“Inflation forecasting in turbulent times”, Empirica, Vol. 52, 2025, pp. 5-37, with M. Ertl, I. Fortin, S. Koch, R.M. Kunst, L. Sögner

“Regime-dependent commodity price dynamics: A predictive analysis”, Journal of Forecasting, Vol. 43, 2024, pp. 2822-2847, with J. Crespo Cuaresma, I. Fortin and M. Obersteiner

“Prospect theory and asset allocation”, Quarterly Review of Economics and Finance, Vol. 94, 2024, pp. 214-240, with I. Fortin

“Financial and economic uncertainties and their effects on the economy”, Empirica, Vol. 50, 2023, pp. 481-521, with I. Fortin and L. Sögner

“Agricultural commodity price dynamics and their determinants: A comprehensive econometric approach”, Journal of Forecasting, Vol. 40/7, 2021, pp. 1245-1273, with J. Crespo Cuaresma and M. Obersteiner

"Capital income taxation under full loss offset provisions of a prospect theory investor", Public Finance and Management, Special Issue on Behavioral Public Finance, Vol. 20/1, 2021, pp. 46-88, with P. Tsigaris

"AgroTutor: A mobile phone application supporting agricultural sustainnable intensification", Technical Note in Sustainability: Sustainable Agriculture, Special Issue: "Smart farming and sustainability", Vol. 12, 2020, with J.C. Lasso Bayas, A. Gardeazabal, M. Karner, C. Folberth, L. Vargas, R. Skalsky, J. Balkovic, A. Subash, M. Saad, S. Delerce, J. Crespo Cuaresma, J. Molina-Maturano, L. See, S. Fritz, M. Obersteiner, B. Govaerts

"GMM estimation of affine term structure models", Econometrics and Statistics, Vol. 13, 2020, pp. 2-15, with L. Sögner

"The consumption-investment decision of a prospect theory household: A two-period model with an endogenous second period reference level", Journal of Mathematical Economics, Vol. 85, 2019, pp. 93-108, with I. Fortin and P. Tsigaris

"Fundamentals, speculation or macroeconomic conditions? Modelling and forecasting Arabica coffee prices", European Review of Agricultural Economics, Vol. 45/4, 2018, pp. 583-615, with J. Crespo Cuaresma and M. Obersteiner

"Exchange rate forecasting and the performance of currency portfolios", Journal of Forecasting, Vol. 37/5, 2018, pp. 519-540, with J. Crespo Cuaresma and I. Fortin

"The consumption-investment decision of a prospect theory household: A two-period model", Journal of Mathematical Economics, Vol. 70, 2017, pp. 74-89, with I. Fortin and P. Tsigaris

"A behavioral portfolio approach to multiple job holdings", Review of Economics of the Household, Vol. 15/2, 2017, pp. 669-689, with P. Tsigaris, A. Caplanova and R. Sivak

"The role of the marginal rate of substitution of wealth for a loss averse investor", Economics Bulletin, Vol. 36/4, 2016, pp. 2250-2260, with P. Tsigaris

"Forecasting errors, directional accuracy and profitability of currency trading: The case of EUR/USD exchange rate", Journal of Forecasting, Vol. 35, 2016, pp. 652-668, with M. Costantini and J. Crespo Cuaresma

"Growth regressions, principal components augmented regressions and frequentist model averaging", Journal of Economics and Statistics (Jahrbücher für Nationalökonomie und Statistik), Vol.235/6, 2015, pp. 642-662, with M. Wagner

"Downside loss aversion: Winner or loser?", Mathematical Methods of Operations Research, Vol. 81/2, 2015, pp. 181-233, with I. Fortin

"Capital income taxation and risk taking under prospect theory: The continuous distribution case", Czech Journal of Economics and Finance, Vol. 64/5, 2014, pp. 374-391, with J. Mikocziova, R. Sivak and P. Tsigaris

"Loss-aversion with kinked linear utility functions", Computational Economics, Vol. 44/1, 2014, pp. 45-65, with M.J. Best, R.R. Grauer and X. Zhang

"The determinants of long-run economic growth: A conceptually and computationally simple approach", Swiss Journal of Economics and Statistics, Vol. 149/4, 2013, pp. 445-492, with M. Wagner

"Capital income taxation and risk taking under prospect theory", International Tax and Public Finance, Vol. 19/4, 2012, pp. 554-573, with P. Tsigaris

"Optimal asset allocation under linear loss aversion", Journal of Banking and Finance, Vol. 35/11, 2011, pp. 2974-2990, with I. Fortin

"The performance of panel cointegration methods: Results from a large scale simulation study", Econometric Reviews, Vol. 29/2, 2010, pp. 182-223, with M. Wagner

"Finite sample correction factors for panel cointegration tests", Oxford Bulletin of Economics and Statistics, Vol. 71/6, 2009, pp. 851-881, with M. Wagner

"Multistep predictions for multivariate GARCH models: Closed form solution and the value for portfolio management", Journal of Empirical Finance, Vol. 16/2, 2009, pp. 330-336, with K. Schmidheiny and M. Wagner

"An integrated CVaR and real options approach to investments in the energy sector", Journal of Energy Markets, Vol. 1/2, 2008, pp. 61-85, with I. Fortin, S. Fuss, N. Khabarov, M. Obersteiner and J. Szolgayova

"Natural disasters as creative destruction: Evidence from developing countries", Economic Inquiry, Vol. 46/2, 2008, pp. 214-226, with J. Crespo Cuaresma and M. Obersteiner

"Quadratic programming with transaction costs", Computers and Operations Research (Special Issue: Applications of OR in Finance), Vol. 35/1, 2008, pp. 18-33, with M.J. Best

"An algorithm for portfolio optimization with variable transaction costs, Part 2: Computational analysis", Journal of Optimization Theory and Applications, Vol. 135/3, 2007, 531-547, with M.J. Best

"An algorithm for portfolio optimization with variable transaction costs, Part 1: Theory", Journal of Optimization Theory and Applications, Vol. 135/3, 2007, pp. 563-581, with M.J. Best

"The performance of panel unit root and stationarity tests: Results from a large scale simulation study", Econometric Reviews, Vol. 25/1, 2006, pp. 85-116, with M. Wagner

"Real options and the value of generation capacity in the German electricity market", Review of Financial Economics, Special issue: Real Options SI - Edited by K. Shastri, L. Trigeorgis, Vol. 14/3-4, 2005, pp. 297-310, with S. Kossmeier, M. Obersteiner and A. Schnabl

"An algorithm for portfolio optimization with transaction costs", Management Science, Vol. 51/11, 2005, pp. 1676-1688, with M.J. Best

"Beating the random walk in Central and Eastern Europe", Journal of Forecasting, Vol. 24/3, 2005, pp. 189-201, with J. Crespo Cuaresma

"CEEC growth projections: Certainly necessary and necessarily certain", Economics of Transition, Vol. 13/2, 2005, pp. 341-372, with M. Wagner

"Forecasting exchange rates in transition economies: A comparison of multivariate time series models", Empirical Economics, Vol. 29/4, 2004, pp. 787-801, with J. Crespo Cuaresma

"Forecasting electricity spot prices using linear univariate time series models", Applied Energy, Vol. 77/1, 2004, pp. 87-106, with J. Crespo Cuaresma, S. Kossmeier and M. Obersteiner

"Portfolio selection and transaction costs", Computational Optimization and Applications, Vol. 24/1, 2003, pp. 95-116, with M.J. Best

"The efficient frontier for bounded assets", Mathematical Methods of Operations Research, Vol. 52/2, 2000, pp. 195-212, with M.J. Best

"Forecasting the Euro exchange rate using vector error correction models", Review of World Economics (Weltwirtschaftliches Archiv), Vol. 136/2, 2000, pp. 232-258, with B. van Aarle and M. Boss