Jaroslava Hlouskova : Citation Profile


Are you Jaroslava Hlouskova?

Institut für Höhere Studien (IHS)

12

H index

13

i10 index

865

Citations

RESEARCH PRODUCTION:

34

Articles

31

Papers

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 37
   Journals where Jaroslava Hlouskova has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 34 (3.78 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/phl12
   Updated: 2024-04-18    RAS profile: 2024-04-06    
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Relations with other researchers


Works with:

Crespo Cuaresma, Jesus (3)

Tsigaris, Panagiotis (2)

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

Is cited by:

Noy, Ilan (20)

Wagner, Martin (20)

Herzer, Dierk (15)

Weron, Rafał (13)

Ono, Arito (11)

Uchida, Hirofumi (11)

Uesugi, Iichiro (11)

Hosono, Kaoru (11)

Égert, Balázs (10)

Yamamura, Eiji (9)

Westerlund, Joakim (8)

Cites to:

Kahneman, Daniel (27)

Falk, Armin (22)

Knell, Markus (21)

Tsigaris, Panagiotis (20)

Abel, Andrew (20)

Wagner, Martin (18)

Pedroni, Peter (15)

Phillips, Peter (13)

Crespo Cuaresma, Jesus (12)

Durlauf, Steven (12)

Constantinides, George (12)

Main data


Where Jaroslava Hlouskova has published?


Journals with more than one article published# docs
Journal of Forecasting3
Journal of Mathematical Economics2
Econometric Reviews2
Mathematical Methods of Operations Research2
Journal of Optimization Theory and Applications2

Working Papers Series with more than one paper published# docs
Economics Series / Institute for Advanced Studies14
IHS Working Paper Series / Institute for Advanced Studies6

Recent works citing Jaroslava Hlouskova (2024 and 2023)


YearTitle of citing document
2023Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, J'Erome ; Cousin, Areski. In: Papers. RePEc:arx:papers:2305.16152.

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2023Natural disasters, climate change, and structural transformation: A new perspective from international trade. (2023). Wu, Ruohan. In: The World Economy. RePEc:bla:worlde:v:46:y:2023:i:5:p:1333-1377.

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2023The Political Economy of Intellectual Property Piracy: Do the Special 301 Pressures Matter?. (2023). Kanwar, Sunil. In: Working papers. RePEc:cde:cdewps:340.

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2023A Hurricane Hits Hawaii: A Tale of Vulnerability to Natural Disasters. (2010). Noy, Ilan ; Coffmann, Makena . In: CESifo Forum. RePEc:ces:ifofor:v:11:y:2010:i:2:p:67-72.

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2023A GARCH Model to Understand the Volatility of the Electricity Spot Price in Brazil. (2023). Andrade, Marcus Vinicius ; da Silva, Andr Luis. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-38.

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2023The short-run, dynamic employment effects of natural disasters: New insights from Puerto Rico. (2023). Pelli, Martino ; Brugnoli, Alberto ; Borda, Patrice ; Barattieri, Alessandro ; Tschopp, Jeanne. In: Ecological Economics. RePEc:eee:ecolec:v:205:y:2023:i:c:s0921800922003548.

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2023Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328.

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2023Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83.

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2023Dynamic portfolio allocation for financial markets: A perspective of competitive-cum-compensatory strategy. (2023). Chen, Zhiwei ; Zhang, Jingshu ; Gong, Xiaomin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000057.

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2023Forecasting electricity prices with expert, linear, and nonlinear models. (2023). Ravazzolo, Francesco ; del Grosso, Filippo ; Gianfreda, Angelica ; Bille, Anna Gloria. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:570-586.

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2023Community and aftershock: New venture founding in the wake of deadly natural disasters. (2023). Cordero, Arkangel M. In: Journal of Business Venturing. RePEc:eee:jbvent:v:38:y:2023:i:2:s0883902623000022.

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2023Forecasting energy spot prices: A multiscale clustering recognition approach. (2023). Li, Ranran. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000284.

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2023In the eye of the storm: Firms and capital destruction in India. (2023). Pelli, Martino ; Eklou, Kodjovi M ; Bezmaternykh, Natalia ; Tschopp, Jeanne. In: Journal of Urban Economics. RePEc:eee:juecon:v:134:y:2023:i:c:s009411902200105x.

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2023Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628.

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2023Agricultural Product Price Forecasting Methods: A Review. (2023). Liu, Pingzeng ; Jiang, Hongtao ; Wang, Yan ; Zhang, Yan ; Meng, Xianyong ; Sun, Feihu. In: Agriculture. RePEc:gam:jagris:v:13:y:2023:i:9:p:1671-:d:1224070.

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2023Environmental Degradation by Energy–Economic Growth Interlinkages in EU Agriculture. (2023). Tsiantikoudis, Stavros ; Arabatzis, Garyfallos ; Galatsidas, Spyridon ; Zafeiriou, Eleni ; Batzios, Athanasios. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3900-:d:1139700.

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2023.

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2023.

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2023Fostering the Implementation of Nature Conservation Measures in Agricultural Landscapes: The NatApp. (2023). Mouratiadou, Ioanna ; Bellingrath-Kimura, Sonoko D ; Geppert, Frauke. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:3030-:d:1060867.

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2023Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach. (2023). Picard, Tom ; Lelong, Jerome ; Cousin, Areski. In: Working Papers. RePEc:hal:wpaper:hal-04086378.

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2023Do bankers want their umbrellas back when it rains? Evidence from typhoons in China. (2023). ROMOCEA TURCU, Camelia ; Levieuge, Gregory ; Avril, Pauline. In: Working Papers. RePEc:inf:wpaper:2023.08.

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2023The Slicing Method: Determining Insensitivity Regions of Probability Weighting Functions. (2023). Zitikis, Riardas ; Garcia, Luis Fuentes ; Egozcue, Martin. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10252-8.

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2023Creatively Destructive Hurricanes: Do Disasters Spark Innovation?. (2023). Noy, Ilan ; Strobl, Eric. In: Environmental & Resource Economics. RePEc:kap:enreec:v:84:y:2023:i:1:d:10.1007_s10640-022-00706-w.

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2023The Effect of Natural Disasters on Hotel Demand, Supply and Labour Markets: Evidence from the La Palma Volcano Eruption. (2023). Boto-Garcia, David ; Leoni, Veronica. In: Environmental & Resource Economics. RePEc:kap:enreec:v:86:y:2023:i:4:d:10.1007_s10640-023-00811-4.

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2023Natural disasters, entrepreneurship activity, and the moderating role of country governance. (2023). Boudreaux, Christopher ; Escaleras, Monica ; Jha, Anand. In: Small Business Economics. RePEc:kap:sbusec:v:60:y:2023:i:4:d:10.1007_s11187-022-00657-y.

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2023Household indebtedness in the European Union countries: Going beyond the mainstream interpretation. (2023). Tomas, Ines ; Barradas, Ricardo. In: PSL Quarterly Review. RePEc:psl:pslqrr:2023:12.

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2023Surplus Free Cash Flow, Stock Market Segmentations and Earnings Management: The Moderating Role of Independent Audit Committee. (2023). Amran, Azlan ; Yahya, Sofri ; Toumeh, Ahmad A. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:6:p:1353-1382.

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2023Extreme Weather Events and Local Fiscal Responses: Evidence from U.S. Counties. (2023). Liao, Yanjun ; Abrigo, Michael ; Hou, Yilin ; Miao, Qing. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:7:y:2023:i:1:d:10.1007_s41885-022-00120-y.

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2023The Divergent Effects of Remittance Transfers for Post-Disaster States. (2023). Landis, Steven T ; Eldemerdash, Nadia. In: Economics of Disasters and Climate Change. RePEc:spr:ediscc:v:7:y:2023:i:3:d:10.1007_s41885-023-00136-y.

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2023Impact of tropical cyclones on sustainable development through loops and cycles: evidence from select developing countries of Asia. (2023). Nayak, Narayan Chandra ; Sen, Sweta ; Mohanty, William Kumar. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02431-9.

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2023Raided by the storm: how three decades of thunderstorms shaped U.S. incomes and wages. (2023). Roventini, Andrea ; Chiaromonte, Francesca ; Lamperti, Francesco ; Crippa, Federico ; Coronese, Matteo. In: LEM Papers Series. RePEc:ssa:lemwps:2023/40.

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2023An empirical analysis of economic growth in countries exposed to coastal risks - Implications for their ecosystems. (2023). Couvet, Denis ; Virto, Laura Recuero ; Gasmi, Farid. In: TSE Working Papers. RePEc:tse:wpaper:127750.

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Works by Jaroslava Hlouskova:


YearTitleTypeCited
2015GMM Estimation of Affine Term Structure Models In: Papers.
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paper2
2020GMM estimation of affine term structure models.(2020) In: Econometrics and Statistics.
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This paper has nother version. Agregated cites: 2
article
2015GMM Estimation of Affine Term Structure Models.(2015) In: Economics Series.
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This paper has nother version. Agregated cites: 2
paper
2008NATURAL DISASTERS AS CREATIVE DESTRUCTION? EVIDENCE FROM DEVELOPING COUNTRIES In: Economic Inquiry.
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article194
2005CEEC growth projections: Certainly necessary and necessarily uncertain In: The Economics of Transition.
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article26
2004CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain.(2004) In: Diskussionsschriften.
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This paper has nother version. Agregated cites: 26
paper
2009Finite Sample Correction Factors for Panel Cointegration Tests* In: Oxford Bulletin of Economics and Statistics.
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article1
2009Finite Sample Correction Factors for Panel Cointegration Tests.(2009) In: Economics Series.
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This paper has nother version. Agregated cites: 1
paper
2002The CEEC10s Real Convergence Prospects In: CEPR Discussion Papers.
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paper16
2001The CEEC10s Real Convergence Prospects.(2001) In: Transition Economics Series.
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This paper has nother version. Agregated cites: 16
paper
2016The role of the marginal rate of substitution of wealth for a loss averse investor In: Economics Bulletin.
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article0
2004Forecasting electricity spot-prices using linear univariate time-series models In: Applied Energy.
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article122
2009Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management In: Journal of Empirical Finance.
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article6
2004Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management.(2004) In: Cahiers de Recherches Economiques du Département d'économie.
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This paper has nother version. Agregated cites: 6
paper
2011Optimal asset allocation under linear loss aversion In: Journal of Banking & Finance.
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article19
2010Optimal Asset Allocation Under Linear Loss Aversion.(2010) In: Economics Series.
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This paper has nother version. Agregated cites: 19
paper
2017The consumption–investment decision of a prospect theory household: A two-period model In: Journal of Mathematical Economics.
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article1
2019The consumption–investment decision of a prospect theory household: A two-period model with an endogenous second period reference level In: Journal of Mathematical Economics.
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article1
2018The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level.(2018) In: Economics Series.
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This paper has nother version. Agregated cites: 1
paper
2005Real options and the value of generation capacity in the German electricity market In: Review of Financial Economics.
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article23
2005Real options and the value of generation capacity in the German electricity market.(2005) In: Review of Financial Economics.
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This paper has nother version. Agregated cites: 23
article
2005The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study In: Economics Working Papers.
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paper184
2006The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study.(2006) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 184
article
2005The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study.(2005) In: Diskussionsschriften.
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This paper has nother version. Agregated cites: 184
paper
2014Capital Income Taxation and Risk-Taking under Prospect Theory: The Continuous Distribution Case In: Czech Journal of Economics and Finance (Finance a uver).
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article1
2020AgroTutor: A Mobile Phone Application Supporting Sustainable Agricultural Intensification In: Sustainability.
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article2
2007An Integrated CVaR and Real Options Approach to Investments in the Energy Sector In: Economics Series.
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paper8
2007The Performance of Panel Cointegration Methods. Results from a Large Scale Simulation Study In: Economics Series.
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paper113
2010The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study.(2010) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 113
article
2009Growth Regressions, Principal Components and Frequentist Model Averaging In: Economics Series.
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paper7
2012Capital Income Taxation and Risk Taking under Prospect Theory In: Economics Series.
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paper4
2012Capital income taxation and risk taking under prospect theory.(2012) In: International Tax and Public Finance.
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This paper has nother version. Agregated cites: 4
article
2012What Does it Take for a Specific Prospect Theory Type Household to Engage in Risky Investment? In: Economics Series.
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paper0
2012Optimal Asset Allocation under Quadratic Loss Aversion In: Economics Series.
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paper1
2014Can Macroeconomists Get Rich Forecasting Exchange Rates? In: Economics Series.
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paper4
2014Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2014Can Macroeconomists Get Rich Forecasting Exchange Rates?.(2014) In: Department of Economics Working Paper Series.
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This paper has nother version. Agregated cites: 4
paper
2016The Consumption-Investment Decision of a Prospect Theory Household In: Economics Series.
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paper2
2017Exchange rate forecasting and the performance of currency portfolios In: Economics Series.
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paper3
2018Exchange rate forecasting and the performance of currency portfolios.(2018) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 3
article
2001Legal Restrictions on Portfolio Holdings: Some Empirical Results In: Economics Series.
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paper0
2020Capital income taxation under full loss offset provisions of a prospect theory investor In: IHS Working Paper Series.
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paper0
2020A behavioral economic approach to multiple job holdings with leisure In: IHS Working Paper Series.
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paper0
2021Regime-dependent commodity price dynamics: A predictive analysis In: IHS Working Paper Series.
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paper0
2021Financial instability and economic activity In: IHS Working Paper Series.
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paper0
2022Prospect theory and asset allocation In: IHS Working Paper Series.
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paper0
2023Regime-dependent nowcasting of the Austrian economy In: IHS Working Paper Series.
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paper0
2005An Algorithm for Portfolio Optimization with Transaction Costs In: Management Science.
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article12
2015Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
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article3
2005Beating the random walk in Central and Eastern Europe In: Journal of Forecasting.
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article17
2014Loss-Aversion with Kinked Linear Utility Functions In: Computational Economics.
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article6
2023Financial and economic uncertainties and their effects on the economy In: Empirica.
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article0
2017A behavioral portfolio approach to multiple job holdings In: Review of Economics of the Household.
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article9
2018Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices In: European Review of Agricultural Economics.
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article2
2013The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach In: Swiss Journal of Economics and Statistics (SJES).
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article3
2004Forecasting exchange rates in transition economies: A comparison of multivariate time series models In: Empirical Economics.
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article2
2007An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 2: Computational Analysis In: Journal of Optimization Theory and Applications.
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article6
2007An Algorithm for Portfolio Optimization with Variable Transaction Costs, Part 1: Theory In: Journal of Optimization Theory and Applications.
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article7
2000The efficient frontier for bounded assets In: Mathematical Methods of Operations Research.
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article19
2015Downside loss aversion: Winner or loser? In: Mathematical Methods of Operations Research.
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article0
2000Forecasting the Euro exchange rate using vector error correction models In: Review of World Economics (Weltwirtschaftliches Archiv).
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article10
2002Multistep Predictions from Multivariate ARMA-GARCH: Models and their Value for Portfolio Management In: Diskussionsschriften.
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paper0
2004Whats Really the Story with this Balassa-Samuelson Effect in the CEECs? In: Diskussionsschriften.
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paper25
2016Forecasting Errors, Directional Accuracy and Profitability of Currency Trading: The Case of EUR/USD Exchange Rate In: Journal of Forecasting.
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article4
2021Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach In: Journal of Forecasting.
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article0

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