Georgios Bampinas : Citation Profile


Are you Georgios Bampinas?

University of Macedonia

5

H index

2

i10 index

90

Citations

RESEARCH PRODUCTION:

7

Articles

11

Papers

RESEARCH ACTIVITY:

   3 years (2015 - 2018). See details.
   Cites by year: 30
   Journals where Georgios Bampinas has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 2 (2.17 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pba1332
   Updated: 2019-10-06    RAS profile: 2019-01-10    
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Relations with other researchers


Works with:

Panagiotidis, Theodore (18)

Fountas, Stilianos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Georgios Bampinas.

Is cited by:

GUPTA, RANGAN (10)

lucey, brian (9)

Shahbaz, Muhammad (5)

Gil-Alana, Luis (5)

bouoiyour, jamal (4)

Balcilar, Mehmet (4)

Selmi, Refk (4)

Panagiotidis, Theodore (4)

Wohar, Mark (3)

Bouri, Elie (3)

Batten, Jonathan (3)

Cites to:

Panagiotidis, Theodore (9)

ALAGIDEDE, PAUL (8)

LOUPIAS, CLAIRE (6)

Stahl, Harald (6)

Mathä, Thomas (6)

HERNANDO, IGNACIO (6)

Sabbatini, Roberto (5)

lucey, brian (5)

Baur, Dirk (5)

Stokman, Ad (5)

Doornik, Jurgen (5)

Main data


Where Georgios Bampinas has published?


Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis7
Discussion Paper Series / Department of Economics, University of Macedonia3

Recent works citing Georgios Bampinas (2019 and 2018)


YearTitle of citing document
2019Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator. (2019). Golovan, Sergei ; Besstremyannaya, Galina. In: Working Papers. RePEc:abo:neswpt:w0249.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Papers. RePEc:arx:papers:1806.07623.

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2018Time-varying correlations and Sharpe ratios during quantitative easing. (2018). Haley, Osteen ; Paul, Jones . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:11:n:5.

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2019Reconsideration of a simple approach to quantile regression for panel data: a comment on the Canay (2011) fixed effects estimator. (2019). Besstremyannaya, Galina ; Golovan, Sergei. In: Working Papers. RePEc:cfr:cefirw:w0249.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; Jebabli, Ikram . In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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2019Do stock markets lead or lag macroeconomic variables? Evidence from select European countries. (2019). Camilleri, Silvio ; Bai, YE ; Scicluna, Nicolanne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:170-186.

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2018Oil price shocks and unemployment in Central and Eastern Europe. (2018). Gil-Alana, Luis ; Cuestas, Juan. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:164-173.

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2018Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281.

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2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2018Income distribution in troubled times: Disadvantage and dispersion dynamics in Europe 2005–2013. (2018). Bowden, Roger J ; Ullmann, Daniel ; Posch, Peter N. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:36-40.

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2018Dynamic linkages between gold and equity prices: Evidence from Indian financial services and information technology companies. (2018). Dey, Shubhasis ; Sampath, Aravind. In: Finance Research Letters. RePEc:eee:finlet:v:25:y:2018:i:c:p:41-46.

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2019The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach. (2019). Su, Chi-Wei ; Liu, Guo-Dong. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:101-106.

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2018Time-variation in the relationship between white precious metals and inflation: A cross-country analysis. (2018). Bilgin, Mehmet ; Vigne, Samuel A ; Keung, Marco Chi ; Gogolin, Fabian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:55-70.

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2018MGARCH models: Trade-off between feasibility and flexibility. (2018). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:45-63.

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2019Persistence in trends and cycles of gold and silver prices: Evidence from historical data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis A ; Cunado, Juncal. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:514:y:2019:i:c:p:345-354.

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2019Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis. (2019). Ferreira, Paulo ; Pereira, Hernane Borges ; da Silva, Marcus Fernandes ; de Area, Eder Johson. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:86-96.

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2018On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches. (2018). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-35.pdf.

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2018Multi-Step Inflation Prediction with Functional Coefficient Autoregressive Model. (2018). Wang, Man ; Cheng, Chao ; Luo, Qin. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1691-:d:148435.

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2019Nonlinear Relationships between Oil Prices and Implied Volatilities: Providing More Valuable Information. (2019). Tsai, Wei ; Liang, Chin-Chia ; Lin, Jeng-Bau. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3906-:d:249371.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Post-Print. RePEc:hal:journl:hal-01817067.

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2018Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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2019Another Look at Calendar Anomalies. (2019). Panagiotidis, Theodore ; Fountas, Stilianos ; Chatzitzisi, Evanthia. In: Discussion Paper Series. RePEc:mcd:mcddps:2019_02.

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2019Revisiting the Relationship between Financial Wealth, Housing Wealth, and Consumption: A Panel Analysis for the U.S.. (2019). SIOKIS, FOTIOS ; Kontana, Dimitra. In: Discussion Paper Series. RePEc:mcd:mcddps:2019_03.

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2018Cryptocurrencies from the perspective of euro investors: a re-examination of diversification benefits and a new day-of-the-week effect. (2018). Dorfleitner, Gregor ; Lung, Carina. In: Journal of Asset Management. RePEc:pal:assmgt:v:19:y:2018:i:7:d:10.1057_s41260-018-0093-8.

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2018The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management. (2018). Bonga-Bonga, Lumengo ; Morema, Kgotso. In: MPRA Paper. RePEc:pra:mprapa:87637.

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2018Time-varying relationship between oil price and exchange rate. (2018). Jiménez-Rodríguez, Rebeca ; Jimenez-Rodriguez, Rebeca ; Rozo, Cesar Castro. In: MPRA Paper. RePEc:pra:mprapa:87879.

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2019Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries. (2019). Camilleri, Silvio ; Ye, Bai ; Nicolanne, Scicluna. In: MPRA Paper. RePEc:pra:mprapa:95299.

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2018Does Financial Development Affect Income Inequality in the U.S. States? A Panel Data Analysis. (2018). Miller, Stephen ; GUPTA, RANGAN ; Bittencourt, Manoel ; Chang, Shinhye. In: Working Papers. RePEc:pre:wpaper:201803.

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2018Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:201816.

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2019Contagion between Stock and Real Estate Markets: International Evidence from a Local Gaussian Correlation Approach. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201917.

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2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; Gupta, Rangan ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951.

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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; Marco, Chi Keung ; Gupta, Rangan ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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Works by Georgios Bampinas:


YearTitleTypeCited
2019Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil In: Scottish Journal of Political Economy.
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2018Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil.(2018) In: Working Paper series.
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This paper has another version. Agregated cites: 0
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2015On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing In: Studies in Nonlinear Dynamics & Econometrics.
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article25
2015On the relationship between oil and gold before and after financial crisis: Linear, nonlinear and time-varying causality testing.(2015) In: Working Paper series.
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This paper has another version. Agregated cites: 25
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2017Oil and stock markets before and after financial crises : a local Gaussian correlation approach In: Bank of Estonia Working Papers.
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2017Oil and stock markets before and after financial crises: A local Gaussian correlation approach.(2017) In: Journal of Futures Markets.
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This paper has another version. Agregated cites: 3
article
2016Hedging inflation with individual US stocks: A long-run portfolio analysis In: The North American Journal of Economics and Finance.
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article8
2016Hedging Inflation with Individual US stocks: A long-run portfolio analysis.(2016) In: Working Paper series.
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This paper has another version. Agregated cites: 8
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2015Are gold and silver a hedge against inflation? A two century perspective In: International Review of Financial Analysis.
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article35
2015Are Gold and Silver a Hedge against Inflation? A Two Century Perspective.(2015) In: Discussion Paper Series.
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This paper has another version. Agregated cites: 35
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2015Are Gold and Silver a Hedge against Inflation? A Two Century Perspective.(2015) In: Working Paper series.
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This paper has another version. Agregated cites: 35
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2017Inequality, demographics and the housing wealth effect: Panel quantile regression evidence for the US In: Finance Research Letters.
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article6
2015The day-of-the-week effect is weak: Evidence from the European Real Estate Sector In: Discussion Paper Series.
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paper7
2015The Day-of-the-Week Effect is Weak: Evidence from the European Real Estate Sector.(2015) In: Working Paper series.
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This paper has another version. Agregated cites: 7
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2017A note on the estimated GARCH coefficients from the S&P1500 universe In: Discussion Paper Series.
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2017A note on the estimated GARCH coefficients from the S&P1500 universe.(2017) In: Working Paper series.
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This paper has another version. Agregated cites: 1
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2018A note on the estimated GARCH coefficients from the S&P1500 universe.(2018) In: Applied Economics.
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This paper has another version. Agregated cites: 1
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2017Inequality, Demographics and the Housing Wealth Effect: Panel Quantile Regression Evidence for the US States In: Working Paper series.
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