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Werner Kristjanpoller
Werner Kristjanpoller
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Title
Cited by
Cited by
Year
Gold price volatility: A forecasting approach using the Artificial Neural Network–GARCH model
W Kristjanpoller, MC Minutolo
Expert systems with applications 42 (20), 7245-7251, 2015
2472015
Forecasting volatility of oil price using an artificial neural network-GARCH model
W Kristjanpoller, MC Minutolo
Expert Systems with Applications 65, 233-241, 2016
2012016
A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis
W Kristjanpoller, MC Minutolo
Expert Systems with Applications 109, 1-11, 2018
1962018
Volatility forecast using hybrid neural network models
W Kristjanpoller, A Fadic, MC Minutolo
Expert Systems with Applications 41 (5), 2437-2442, 2014
1942014
Gold volatility prediction using a CNN-LSTM approach
A Vidal, W Kristjanpoller
Expert Systems with Applications 157, 113481, 2020
1742020
Does Bitcoin exhibit the same asymmetric multifractal cross-correlations with crude oil, gold and DJIA as the Euro, Great British Pound and Yen?
G Gajardo, WD Kristjanpoller, M Minutolo
Chaos, Solitons & Fractals 109, 195-205, 2018
1672018
Exploring environmental, social, and governance disclosure effects on the S&P 500 financial performance
MC Minutolo, WD Kristjanpoller, J Stakeley
Business Strategy and the Environment 28 (6), 1083-1095, 2019
1652019
Asymmetric multifractal cross-correlations between the main world currencies and the main cryptocurrencies
W Kristjanpoller, E Bouri
Physica A: Statistical Mechanics and Its Applications 523, 1057-1071, 2019
1032019
Volatility of main metals forecasted by a hybrid ANN-GARCH model with regressors
W Kristjanpoller, E Hernández
Expert Systems with Applications 84, 290-300, 2017
992017
Forecasting based on an ensemble autoregressive moving average-adaptive neuro-fuzzy inference system–neural network-genetic algorithm framework
F Prado, MC Minutolo, W Kristjanpoller
Energy 197, 117159, 2020
882020
Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis
W Kristjanpoller, E Bouri, T Takaishi
Physica A: Statistical Mechanics and Its Applications 545, 123711, 2020
772020
Impact of fuel price fluctuations on airline stock returns
WD Kristjanpoller, D Concha
Applied Energy 178, 496-504, 2016
702016
Using Artificial Neural Networks to forecast Exchange Rate, including VAR‐VECM residual analysis and prediction linear combination
A Parot, K Michell, WD Kristjanpoller
Intelligent Systems in Accounting, Finance and Management 26 (1), 3-15, 2019
652019
An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models
D García, W Kristjanpoller
Applied soft computing 74, 466-478, 2019
612019
Economic growth in Latin American countries: is it based on export-led or import-led growth?
W Kristjanpoller R, JE Olson
Emerging Markets Finance & Trade, 6-20, 2014
602014
A stock market risk forecasting model through integration of switching regime, ANFIS and GARCH techniques
W Kristjanpoller, K Michell
Applied soft computing 67, 106-116, 2018
572018
Day of the week effect in Latin American Stock Markets
WK Rodriguez
Economic Analysis Review 27 (1), 71-89, 2012
572012
A combined Independent Component Analysis–Neural Network model for forecasting exchange rate variation
J Henríquez, W Kristjanpoller
Applied Soft Computing 83, 105654, 2019
562019
Comparación de modelos de predicción de retornos accionarios en el Mercado Accionario Chileno: CAPM, Fama y French y Reward Beta
W Kristjanpoller Rodríguez, C Liberona Maturana
EconoQuantum 7 (1), 121-140, 2010
472010
Energy consumption and GDP revisited: A new panel data approach with wavelet decomposition
M Saldivia, W Kristjanpoller, JE Olson
Applied energy 272, 115207, 2020
392020
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