Michał Rubaszek

Michał Rubaszek

Szkola Glówna Handlowa w Warszawie

H-index: 23

Europe-Poland

About Michał Rubaszek

Michał Rubaszek, With an exceptional h-index of 23 and a recent h-index of 18 (since 2020), a distinguished researcher at Szkola Glówna Handlowa w Warszawie, specializes in the field of Economics, Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Are consensus FX forecasts valuable for investors?

Does exchange rate misalignments lead changes in macroeconomic fundamentals?

Rental market structure and housing dynamics: An interacted panel VAR investigation

The European energy crisis and the US natural gas market dynamics. A structural VAR investigation

The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets

How immune is the connectedness of European natural gas markets to exceptional shocks?

Which uncertainty measure is most informative? a time-varying connectedness perspective

Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis

Michał Rubaszek Information

University

Position

___

Citations(all)

2081

Citations(since 2020)

1276

Cited By

1041

hIndex(all)

23

hIndex(since 2020)

18

i10Index(all)

48

i10Index(since 2020)

29

Email

University Profile Page

Szkola Glówna Handlowa w Warszawie

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Michał Rubaszek Skills & Research Interests

Economics

Econometrics

Top articles of Michał Rubaszek

Title

Journal

Author(s)

Publication Date

Are consensus FX forecasts valuable for investors?

International Journal of Forecasting

Marek Kwas

Joscha Beckmann

Michał Rubaszek

2024/1/1

Does exchange rate misalignments lead changes in macroeconomic fundamentals?

Piotr Dybka

Michał Rubaszek

2024

Rental market structure and housing dynamics: An interacted panel VAR investigation

International Journal of Finance & Economics

Michal Rubaszek

David Stenvall

Gazi Salah Uddin

2024/2/4

The European energy crisis and the US natural gas market dynamics. A structural VAR investigation

Collegium of Economic Analysis SGH-Working Papers

Michał Rubaszek

Karol Szafranek

2024

The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets

Karol Szafranek

Michał Rubaszek

Gazi Salah Uddin

2023

How immune is the connectedness of European natural gas markets to exceptional shocks?

Resources Policy

Karol Szafranek

Monika Papież

Michał Rubaszek

Sławomir Śmiech

2023/8/1

Which uncertainty measure is most informative? a time-varying connectedness perspective

A Time-Varying Connectedness Perspective

Karol Szafranek

Michał Rubaszek

Gazi Salah Uddin

2023

Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis

Studies in Nonlinear Dynamics & Econometrics

Karol Szafranek

Michał Rubaszek

2023/5/1

How many fundamentals should we include in the behavioral equilibrium exchange rate model?

Economic Modelling

Michele Ca’Zorzi

Michał Rubaszek

2023/1/1

Forecasting: theory and practice

Fotios Petropoulos

Daniele Apiletti

Vassilios Assimakopoulos

Mohamed Zied Babai

Devon K Barrow

...

2022/7/1

Are European natural gas markets connected? A time-varying spillovers analysis

Resources Policy

Monika Papież

Michał Rubaszek

Karol Szafranek

Sławomir Śmiech

2022/12/1

The role of economic development for the effect of oil market shocks on oil-exporting countries. Evidence from the interacted panel VAR model

Energy Economics

Marek A Dąbrowski

Monika Papież

Michał Rubaszek

Sławomir Śmiech

2022/6/1

Common factors and the dynamics of cereal prices. A forecasting perspective

Journal of Commodity Markets

Marek Kwas

Alessia Paccagnini

Michał Rubaszek

2022/12/1

The Reliability of Equilibrium Exchange Rate Models: A Forecasting Perspective

International Journal of Central Banking

Michele Ca’Zorzi

Adam Cap

Andrej Mijakovic

Michal Rubaszek

2022/9/1

Boosting carry with equilibrium exchange rate estimates

Michał Rubaszek

Joscha Beckmann

Michele Ca’Zorzi

Marek Kwas

2022/9

Do flexible working hours amplify or stabilize unemployment fluctuations?

European Economic Review

Marcin Kolasa

Michał Rubaszek

Małgorzata Walerych

2021

Forecasting commodity prices: Looking for a benchmark

Forecasting

Marek Kwas

Michał Rubaszek

2021/6/19

Forecasting crude oil prices with DSGE models

International Journal of Forecasting

Michał Rubaszek

2021/4/1

Housing tenure preferences among students from two polish universities

Real Estate Management and Valuation

Michał Rubaszek

Justyna Rubaszek

2021

Common factors and the dynamics of industrial metal prices. A forecasting perspective

Resources Policy

Marek Kwas

Alessia Paccagnini

Michał Rubaszek

2021/12/1

See List of Professors in Michał Rubaszek University(Szkola Glówna Handlowa w Warszawie)

Co-Authors

H-index: 23
Michal Brzoza-Brzezina

Michal Brzoza-Brzezina

Szkola Glówna Handlowa w Warszawie

H-index: 13
Adam Czerniak, PhD

Adam Czerniak, PhD

Szkola Glówna Handlowa w Warszawie

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