Details about Hossein Hassani

Access statistics for papers by Hossein Hassani.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pha398

Working Papers

2015

1. Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques
   Working Papers, University of Pretoria, Department of Economics View citations (1)
2. Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models
   Working Papers, University of Pretoria, Department of Economics View citations (1)
   See also Journal Article Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models, Physica A: Statistical Mechanics and its Applications, Elsevier (2018) View citations (9) (2018)

2014

3. Does Sunspot Numbers Cause Global Temperatures? A Reconsideration Using a Non-Parametric Causality Test
   Working Papers, University of Pretoria, Department of Economics View citations (1)
4. Forecasting Home Sales in the Four Census Regions and the Aggregate US Economy Using Singular Spectrum Analysis
   Working Papers, University of Pretoria, Department of Economics
5. Forecasting the Price of Gold
   Working Papers, University of Pretoria, Department of Economics View citations (29)
   See also Journal Article Forecasting the price of gold, Applied Economics, Taylor & Francis Journals (2015) View citations (57) (2015)

2013

6. On the Folded Normal Distribution
   MPRA Paper, University Library of Munich, Germany View citations (5)
7. Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach
   Economics Discussion Papers, Department of Economics, University of Reading

2010

8. On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7?
   CEFAGE-UE Working Papers, University of Evora, CEFAGE-UE (Portugal) View citations (4)

2008

9. On the Application of Data Mining to Official Data
   MPRA Paper, University Library of Munich, Germany

2007

10. IS THE SAMPLE COEFFICIENT OF VARIATION A GOOD ESTIMATOR FOR THE POPULATION COEFFICIENT OF VARIATION?
    MPRA Paper, University Library of Munich, Germany View citations (1)
11. Singular Spectrum Analysis: Methodology and Comparison
    MPRA Paper, University Library of Munich, Germany View citations (59)

2005

12. A New Approximation for the Null Distribution of the Likelihood Ratio Test Statistics for k Upper Outliers in a Normal Sample
    MPRA Paper, University Library of Munich, Germany View citations (1)

Journal Articles

2018

1. A statistical approach for a fuel subsidy mechanism
   Energy Policy, 2018, 119, (C), 666-673 View citations (3)
2. Modeling European industrial production with multivariate singular spectrum analysis: A cross†industry analysis
   Journal of Forecasting, 2018, 37, (3), 371-384 View citations (11)
3. Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models
   Physica A: Statistical Mechanics and its Applications, 2018, 509, (C), 121-139 View citations (9)
   See also Working Paper Predicting Global Temperature Anomaly: A Definitive Investigation Using an Ensemble of Twelve Competing Forecasting Models, Working Papers (2015) View citations (1) (2015)
4. Vector and recurrent singular spectrum analysis: which is better at forecasting?
   Journal of Applied Statistics, 2018, 45, (10), 1872-1899 View citations (7)

2017

5. A statistical study of the short- and long-term drivers of crude oil prices
   OPEC Energy Review, 2017, 41, (2), 93-114
6. A statistics-based approach for crude oil supply risk assessment
   OPEC Energy Review, 2017, 41, (3), 187-200
7. Cross country relations in European tourist arrivals
   Annals of Tourism Research, 2017, 63, (C), 151-168 View citations (15)
8. The role of innovation and technology in sustaining the petroleum and petrochemical industry
   Technological Forecasting and Social Change, 2017, 119, (C), 1-17 View citations (16)

2015

9. A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts
   Econometrics, 2015, 3, (3), 1-20 View citations (32)
10. Forecasting the price of gold
    Applied Economics, 2015, 47, (39), 4141-4152 View citations (57)
    See also Working Paper Forecasting the Price of Gold, Working Papers (2014) View citations (29) (2014)
11. On the use of singular spectrum analysis for forecasting U.S. trade before, during and after the 2008 recession
    International Economics, 2015, (141), 34-49 View citations (17)
12. The United Kingdom productivity paradox: Myth or reality
    The Journal of Economic Asymmetries, 2015, 12, (1), 52-60

2013

13. Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis
    Journal of Forecasting, 2013, 32, (5), 395-408 View citations (29)
14. Forecasting before, during, and after recession with singular spectrum analysis
    Journal of Applied Statistics, 2013, 40, (10), 2290-2302 View citations (7)
15. Predicting inflation dynamics with singular spectrum analysis
    Journal of the Royal Statistical Society Series A, 2013, 176, (3), 743-760 View citations (27)

2012

16. On the globalization of stock markets: An application of Vector Error Correction Model, Mutual Information and Singular Spectrum Analysis to the G7 countries
    The Quarterly Review of Economics and Finance, 2012, 52, (4), 369-384 View citations (12)
17. The sample autocorrelation function and the detection of long-memory processes
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (24), 6367-6379 View citations (5)

2011

18. Multivariate singular spectrum analysis for forecasting revisions to real-time data
    Journal of Applied Statistics, 2011, 38, (10), 2183-2211 View citations (15)

2010

19. A note on the sum of the sample autocorrelation function
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (8), 1601-1606 View citations (4)

2009

20. Forecasting European industrial production with singular spectrum analysis
    International Journal of Forecasting, 2009, 25, (1), 103-118 View citations (66)
21. Two new confidence intervals for the coefficient of variation in a normal distribution
    Journal of Applied Statistics, 2009, 36, (4), 429-442 View citations (2)

2008

22. Mixed Poisson models and singular spectrum analysis in marketing research, econometrics and other areas
    Economics Bulletin, 2008, 28, (29), A0