Philipp Otto
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View article: A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks
A Heterogeneous Spatiotemporal GARCH Model: A Predictive Framework for Volatility in Financial Networks Open
We introduce a heterogeneous spatiotemporal GARCH model for geostatistical data or processes on networks, e.g., for modelling and predicting financial return volatility across firms in a latent spatial framework. The model combines classic…
View article: Physical sporting activity impact on long-term BMI trajectories in adults: a longitudinal observational study
Physical sporting activity impact on long-term BMI trajectories in adults: a longitudinal observational study Open
Background This longitudinal study examines the relationship between self-reported physical activity intensity, measured via Metabolic Equivalent Task (MET) scores, and body mass index (BMI) trajectories over a five-year period in a repres…
View article: A Bayesian Spatio-Temporal Model of Temperature- and Humidity-Related Mortality Using High-Resolution Climate Data
A Bayesian Spatio-Temporal Model of Temperature- and Humidity-Related Mortality Using High-Resolution Climate Data Open
In this study, we introduce a novel and comprehensive extension of a Bayesian spatio-temporal disease mapping model that explicitly accounts for gender-specific effects of meteorological exposures. Leveraging fine-scale weekly mortality an…
View article: Simple Yet Effective: A Comparative Study of Statistical Models for Yearly Hurricane Forecasting
Simple Yet Effective: A Comparative Study of Statistical Models for Yearly Hurricane Forecasting Open
In this article, we study the problem of forecasting the next year's number of Atlantic hurricanes, which is relevant in many fields of applications such as land‐use planning, hazard mitigation, reinsurance and long‐term weather derivative…
View article: Discussion on “Assessing Predictability of Environmental Time Series With Statistical and Machine Learning Models” by Bonas et al.
Discussion on “Assessing Predictability of Environmental Time Series With Statistical and Machine Learning Models” by Bonas et al. Open
Motivated by empirical case studies and discussions of Bonas et al. (2024), this discussion paper critically examines challenges in the predictability of environmental processes, focusing on three key spheres: (a) predictability and interp…
View article: Simple yet effective: a comparative study of statistical models for yearly hurricane forecasting
Simple yet effective: a comparative study of statistical models for yearly hurricane forecasting Open
In this paper, we study the problem of forecasting the next year's number of Atlantic hurricanes, which is relevant in many fields of applications such as land-use planning, hazard mitigation, reinsurance and long-term weather derivative m…
View article: Evaluation of the space-time effects of Covid-19 on household loans and savings in Romania - A spatial panel data approach at county level
Evaluation of the space-time effects of Covid-19 on household loans and savings in Romania - A spatial panel data approach at county level Open
This article examines the effects of the Covid-19 crisis on the banking sector of Romania using a spatial panel dataset of 21 months, from April 2020 to December 2021, among 41 counties. The empirical setup exploits the spatial and time-se…
View article: Spatial autoregressive fractionally integrated moving average model
Spatial autoregressive fractionally integrated moving average model Open
In this paper, we introduce the concept of fractional integration for spatial autoregressive models. We show that the range of the dependence can be spatially extended or diminished by introducing a further fractional integration parameter…
View article: Network log-ARCH models for forecasting stock market volatility
Network log-ARCH models for forecasting stock market volatility Open
This paper presents a novel dynamic network autoregressive conditional heteroscedasticity (ARCH) model based on spatiotemporal ARCH models to forecast volatility in the US stock market. To improve the forecasting accuracy, the model integr…
View article: What’s in a name?
What’s in a name? Open
Does an author’s name affect their chances of being cited? Here, Philipp Otto and Philipp Otto - yes, two researchers with the same name - investigate the impact of academic authorship characteristics on article citations
View article: Transport mobility restrictions as a pandemic response: a case study Germany
Transport mobility restrictions as a pandemic response: a case study Germany Open
The COVID19 pandemic has caused a large number of infections and fatalities, causing administrations at various levels to limit public mobility. This paper analyzes the complex association between the stringency of restrictions, public mob…
View article: A Multivariate Spatial and Spatiotemporal ARCH Model
A Multivariate Spatial and Spatiotemporal ARCH Model Open
This paper introduces a multivariate spatiotemporal autoregressive conditional heteroscedasticity (ARCH) model based on a vec-representation. The model includes instantaneous spatial autoregressive spill-over effects in the conditional var…
View article: Mobility restrictions as a pandemic response
Mobility restrictions as a pandemic response Open
The COVID19 pandemic has caused a large number of infections and fatalities, causing administrations at various levels to use different policy measures to reduce viral spread by limiting public mobility. This paper analyzes the complex ass…
View article: Impact of Academic Authorship Characteristics on Article Citations
Impact of Academic Authorship Characteristics on Article Citations Open
Scientific self-evaluation practices are increasingly built on citation counts. Citation practices for the top journals in economics, psychology, and statistics illustrate article characteristics that influence citation frequencies. Citati…
View article: Voting behavior under outside pressure: promoting true majorities with sequential voting?
Voting behavior under outside pressure: promoting true majorities with sequential voting? Open
When including outside pressure on voters as individual costs, sequential voting (as in roll call votes) is theoretically preferable to simultaneous voting (as in recorded ballots). Under complete information, sequential voting has a uniqu…
View article: The flip side of power
The flip side of power Open
In random voting, the committee chair, whose vote decides in the case of a draw, is more often decisive than ordinary voters. Therefore, in the power indices literature, the committee chair is said to be more powerful. Players with a veto …
View article: Monty Hall three door ’anomaly’ revisited: a note on deferment in an extensive form game
Monty Hall three door ’anomaly’ revisited: a note on deferment in an extensive form game Open
The Monty Hall game is one of the most discussed decision problems, but where a convincing behavioral explanation of the systematic deviations from probability theory is still lacking. Most people not changing their initial choice, when th…
View article: Power attitudes and stealing: Senses of responsibility
Power attitudes and stealing: Senses of responsibility Open
Acts of taking money away from others and acts of reverting this behavior are investigated in an experimental survey that includes attitudinal questions concerning power and responsibility.Decisions to "steal or not" and "revert stealing o…