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Frieder Mokinski

Personal Details

First Name:Frieder
Middle Name:
Last Name:Mokinski
Suffix:
RePEc Short-ID:pmo659

Affiliation

Deutsche Bundesbank

Frankfurt, Germany
http://www.bundesbank.de/

: 0 69 / 95 66 - 0
0 69 / 95 66 30 77
Postfach 10 06 02, 60006 Frankfurt
RePEc:edi:dbbgvde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Heidorn, Thomas & Mokinski, Frieder & Rühl, Christoph & Schmaltz, Christian, 2014. "The impact of fundamental and financial traders on the term structure of oil," Frankfurt School - Working Paper Series 209, Frankfurt School of Finance and Management.
  2. Mokinski, Frieder & Wölfing, Nikolas, 2013. "The effect of regulatory scrutiny asymmetric cost pass-through in power wholesale and its end," ZEW Discussion Papers 13-055, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.

Articles

  1. Christoph Frey & Frieder Mokinski, 2016. "Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1083-1099, September.
  2. Mokinski, Frieder, 2016. "Using time-stamped survey responses to measure expectations at a daily frequency," International Journal of Forecasting, Elsevier, vol. 32(2), pages 271-282.
  3. Frieder Mokinski & Xuguang (Simon) Sheng & Jingyun Yang, 2015. "Measuring Disagreement in Qualitative Expectations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(5), pages 405-426, August.
  4. Heidorn, Thomas & Mokinski, Frieder & Rühl, Christoph & Schmaltz, Christian, 2015. "The impact of fundamental and financial traders on the term structure of oil," Energy Economics, Elsevier, vol. 48(C), pages 276-287.
  5. Frieder Mokinski & Nikolas Wölfing, 2014. "The effect of regulatory scrutiny: Asymmetric cost pass-through in power wholesale and its end," Journal of Regulatory Economics, Springer, vol. 45(2), pages 175-193, April.
  6. Krüger Fabian & Pohlmeier Winfried & Mokinski Frieder, 2011. "Combining Survey Forecasts and Time Series Models: The Case of the Euribor," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 63-81, February.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Heidorn, Thomas & Mokinski, Frieder & Rühl, Christoph & Schmaltz, Christian, 2014. "The impact of fundamental and financial traders on the term structure of oil," Frankfurt School - Working Paper Series 209, Frankfurt School of Finance and Management.

    Cited by:

    1. Jozef Barunik & Barbora Malinska, 2015. "Forecasting the term structure of crude oil futures prices with neural networks," Papers 1504.04819, arXiv.org.
    2. Liu, Li & Wang, Yudong & Wu, Chongfeng & Wu, Wenfeng, 2016. "Disentangling the determinants of real oil prices," Energy Economics, Elsevier, vol. 56(C), pages 363-373.

  2. Mokinski, Frieder & Wölfing, Nikolas, 2013. "The effect of regulatory scrutiny asymmetric cost pass-through in power wholesale and its end," ZEW Discussion Papers 13-055, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.

    Cited by:

    1. Yin Chu & J. Scott Holladay & Jacob LaRiviere, 2017. "Opportunity Cost Pass-through from Fossil Fuel Market Prices to Procurement Costs of the U.S. Power Producers," Working Papers 2017-02, University of Tennessee, Department of Economics.
    2. Wang, M. & Zhou, P., 2017. "Does emission permit allocation affect CO2 cost pass-through? A theoretical analysis," Energy Economics, Elsevier, vol. 66(C), pages 140-146.
    3. Joltreau, Eugénie & Sommerfeld, Katrin, 2016. "Why does emissions trading under the EU ETS not affect firms' competitiveness? Empirical findings from the literature," ZEW Discussion Papers 16-062, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    4. Germeshausen, Robert, 2018. "The European Union emissions trading scheme and fuel efficiency of fossil fuel power plants in Germany," ZEW Discussion Papers 18-007, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
    5. Castagneto-Gissey, Giorgio, 2014. "How competitive are EU electricity markets? An assessment of ETS Phase II," Energy Policy, Elsevier, vol. 73(C), pages 278-297.
    6. Anderson, Brilé & Bernauer, Thomas, 2016. "How much carbon offsetting and where? Implications of efficiency, effectiveness, and ethicality considerations for public opinion formation," Energy Policy, Elsevier, vol. 94(C), pages 387-395.

Articles

  1. Christoph Frey & Frieder Mokinski, 2016. "Forecasting with Bayesian Vector Autoregressions Estimated Using Professional Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(6), pages 1083-1099, September.

    Cited by:

    1. Fabian Krüger & Todd E. Clark & Francesco Ravazzolo, 2017. "Using Entropic Tilting to Combine BVAR Forecasts With External Nowcasts," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(3), pages 470-485, July.

  2. Frieder Mokinski & Xuguang (Simon) Sheng & Jingyun Yang, 2015. "Measuring Disagreement in Qualitative Expectations," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(5), pages 405-426, August.

    Cited by:

    1. Lena Dräger & Michael J. Lamla, 2015. "Disagreement à la Taylor: Evidence from Survey Microdata," Macroeconomics and Finance Series 201503, Hamburg University, Department Wirtschaft und Politik.
    2. Pierre L. Siklos, 2018. "What has publishing inflation forecasts accomplished? Central banks and their competitors," CAMA Working Papers 2018-07, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," IREA Working Papers 201801, University of Barcelona, Research Institute of Applied Economics, revised Jan 2018.
    4. Hartmann, Matthias & Herwartz, Helmut & Ulm, Maren, 2017. "A comparative assessment of alternative ex ante measures of inflation uncertainty," International Journal of Forecasting, Elsevier, vol. 33(1), pages 76-89.
    5. Oscar Claveria & Enric Monte & Salvador Torra, 2018. "A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(1), pages 1-14, January.
    6. Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”," AQR Working Papers 201706, University of Barcelona, Regional Quantitative Analysis Group, revised May 2017.

  3. Heidorn, Thomas & Mokinski, Frieder & Rühl, Christoph & Schmaltz, Christian, 2015. "The impact of fundamental and financial traders on the term structure of oil," Energy Economics, Elsevier, vol. 48(C), pages 276-287.
    See citations under working paper version above.
  4. Frieder Mokinski & Nikolas Wölfing, 2014. "The effect of regulatory scrutiny: Asymmetric cost pass-through in power wholesale and its end," Journal of Regulatory Economics, Springer, vol. 45(2), pages 175-193, April.
    See citations under working paper version above.
  5. Krüger Fabian & Pohlmeier Winfried & Mokinski Frieder, 2011. "Combining Survey Forecasts and Time Series Models: The Case of the Euribor," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(1), pages 63-81, February.

    Cited by:

    1. Piotr Białowolski & Tomasz Kuszewski & Bartosz Witkowski, 2010. "Business Survey Data in Forecasting Macroeconomic Indicators with Combined Forecasts," Contemporary Economics, University of Finance and Management in Warsaw, vol. 4(4), December.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-COM: Industrial Competition (1) 2013-08-31. Author is listed
  2. NEP-ENE: Energy Economics (1) 2014-04-18. Author is listed
  3. NEP-EUR: Microeconomic European Issues (1) 2013-08-31. Author is listed
  4. NEP-IND: Industrial Organization (1) 2013-08-31. Author is listed
  5. NEP-REG: Regulation (1) 2013-08-31. Author is listed

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