 0 17 17 20 3 0 0 0 0 0.06
1994 0 0.14 0.06 0 19 36 76 1 5 17 17 0 1 0.05 0.07
1995 0.11 0.22 0.23 0.11 16 52 72 8 17 36 4 36 4 0 4 0.25 0.1
1996 0.31 0.25 0.25 0.23 21 73 87 16 35 35 11 52 12 0 1 0.05 0.12
1997 0.11 0.25 0.13 0.1 22 95 90 7 47 37 4 73 7 0 0 0.11
1998 0.05 0.28 0.19 0.19 30 125 236 22 71 43 2 95 18 0 3 0.1 0.13
1999 0.13 0.31 0.16 0.13 29 154 559 21 95 52 7 108 14 1 4.8 6 0.21 0.15
2000 0.47 0.36 0.35 0.37 27 181 310 57 159 59 28 118 44 0 4 0.15 0.16
2001 0.5 0.39 0.35 0.4 30 211 173 63 232 56 28 129 52 0 2 0.07 0.17
2002 0.26 0.41 0.35 0.36 26 237 1308 83 315 57 15 138 50 0 10 0.38 0.21
2003 0.66 0.44 0.44 0.6 45 282 193 122 438 56 37 142 85 4 3.3 8 0.18 0.22
2004 0.92 0.5 0.54 0.76 32 314 158 167 608 71 65 157 120 5 3 4 0.13 0.22
2005 0.21 0.51 0.49 0.59 41 355 516 172 783 77 16 160 95 8 4.7 5 0.12 0.23
2006 0.32 0.51 0.52 0.68 46 401 389 200 992 73 23 174 119 25 12.5 3 0.07 0.23
2007 0.51 0.47 0.43 0.61 50 451 483 193 1187 87 44 190 116 12 6.2 4 0.08 0.2
2008 0.46 0.49 0.68 0.54 41 492 372 333 1524 96 44 214 116 29 8.7 6 0.15 0.23
2009 0.36 0.48 0.6 0.5 27 519 136 307 1834 91 33 210 104 15 4.9 12 0.44 0.24
2010 0.54 0.49 0.55 0.56 39 558 192 305 2141 68 37 205 114 20 6.6 5 0.13 0.21
2011 0.39 0.52 0.51 0.46 41 599 192 297 2447 66 26 203 94 17 5.7 4 0.1 0.24
2012 0.41 0.52 0.58 0.56 44 643 161 372 2821 80 33 198 111 16 4.3 11 0.25 0.22
2013 0.35 0.56 0.57 0.43 51 694 289 393 3215 85 30 192 82 27 6.9 22 0.43 0.24
2014 0.41 0.55 0.55 0.4 48 742 258 407 3623 95 39 202 81 35 8.6 8 0.17 0.23
2015 0.54 0.55 0.52 0.45 60 802 384 406 4038 99 53 223 100 26 6.4 17 0.28 0.23
2016 0.69 0.53 0.57 0.58 66 868 238 493 4533 108 75 244 142 28 5.7 16 0.24 0.21
2017 0.47 0.54 0.54 0.49 58 926 185 498 5035 126 59 269 132 30 6 11 0.19 0.22
2018 0.4 0.56 0.5 0.57 107 1033 356 512 5552 124 49 283 162 66 12.9 23 0.21 0.24
2019 0.53 0.57 0.43 0.57 137 1170 301 498 6052 165 88 339 193 71 14.3 15 0.11 0.23
2020 0.41 0.69 0.41 0.47 95 1265 196 511 6567 244 99 428 200 55 10.8 16 0.17 0.33
2021 0.54 0.83 0.49 0.53 114 1379 187 670 7246 232 125 463 245 97 14.5 45 0.39 0.31
2022 0.54 0.9 0.38 0.52 132 1511 80 580 7826 209 112 511 267 64 11 21 0.16 0.27
2023 0.5 0.98 0.34 0.48 132 1643 13 553 8379 246 124 585 282 105 19 8 0.06 0.27
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
12002Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20.

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687
21999Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46.

Full description at Econpapers || Download paper

332
32005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49.

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254
42002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong (Tony). In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132.

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209
52002Production, Growth and Business Cycles: Technical Appendix.. (2002). Rebelo, Sergio ; Plosser, Charles ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116.

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155
62007A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226.

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134
72002Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55.

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127
82006An Evolutionary Model of Endogenous Business Cycles. (2006). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34.

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117
92000Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249.

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103
102008Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

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95
112007Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194.

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89
122006An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228.

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85
132002System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations.. (2002). Watson, Mark ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86.

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81
142018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7.

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71
152007Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327.

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70
162014Efficient Sampling and Meta-Modeling for Computational Economic Models. (2014). Yildizoglu, Murat ; Salle, Isabelle ; Yldzolu, Murat . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:507-536.

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61
172001A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model.. (2001). Juillard, Michel ; Collard, Fabrice. In: Computational Economics. RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39.

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53
182007Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264.

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48
192014Accuracy, Speed and Robustness of Policy Function Iteration. (2014). Walker, Todd ; Throckmorton, Nathaniel ; Richter, Alexander. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:445-476.

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44
201999Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs.. (1999). Duffy, John ; Bullard, James. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:1:p:41-60.

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42
212011A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515.

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41
222000A Test for Strong Hysteresis.. (2000). Piscitelli, Laura ; Cross, Rod. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78.

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39
231996Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). . In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127.

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36
241998A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling.. (1998). Rutherford, Thomas ; Perroni, Carlo. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:3:p:245-63.

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36
252008Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design. (2008). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:147-162.

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35
262005Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113.

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34
272008Solving Linear Rational Expectations Models: A Horse Race. (2008). Anderson, Gary. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:95-113.

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34
282005A Frequency Selective Filter for Short-Length Time Series. (2005). Iacobucci, Alessandra. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:75-102.

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34
292018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

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33
301995Self-Organization of Markets: An Example of a Computational Approach.. (1995). Vriend, Nicolaas. In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:205-31.

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32
312015Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Wang, Ping ; Zhu, Bangzhu. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206.

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32
322003Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272.

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31
332003Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series. (2003). KYRTSOU, Catherine. In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276.

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31
342021Explainable Machine Learning in Credit Risk Management. (2021). Giudici, Paolo ; Marinelli, Dimitri ; Bussmann, Niklas ; Papenbrock, Jochen . In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10042-0.

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30
352007Validating Simulation Models: A General Framework and Four Applied Examples. (2007). Marks, Robert. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:265-290.

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29
362015Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning. (2015). Kollmann, Robert. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:239-260.

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29
372010How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:2:p:127-154.

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28
382007Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169.

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28
391999A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress.. (1999). . In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:3:p:197-218.

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28
402013The Forecasting Performance of Corridor Implied Volatility in the Italian Market. (2013). Muzzioli, Silvia. In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:3:p:359-386.

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27
411999A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK.. (1999). Wendner, Ron. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:3:p:265-87.

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27
422000Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies. (2000). Yu, Shih-Ti ; Leung, Siu. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:173-199.

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26
432000Explaining the Persistence of Commodity Prices. (2000). Ruge-Murcia, Francisco ; Ng, Serena. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:149-171.

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25
442004Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure. (2004). Richter, Christian ; Hughes Hallett, Andrew. In: Computational Economics. RePEc:kap:compec:v:23:y:2004:i:3:p:271-288.

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25
452008E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics. (2008). van der Weide, Roy ; Panchenko, Valentyn ; Hommes, Cars ; Diks, Cees. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:221-244.

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25
46A Computational Approach to Finding Causal Economic Laws. (2000). Tavlas, George. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136.

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25
472019Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve. (2019). Alipour, Hamid Reza ; Rezaie, Mohammad Reza ; Ghiasi, Mohammad ; Akbary, Paria ; Ghadimi, Noradin. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9716-2.

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25
482019Fiscal Decentralization, Economic Growth, and Haze Pollution Decoupling Effects: A Simple Model and Evidence from China. (2019). He, Jun ; Ding, Donghong ; Liu, Liangliang. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-017-9700-x.

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25
492016Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). Soramaki, Kimmo ; Pantelous, Athanasios A ; Birch, Jenna . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-015-9481-z.

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25
502007A Taxonomy of Inference in Simulation Models. (2007). Brenner, Thomas. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:227-244.

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24
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20.

Full description at Econpapers || Download paper

36
22018Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7.

Full description at Econpapers || Download paper

27
32021Explainable Machine Learning in Credit Risk Management. (2021). Giudici, Paolo ; Marinelli, Dimitri ; Bussmann, Niklas ; Papenbrock, Jochen . In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10042-0.

Full description at Econpapers || Download paper

23
42019Fiscal Decentralization, Economic Growth, and Haze Pollution Decoupling Effects: A Simple Model and Evidence from China. (2019). He, Jun ; Ding, Donghong ; Liu, Liangliang. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:4:d:10.1007_s10614-017-9700-x.

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18
52021Forecasting of Real GDP Growth Using Machine Learning Models: Gradient Boosting and Random Forest Approach. (2021). Yoon, Jaehyun. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10054-w.

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16
61999Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46.

Full description at Econpapers || Download paper

15
72021Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach. (2021). Jüppner, Marcus ; Paradiso, Antonio ; Juppner, Marcus ; Donadelli, Michael ; Schlag, Christian. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:2:d:10.1007_s10614-020-10031-3.

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15
82005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49.

Full description at Econpapers || Download paper

15
92019Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve. (2019). Alipour, Hamid Reza ; Rezaie, Mohammad Reza ; Ghiasi, Mohammad ; Akbary, Paria ; Ghadimi, Noradin. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:1:d:10.1007_s10614-017-9716-2.

Full description at Econpapers || Download paper

15
102018Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4.

Full description at Econpapers || Download paper

12
112014Efficient Sampling and Meta-Modeling for Computational Economic Models. (2014). Yildizoglu, Murat ; Salle, Isabelle ; Yldzolu, Murat . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:507-536.

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12
122008Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

Full description at Econpapers || Download paper

12
132016Causality in Continuous Wavelet Transform Without Spectral Matrix Factorization: Theory and Application. (2016). Olayeni, Olaolu. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:3:d:10.1007_s10614-015-9489-4.

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12
142020A Computational Method Based on the Moving Least-Squares Approach for Pricing Double Barrier Options in a Time-Fractional Black–Scholes Model. (2020). Nikan, Omid ; Golbabai, Ahmad. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-019-09880-4.

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11
152007A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226.

Full description at Econpapers || Download paper

11
162006An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228.

Full description at Econpapers || Download paper

11
172002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong (Tony). In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132.

Full description at Econpapers || Download paper

10
182021Machine Learning in Economics and Finance. (2021). Papadimitriou, Theophilos ; Gogas, Periklis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-021-10094-w.

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8
192006An Evolutionary Model of Endogenous Business Cycles. (2006). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34.

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8
202019Forecasting Crude Oil Prices: A Comparison Between Artificial Neural Networks and Vector Autoregressive Models. (2019). Kianfar, Farhad ; Ramyar, Sepehr. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:2:d:10.1007_s10614-017-9764-7.

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8
212017An Effective Computational Model for Bankruptcy Prediction Using Kernel Extreme Learning Machine Approach. (2017). Zhao, Dong ; Huang, Chunyu ; Wei, Yan ; Yu, Fanhua ; Chen, Huiling ; Wang, Mingjing. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:2:d:10.1007_s10614-016-9562-7.

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7
222020A Novel Decomposition-Ensemble Based Carbon Price Forecasting Model Integrated with Local Polynomial Prediction. (2020). He, Ling-Yun ; Qin, Quande. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9862-1.

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7
232020An Optimal Stopping Problem of Detecting Entry Points for Trading Modeled by Geometric Brownian Motion. (2020). Yao, Jingjing ; Zhang, Jijian ; Yang, Aijun ; Liu, Yue. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:3:d:10.1007_s10614-019-09915-w.

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7
242020Measuring the Energy Saving and CO2 Emissions Reduction Potential Under China’s Belt and Road Initiative. (2020). Zhang, Yue-Jun ; Shen, BO ; Jin, Yan-Lin. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:4:d:10.1007_s10614-018-9839-0.

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7
252018Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View. (2018). Aloui, Chaker ; ben Hamida, Hela ; Jammazi, Rania. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9703-7.

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262015Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Wang, Ping ; Zhu, Bangzhu. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206.

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272020Pricing Vulnerable Options with Stochastic Volatility and Stochastic Interest Rate. (2020). Ma, Yong ; Wu, Hui ; Yue, Shengjie. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09929-4.

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282019Introduction to Network Modeling Using Exponential Random Graph Models (ERGM): Theory and an Application Using R-Project. (2019). Pol, Johannes. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:3:d:10.1007_s10614-018-9853-2.

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292007Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264.

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302016Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). Soramaki, Kimmo ; Pantelous, Athanasios A ; Birch, Jenna . In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-015-9481-z.

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312020Forecasting Financial Returns Volatility: A GARCH-SVR Model. (2020). Yu, BO ; Sun, Hao. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09896-w.

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322007Computational aspects of prospect theory with asset pricing applications. (2007). De Giorgi, Enrico. In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:267-281.

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332000Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249.

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342014Accuracy, Speed and Robustness of Policy Function Iteration. (2014). Walker, Todd ; Throckmorton, Nathaniel ; Richter, Alexander. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:445-476.

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352020Bankruptcy Prediction Using Logit and Genetic Algorithm Models: A Comparative Analysis. (2020). Asghari, Farshid ; Bateni, Leila . In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:1:d:10.1007_s10614-016-9590-3.

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362008Solving Linear Rational Expectations Models: A Horse Race. (2008). Anderson, Gary. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:95-113.

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372021Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10022-4.

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382011A Class of Evolutionary Models for Participation Games with Negative Feedback. (2011). Tuinstra, Jan ; Dindo, Pietro. In: Computational Economics. RePEc:kap:compec:v:37:y:2011:i:3:p:267-300.

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392015A Predictive Analysis of Clean Energy Consumption, Economic Growth and Environmental Regulation in China Using an Optimized Grey Dynamic Model. (2015). Wang, Zheng-Xin. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:437-453.

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402018Short-Term Price Overreactions: Identification, Testing, Exploitation. (2018). Plastun, Alex ; Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9651-2.

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412020Prediction of Unemployment Rates with Time Series and Machine Learning Techniques. (2020). Katris, Christos. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09908-9.

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422021The Determinants of Bitcoin’s Price: Utilization of GARCH and Machine Learning Approaches. (2021). Du, Guan-Ting ; Chen, Mu-Yen. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10057-7.

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432020Using Genetic Algorithm and NARX Neural Network to Forecast Daily Bitcoin Price. (2020). Ri, Kum-Sun ; Jang, Myong-Hun ; Kim, Sun-Hak ; Han, Jin-Bom. In: Computational Economics. RePEc:kap:compec:v:56:y:2020:i:2:d:10.1007_s10614-019-09928-5.

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442019Bayesian Estimation of Beta-type Distribution Parameters Based on Grouped Data. (2019). Nishino, Haruhisa ; Kakamu, Kazuhiko. In: Computational Economics. RePEc:kap:compec:v:54:y:2019:i:2:d:10.1007_s10614-018-9843-4.

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452015A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2015). Malikane, Christopher ; Hartmann, Florian ; Flaschel, Peter ; Proao, Christian. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:669-691.

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462018Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market. (2018). Wei, Yi-Ming ; Chevallier, Julien ; Ma, Shujiao ; Zhu, Bangzhu ; Xie, Rui. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9664-x.

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472019Surrogate Modelling in (and of) Agent-Based Models: A Prospectus. (2019). Hoog, Sander. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:3:d:10.1007_s10614-018-9802-0.

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482022A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions. (2022). Schurle, Michael ; Paraschiv, Florentina ; Wahlstrom, Ranik Raaen. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10113-w.

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492020Measuring CoVaR: An Empirical Comparison. (2020). Sorrentino, Alberto Maria ; Bianchi, Michele Leonardo. In: Computational Economics. RePEc:kap:compec:v:55:y:2020:i:2:d:10.1007_s10614-019-09901-2.

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502018Erratum to: Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market. (2018). Wei, Yi-Ming ; Chevallier, Julien ; Xie, Rui ; Ma, Shujiao ; Zhu, Bangzhu. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9679-3.

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Citing documents used to compute impact factor: 124
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2023Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models. (2023). Chen, Dangxing. In: Papers. RePEc:arx:papers:2309.13246.

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2023Explainable FinTech lending. (2023). Giudici, Paolo ; Raffinetti, Emanuela ; Babaei, Golnoosh. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s014861952300019x.

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2023A user-centered explainable artificial intelligence approach for financial fraud detection. (2023). Qiu, Jing ; Xiao, Zhi ; Li, Haoran ; Zhou, Ying. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006815.

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2023Fund performance evaluation with explainable artificial intelligence. (2023). Seisenberger, Monika ; Fan, Xiuyi ; Fu, Hsuan ; Reddy, Veera Raghava. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007912.

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2023The Cohort Shapley value to measure fairness in financing small and medium enterprises in the UK. (2023). Calabrese, Raffaella ; Lu, Xuefei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009145.

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2023‘Seeing’ the Future: Improving Macroeconomic Forecasts with Spatial Data Using Recurrent Convolutional Neural Networks. (2023). Leslie, Jonathan. In: CAEPR Working Papers. RePEc:inu:caeprp:2023003.

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2023Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149.

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2023Machine Learning for Economics Research: When What and How?. (2023). Desai, Ajit. In: Papers. RePEc:arx:papers:2304.00086.

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2023Stock index futures price prediction using feature selection and deep learning. (2023). Yan, Wan-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002029.

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2023A comparative study of machine learning algorithms for the prediction of compressive strength of rice husk ash-based concrete. (2023). Patel, Mahesh ; Singh, Rajwinder ; Manchanda, Aditya ; Bassi, Akshita. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:118:y:2023:i:1:d:10.1007_s11069-023-05998-9.

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2023Benchmarking Biologically-Inspired Automatic Machine Learning for Economic Tasks. (2023). Yaniv-Rosenfeld, Amit ; Fleischer, Tzach ; Lazebnik, Teddy. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11232-:d:1197230.

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2023Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth. (2023). Qureshi, Shafiullah ; Chu, BA. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10312-z.

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2023Factors affecting per capita ecological footprint in OECD countries: Evidence from machine learning techniquesa. (2023). Karagol, Erdal Tanas ; Gorus, Muhammed Sehid. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:7:p:2601-2618.

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2023Determinants of Renewable Energy Production in Egypt New Approach: Machine Learning Algorithms. (2023). Abdallah, Mohammed Galal ; Aly, Hamdy Ahmad ; Mohamed, Mohamed Ahmed ; Arafat, Nabil Medhat ; Abdelraouf, Ibrahim Abdalla ; Elgohari, Mohamed Ibrahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-71.

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2023A New Neural Network Approach for Predicting the Volatility of Stock Market. (2023). Kim, Geonwoo ; Koo, Eunho. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10261-7.

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2023Price Prediction of Cryptocurrency Using a Multi-Layer Gated Recurrent Unit Network with Multi Features. (2023). Mohanty, Mihir Narayan ; Patra, Gyana Ranjan. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10310-1.

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2023ARIMA and LSTM: A Comparative Analysis of Financial Time Series Forecasting. (2023). Lima, Gilberto ; Matos, Joao Vitor ; Alexandre, Michel. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2023wpecon13.

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2023When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?. (2023). Duc, Toan Luu. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-021-10230-6.

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2023The Artificial Intelligence Revolution in Digital Finance in Saudi Arabia: A Comprehensive Review and Proposed Framework. (2023). Al-Baity, Heyam H. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13725-:d:1240235.

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2023Evaluating interpretable machine learning predictions for cryptocurrencies. (2023). Rabhi, Fethi A ; el Majzoub, Ahmad ; Hussain, Walayat. In: Intelligent Systems in Accounting, Finance and Management. RePEc:wly:isacfm:v:30:y:2023:i:3:p:137-149.

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2023Determinants of non-performing loans: An explainable ensemble and deep neural network approach. (2023). Nwafor, Obumneme Zimuzor. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004567.

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2023Time-varying relationship between geopolitical uncertainty and agricultural investment. (2023). Ghosh, Indranil ; Jana, Rabin K. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006973.

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2023Hedging the Risks of MENA Stock Markets with Gold: Evidence from the Spectral Approach. (2023). Essaadi, Essahbi ; Bouri, Elie ; Ourir, Awatef. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:1:d:10.1007_s10614-021-10204-8.

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2023Multi-scale Features of Interdependence Between Oil Prices and Stock Prices. (2023). Vo, Xuan Vinh ; Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09385-5.

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2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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2023Stock index direction forecasting using an explainable eXtreme Gradient Boosting and investor sentiments. (2023). Su, Zhihao ; Zhu, Yingke ; Huang, Xiaoru ; Deng, Shangkun ; Shimada, Tatsuro ; Fu, Zhe. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001838.

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2023Predicting the unpredictable: New experimental evidence on forecasting random walks. (2023). Corgnet, Brice ; Bao, Te ; Riyanto, Yohanes E ; Hanaki, Nobuyuki ; Zhu, Jiahua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002743.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023Early evidence on how Industry 4.0 reshapes MNEs’ global value chains: The role of value creation versus value capturing by headquarters and foreign subsidiaries. (2023). Jimenez, Alfredo ; Choi, Byungchul ; Kim, Daekwan ; Lee, Jeoung Yul. In: Journal of International Business Studies. RePEc:pal:jintbs:v:54:y:2023:i:4:d:10.1057_s41267-022-00596-6.

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2023Short-term daily reference evapotranspiration forecasting using temperature-based deep learning models in different climate zones in China. (2023). Liu, Junguo ; Traore, Seydou ; Chen, Zhicheng ; Zhu, GE ; Zhao, Xin ; Zhang, Lei ; Singh, Vijay P. In: Agricultural Water Management. RePEc:eee:agiwat:v:289:y:2023:i:c:s0378377423003633.

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2023Resource Risk and the Origins of Inequality: Evidence from a Pastoralist Economy. (2023). Papyrakis, Elissaios ; Agol, Dorice ; Mancy, Rebecca ; Lazarakis, Spyridon ; Angelopoulos, Konstantinos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10611.

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2023Stock market forecasting using DRAGAN and feature matching. (2023). Ebadzadeh, Mohammad Mehdi ; Nejad, Fateme Shahabi. In: Papers. RePEc:arx:papers:2301.05693.

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2023Agent-based Modeling and the Sociology of Money: a Framework for the Study of Coordination and Plurality. (2023). Araujo, Tanya ; Ferraciolli, Eduardo. In: Working Papers REM. RePEc:ise:remwps:wp02852023.

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2023It’s worth a shot: urban density, endogenous vaccination decisions, and dynamics of infectious disease. (2023). Tassier, Troy ; Chang, Myong-Hun ; Souther, Andrew. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:1:d:10.1007_s11403-022-00367-4.

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2023Growth, Concentration and Inequality in a Unified Schumpeter Mark I + II model. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2111.09407.

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2023Monetary policy rules and the inequality-augmented Phillips Curve. (2023). Laura, Dany Lang ; Rolim, Lilian. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2023wpecon6.

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2023The macroeconomic effects of temperature surprise shocks. (2023). Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1407_23.

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2023Predictability of economic slowdowns in advanced countries over eight centuries: The role of climate risks. (2023). Salisu, Afees ; Ji, Qiang ; Nel, Jacobus ; Gupta, Rangan. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s154461232300168x.

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2023Climate risks and U.S. stock?market tail risks: A forecasting experiment using over a century of data. (2023). Salisu, Afees ; van Eyden, Renee ; Gupta, Rangan ; Pierdzioch, Christian. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:228-244.

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2023The Predictive Impact of Climate Risk on Total Factor Productivity Growth: 1880-2020. (2023). Caraiani, Petre ; Gupta, Rangan ; van Eyden, Renee ; Kunene, Desiree M. In: Working Papers. RePEc:pre:wpaper:202321.

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2023Climate Risks and Stock Market Volatility Over a Century in an Emerging Market Economy: The Case of South Africa. (2023). Pierdzioch, Christian ; Gupta, Rangan ; Karmakar, Sayar ; Wu, Kejin. In: Working Papers. RePEc:pre:wpaper:202326.

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2023Risk Connectedness Between Green and Conventional Assets with Portfolio Implications. (2023). Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10296-w.

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2023New Sustainable Banana Value Chain: Waste Valuation toward a Circular Bioeconomy. (2023). Muller, Joachim ; Oechsner, Hans ; Mahayothee, Busarakorn ; Kingphadung, Kanokwan ; Hulsemann, Benedikt ; Krungkaew, Samatcha. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3453-:d:1123793.

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2023Using network data envelopment analysis to assess the sustainability and resilience of healthcare supply chains in response to the COVID-19 pandemic. (2023). Ishizaka, Alessio ; Mangla, Sachin Kumar ; Gunasekaran, Angappa ; Saen, Reza Farzipoor ; Moghaddas, Zohreh ; Azadi, Majid. In: Annals of Operations Research. RePEc:spr:annopr:v:328:y:2023:i:1:d:10.1007_s10479-022-05020-8.

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2023The future of transport-related emissions in dense urban areas: an analysis of various policy scenarios with MOLES. (2023). Tikoudis, Ioannis ; Oueslati, Walid. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:25:y:2023:i:2:d:10.1007_s10018-022-00357-7.

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2023Should Italy switch to a flat tax? An assessment based on a heterogeneous agents OLG model. (2023). Sommacal, Alessandro. In: European Journal of Political Economy. RePEc:eee:poleco:v:80:y:2023:i:c:s017626802300126x.

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2023New Insights into the Research Landscape on the Application of Artificial Intelligence in Sustainable Smart Cities: A Bibliometric Mapping and Network Analysis Approach. (2023). Bekun, Festus Victor ; Musa, Majd ; Ajibade, Samuel-Soma M ; Zaidi, Abdelhamid. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-30.

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2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

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2023Unemployment and Labor Productivity Co-movement: the Role of Firm Exit. (2023). Silva, Mario Rafael ; Gabrovski, Miroslav. In: Working Papers. RePEc:hai:wpaper:202301.

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2023Research on the Effects of Liquidation Strategies in the Multi-asset Artificial Market. (2023). Song, Shijia ; Luo, Qixuan ; Li, Handong. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10316-9.

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2023Omega Compatibility: A Meta-analysis. (2023). Zhang, Xiang ; Maillet, Bertrand ; Caporin, Massimiliano ; Bernard, Carole. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10306-x.

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2023Towards machine learning for moral choice analysis in health economics: A literature review and research agenda. (2023). Chorus, Caspar G ; de Bekker-Grob, Esther W. In: Social Science & Medicine. RePEc:eee:socmed:v:326:y:2023:i:c:s0277953623002678.

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2023.

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2023Emerging Labour Flow Networks. (2023). Guerrero, Omar A ; Fair, Kathyrn R. In: Papers. RePEc:arx:papers:2301.07979.

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2023Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132.

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2023Productivity changes of Asia-Pacific airlines: A Malmquist productivity index approach for a two-stage dynamic system. (2023). Nguyen, Minh-Anh Thi ; Yu, Ming-Miin. In: Omega. RePEc:eee:jomega:v:115:y:2023:i:c:s0305048322001815.

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2023Inter-industry and Intra-industry Switching as Sources of Productivity Growth: Structural Change of Finland’s ICT Industries. (2023). Kuosmanen, Natalia. In: ETLA Working Papers. RePEc:rif:wpaper:100.

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2023REDUCING RECOMMENDATION INEQUALITY VIA TWO?SIDED MATCHING: A FIELD EXPERIMENT OF ONLINE DATING. (2023). Lin, Mingjen ; Hsieh, Yuwei ; Chen, Kuanming. In: International Economic Review. RePEc:wly:iecrev:v:64:y:2023:i:3:p:1201-1221.

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2023
2023Reconsidering the relationship between health and income in the UK. (2023). Watson, Duncan ; Cook, Steve ; Chowdhury, Rosen. In: Social Science & Medicine. RePEc:eee:socmed:v:332:y:2023:i:c:s0277953623004513.

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2023Threshold cointegration and asymmetries between dividends and earnings news. (2023). Sephton, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008061.

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2023Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers. (2023). Foglia, Matteo ; Xie, Chi ; Zhu, You ; Zhou, Yang ; Wang, Gang-Jin ; Gong, Jue. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s104244312300001x.

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2023Risk Measure between Exchange Rate and Oil Price during Crises: Evidence from Oil-Importing and Oil-Exporting Countries. (2023). ben Saad, Mouna. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:250-:d:1128413.

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2023Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621.

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2023The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63.

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2023Moment set selection for the SMM using simple machine learning. (2023). Kukacka, Jiri ; Zila, Eric. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:212:y:2023:i:c:p:366-391.

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2023Sequential Bayesian inference for agent-based models with application to the Chinese business cycle. (2023). Wang, Qianchao ; Li, Yong ; Zhang, Qiaosen. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323001931.

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2023
2023An agent-based framework for the analysis of the macroeconomic effects of population aging. (2023). Desiderio, Saul ; Chen, Siyan. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:33:y:2023:i:2:d:10.1007_s00191-023-00814-w.

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2023Research on price transmission in Chinese mining stock market: Based on industry. (2023). Sun, Haoyu ; Wang, LU ; Zhou, Xuanru ; Xing, Wanli ; Zhang, Hua ; Zhu, Mingxue. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004385.

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2023
2023Dynamic Nelson–Siegel model for market risk estimation of bonds: Practical implementation. (2023). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0462.

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2023A comparison of multi-factor term structure models for interbank rates. (2023). Tunaru, Diana ; Fabozzi, Francesco A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01147-2.

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2023Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Chen, Baifan ; Huang, Jionghao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089.

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2023Asymmetric efficiency in petroleum markets before and during COVID-19. (2023). Kang, Sang Hoon ; Yousaf, Imran ; Farid, Saqib ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009054.

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2023Comparing the Performance of Corporate Bankruptcy Prediction Models Based on Imbalanced Financial Data. (2023). Noh, Seol-Hyun. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:6:p:4794-:d:1091114.

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2023Multi-Modal Deep Learning for Credit Rating Prediction Using Text and Numerical Data Streams. (2023). Bravo, Cristi'An ; Tian, Fengrui ; Chandra, Rohitash ; Tavakoli, Mahsa. In: Papers. RePEc:arx:papers:2304.10740.

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2023A transformer-based model for default prediction in mid-cap corporate markets. (2023). Bravo, Cristian ; Mues, Christophe ; Korangi, Kamesh. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:306-320.

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2023DeFi Security: Turning The Weakest Link Into The Strongest Attraction. (2023). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2312.00033.

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2023Interdisciplinary Teaching Reform of Financial Engineering Majors Based on the Analytic Hierarchy Process in the Post-Pandemic Era. (2023). Fang, Jiaqi ; Dong, Ximiao ; Xiong, Lihui. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8652-:d:1156677.

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2023.

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2023Decent Work and Economic Growth in EU Countries—Static and Dynamic Analyses of Sustainable Development Goal 8. (2023). Dmytrow, Krzysztof ; Bieszk-Stolorz, Beata. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13327-:d:1233628.

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2023.

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2023A Novel Prediction Model: ELM-ABC for Annual GDP in the Case of SCO Countries. (2023). Rogers, Roy Anthony ; Xu, Xiaohan ; Ruiz, Mario Arturo. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:4:d:10.1007_s10614-022-10311-0.

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2023.

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2023.

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2023A New Agricultural Drought Disaster Risk Assessment Framework: Coupled a Copula Function to Select Return Periods and the Jensen Model to Calculate Yield Loss. (2023). Jin, Cuicui ; Xiao, Zheyuan ; Shang, Chongju ; Leghari, Shah Jahan ; Li, Jie ; Pan, Hongwei ; Yu, Jie ; Lei, Hongjun ; Shi, Lili. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3786-:d:1073414.

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2023Construction and Analysis of Uncertainty Indices based on Multilingual Text Representations. (2023). Naboka-Krell, Viktoriia. In: MAGKS Papers on Economics. RePEc:mar:magkse:202310.

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2023The financial network channel of monetary policy transmission: an agent-based model. (2023). Lima, Gilberto ; Russo, Alberto ; Riccetti, Luca ; Alexandre, Michel. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:18:y:2023:i:3:d:10.1007_s11403-023-00377-w.

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2023Using Google Trends to predict and forecast avocado sales. (2023). Xu, Zhenning ; Wu, DI ; Bach, Seung. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:11:y:2023:i:4:d:10.1057_s41270-023-00232-8.

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2023Rare Earth Elements: A game between China and the rest of the world. (2023). Minooei Fard, Behnaz ; Di Bartolomeo, Giovanni ; Semmler, Willi. In: Working Papers in Public Economics. RePEc:sap:wpaper:wp235.

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2023Addition of finer scale data and uncertainty analysis increases precision of geospatial suitability model for non-native plants in the US. (2023). Lieurance, Deah ; Takeuchi, YU ; Israel, Kimberly ; Fowler, Glenn ; Koop, Anthony ; Kim, Seokmin. In: Ecological Modelling. RePEc:eee:ecomod:v:484:y:2023:i:c:s0304380023001898.

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2023Investment and financing analysis for a venture capital alternative. (2023). Yang, Zhaojun ; Dong, Linjia. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002067.

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2023Two-stage investment, loan guarantees and share buybacks. (2023). Yang, Zhaojun ; Nishihara, Michi ; Dong, Linjia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:156:y:2023:i:c:s0165188923001471.

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Recent citations received in 2023
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2023
2023Understanding sovereign credit ratings: Text-based evidence from the credit rating reports. (2023). Lonarski, Igor ; Slapnik, Ursula. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001063.

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2023Gold and crude oil: A time-varying causality across various market conditions. (2023). Bouri, Elie ; Raggad, Bechir. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009844.

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Recent citations received in 2022
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2022Forecasting agricultural commodity price using different models: a case study of widely consumed grains in Nigeria. (2022). Tabash, Mosab I ; Adeeko, Omotara ; Safi, Samir K ; Sanusi, Olajide I. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:322724.

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2022Testing for Causality between Climate Policies and Carbon Emissions Reduction. (2022). Hasse, Jean-Baptiste ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2022005.

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2022Exploration of the Parameter Space in Macroeconomic Agent-Based Models. (2021). Bouchaud, Jean-Philippe ; Benzaquen, Michael ; Knicker, Max Sina ; Naumann-Woleske, Karl. In: Papers. RePEc:arx:papers:2111.08654.

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2022On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach. (2022). Hsieh, Chung-Han. In: Papers. RePEc:arx:papers:2202.03858.

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2022Deep learning and American options via free boundary framework. (2022). Dai, Weizhong ; Ware, Tony ; Umeorah, Nneka ; Nwankwo, Chinonso. In: Papers. RePEc:arx:papers:2211.11803.

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2022Handling the discontinuity in futures prices when time series modeling of commodity cash and futures prices. (2022). Brorsen, B ; Maples, Joshua G. In: Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie. RePEc:bla:canjag:v:70:y:2022:i:2:p:139-152.

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2022Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Trede, Mark ; Mutschler, Willi ; Guljanov, Gaygysyz. In: Dynare Working Papers. RePEc:cpm:dynare:078.

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2022Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Mutschler, Willi ; Trede, Mark ; Guljanov, Gaygysyz. In: CQE Working Papers. RePEc:cqe:wpaper:10122.

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2022Pricing American options with stochastic volatility and small nonlinear price impact: A PDE approach. (2022). Yang, Ben-Zhang ; Hu, Zhihao ; Lin, Sha. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:163:y:2022:i:c:s0960077922007718.

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2022Comparison of risk forecasts for cryptocurrencies: A focus on Range Value at Risk. (2022). Muller, Fernanda Maria ; Santos, Samuel Solgon ; Gossling, Thalles Weber ; Righi, Marcelo Brutti. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001878.

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2022.

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2022Agricultural Price Prediction Based on Combined Forecasting Model under Spatial-Temporal Influencing Factors. (2022). Tang, Wei ; Guo, Yan ; Zhang, Fang ; Feng, Yang ; Yang, Senqi. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:17:p:10483-:d:895360.

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2022Assessing Debt Stationarity and Sustainability in the Longer-Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions. (2022). Saadaoui, Jamel ; Cai, Yifei ; Keung, Marco Chi. In: Working Papers. RePEc:inf:wpaper:2022.07.

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2022Deep Learning for Financial Engineering. (2022). Lughofer, Edwin David ; Chen, Ting-Hsuan ; Sangaiah, Arun Kumar ; Egrioglu, Erol. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-022-10260-8.

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2022Term premium estimation for South Africa. (2022). Erasmus, Ruan ; Steenkamp, Daan. In: MPRA Paper. RePEc:pra:mprapa:114895.

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2022On the sources of economic growth, structural consistency of agent-based models and mental-accounting consumer behaviour. (2022). Chudziak, Szymon. In: Working Papers. RePEc:sgh:kaewps:2022073.

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2022Bayesian Estimation of Large-Scale Simulation Models with Gaussian Process Regression Surrogates. (2022). Barde, Sylvain. In: Studies in Economics. RePEc:ukc:ukcedp:2203.

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2022Assessing Debt Stationarity and Sustainability in the Longer Run with Fourier DF Unit Root Tests and Time-Varying Fiscal Reaction Functions.. (2022). Cai, Yifei ; Keung, Marco Chi ; Saadaoui, Jamel. In: Working Papers of BETA. RePEc:ulp:sbbeta:2022-11.

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Recent citations received in 2021
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2021Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey. (2021). Rodrigo, Tomasa ; Ortiz, Alvaro ; Isa, Berk Orkun ; Mert, Seda Guler ; Barlas, Ali B ; Yazgan, Ege ; Soybilgen, Baris. In: Papers. RePEc:arx:papers:2107.03299.

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2021Endogenous viral mutations, evolutionary selection, and containment policy design. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2107.04358.

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2021Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Repetto, Marco ; Crosato, Lisa. In: Papers. RePEc:arx:papers:2108.13914.

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2021Opinion Dynamics with Conflicting Interests. (2021). Mellacher, Patrick. In: Papers. RePEc:arx:papers:2111.09408.

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2021Behavioural Economics, What Have we Missed? Exploring “Classical” Behavioural Economics Roots in AI, Cognitive Psychology, and Complexity Theory. (2021). Torgler, Benno ; Bickley, Steve J. In: CREMA Working Paper Series. RePEc:cra:wpaper:2021-21.

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2021Reinforcement learning about asset variability and correlation in repeated portfolio decisions. (2021). Rieskamp, Jorg ; Diao, Linan ; Olschewski, Sebastian. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001039.

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2021Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis. (2021). Pattnaik, Debidutta ; Lim, Weng Marc ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001210.

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2021Robust and accurate construction of the local volatility surface using the Black–Scholes equation. (2021). Kim, Junseok. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004707.

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2021Forecasting the Unemployment Rate: Application of Selected Prediction Methods. (2021). Rokicki, Tomasz ; Gostkowski, Michal. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:3:p:985-1000.

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2021Systemic Risk Spillovers in the European Energy Sector. (2021). Zeldea, Cristina ; Lupu, Iulia ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6410-:d:651252.

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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

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2021Financial Inclusion in Emerging Economies: The Application of Machine Learning and Artificial Intelligence in Credit Risk Assessment. (2021). Mhlanga, David. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:39-:d:602632.

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2021Predicting Gold and Silver Price Direction Using Tree-Based Classifiers. (2021). Sadorsky, Perry. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:198-:d:546254.

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2021GJR-GARCH Volatility Modeling under NIG and ANN for Predicting Top Cryptocurrencies. (2021). Islam, Mohammad Rafiqul ; Saha, Pritam ; Mostafa, Fahad ; Nguyen, Nguyet. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:421-:d:628582.

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2021The Determinants of Green Bond Issuance in the European Union. (2021). Tiron-Tudor, Adriana ; Dan, Anamaria. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:446-:d:636764.

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2021Integrated Evaluations of Resource and Environment Carrying Capacity of the Huaihe River Ecological and Economic Belt in China. (2021). Xu, Haiying ; Shen, Xijuan ; Hsu, Wei-Ling ; Shiau, Yan-Chyuan ; Liu, Hsin-Lung ; Zhang, Chunmei. In: Land. RePEc:gam:jlands:v:10:y:2021:i:11:p:1168-:d:669395.

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2021Socioeconomic Effects of COVID-19 Pandemic: Exploring Uncertainty in the Forecast of the Romanian Unemployment Rate for the Period 2020–2023. (2021). Apostu, Simona-Andreea ; Davidescu, Adriana Anamaria ; Adriana Ana Maria Davidescu, ; Stoica, Liviu Adrian. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:13:p:7078-:d:580854.

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2021Unemployment Rates Forecasting with Grey-Based Models in the Post-COVID-19 Period: A Case Study from Vietnam. (2021). Kayral, Ihsan Erdem ; Tsai, Jung-Fa ; Nguyen, Phi-Hung ; Lin, Ming-Hua. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:14:p:7879-:d:594224.

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2021Sustainable Manufacturing Practices, Competitive Capabilities, and Sustainable Performance: Moderating Role of Environmental Regulations. (2021). Hao, Yunhong ; Chen, Ting ; Ali, Hazem. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10051-:d:631297.

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2021Can System Log Data Enhance the Performance of Credit Scoring?—Evidence from an Internet Bank in Korea. (2021). Shin, Jinho ; Kim, Daehee ; Kyeong, Sunghyon. In: Sustainability. RePEc:gam:jsusta:v:14:y:2021:i:1:p:130-:d:709585.

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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stephane ; Guegan, Dominique ; Chevallier, Julien. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-04250269.

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2021Machine Learning in Economics and Finance. (2021). Papadimitriou, Theophilos ; Gogas, Periklis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-021-10094-w.

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2021Computational Aspects of Sustainability. (2021). Tsilika, Kyriaki ; HALKOS, GEORGE. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:3:d:10.1007_s10614-021-10142-5.

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Recent citations received in 2020
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2020On quantile based co-risk measures and their estimation. (2020). Wolfgang, Trutschnig ; Sebastian, Fuchs. In: Dependence Modeling. RePEc:vrs:demode:v:8:y:2020:i:1:p:396-416:n:21.

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