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Xu, Yongdeng ORCID: https://orcid.org/0000-0001-8275-1585, Guan, Bo ORCID: https://orcid.org/0000-0001-9764-5646, Lu, Wenna and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2024. Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. Energy Economics 136 , 107750. 10.1016/j.eneco.2024.107750
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Fang, Yongmei, Guan, Bo ORCID: https://orcid.org/0000-0001-9764-5646, Huang, Xu, Hassani, Hossein and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2024. An investigation of the co-movement between spot and futures prices for Chinese agricultural commodities. Journal of Risk and Financial Management 17 (7) , 299. 10.3390/jrfm17070299
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Matthews, Kent ORCID: https://orcid.org/0000-0001-6968-3098, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X, Morgan, Peter ORCID: https://orcid.org/0000-0002-8555-3493, Page, Nicholas ORCID: https://orcid.org/0000-0002-4671-2797, Shepherd, Jonathan ORCID: https://orcid.org/0000-0001-6466-2298 and Sivarajasingam, Vaseekaran ORCID: https://orcid.org/0000-0003-3541-592X 2024. Alcohol prices, the April effect, and the environment, in violence-related injury in England and Wales. European Journal of Health Economics 25 (2) , pp. 237-255. 10.1007/s10198-023-01583-w
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Ye, Rui, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Xiao, Jason 2024. Market institutions, fair value, and financial analyst forecast accuracy. Abacus: A Journal of Accounting, Finance and Business Studies 60 (1) , pp. 130-171. 10.1111/abac.12310
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Amiri, Saeid, Hassani, Hossein and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2024. An efficient variant of ranked set sampling, probability proportional to size with application to economic data. Austrian Journal of Statistics 53 (2) , pp. 17-31. 10.17713/ajs.v53i2.1622
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Easaw, Joshy ORCID: https://orcid.org/0000-0003-3476-4300, Fang, Yongmei and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2023. Using polls to forecast popular vote share for US Presidential Elections 2016 and 2020: An optimal forecast combination based on ensemble empirical model. Journal of the Operational Research Society 74 (3) , pp. 905-911. 10.1080/01605682.2022.2101951
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Borodich Suarez, Sofia, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Pepelyshev, Andrey ORCID: https://orcid.org/0000-0001-5634-5559 2023. Forecasting industrial production indices with a new singular spectrum analysis forecasting algorithm. Statistics and Its Interface 16 (1) , pp. 31-42. 10.4310/21-SII693
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Guan, Bo ORCID: https://orcid.org/0000-0001-9764-5646, Silva, Emmanuel Sirimal, Hassani, Hossein and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2022. Forecasting tourism growth with state-dependent models. Annals of Tourism Research 94 , 103385. 10.1016/j.annals.2022.103385
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Easaw, Joshy ORCID: https://orcid.org/0000-0003-3476-4300, Fang, Yongmei and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2021. Using polls to forecast popular vote share for US presidential elections 2016 and 2020: an optimal forecast combination based on ensemble empirical model. Cardiff Economics Working Papers, Cardiff Business School, Cardiff University.
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Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Patterson, K. 2021. Bootstrapping the log-periodogram estimator of the long-memory parameter: is it worth weighting? International Journal of Computational Economics and Econometrics 11 (3) , pp. 201-221. 10.1504/IJCEE.2021.10037283
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Easaw, Joshy ORCID: https://orcid.org/0000-0003-3476-4300 and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2021. Public opinion as nowcast: consistency and the role of news uncertainty. Journal of Mathematical Sociology 45 (2) , pp. 100-110. 10.1080/0022250X.2020.1732371
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Fang, Yongmei, Guan, Bo ORCID: https://orcid.org/0000-0001-9764-5646, Wu, Shangjuan and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2020. Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices. Journal of Forecasting 39 (6) , pp. 877-886. 10.1002/for.2665
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Dixon, Huw ORCID: https://orcid.org/0000-0002-9875-8965, Easaw, Joshy ORCID: https://orcid.org/0000-0003-3476-4300 and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2020. Forecasting inflation gap persistence: do financial sector professionals differ from non-financial sector ones? International Journal of Finance and Economics 25 (3) , pp. 461-474. 10.1002/ijfe.1762
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Silva, Emmanuel Sirimal, Hassani, Hossein, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Huang, Xu 2019. Forecasting tourism demand with denoised neural networks. Annals of Tourism Research 74 , pp. 134-154. 10.1016/j.annals.2018.11.006
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Hassani, Hossein, Coreman, Jan, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Easaw, Joshy ORCID: https://orcid.org/0000-0003-3476-4300 2018. Forecasting inflation rate: professional against academic, which one is more accurate. Journal of Quantitative Economics 16 (3) , pp. 631-646. 10.1007/s40953-017-0114-3
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Silva, Emmanuel Sirimal, Hassani, Hossein and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2018. Modelling European industrial production with multivariate singular spectrum analysis: a cross industry analysis. Journal of Forecasting 37 (3) , pp. 371-384. 10.1002/for.2508
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Yan, Ji, Tian, Kun, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Morgan, Peter ORCID: https://orcid.org/0000-0002-8555-3493 2017. The vices and virtues of consumption choices: Price promotion and consumer decision making. Marketing Letters 28 10.1007/s11002-017-9421-x
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Silva, Emmanuel Sirimal, Ghodsi, Zara, Ghosdi, Mansi, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Hassani, Hossein 2017. Cross country relations in European tourist arrivals. Annals of Tourism Research 63 , pp. 151-168. 10.1016/j.annals.2017.01.012
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Page, Nicholas ORCID: https://orcid.org/0000-0002-4671-2797, Sivarajasingam, Vaseekaran ORCID: https://orcid.org/0000-0003-3541-592X, Matthews, Kent ORCID: https://orcid.org/0000-0001-6968-3098, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X, Morgan, Peter ORCID: https://orcid.org/0000-0002-8555-3493 and Shepherd, Jonathan ORCID: https://orcid.org/0000-0001-6466-2298 2017. Preventing violence-related injuries in England and Wales: A panel study examining the impact of on-trade and off-trade alcohol prices. Injury Prevention 23 (1) , pp. 33-39. 10.1136/injuryprev-2015-041884
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Yan, Ji, Tian, Kun, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Morgan, Peter ORCID: https://orcid.org/0000-0002-8555-3493 2016. Asymmetric demand patterns for products with added nutritional benefits and products without nutritional benefits. European Journal of Marketing 50 (9/10) , 1672 -1702. 10.1108/EJM-06-2015-0356
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Hassani, Hossein, Ghodsi, Zara, Silva, Emmanuel Sirimal and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2016. From nature to maths: Improving forecasting performance in subspace-based methods using genetics Colonial Theory. Digital Signal Processing 51 , pp. 101-109. 10.1016/j.dsp.2016.01.002

Hassani, Hossein, Webster, Allan, Silva, Emmanuel Sirimal and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2015. Forecasting U.S. tourist arrivals using optimal Singular Spectrum Analysis. Tourism Management 46 , pp. 322-335. 10.1016/j.tourman.2014.07.004

Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Morgan, Peter Huw ORCID: https://orcid.org/0000-0002-8555-3493 2014. A comparison of six sampling schemes for price index construction in a COICOP food group. Applied Economics 46 (22) , pp. 2685-2699. 10.1080/00036846.2014.909574
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Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Morgan, Peter Huw ORCID: https://orcid.org/0000-0002-8555-3493 2014. Sampling schemes for price index construction: a performance comparison across the classification of individual consumption by purpose food groups. Journal of Applied Statistics 41 (7) , pp. 1453-1470. 10.1080/02664763.2014.881466
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Easaw, Joshy ORCID: https://orcid.org/0000-0003-3476-4300, Ghoshray, Atanu and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2014. Households' forming subjective expectations using perceived news: do shocks to ‘good’ news matter more than ‘bad’ news? The Manchester School 82 (1) , pp. 1-16. 10.1111/j.1467-9957.2012.02333.x
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Hassani, Hossein, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 2013. Forecasting UK industrial production with multivariate singular spectrum analysis. Journal of Forecasting 32 (5) , pp. 395-408. 10.1002/for.2244

Mohd Saat, N. A., Karbhari, Yusuf ORCID: https://orcid.org/0000-0003-4513-0928, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Md Nassir, A. 2011. Effective oversight roles of board of directors - The case of listed firms on Bursa Malaysia. World Review of Business Research 1 (1) , pp. 231-245.

Patterson, Kerry, Hassani, Hossein, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 2011. Multivariate singular spectrum analysis for forecasting revisions to real-time data. Journal of Applied Statistics 38 (10) , pp. 2183-2211. 10.1080/02664763.2010.545371

Diewert, W. E., Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Silver, M. 2009. Hedonic imputation versus time dummy hedonic indexes. Diewert, W. E., Greenlees, J. S. and Hulten, C. R., eds. Price index concepts and measurement, NBER Book Series Studies in Income and Wealth, vol. 70. Chicago: University of Chicago Press, pp. 161-202.

Easaw, Joshy ORCID: https://orcid.org/0000-0003-3476-4300 and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2009. Are household subjective forecasts of personal finances accurate and useful? A directional analysis of the British Household Panel Survey. Journal of Forecasting 28 (8) , pp. 667-680. 10.1002/for.1114

Hassani, Hossein, Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Zhigljavsky, Anatoly Alexandrovich ORCID: https://orcid.org/0000-0003-0630-8279 2009. Forecasting European industrial production with singular spectrum analysis. International Journal of Forecasting 25 (1) , pp. 103-118. 10.1016/j.ijforecast.2008.09.007

Copeland, Laurence Sidney and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2009. Structural breaks in the real exchange rate adjustment mechanism. Applied Financial Economics 19 (2) , pp. 121-134. 10.1080/09603100701765216

Tolikas, Konstantinos ORCID: https://orcid.org/0000-0001-8281-0709 and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2008. The Anderson-Darling goodness-of-fit test statistic for the three-parameter lognormal distribution. Communications in Statistics - Theory and Methods 37 (19) , pp. 3135-3143. 10.1080/03610920802101571

Silver, Mick and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2007. Why elementary price index number formulas differ: Evidence on price dispersion. Journal of Econometrics 140 (2) , pp. 874-883. 10.1016/j.jeconom.2006.07.017

Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Silver, Mick 2007. Different approaches to estimating hedonic indexes. Berndt, Ernst R. and Hulten, Charles R., eds. Hard-to-Measure Goods and Services: Essays in Honor of Zvi Griliches, Studies in Income & Wealth, Chicago: University of Chicago Press, pp. 235-268.

Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Silver, Mick 2007. The Difference Between Hedonic Imputation Indexes and Time Dummy Hedonic Indexes. Journal of Business & Economic Statistics 25 (2) , pp. 239-246. 10.1198/073500106000000486

Copeland, Laurence Sidney and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2006. Structural breaks in the real exchange rate adjustment mechanism. Presented at: All China Economics International Conference, Hong Kong, China, 18-20 December 2006.

Copeland, Laurence and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2006. Structural breaks in the real exchange rate adjustment mechanism. [Working Paper]. Cardiff Economics Working Papers, Cardiff: Cardiff University.
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Easaw, Joshy ORCID: https://orcid.org/0000-0003-3476-4300, Garratt, Dean and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2005. Does consumer sentiment accurately forecast UK household consumption? Are there any comparisons to be made with the US? Journal of Macroeconomics 27 (3) , pp. 517-532. 10.1016/j.jmacro.2004.03.001

Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Silver, Mick 2005. A Failure in the Measurement of Inflation: Results From a Hedonic and Matched Experiment Using Scanner Data. Journal of Business & Economic Statistics 23 (3) , pp. 269-281. 10.1198/073500104000000343

Gao, Simon S., Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Xiao, Jason Zezhong ORCID: https://orcid.org/0000-0003-0703-6447 2005. Determinants of corporate social and environmental reporting in Hong Kong: a research note. Accounting Forum 29 (2) , pp. 233-242. 10.1016/j.accfor.2005.01.002

Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Patterson, Kerry 2005. Optimal and adaptive semi-parametric narrowband and broadband and maximum likelihood estimation of the long-memory parameter for real exchange rates. The Manchester School 73 (2) , pp. 165-213. 10.1111/j.1467-9957.2005.00441.x

Brooks, Chris, Burke, Simon P., Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Persand, Gita 2005. Autoregressive Conditional Kurtosis. Journal of Financial Econometrics 3 (3) , pp. 399-421. 10.1093/jjfinec/nbi018

Ghinea, Gheorghita, Thomas, Johnson P., Magoulas, George D. and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2005. Adaptation as a premise for perceptual-based multimedia communications. International Journal of Information Technology and Management 4 (4) , pp. 405-422. 10.1504/IJITM.2005.007071

Xiao, Jason Zezhong ORCID: https://orcid.org/0000-0003-0703-6447, Gao, Simon S., Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Cheung, Yuk C. Q. 2005. The Impact of Social and Economic Development on Corporate Social and Environmental Disclosure in Hong Kong and the U.K. Advances in International Accounting 18 , pp. 219-243. 10.1016/S0897-3660(05)18011-8

Easaw, Joshy ORCID: https://orcid.org/0000-0003-3476-4300 and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2004. Evaluating consumer sentiments as predictors of UK household consumption behavior. International Journal of Forecasting 20 (4) , pp. 671-681. 10.1016/j.ijforecast.2003.12.006

Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X, Osborn, Denise R. and Birchenhall, C. R. 2004. Linear versus neural network forecasts for European industrial production series. International Journal of Forecasting 20 (3) , pp. 435-446. 10.1016/S0169-2070(03)00062-1

Silver, Mick and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2004. Hedonic Price Indexes and the Matched Models Approach. The Manchester School 72 (1) , pp. 24-49. 10.1111/j.1467-9957.2004.00378.x

Silver, Mick and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2003. Why price index number formulae differ: economic theory and evidence on price dispersion. Presented at: 7th meeting of the Ottawa Group - International Working Group on Price Indices, Paris, France, 27-29 May 2003. Published in: Lacroix, Thierry ed. Proceedings of the Seventh Meeting of the International Working Group on Price Indices (the Ottawa Group). Paris: Institut National de la Statistique et des Études Économiques (INSEE), pp. 175-212.

Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X, Heston, Alan and Silver, Mick CARDIFF 2003. Using Scanner Data to Estimate Country Price Parities: A Hedonic Regression Approach. Review of Income and Wealth 49 (1) , pp. 1-21. 10.1111/1475-4991.00071

Silver, Mick and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2003. The measurement of quality-adjusted price changes. Feenstra, Robert C. and Shapiro, Matthew D., eds. Scanner Data and Price Indexes, NBER Book Series Studies in Income and Wealth, vol. 64. Chicago: University of Chicago Press, pp. 277-316.

Patterson, K. D. and Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X 2003. The impact of fat-tailed distributions on some leading unit roots tests. Journal of Applied Statistics 30 (6) , pp. 635-667. 10.1080/0266476032000053736

Ash, J. C. K., Easaw, J. Z. ORCID: https://orcid.org/0000-0003-3476-4300, Heravi, S. M. ORCID: https://orcid.org/0000-0002-0198-764X and Smyth, D. J. 2002. Are Hodrick-Prescott `forecasts' rational? Empirical Economics 27 (4) , pp. 631-643. 10.1007/s001810100107

Heravi, Saeed ORCID: https://orcid.org/0000-0002-0198-764X and Silver, Mick 2001. Scanner Data and the Measurement of Inflation. The Economic Journal 111 (472) , pp. 383-404. 10.1111/1468-0297.00636

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