Stelios Bekiros : Citation Profile

Are you Stelios Bekiros?

Athens University of Economics and Business (AUEB)

19

H index

32

i10 index

1286

Citations

RESEARCH PRODUCTION:

107

Articles

49

Papers

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   16 years (2005 - 2021). See details.
   Cites by year: 80
   Journals where Stelios Bekiros has often published
   Relations with other researchers
   Recent citing documents: 438.    Total self citations: 58 (4.32 %)

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   Permalink: http://citec.repec.org/pbe357
   Updated: 2021-10-16    RAS profile: 2021-09-20    
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Relations with other researchers

Works with:

Uddin, Gazi (23)

Shahzad, Syed Jawad Hussain (11)

Nguyen, Duc Khuong (8)

GUPTA, RANGAN (7)

Paccagnini, Alessia (5)

Roubaud, David (4)

Nilavongse, Rachatar (4)

lucey, brian (3)

Villa, Stefania (3)

naoui, kamel (3)

Cardani, Roberta (3)

Wilfling, Bernd (2)

Kyei, Clement (2)

Wohar, Mark (2)

Ahmad, Wasim (2)

Shahbaz, Muhammad (2)

Bouri, Elie (2)

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

Is cited by:

GUPTA, RANGAN (107)

Balcilar, Mehmet (52)

Shahzad, Syed Jawad Hussain (27)

Wohar, Mark (25)

Bouri, Elie (22)

Uddin, Gazi (21)

McAleer, Michael (19)

Paccagnini, Alessia (19)

Demirer, Riza (18)

Nguyen, Duc Khuong (17)

Yoon, Seong-Min (16)

Cites to:

Engle, Robert (48)

Bollerslev, Tim (39)

Nguyen, Duc Khuong (34)

Granger, Clive (34)

Diebold, Francis (34)

Schorfheide, Frank (33)

Paccagnini, Alessia (33)

bloom, nicholas (32)

Wouters, Raf (30)

Shiller, Robert (29)

GUPTA, RANGAN (29)

Main data

Where Stelios Bekiros has published?

Journals with more than one article published# docs
Chaos, Solitons & Fractals24
Physica A: Statistical Mechanics and its Applications6
International Review of Financial Analysis5
Computational Economics5
Economics Letters5
Studies in Nonlinear Dynamics & Econometrics4
Applied Economics4
Economic Modelling3
Empirical Economics3
Journal of Financial Stability3
Journal of International Financial Markets, Institutions and Money3
Finance Research Letters3
The North American Journal of Economics and Finance3
Journal of Forecasting3
Journal of Economic Dynamics and Control2
European Journal of Operational Research2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics8
Open Access publications / School of Economics, University College Dublin7
Economics Working Papers / European University Institute6
Post-Print / HAL6
Working Papers / Department of Research, Ipag Business School5
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance5
Working Papers / University of Milano-Bicocca, Department of Economics2
CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster2
MPRA Paper / University Library of Munich, Germany2
Working Papers / School of Economics, University College Dublin2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing Stelios Bekiros (2021 and 2020)

YearTitle of citing document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Mikkelsen, Jakob ; Hillebrand, Eric ; Urga, Giovanni ; Spreng, Lars. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2020The Predictive Power of NZX Dairy Futures. (2020). Fernandez-Perez, Adrian ; Schoen, Tilman ; Scott, Ayesha. In: 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia. RePEc:ags:aare20:305230.

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2020“Measuring and assessing economic uncertainty”. (2020). Claveria, Oscar. In: AQR Working Papers. RePEc:aqr:wpaper:202003.

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2020Behavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach. (2017). Mittnik, Stefan ; Fabozzi, Frank ; Stoyanov, Stoyan ; Rachev, Svetlozar. In: Papers. RePEc:arx:papers:1710.03211.

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2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020Using Reinforcement Learning in the Algorithmic Trading Problem. (2020). Cichocki, Andrzej ; Oseledets, Ivan ; Ponomarev, Evgeny. In: Papers. RePEc:arx:papers:2002.11523.

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2020Data Science in Economics. (2020). Ghamisi, Pedram ; Duan, Puhong ; Mosavi, Amir ; Nosratabadi, Saeed. In: Papers. RePEc:arx:papers:2003.13422.

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2020A spatial agent based model for simulating and optimizing networked eco-industrial systems. (2020). Sugar, L ; Zhu, B ; Moore, C ; Strombom, E ; Serna, J M ; Somveille, M ; Broere, J ; Raimbault, J. In: Papers. RePEc:arx:papers:2003.14133.

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2020Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics. (2020). Duan, Puhong ; Faghan, Yaser ; Ghamisi, Pedram ; Mosavi, Amir. In: Papers. RePEc:arx:papers:2004.01509.

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2020Predicting tail events in a RIA-EVT-Copula framework. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhai, Jin-Rui ; Li, Wei-Zhen. In: Papers. RePEc:arx:papers:2004.03190.

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2020Mapping Coupled Time-series Onto Complex Network. (2020). Jafari, Reza G ; Haven, Emmanuel ; Sheykhali, Somaye ; Askari, Jafar ; Ardalankia, Jamshid. In: Papers. RePEc:arx:papers:2004.13536.

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2020Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

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2020Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction. (2020). Shaikh, Habibullah ; Mukeri, Amir ; Gaikwad, D P. In: Papers. RePEc:arx:papers:2010.13892.

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2020FinRL: 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.

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2021Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19. (2021). James, Nick. In: Papers. RePEc:arx:papers:2101.00576.

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2021Scale 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.

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2021Efficiency of communities and financial markets during the 2020 pandemic. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2104.02318.

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2021MRC-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.

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2021How 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.

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2021Portfolio 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.

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2021A 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.

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2021Collective correlations, dynamics and behavioural inconsistencies of the cryptocurrency market over time. (2021). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2107.13926.

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2021What 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.

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2020The Dynamic Relationships between the Baltic Dry Index and the BRICS Stock Markets: A Wavelet Analysis. (2020). Wang, Mei-Chih ; Chen, Chan-Sheng ; Chiu, Chien-Liang ; Kuo, Pao-Lan. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:340-351.

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2021An 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.

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2020Effects of Monetary Policy News on Financial Assets: evidence from Brazil on a bivariate VAR-GARCH model (2006-17). (2020). de Melo, Andre ; Noronha, George Augusto ; de Carvalho, Osmani Teixeira ; DA SILVA, TARCISO GOUVEIA . In: Working Papers Series. RePEc:bcb:wpaper:536.

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2020Economic Development and South Africa: 25 Years Analysis (1994 to 2019). (2020). Dhamija, Pavitra. In: South African Journal of Economics. RePEc:bla:sajeco:v:88:y:2020:i:3:p:298-322.

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2020Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?. (2020). Tiwari, Aviral ; Shahbaz, Muhammad ; Hammoudeh, Shawkat ; Jena, Sangram Keshari. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:8:p:2263-2284.

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2020Frequency-domain information for active portfolio management. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_002.

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2020Time-frequency forecast of the equity premium. (2020). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2020_006.

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2021Macroeconomic 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.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2021Systemic 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.

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2021Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-19.

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2021Nonlinear 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.

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2021Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00507.

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2020Macroprudential regulation and leakage to the shadow banking sector. (2020). Mazelis, Falk ; Gebauer, Stefan. In: Working Paper Series. RePEc:ecb:ecbwps:20202406.

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2020Evidences on Price Discovery in BRICS. (2020). Arora, Geetika ; Sharma, Prashant ; Gupta, Prashant. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-14.

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2020A new fractional-order hyperchaotic memristor oscillator: Dynamic analysis, robust adaptive synchronization, and its application to voice encryption. (2020). Alsaadi, Fawaz E ; Pham, Viet-Thanh ; Kacar, Sezgin ; Munoz-Pacheco, Jesus M ; Yousefpour, Amin ; Jahanshahi, Hadi. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:383:y:2020:i:c:s0096300320302769.

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2021Pricing 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.

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2021Investigating the thermal runaway features of lithium-ion batteries using a thermal resistance network model. (2021). Ouyang, Minggao ; Feng, Xuning ; Zhang, Caiping ; He, Xiangming ; Wang, LI ; Hsu, Hungjen ; Ren, Dongsheng ; Chen, Jie. In: Applied Energy. RePEc:eee:appene:v:295:y:2021:i:c:s0306261921004980.

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2021Energy 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.

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2021Energy 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.

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2020A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices. (2020). Annamalai, Balamurugan ; Chandrasekaran, Shabana ; Aggarwal, Divya. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019302266.

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2020Chaos and complexity in a fractional-order financial system with time delays. (2020). He, Shaobo ; Wang, Shaojie ; Perc, Matja ; Repnik, Robert ; Jahanshahi, Hadi ; Yousefpour, Amin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:131:y:2020:i:c:s0960077919304734.

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2020High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets. (2020). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s096007791930520x.

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2020Does the “ice-breaking” of South and North Korea affect the South Korean financial market?. (2020). Wang, Jian ; Shao, Wei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:132:y:2020:i:c:s0960077919305211.

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2020Multiple learning mechanisms promote cooperation in public goods games with project selection. (2020). Xu, Wen-Juan ; Zhong, Li-Xin ; Shi, Yong-Dong ; Ren, Fei ; Qiu, Tian ; He, Yun-Xin ; Chen, Rong-Da. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:133:y:2020:i:c:s096007792030028x.

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2020Dynamic characteristic of Bitcoin cryptocurrency in the reconstruction scheme. (2020). Alves, P. R. L., . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:134:y:2020:i:c:s0960077920300941.

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2020Multifractal detrended cross-correlation analysis between respiratory diseases and haze in South Korea. (2020). Kim, Junseok ; Shao, Wei ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:135:y:2020:i:c:s0960077920301831.

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2020Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method. (2020). Jahanshahi, Hadi ; Castillo, Oscar ; He, Shaobo ; Yousefpour, Amin ; Wang, Shaojie. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920301703.

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2020Influence of numerical noises on computer-generated simulation of spatio-temporal chaos. (2020). Liao, Shijun ; Qin, Shijie. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920301922.

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2020Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures. (2020). Kim, Junseok ; Shao, Wei ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:136:y:2020:i:c:s0960077920302964.

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2020Sparse stacked autoencoder network for complex system monitoring with industrial applications. (2020). Wang, Zhen ; Tang, Zhaohui ; Huang, Keke ; Zhu, Hongqiu ; Li, Yuxuan ; Deng, Ziwei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302381.

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2020Fractal structure in the S&P500: A correlation-based threshold network approach. (2020). Song, Jae Wook ; Chang, Woojin ; Lee, Changju ; Ku, Seungmo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s0960077920302484.

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2020Taxonomy of commodities assets via complexity-entropy causality plane. (2020). , Fernando ; Fernando, . In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:137:y:2020:i:c:s096007792030309x.

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2020Symbiotic organisms search-optimized deep learning technique for mapping construction cash flow considering complexity of project. (2020). Herianto, Jason Ghorman ; Cao, Minh-Tu ; Cheng, Min-Yuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920302691.

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2020Analysis and Circuit Implementation of Fractional Order Multi-wing Hidden Attractors. (2020). Duan, Hao ; Ou, Qingli ; Lu, Ming ; Cui, LI ; Luo, Wenhui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920302940.

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2020A new adaptive synchronization and hyperchaos control of a biological snap oscillator. (2020). Pirouz, Hassan Mohammadi ; Jajarmi, Amin ; Baleanu, Dumitru ; Sajjadi, Samaneh Sadat. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303192.

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2020A mathematical model of the evolution and spread of pathogenic coronaviruses from natural host to human host. (2020). Alzabut, Jehad ; Baleanu, Dumitru ; Yousef, Ali ; Bozkurt, Fatma. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303301.

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2020Multifractal behavior in return and volatility series of Bitcoin and gold in comparison. (2020). Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920303933.

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2020Determinants of the infection rate of the COVID-19 in the U.S. using ANFIS and virus optimization algorithm (VOA). (2020). Hosseini, Seyedeh Mohaddeseh ; Golafshani, Emadaldin Mohammadi ; Behnood, Ali. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:139:y:2020:i:c:s0960077920304483.

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2020Dynamics of the Shapovalov mid-size firm model. (2020). Barnett, William ; Mokaev, Timur N ; Kuznetsov, Nikolay V ; Alexeeva, Tatyana A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306354.

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2020Forecasting stock market in high and low volatility periods: a modified multifractal volatility approach. (2020). Zhang, Tonghui ; Yuan, Ying. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:140:y:2020:i:c:s0960077920306482.

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2021Synchronization 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.

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2021Dynamic 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.

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2021Impact 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.

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2021Computational 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.

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2021Target 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.

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2021Analysis 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.

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2021A 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.

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2021Forecasting 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.

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2021Simulation 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.

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2021Abrupt 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.

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2021Wind 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.

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2021A 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.

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2021Spectral 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.

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2021A 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.

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2021A 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.

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2021The 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.

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2021On 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.

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2021Using 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.

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2021A 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.

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2021A 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.

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2021Comparative 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.

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2021Global 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.

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2021Optimal 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.

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2021Effect of oxytocin injection on fetal heart rate based on multifractal analysis. (2021). Hong, Soon-Cheol ; Nam, Seunghyon ; Shao, Wei ; Kim, Junseok ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921003994.

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2021Dynamics of the delay-coupled bubble system combined with the stochastic term. (2021). Yang, Yuejuan ; Zhang, Xing ; Wang, Qiubao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:148:y:2021:i:c:s0960077921004070.

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2021Mathematical 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.

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2021An 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.

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2021Study 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.

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2021Mathematical modeling and projections of a vector-borne disease with optimal control strategies: A case study of the Chikungunya in Chad. (2021). Mouangue, Ruben ; Damakoa, Irepran ; Yangla, Joseph ; Guidzavai, Albert Kouchere ; Abboubakar, Hamadjam. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:150:y:2021:i:c:s0960077921005518.

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2020Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302133.

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2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2020Insurance activity, real output, and geopolitical risk: Fresh evidence from BRICS. (2020). Lee, Chien-Chiang. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:207-215.

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2021Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model. (2021). Jin, Xiu ; Jiang, Shangwei. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:298-306.

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2021How do sovereign risk, equity and foreign exchange derivatives markets interact?. (2021). Ibhagui, Oyakhilome. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:58-78.

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2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

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More than 100 citations found, this list is not complete...

Stelios Bekiros is editor of

Journal
Chaos, Solitons & Fractals

Works by Stelios Bekiros:

YearTitleTypeCited
2006Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper8
2008Direction-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: 8		article
2006Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper1
2007The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper29
2008The 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: 29		article
2007The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper168
2008The 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: 168		article
2009Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper0
2017Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets In: International Review of Finance.
[Full Text][Citation analysis]		article5
2018PITFALLS IN CROSS?SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article2
2015Estimating 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]		article3
2014Estimating 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: 3		paper
2015Business 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]		article17
2014Business 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: 17		paper
2017Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2020The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2018Forecasting Inflation Uncertainty in the G7 Countries In: CQE Working Papers.
[Full Text][Citation analysis]		paper0
2018Forecasting Inflation Uncertainty in the G7 Countries.(2018) In: Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2019Forecasting Volatility in Cryptocurrency Markets In: CQE Working Papers.
[Full Text][Citation analysis]		paper0
2015MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article9
2015Macroprudential 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]
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2017Disturbances and complexity in volatility time series In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
2018Chaos, randomness and multi-fractality in Bitcoin market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article28
2018Long-range memory, distributional variation and randomness of bitcoin volatility In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article22
2018Time-dependent complexity measurement of causality in international equity markets: A spatial approach In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2019Cryptocurrency forecasting with deep learning chaotic neural networks In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article24
2019On the pricing of exotic options: A new closed-form valuation approach In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2019Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article42
2019A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article9
2019Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article4
2020A fractional-order hyper-chaotic economic system with transient chaos In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article8
2020Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2020King 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]		article4
2020Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article13
2020Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2020The 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]		article2
2021Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2021A 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]		article0
2021Characterization 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]		article0
2021On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2021Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2021A novel fuzzy mixed H2/H? optimal controller for hyperchaotic financial systems In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2021Deep 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]		article0
2021The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article15
2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models.(2014) In: Open Access publications.
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This paper has another version. Agregated cites: 15		paper
2010Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article12
2018Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
2014Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area In: Economic Modelling.
[Full Text][Citation analysis]		article7
2016Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach In: Economic Modelling.
[Full Text][Citation analysis]		article3
2018Directional predictability and time-varying spillovers between stock markets and economic cycles In: Economic Modelling.
[Full Text][Citation analysis]		article7
2018Directional predictability and time-varying spillovers between stock markets and economic cycles.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 7		paper
2014Nonlinear 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]		article4
2016On economic uncertainty, stock market predictability and nonlinear spillover effects In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article34
2015On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 34		paper
2017Herding behavior, market sentiment and volatility: Will the bubble resume? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article17
2009A robust algorithm for parameter estimation in smooth transition autoregressive models In: Economics Letters.
[Full Text][Citation analysis]		article1
2015Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach In: Economics Letters.
[Full Text][Citation analysis]		article6
2015Predicting 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: 6		paper
2015Oil price forecastability and economic uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article43
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 43		paper
2015Oil price forecastability and economic uncertainty.(2015) In: Open Access publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		paper
2019Analysing the systemic risk of Indian banks In: Economics Letters.
[Full Text][Citation analysis]		article4
2019Enhancing the predictability of crude oil markets with hybrid wavelet approaches In: Economics Letters.
[Full Text][Citation analysis]		article3
2010Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article9
2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article37
2016Information 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: 37		paper
2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
[Full Text][Citation analysis]		article14
2015Heuristic learning in intraday trading under uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article2
2020A 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]		article36
2014Contagion, 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]		article62
2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article47
2018Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
2018Risk perception in financial markets: On the flip side In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article50
2015Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis.(2015) In: Working Papers.
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2018Risk transmitters and receivers in global currency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2018Risk transmitters and receivers in global currency markets.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 4		paper
2019Is anti-herding behavior spurious? In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2016Dealing 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]		article7
2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Open Access publications.
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2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 7		paper
2017The asymmetric relationship between returns and implied volatility: Evidence from global stock markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article10
2020Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies In: Journal of Financial Stability.
[Full Text][Citation analysis]		article1
2005Estimation 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]		article22
2016On 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]		article27
2018A 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]		article5
2018A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 5		paper
2014Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2011Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics.(2011) In: Economics Working Papers.
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This paper has another version. Agregated cites: 17		paper
2013The multiscale causal dynamics of foreign exchange markets In: Journal of International Money and Finance.
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2011The Multiscale Causal Dynamics of Foreign Exchange Markets.(2011) In: Economics Working Papers.
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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance.
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2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper.
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2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy.
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2008The extreme-value dependence of Asia-Pacific equity markets In: Journal of Multinational Financial Management.
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2017Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain In: Physica A: Statistical Mechanics and its Applications.
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2018The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis In: Physica A: Statistical Mechanics and its Applications.
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2019The high frequency multifractal properties of Bitcoin In: Physica A: Statistical Mechanics and its Applications.
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2020Multi-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.
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2020Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison In: Physica A: Statistical Mechanics and its Applications.
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2021On 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.
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2013Irrational fads, short-term memory emulation, and asset predictability In: Review of Financial Economics.
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2018Revisiting the three factor model in light of circular behavioural simultaneities In: Review of Behavioral Finance.
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2015THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers.
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2015The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method.(2015) In: Working Papers.
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2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method.(2017) In: Empirical Economics.
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2011Nonlinear causality testing with stepwise multivariate filtering In: Economics Working Papers.
[Full Text][Citation analysis]		paper2
2015Dealing 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]		paper0
2017Implications for banking stability and welfare under capital shocks and countercyclical requirements In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2017Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2020Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis In: Forecasting.
[Full Text][Citation analysis]		article1
2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit In: Post-Print.
[Citation analysis]		paper4
2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit.(2019) In: Journal of Quantitative Economics.
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This paper has another version. Agregated cites: 4		article
2019Spillover across Eurozone credit market sectors and determinants In: Post-Print.
[Citation analysis]		paper6
2019Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics.
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2020On the predictability of crude oil market: A hybrid multiscale wavelet approach In: Post-Print.
[Citation analysis]		paper3
2020On the predictability of crude oil market: A hybrid multiscale wavelet approach.(2020) In: Journal of Forecasting.
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