22
H index
48
i10 index
1909
Citations
Athens University of Economics and Business (AUEB) | 22 H index 48 i10 index 1909 Citations RESEARCH PRODUCTION: 119 Articles 50 Papers EDITOR: Series edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stelios Bekiros. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2022 | Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2022 | Anomalies and Recoveries in Agricultural Trade. (2022). Batarseh, Feras A ; Gopinath, Munisamy ; Khadka, Savin. In: Commissioned Papers. RePEc:ags:iatrcp:329520. Full description at Econpapers || Download paper | |
2022 | Practical Deep Reinforcement Learning Approach for Stock Trading. (2018). Walid, Anwar ; Yang, ; Zhong, Shan ; Liu, Xiao-Yang ; Xiong, Zhuoran. In: Papers. RePEc:arx:papers:1811.07522. Full description at Econpapers || Download paper | |
2021 | A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957. Full description at Econpapers || Download paper | |
2022 | Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204. Full description at Econpapers || Download paper | |
2022 | FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance. (2020). Chen, Qian ; Yang, Hongyang ; Liu, Xiao-Yang ; Wang, Christina Dan ; Xiao, Bowen ; Qingyang, Liu ; Zhang, Runjia. In: Papers. RePEc:arx:papers:2011.09607. Full description at Econpapers || Download paper | |
2021 | Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Papers. RePEc:arx:papers:2101.00576. Full description at Econpapers || Download paper | |
2021 | On Technical Trading and Social Media Indicators in Cryptocurrencies Price Classification Through Deep Learning. (2021). Bartolucci, Silvia ; Destefanis, Giuseppe ; Conversano, Claudio ; Uras, Nicola ; Ortu, Marco. In: Papers. RePEc:arx:papers:2102.08189. Full description at Econpapers || Download paper | |
2021 | Scale matters: The daily, weekly and monthly volatility and predictability of Bitcoin, Gold, and the S&P 500. (2021). Dehouche, Nassim. In: Papers. RePEc:arx:papers:2103.00395. Full description at Econpapers || Download paper | |
2021 | Efficiency of communities and financial markets during the 2020 pandemic. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2104.02318. Full description at Econpapers || Download paper | |
2021 | MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price. (2021). Guo, Qiutong ; Fang, Zhiyang ; Ye, Qing ; Lei, Shun. In: Papers. RePEc:arx:papers:2105.00707. Full description at Econpapers || Download paper | |
2022 | How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2106.04421. Full description at Econpapers || Download paper | |
2021 | Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations. (2021). Tjostheim, Dag ; Berentsen, Geir Drage ; Otneim, Haakon ; Stove, Baard ; Sleire, Anders D ; Haugen, Sverre Hauso. In: Papers. RePEc:arx:papers:2106.12425. Full description at Econpapers || Download paper | |
2021 | A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection. (2021). Sermpinis, Georgios ; Paraschiv, Florentina ; Li, Wei. In: Papers. RePEc:arx:papers:2107.08808. Full description at Econpapers || Download paper | |
2021 | Collective correlations, dynamics and behavioural inconsistencies of the cryptocurrency market over time. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2107.13926. Full description at Econpapers || Download paper | |
2021 | What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models. (2021). Garc, Andr'Es. In: Papers. RePEc:arx:papers:2109.01214. Full description at Econpapers || Download paper | |
2021 | FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance. (2021). Wang, Christina Dan ; Gao, Jiechao ; Yang, Hongyang ; Liu, Xiao-Yang. In: Papers. RePEc:arx:papers:2111.09395. Full description at Econpapers || Download paper | |
2022 | On the systemic nature of global inflation, its association with equity markets and financial portfolio implications. (2021). Chin, Kevin ; James, Nick. In: Papers. RePEc:arx:papers:2111.11022. Full description at Econpapers || Download paper | |
2021 | Cryptocurrency Market Consolidation in 2020--2021. (2021). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2112.06552. Full description at Econpapers || Download paper | |
2022 | Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper | |
2022 | Economic state classification and portfolio optimisation with application to stagflationary environments. (2022). Chin, Kevin ; Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2203.15911. Full description at Econpapers || Download paper | |
2022 | A statistical test of market efficiency based on information theory. (2022). Garcin, Matthieu ; Brouty, Xavier. In: Papers. RePEc:arx:papers:2208.11976. Full description at Econpapers || Download paper | |
2022 | Model-Free Reinforcement Learning for Asset Allocation. (2022). Mbaka, Timothy ; Kamashazi, Peruth ; Ajiboye, Eniola ; Oshingbesan, Adebayo. In: Papers. RePEc:arx:papers:2209.10458. Full description at Econpapers || Download paper | |
2021 | An Assessment of Gold as a Hedge or Safe Haven: Evidence from Major Gold Producing Countries. (2021). Raju, Guntur Anjana ; Manohar, Jambotkar Mrunali. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:524-533. Full description at Econpapers || Download paper | |
2022 | Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57. Full description at Econpapers || Download paper | |
2022 | How COVID-19 Influences Indian Sectoral Stocks. (2022). Oliyide, Johnson A ; Adetokunbo, Abiodun M ; Fasanya, Ismail O. In: Asian Economics Letters. RePEc:ayb:jrnael:69. Full description at Econpapers || Download paper | |
2021 | Can the COVID-19 Pandemic and Oil Prices Drive the US Partisan Conflict Index. (2021). Apergis, Nicholas. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:30. Full description at Econpapers || Download paper | |
2021 | Oil Price-Stock Market Nexus During the COVID-19 Pandemic - Evidence From China. (2021). Kong, Dongmin ; Shi, Zheng. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:33. Full description at Econpapers || Download paper | |
2021 | Oil Price-Stock Market Nexus During the COVID-19 Pandemic - Evidence From China. (2021). Shi, Zheng ; Kong, Dongmin. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:47. Full description at Econpapers || Download paper | |
2022 | Aggregate accounting earnings, special items and growth in gross domestic product: evidence from Australia. (2022). Fargher, Neil ; Zhang, Lijuan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2467-2496. Full description at Econpapers || Download paper | |
2022 | Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa. (2022). Ngalawa, Harold ; Dlamini, Lenhle. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:304-336. Full description at Econpapers || Download paper | |
2022 | The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45. Full description at Econpapers || Download paper | |
2022 | Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921. Full description at Econpapers || Download paper | |
2022 | Macroeconomic policy coordination and the European business cycle: Accounting for model uncertainty and reverse causality. (2022). Beck, Krzysztof. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:4:p:1095-1114. Full description at Econpapers || Download paper | |
2021 | Cyclicality of commodity markets with respect to the U.S. economic policy uncertainty based on granger causality in quantiles. (2021). Apergis, Nicholas ; Saeed, Tareq ; Hayat, Tasawar. In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:1:n:e12179. Full description at Econpapers || Download paper | |
2021 | Steady?state growth. (2021). Kohlscheen, Emanuel ; Nakajima, Jouchi. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:1:p:40-52. Full description at Econpapers || Download paper | |
2022 | Analyzing the degree of persistence of economic policy uncertainty using linear and non?linear fourier quantile unit root tests. (2022). Chang, Tsangyao ; Ranjbar, Omid ; Peng, Yiting. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:4:p:453-471. Full description at Econpapers || Download paper | |
2021 | Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017. Full description at Econpapers || Download paper | |
2022 | The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316. Full description at Econpapers || Download paper | |
2021 | Macroeconomic uncertainty and forecasting macroeconomic aggregates. (2021). Magnus, Reif. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:20:n:5. Full description at Econpapers || Download paper | |
2021 | Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/28. Full description at Econpapers || Download paper | |
2021 | Systemic Risk in Indian Banking: Measurement and Impact of COVID-19. (2021). Trivedi, Krina. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2021:i:1:p:143-151. Full description at Econpapers || Download paper | |
2021 | Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-19. Full description at Econpapers || Download paper | |
2021 | Nonlinear Cointegration and Asymmetric Adjustement between Economic policy uncertainty and Gold price: Evidence from the United States. (2021). Mighri, Zouheir ; el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00151. Full description at Econpapers || Download paper | |
2021 | Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507. Full description at Econpapers || Download paper | |
2022 | The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis. (2022). Hung, Ngo Thai. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00769. Full description at Econpapers || Download paper | |
2022 | Time Varying Dependence in the Cryptocurrency Market and COVID 19 Panic Index: An Empirical Investigation. (2022). Kalai, Lamia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-02-4. Full description at Econpapers || Download paper | |
2022 | Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets. (2022). Usmonov, Jaloliddin ; Mukhamedov, Farkhod ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-21. Full description at Econpapers || Download paper | |
2021 | The effectiveness of contact tracing in mitigating COVID-19 outbreak: A model-based analysis in the context of India. (2021). Jana, Soovoojeet ; Kar, T K ; Khatua, Anupam ; Das, Dhiraj Kumar. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:404:y:2021:i:c:s0096300321002976. Full description at Econpapers || Download paper | |
2022 | Cryptocurrency price analysis with ordinal partition networks. (2022). Svetec, Milan ; Perc, Matja ; Jafari, Sajad ; Rajagopal, Karthikeyan ; Nazarimehr, Fahimeh ; Shahriari, Zahra. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:430:y:2022:i:c:s0096300322003113. Full description at Econpapers || Download paper | |
2022 | A brief note on fractal dynamics of fractional Mandelbrot sets. (2022). Liu, Shutang ; Wang, DA. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:432:y:2022:i:c:s0096300322004271. Full description at Econpapers || Download paper | |
2021 | Pricing and free periodic maintenance service decisions for an electric-and-fuel automotive supply chain using the total cost of ownership. (2021). Nikbakhsh, Ehsan ; Zegordi, Seyed Hessameddin ; Mohammadzadeh, Narges. In: Applied Energy. RePEc:eee:appene:v:288:y:2021:i:c:s0306261921000362. Full description at Econpapers || Download paper | |
2021 | Investigating the thermal runaway features of lithium-ion batteries using a thermal resistance network model. (2021). Ren, Dongsheng ; Chen, Jie ; Ouyang, Minggao ; Feng, Xuning ; Zhang, Caiping ; Wang, LI ; Hsu, Hungjen. In: Applied Energy. RePEc:eee:appene:v:295:y:2021:i:c:s0306261921004980. Full description at Econpapers || Download paper | |
2021 | 100% renewable energy: A multi-stage robust scheduling approach for cascade hydropower system with wind and photovoltaic power. (2021). Zhai, Qiaozhu ; Zhao, Jiexing ; Zhou, Yuzhou. In: Applied Energy. RePEc:eee:appene:v:301:y:2021:i:c:s030626192100831x. Full description at Econpapers || Download paper | |
2021 | Energy trading efficiency in the US Midcontinent electricity markets. (2021). Zarnikau, J ; Woo, C K ; Tsai, C H ; Qi, H S ; Cao, K H. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921008886. Full description at Econpapers || Download paper | |
2021 | Energy management optimization for a power-split hybrid in a dual-mode RCCI-CDC engine. (2021). Martinez-Boggio, Santiago ; Valletta, Andrea ; Monsalve-Serrano, Javier ; Carlucci, Paolo ; Garcia, Antonio. In: Applied Energy. RePEc:eee:appene:v:302:y:2021:i:c:s0306261921009065. Full description at Econpapers || Download paper | |
2021 | Transition towards solar Photovoltaic Self-Consumption policies with Batteries: From the perspective of distribution networks. (2021). Zhou, Yue ; Long, Chao ; Althaher, Sereen Z ; Alnaser, Sahban W ; Hamdan, Reem ; Wu, Jian Zhong. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s030626192101182x. Full description at Econpapers || Download paper | |
2021 | Optimal sizing of stand-alone wind-powered seawater reverse osmosis plants without use of massive energy storage. (2021). Cabrera, Pedro ; Carta, Jose A. In: Applied Energy. RePEc:eee:appene:v:304:y:2021:i:c:s0306261921012046. Full description at Econpapers || Download paper | |
2022 | An integrated real-time optimization, control, and estimation scheme for post-combustion CO2 capture. (2022). Ricardez-Sandoval, Luis ; Patron, Gabriel D. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015610. Full description at Econpapers || Download paper | |
2022 | How policy preferences affect the carbon shadow price in the OECD. (2022). SHEN, Zhiyang ; Xu, Jiatong ; Mu, Yunguo ; Dong, Ruxue ; Cui, Lixin. In: Applied Energy. RePEc:eee:appene:v:311:y:2022:i:c:s0306261922001519. Full description at Econpapers || Download paper | |
2022 | Correct and remap solar radiation and photovoltaic power in China based on machine learning models. (2022). Wang, Hong ; Sun, Fubao ; Liu, FA. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002240. Full description at Econpapers || Download paper | |
2022 | We need stable, long-term policy support! — Evaluating the economic rationale behind the prevalent investor lament for forest-based biofuel production. (2022). Wetterlund, Elisabeth ; Jafri, Yawer ; Mossberg, Johanna ; Zetterholm, Jonas. In: Applied Energy. RePEc:eee:appene:v:318:y:2022:i:c:s0306261922004457. Full description at Econpapers || Download paper | |
2022 | Techno-economic assessment of battery storage integrated into a grid-connected and solar-powered residential building under different battery ageing models. (2022). Yan, Jinyue ; Dahlquist, Erik ; Wallin, Fredrik ; Shabani, Masoume. In: Applied Energy. RePEc:eee:appene:v:318:y:2022:i:c:s0306261922005384. Full description at Econpapers || Download paper | |
2022 | Job creation in response to Japan’s energy transition towards deep mitigation: An extension of partial equilibrium integrated assessment models. (2022). Wang, Jiayang ; Oshiro, Ken ; Kato, Etsushi ; Sugiyama, Masahiro ; Ju, Yiyi. In: Applied Energy. RePEc:eee:appene:v:318:y:2022:i:c:s0306261922005505. Full description at Econpapers || Download paper | |
2022 | Coupled electrical-thermal performance estimation of photovoltaic devices: A transient multiphysics framework with robust parameter extraction and 3-D thermal analysis. (2022). Wu, Wei ; Li, Fuxiang. In: Applied Energy. RePEc:eee:appene:v:319:y:2022:i:c:s0306261922006080. Full description at Econpapers || Download paper | |
2022 | Matrix-based wavelet transformation embedded in recurrent neural networks for wind speed prediction. (2022). Zhao, Liyang ; Lai, Xiaopan ; Chen, Qian ; Li, Yongle ; Yu, Chuanjin. In: Applied Energy. RePEc:eee:appene:v:324:y:2022:i:c:s0306261922009898. Full description at Econpapers || Download paper | |
2021 | Dynamic price discovery in Chinese agricultural futures markets. (2021). Xiong, Tao ; Li, Miao. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000993. Full description at Econpapers || Download paper | |
2021 | Applications of artificial intelligence in battling against covid-19: A literature review. (2021). Tayarani N., Mohammad-H., . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920307335. Full description at Econpapers || Download paper | |
2021 | Synchronization of second-order chaotic systems with uncertainties and disturbances using fixed-time adaptive sliding mode control. (2021). Yao, Qijia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920307669. Full description at Econpapers || Download paper | |
2021 | Dynamic model of infected population due to spreading of pandemic COVID-19 considering both intra and inter zone mobilization factors with rate of detection. (2021). Ghosh, Swarnankur ; Saha, Pradip Kumar ; Panda, Goutam Kumar. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920307712. Full description at Econpapers || Download paper | |
2021 | Impact of predator incited fear and prey refuge in a fractional order prey predator model. (2021). Roy, Jyotirmoy ; Barman, Dipesh ; Alam, Shariful ; Mondal, Sankar Prasad ; Panja, Prabir ; Alrabaiah, Hussam. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308134. Full description at Econpapers || Download paper | |
2021 | Dynamics of epidemics: Impact of easing restrictions and control of infection spread. (2021). Szezech, Jose D ; Iarosz, Kelly C ; Caldas, Ibere L ; Batista, Antonio M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308249. Full description at Econpapers || Download paper | |
2021 | Computational study of fractional order smoking model. (2021). Baleanu, Dumitru ; Singh, Harendra ; Dutta, Hemen. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308328. Full description at Econpapers || Download paper | |
2021 | Target wave in the network coupled by thermistors. (2021). Yao, Zhao ; Zhang, Xiufang ; Wang, Chunni ; Guo, Yeye. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s096007792030847x. Full description at Econpapers || Download paper | |
2021 | Generalized entropy plane based on multiscale weighted multivariate dispersion entropy for financial time series. (2021). Shang, Pengjian ; Wang, Zhuo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308651. Full description at Econpapers || Download paper | |
2021 | Analysis and FPGA of semi-fractal shapes based on complex Gaussian map. (2021). Said, Lobna A ; Aboalnaga, Bahaaaldeen M ; Radwan, Ahmed G ; Madian, Ahmed H. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920308857. Full description at Econpapers || Download paper | |
2021 | A new mathematical model for the glycolysis phenomenon involving Caputo fractional derivative: Well posedness, stability and bifurcation. (2021). Shawagfeh, Nabil ; Belmahi, Naziha. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920309127. Full description at Econpapers || Download paper | |
2021 | Forecasting COVID-19 pandemic using optimal singular spectrum analysis. (2021). Kalantari, Mahdi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:142:y:2021:i:c:s0960077920309383. Full description at Econpapers || Download paper | |
2021 | Simulation and experimental validation of a non-equilibrium chaotic system. (2021). Sevilla-Escoboza, R ; Wang, Zhen ; Volos, Christos ; Alotaibi, Naif D ; Munoz-Pacheco, Jesus M ; Orozco-Lopez, Onofre ; Jahanshahi, Hadi ; Chu, Yu-Ming. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920309309. Full description at Econpapers || Download paper | |
2021 | Abrupt epidemic outbreak could be well tackled by multiple pre-emptive provisions-A game approach considering structured and unstructured populations. (2021). Tanimoto, Jun ; Ida, Yuki ; Alam, Muntasir. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920309759. Full description at Econpapers || Download paper | |
2021 | Wind speed forecasting by the extraction of the multifractal patterns of time series through the multiplicative cascade technique. (2021). Cadenas, Erasmo ; Mendez-Gordillo, Alma Rosa. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920309838. Full description at Econpapers || Download paper | |
2021 | A portfolio strategy of stock market based on mean-MF-X-DMA model. (2021). Wu, Congxin ; Chen, Hongtao ; Ye, Xin ; Wang, Feng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:143:y:2021:i:c:s0960077920310365. Full description at Econpapers || Download paper | |
2021 | Spectral Entropy Analysis and Synchronization of a Multi-Stable Fractional-Order Chaotic System using a Novel Neural Network-Based Chattering-Free Sliding Mode Technique. (2021). Alsaadi, Fawaz E ; Gomez-Aguilar, J F ; Chu, Yu-Ming ; Alcaraz, Raul ; Jahanshahi, Hadi ; Xiong, Pei-Ying. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s096007792030967x. Full description at Econpapers || Download paper | |
2021 | Assessing the role of quarantine and isolation as control strategies for COVID-19 outbreak: A case study. (2021). Memon, Bisharat Rasool ; Qureshi, Sania. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000084. Full description at Econpapers || Download paper | |
2021 | A theoretical study of the Caputo–Fabrizio fractional modeling for hearing loss due to Mumps virus with optimal control. (2021). Etemad, Sina ; Rezapour, Shahram ; Kumar, Sunil ; Mohammadi, Hakimeh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000217. Full description at Econpapers || Download paper | |
2021 | A novel fractional nonautonomous chaotic circuit model and its application to image encryption. (2021). Elsaid, A ; Elsonbaty, A ; Kamal, F M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000394. Full description at Econpapers || Download paper | |
2021 | The identification of fractional order systems by multiscale multivariate analysis. (2021). Zhou, Qin ; Shang, Pengjian ; Zhang, Boyi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:144:y:2021:i:c:s0960077921000886. Full description at Econpapers || Download paper | |
2021 | On the variable-order fractional memristor oscillator: Data security applications and synchronization using a type-2 fuzzy disturbance observer-based robust control. (2021). Jahanshahi, Hadi ; Li, Jun-Feng ; Alharbi, Khalid H ; Alotaibi, Naif D ; Gomez-Aguilar, J F ; Chu, Yu-Ming ; Kacar, Sezgin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921000345. Full description at Econpapers || Download paper | |
2021 | Using handpicked features in conjunction with ResNet-50 for improved detection of COVID-19 from chest X-ray images. (2021). Lakhyani, Navin ; Rajpal, Sheetal ; Kumar, Naveen ; Kohli, Rishav ; Singh, Ayush Kumar. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001028. Full description at Econpapers || Download paper | |
2021 | A piezoelectric sensing neuron and resonance synchronization between auditory neurons under stimulus. (2021). Yao, Zhao ; Zhou, Ping ; Zhu, Zhigang ; Ma, Jun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001041. Full description at Econpapers || Download paper | |
2021 | A novel no-equilibrium HR neuron model with hidden homogeneous extreme multistability. (2021). Zheng, Jiahao ; Zhang, Sen ; Zeng, Zhigang ; Wang, Xiaoping. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001132. Full description at Econpapers || Download paper | |
2021 | Comparative performance of time spectral methods for solving hyperchaotic finance and cryptocurrency systems. (2021). Pindza, Edson ; Bambe, Claude Rodrigue ; Mare, Eben. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001223. Full description at Econpapers || Download paper | |
2021 | Global Lagrange stability analysis of retarded SICNNs. (2021). Cao, Jinde ; Kashkynbayev, Ardak ; Suragan, Durvudkhan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:145:y:2021:i:c:s0960077921001715. Full description at Econpapers || Download paper | |
2021 | Optimal control strategies of a fractional order model for Zika virus infection involving various transmissions. (2021). Ameen, Ismail Gad ; Ali, Hegagi Mohamed. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:146:y:2021:i:c:s0960077921002174. Full description at Econpapers || Download paper | |
2021 | Effect of oxytocin injection on fetal heart rate based on multifractal analysis. (2021). Kim, Jun Seok ; Wang, Jian ; Hong, Soon-Cheol ; Nam, Seunghyon ; Shao, Wei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921003994. Full description at Econpapers || Download paper | |
2021 | Modeling and controlling the spread of epidemic with various social and economic scenarios. (2021). Kliushnichenko, O V ; Gandzha, I S ; Lukyanets, S P. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921004008. Full description at Econpapers || Download paper | |
2021 | Dynamics of the delay-coupled bubble system combined with the stochastic term. (2021). Han, Zikun ; Wang, Qiubao ; Yang, Yuejuan ; Zhang, Xing . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921004070. Full description at Econpapers || Download paper | |
2021 | Mathematical Analysis of Spread Models: From the viewpoints of Deterministic and random cases. (2021). Wu, Yu-Liang ; Hong, Jyy-I, ; Chang, Chih-Hung ; Ban, Jung-Chao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004604. Full description at Econpapers || Download paper | |
2021 | An equivalent analytical method to deal with cross-correlated exponential type noises in the nonlinear dynamic system. (2021). Zhu, Ping. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921004781. Full description at Econpapers || Download paper | |
2021 | Study on a four-dimensional fractional-order system with dissipative and conservative properties. (2021). Du, Baoxiang ; Peng, Qiqi ; Gu, Shuangquan ; Leng, Xiangxin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921005397. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Chaos, Solitons & Fractals |
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2006 | Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 10 |
2008 | Direction-of-change forecasting using a volatility-based recurrent neural network.(2008) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2006 | Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 33 |
2008 | The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing.(2008) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2007 | The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 191 |
2008 | The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality.(2008) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 191 | article | |
2009 | Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets In: International Review of Finance. [Full Text][Citation analysis] | article | 9 |
2018 | PITFALLS IN CROSS?SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 2 |
2015 | Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
2014 | Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model.(2014) In: Open Access publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2015 | Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 20 |
2014 | Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2017 | Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2020 | The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | Forecasting Inflation Uncertainty in the G7 Countries In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Forecasting Inflation Uncertainty in the G7 Countries.(2018) In: Econometrics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2019 | Forecasting Volatility in Cryptocurrency Markets In: CQE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 10 |
2015 | Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs.(2015) In: Open Access publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | Disturbances and complexity in volatility time series In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 6 |
2018 | Chaos, randomness and multi-fractality in Bitcoin market In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 59 |
2018 | Long-range memory, distributional variation and randomness of bitcoin volatility In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 50 |
2018 | Time-varying self-similarity in alternative investments In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
2018 | Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
2018 | Time-dependent complexity measurement of causality in international equity markets: A spatial approach In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 6 |
2019 | Cryptocurrency forecasting with deep learning chaotic neural networks In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 45 |
2019 | On the pricing of exotic options: A new closed-form valuation approach In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2019 | Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 62 |
2019 | A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 13 |
2019 | Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 7 |
2020 | A fractional-order hyper-chaotic economic system with transient chaos In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 12 |
2020 | Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 5 |
2020 | King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
2020 | Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 6 |
2020 | Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 6 |
2020 | SBDiEM: A new mathematical model of infectious disease dynamics In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 10 |
2020 | Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 11 |
2020 | The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 43 |
2020 | Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
2020 | The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
2021 | Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
2021 | A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19 In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 3 |
2021 | Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
2021 | On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 6 |
2021 | Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 2 |
2021 | A novel fuzzy mixed H2/H? optimal controller for hyperchaotic financial systems In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 3 |
2021 | Deep recurrent neural networks with finite-time terminal sliding mode control for a chaotic fractional-order financial system with market confidence In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
2021 | The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
2022 | Intelligent parameter identification and prediction of variable time fractional derivative and application in a symmetric chaotic financial system In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
2022 | Complexity measures of high oscillations in phonocardiogram as biomarkers to distinguish between normal heart sound and pathological murmur In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2022 | Deep learning systems for automatic diagnosis of infant cry signals In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2014 | Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 17 |
2014 | Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models.(2014) In: Open Access publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2010 | Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 13 |
2018 | Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 7 |
2014 | Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2016 | Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2018 | Directional predictability and time-varying spillovers between stock markets and economic cycles In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2018 | Directional predictability and time-varying spillovers between stock markets and economic cycles.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2014 | Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2016 | On economic uncertainty, stock market predictability and nonlinear spillover effects In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 43 |
2015 | On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 43 | paper | |
2017 | Herding behavior, market sentiment and volatility: Will the bubble resume? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 28 |
2009 | A robust algorithm for parameter estimation in smooth transition autoregressive models In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2015 | Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2015 | Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2015 | Oil price forecastability and economic uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 52 |
2015 | Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2015 | Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2015 | Oil price forecastability and economic uncertainty.(2015) In: Open Access publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 52 | paper | |
2019 | Analysing the systemic risk of Indian banks In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
2019 | Enhancing the predictability of crude oil markets with hybrid wavelet approaches In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
2010 | Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 11 |
2017 | Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 54 |
2016 | Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 54 | paper | |
2018 | Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review. [Full Text][Citation analysis] | article | 25 |
2015 | Heuristic learning in intraday trading under uncertainty In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
2020 | A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series In: Energy. [Full Text][Citation analysis] | article | 81 |
2014 | Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 78 |
2016 | Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 65 |
2018 | Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2018 | Risk perception in financial markets: On the flip side In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 5 |
2018 | Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 13 |
2016 | Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 69 |
2015 | Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 69 | paper | |
2018 | Risk transmitters and receivers in global currency markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
2018 | Risk transmitters and receivers in global currency markets.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 8 | paper | |
2019 | Is anti-herding behavior spurious? In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2016 | Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 10 |
2016 | Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Open Access publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2016 | Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2017 | The asymmetric relationship between returns and implied volatility: Evidence from global stock markets In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 15 |
2020 | Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 1 |
2005 | Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 22 |
2016 | On the time scale behavior of equity-commodity links: Implications for portfolio management In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 32 |
2018 | A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 17 |
2018 | A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2014 | Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 18 |
2011 | Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2013 | The multiscale causal dynamics of foreign exchange markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 34 |
2011 | The Multiscale Causal Dynamics of Foreign Exchange Markets.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2017 | Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 67 |
2016 | Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 67 | paper | |
2015 | Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy. [Full Text][Citation analysis] | article | 25 |
2008 | The extreme-value dependence of Asia-Pacific equity markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 7 |
2017 | Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
2018 | The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 26 |
2019 | The high frequency multifractal properties of Bitcoin In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 17 |
2020 | Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
2020 | Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2021 | On chaos and projective synchronization of a fractional difference map with no equilibria using a fuzzy-based state feedback control In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2021 | Understanding the credit cycle and business cycle dynamics in India In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
2013 | Irrational fads, short-term memory emulation, and asset predictability In: Review of Financial Economics. [Full Text][Citation analysis] | article | 8 |
2013 | Irrational fads, short?term memory emulation, and asset predictability.(2013) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2021 | Synchronization of the glycolysis reaction-diffusion model via linear control law In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | Revisiting the three factor model in light of circular behavioural simultaneities In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
2015 | THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers. [Full Text][Citation analysis] | paper | 116 |
2015 | The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method.(2015) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 116 | paper | |
2017 | The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 116 | article | |
2011 | Nonlinear causality testing with stepwise multivariate filtering In: Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Implications for banking stability and welfare under capital shocks and countercyclical requirements In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis In: Forecasting. [Full Text][Citation analysis] | article | 2 |
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2019 | Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit In: Post-Print. [Citation analysis] | paper | 6 |
2019 | Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit.(2019) In: Journal of Quantitative Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2019 | Spillover across Eurozone credit market sectors and determinants In: Post-Print. [Citation analysis] | paper | 12 |
2019 | Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 12 | article | |
2020 | On the predictability of crude oil market: A hybrid multiscale wavelet approach In: Post-Print. [Citation analysis] | paper | 4 |
2020 | On the predictability of crude oil market: A hybrid multiscale wavelet approach.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2014 | Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2014 | Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2014 | Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2013 | Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2016 | Policy?Oriented Macroeconomic Forecasting with Hybrid DGSE and Time?Varying Parameter VAR Models.(2016) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2017 | Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2020 | Forecasting volatility in bitcoin market In: Annals of Finance. [Full Text][Citation analysis] | article | 2 |
2014 | Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform In: Computational Economics. [Full Text][Citation analysis] | article | 4 |
2018 | Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Tail-Related Risk Measurement and Forecasting in Equity Markets In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
2019 | Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2020 | Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
2021 | Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2017 | Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach In: Review of Behavioral Economics. [Full Text][Citation analysis] | article | 1 |
2015 | A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices In: Working Papers. [Citation analysis] | paper | 14 |
2016 | A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2016 | Forecasting US GNP Growth: The Role of Uncertainty In: Working Papers. [Citation analysis] | paper | 14 |
2018 | Forecasting US GNP growth: The role of uncertainty.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2016 | Chaos in G7 Stock Markets using Over One Century of Data: A Note In: Working Papers. [Citation analysis] | paper | 5 |
2013 | Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets In: Working Paper series. [Full Text][Citation analysis] | paper | 13 |
2013 | Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2018 | Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
2013 | On the predictability of time-varying VAR and DSGE models In: Empirical Economics. [Full Text][Citation analysis] | article | 16 |
2013 | On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2013 | On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | paper | |
2021 | Multivariate time-varying parameter modelling for stock markets In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2007 | A neurofuzzy model for stock market trading In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2007 | Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
2020 | Spillovers across European sovereign credit markets and role of surprise and uncertainty In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2008 | Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2019 | Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design In: Quantitative Finance. [Full Text][Citation analysis] | article | 8 |
2017 | The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs In: ERSA conference papers. [Full Text][Citation analysis] | paper | 5 |
2020 | A tale of two shocks: The dynamics of international real estate markets In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Performance assessment of ensemble learning systems in financial data classification In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 7 |
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