Hans-Jörg Henri von Mettenheim
(Hans-Joerg Henri von Mettenheim)

Personal Details

First Name:	Hans-Joerg
Middle Name:	Henri
Last Name:	von Mettenheim
Suffix:
RePEc Short-ID:	pvo268
	[This author has chosen not to make the email address public]

Affiliation

Institut de Préparation à l'Administration et à la Gestion (IPAG)

Paris, France
http://www.ipag.edu/
RePEc:edi:ipagpfr (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

Sorry, no citations of working papers recorded.

Articles

1. Christoph Wegener & Tobias Basse & Frederik Kunze & Hans-Jörg von Mettenheim, 2016. "Oil prices and sovereign credit risk of oil producing countries: an empirical investigation," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1961-1968, December.

   Cited by:

   1. Beckmann, Joscha & Czudaj, Robert L. & Arora, Vipin, 2020. "The relationship between oil prices and exchange rates: Revisiting theory and evidence," Energy Economics, Elsevier, vol. 88(C).
   2. António Afonso & João Tovar Jalles, 2020. "Economic volatility and sovereign yields’ determinants: a time-varying approach," Empirical Economics, Springer, vol. 58(2), pages 427-451, February.
      • António Afonso & João Tovar Jalles, 2016. "Economic Volatility and Sovereign Yields’ Determinants: a Time-Varying Approach," Working Papers Department of Economics 2016/04, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
   3. Sohag, Kazi & Sokhanvar, Amin & Belyaeva, Zhanna & Mirnezami, Seyed Reza, 2022. "Hydrocarbon prices shocks, fiscal stability and consolidation: Evidence from Russian Federation," Resources Policy, Elsevier, vol. 76(C).
   4. Alqahtani, Abdullah & Klein, Tony & Khalid, Ali, 2019. "The impact of oil price uncertainty on GCC stock markets," Resources Policy, Elsevier, vol. 64(C).
   5. Jiang, Yong & Liu, Cenjie & Xie, Rui, 2021. "Oil price shocks and credit spread: Structural effect and dynamic spillover," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
   6. Chen, Shiu-Sheng & Huang, Shiangtsz & Lin, Tzu-Yu, 2022. "How do oil prices affect emerging market sovereign bond spreads?," Journal of International Money and Finance, Elsevier, vol. 128(C).
   7. Bajaj, Vimmy & Kumar, Pawan & Singh, Vipul Kumar, 2023. "Systemwide directional connectedness from Crude Oil to sovereign credit risk," Journal of Commodity Markets, Elsevier, vol. 30(C).
   8. Bouri, Elie & Kachacha, Imad & Roubaud, David, 2020. "Oil market conditions and sovereign risk in MENA oil exporters and importers," Energy Policy, Elsevier, vol. 137(C).
   9. Aktham Maghyereh & Hussein Abdoh, 2024. "Oil price uncertainly and sovereign credit risk in GCC countries: fresh evidence," International Economics and Economic Policy, Springer, vol. 21(2), pages 457-482, May.
   10. Brahim Gaies, 2021. "Curse or blessing: how do oil price fluctuations influence financial development in low- and middle-income net oil-exporting countries?," Economics Bulletin, AccessEcon, vol. 41(2), pages 751-763.
   11. Hualing Lin & Qiubi Sun, 2020. "Crude Oil Prices Forecasting: An Approach of Using CEEMDAN-Based Multi-Layer Gated Recurrent Unit Networks," Energies, MDPI, vol. 13(7), pages 1-21, March.
   12. Ehouman, Yao Axel, 2021. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a copula approach," International Economics, Elsevier, vol. 168(C), pages 76-97.
   13. Bajaj, Vimmy & Kumar, Pawan & Singh, Vipul Kumar, 2022. "Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis," Research in International Business and Finance, Elsevier, vol. 59(C).
   14. Nader Naifar, 2020. "What Explains the Sovereign Credit Default Swap Spreads Changes in the GCC Region?," JRFM, MDPI, vol. 13(10), pages 1-22, October.
   15. Sabkha, Saker & de Peretti, Christian & Hmaied, Dorra, 2019. "Nonlinearities in the oil effects on the sovereign credit risk: A self-exciting threshold autoregression approach," Research in International Business and Finance, Elsevier, vol. 50(C), pages 106-133.
   16. Li, Haiping & Semeyutin, Artur & Lau, Chi Keung Marco & Gozgor, Giray, 2020. "The relationship between oil and financial markets in emerging economies: The significant role of Kazakhstan as the oil exporting country," Finance Research Letters, Elsevier, vol. 32(C).
   17. Yao Axel Ehouman, 2021. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters : Evidence using a Copula Approach," Post-Print hal-03348410, HAL.
   18. Yao Axel Ehouman, 2020. "Dependence structure between oil price volatility and sovereign credit risk of oil exporters: Evidence using a Copula Approach," EconomiX Working Papers 2020-31, University of Paris Nanterre, EconomiX.
   19. Cheuathonghua, Massaporn & de Boyrie, Maria E. & Pavlova, Ivelina & Wongkantarakorn, Jutamas, 2022. "Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis," International Review of Financial Analysis, Elsevier, vol. 80(C).

2. Christoph Wegener & Christian Spreckelsen & Tobias Basse & Hans‐Jörg Mettenheim, 2016. "Forecasting Government Bond Yields with Neural Networks Considering Cointegration," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 35(1), pages 86-92, January.

   Cited by:

   1. Zhidan Luo & Wei Guo & Qingfu Liu & Yiuman Tse, 2023. "A hybrid prediction model with time‐varying gain tracking differentiator in Taylor expansion: Evidence from precious metals," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(5), pages 1138-1149, August.
   2. Xiaojie Xu & Yun Zhang, 2022. "Forecasting the total market value of a shares traded in the Shenzhen stock exchange via the neural network," Economics Bulletin, AccessEcon, vol. 42(3), pages 1266-1279.
   3. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.
   4. Kunze, Frederik & Wegener, Christoph & Bizer, Kilian & Spiwoks, Markus, 2017. "Forecasting European interest rates in times of financial crisis – What insights do we get from international survey forecasts?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 48(C), pages 192-205.
   5. Xiaojie Xu & Yun Zhang, 2022. "Commodity price forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 29(3), pages 169-181, July.
   6. Nikolas Stege & Christoph Wegener & Tobias Basse & Frederik Kunze, 2021. "Mapping swap rate projections on bond yields considering cointegration: an example for the use of neural networks in stress testing exercises," Annals of Operations Research, Springer, vol. 297(1), pages 309-321, February.

3. Christian Von Spreckelsen & Frederik Kunze & Torsten Windels & Hans-Jörg Von Mettenheim, 2014. "Forecasting renminbi quotes in the revised Chinese FX market - can we get implications for the onshore/offshore spread-behaviour?," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 7(1), pages 66-76.

   Cited by:

   1. Kunze, Frederik, 2017. "Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts," University of Göttingen Working Papers in Economics 326, University of Goettingen, Department of Economics.

4. Cornelius Köpp & Hans-Jörg Mettenheim & Michael Breitner, 2014. "Decision Analytics with Heatmap Visualization for Multi-step Ensemble Data," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 6(3), pages 131-140, June.

   Cited by:

   1. Christoph Gleue & Dennis Eilers & Hans-Jörg Mettenheim & Michael H. Breitner, 2019. "Decision Support for the Automotive Industry," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 61(4), pages 385-397, August.

5. Michael H. Breitner & Christian Dunis & Hans-Jörg Mettenheim & Christopher Neely & Georgios Sermpinis & Christian Spreckelsen & Hans‐Jörg Mettenheim & Michael H. Breitner, 2014. "Real‐Time Pricing and Hedging of Options on Currency Futures with Artificial Neural Networks," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 33(6), pages 419-432, September.

   Cited by:

   1. Christoph Gleue & Dennis Eilers & Hans-Jörg Mettenheim & Michael H. Breitner, 2019. "Decision Support for the Automotive Industry," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 61(4), pages 385-397, August.
   2. Haibin Xie & Xinyu Wu & Pengying Fan, 2021. "Accelerating FHS Option Pricing Under Linear GARCH," Computational Economics, Springer;Society for Computational Economics, vol. 58(2), pages 395-411, August.
   3. Khan Najeeb Alam & Razzaq Oyoon Abdul & Hameed Tooba, 2018. "A Metaheuristic Approach to Optimize European Call Function with Boundary Conditions," Journal of Systems Science and Information, De Gruyter, vol. 6(3), pages 260-268, June.
   4. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting”," AQR Working Papers 201701, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2017.
      • Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting"," IREA Working Papers 201701, University of Barcelona, Research Institute of Applied Economics, revised Jan 2017.
   5. Adriano S. Koshiyama & Nikan Firoozye & Philip Treleaven, 2019. "A derivatives trading recommendation system: The mid‐curve calendar spread case," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 26(2), pages 83-103, April.
   6. Huck, Nicolas, 2019. "Large data sets and machine learning: Applications to statistical arbitrage," European Journal of Operational Research, Elsevier, vol. 278(1), pages 330-342.
   7. Roman Matkovskyy & Taoufik Bouraoui, 2019. "Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model," Post-Print hal-02155402, HAL.
      • Roman Matkovskyy & Taoufik Bouraoui, 2019. "Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 17(2), pages 433-446, June.
   8. Adriano Soares Koshiyama & Nick Firoozye & Philip Treleaven, 2018. "A Machine Learning-based Recommendation System for Swaptions Strategies," Papers 1810.02125, arXiv.org.

6. Cornelius Köpp & Hans-Jörg Mettenheim & Michael Breitner, 2013. "Load Management in Power Grids," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 5(1), pages 35-44, February.

   Cited by:

   1. Arno E. Scheepens & Joost G. Vogtländer, 2018. "Insulation or Smart Temperature Control for Domestic Heating: A Combined Analysis of the Costs, the Eco-Costs, the Customer Perceived Value, and the Rebound Effect of Energy Saving," Sustainability, MDPI, vol. 10(9), pages 1-24, September.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CTA: Contract Theory and Applications (1) 2017-07-16
2. NEP-FOR: Forecasting (1) 2017-07-16
3. NEP-TRE: Transport Economics (1) 2017-07-16

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