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Details about Dmitriy O. Afanasyev

Homepage:http://dmafanasyev.ru/en
Workplace:Financial University under the Government of the Russian Federation, (more information at EDIRC)

Access statistics for papers by Dmitriy O. Afanasyev.

Last updated 2024-04-08. Update your information in the RePEc Author Service.

Short-id: paf34


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Working Papers

2015

  1. The long-term trends on Russian electricity market: comparison of empirical mode and wavelet decompositions
    MPRA Paper, University Library of Munich, Germany Downloads

2014

  1. Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article Fine structure of the price–demand relationship in the electricity market: Multi-scale correlation analysis, Energy Economics, Elsevier (2015) Downloads View citations (11) (2015)

Journal Articles

2021

  1. Strength of words: Donald Trump's tweets, sanctions and Russia's ruble
    Journal of Economic Behavior & Organization, 2021, 184, (C), 253-277 Downloads View citations (6)
  2. The fundamental drivers of electricity price: a multi-scale adaptive regression analysis
    Empirical Economics, 2021, 60, (4), 1913-1938 Downloads View citations (4)

2019

  1. On the Impact of News Tonality in International Media on the Russian Ruble Exchange Rate: Textual Analysis
    HSE Economic Journal, 2019, 23, (2), 264-289 Downloads
  2. On the impact of outlier filtering on the electricity price forecasting accuracy
    Applied Energy, 2019, 236, (C), 196-210 Downloads View citations (25)
  3. The influence of conference calls' semantic characteristics on the company market performance: Text analysis
    Russian Journal of Economics, 2019, 5, (3), 297-320 Downloads

2018

  1. External and Internal Determinants on the Electricity Market: A Multi-Scale Adaptive Causal Analysis
    Journal of the New Economic Association, 2018, 39, (3), 33-54 Downloads

2016

  1. Currency integration of Russia and other CIS countries: what is changing in a crisis?
    (Валютная интеграция России и других стран СНГ: что меняется в кризис?)
    Ekonomicheskaya Politika / Economic Policy, 2016, 2, 133—147 Downloads
  2. The long-term trends on the electricity markets: Comparison of empirical mode and wavelet decompositions
    Energy Economics, 2016, 56, (C), 432-442 Downloads View citations (16)

2015

  1. Fine structure of the price–demand relationship in the electricity market: Multi-scale correlation analysis
    Energy Economics, 2015, 51, (C), 215-226 Downloads View citations (11)
    See also Working Paper Fine structure of the price-demand relationship in the electricity market: multi-scale correlation analysis, MPRA Paper (2014) Downloads View citations (1) (2014)
 
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