Periklis Gogas : Citation Profile


Are you Periklis Gogas?

Democritus University of Thrace (94% share)
Rimini Centre for Economic Analysis (RCEA) (6% share)

11

H index

11

i10 index

339

Citations

RESEARCH PRODUCTION:

36

Articles

59

Papers

1

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   22 years (1997 - 2019). See details.
   Cites by year: 15
   Journals where Periklis Gogas has often published
   Relations with other researchers
   Recent citing documents: 112.    Total self citations: 27 (7.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo217
   Updated: 2019-08-17    RAS profile: 2019-06-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Papadimitriou, Theophilos (55)

Plakandaras, Vasilios (25)

GUPTA, RANGAN (15)

Sarantitis, Georgios (13)

pragidis, ioannis (7)

Tabak, Benjamin (4)

Matthaiou, Maria - Artemis (3)

Miller, Stephen (3)

Agrapetidou, Anna (3)

Antonakakis, Nikolaos (3)

Serletis, Apostolos (2)

Takli, Elvira (2)

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

Is cited by:

GUPTA, RANGAN (38)

Barnett, William (33)

Serletis, Apostolos (22)

Bahmani-Oskooee, Mohsen (18)

Plakandaras, Vasilios (16)

Tabak, Benjamin (11)

Wohar, Mark (9)

Seitz, Franz (7)

Rizvi, Syed Aun R. (7)

Albuquerque, Bruno (7)

Papadimitriou, Theophilos (7)

Cites to:

Serletis, Apostolos (19)

Papadimitriou, Theophilos (19)

Tabak, Benjamin (16)

Barnett, William (15)

GUPTA, RANGAN (12)

Mantegna, Rosario (12)

Watson, Mark (12)

Taylor, John (11)

Stock, James (10)

Wieland, Volker (10)

Prescott, Edward (10)

Main data


Where Periklis Gogas has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications4
Journal of Economic Studies3
Journal of Forecasting2
The Journal of Economic Asymmetries2
Applied Financial Economics2
Computational Economics2
Open Economies Review2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis12
MPRA Paper / University Library of Munich, Germany8
Working Papers / University of Pretoria, Department of Economics4
Papers / arXiv.org3
Working Papers Series / Central Bank of Brazil, Research Department2

Recent works citing Periklis Gogas (2019 and 2018)


YearTitle of citing document
2017Chaos in energy and commodity markets: a controversial matter. (2017). Vellucci, Pierluigi ; Mastroeni, Loretta . In: Papers. RePEc:arx:papers:1611.07432.

Full description at Econpapers || Download paper

2019A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (2018). Donnat, Philippe ; Bi, Mikolaj ; Nielsen, Frank ; Marti, Gautier . In: Papers. RePEc:arx:papers:1703.00485.

Full description at Econpapers || Download paper

2018National debts and government deficits within European Monetary Union: Statistical evidence of economic issues. (2018). Coccia, Mario. In: Papers. RePEc:arx:papers:1806.07830.

Full description at Econpapers || Download paper

2018Some Statistical Problems with High Dimensional Financial data. (2018). Chakrabarti, Arnab ; Sen, Rituparna. In: Papers. RePEc:arx:papers:1808.02953.

Full description at Econpapers || Download paper

2018Policy Uncertainty and the Demand for Money in Australia: an Asymmetry Analysis. (2018). Bahmani-Oskooee, Mohsen ; Nayeri, Majid Maki ; Bahmanioskooee, Mohsen. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:456-469.

Full description at Econpapers || Download paper

2018The real peso–dollar rate and US–Mexico industry trade: an asymmetric analysis. (2018). Hegerty, Scott ; Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah ; Bahmanioskooee, Mohsen. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:65:y:2018:i:4:p:350-389.

Full description at Econpapers || Download paper

2017A MODEL OF RATING OF EASTERN EUROPEAN BANKS. (2017). Lucian, Gaban ; Alin, Fetita ; ionue -Marius, Rus . In: Revista Economica. RePEc:blg:reveco:v:69:y:2017:i:3:p:42-56.

Full description at Econpapers || Download paper

2017The Demand for Divisia Money: Theory and Evidence. (2017). Ireland, Peter ; Belongia, Michael. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:937.

Full description at Econpapers || Download paper

2017The Asymmetric Effects of Exchange Rate Changes on the Trade Balance of Singapore. (2017). Bahmani-Oskooee, Mohsen ; Hanafiah, Harvey. In: Global Economy Journal. RePEc:bpj:glecon:v:17:y:2017:i:4:p:11:n:4.

Full description at Econpapers || Download paper

2017Is Europe an Optimal Political Area?. (2017). Trebbi, Francesco ; Tabellini, Guido ; Alesina, Alberto. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6469.

Full description at Econpapers || Download paper

2017Is Europe an Optimal Political Area?. (2017). Trebbi, Francesco ; Tabellini, Guido ; Alesina, Alberto. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12017.

Full description at Econpapers || Download paper

2018Estimation of the common component in Dynamic Factor Models. (2018). Sanchez, Daniel Pea ; Navarro, Angela Caro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:27047.

Full description at Econpapers || Download paper

2017Carry trade returns with Support Vector Machines. (2017). Colombo, Emilio ; Rossignoli, Roberto ; Forte, Gianfranco. In: DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo. RePEc:dis:wpaper:dis1705.

Full description at Econpapers || Download paper

2018Efficiency or speculation? A dynamic analysis of the Bitcoin market. (2018). Tiwari, Aviral ; Selmi, Refk ; Hammoudeh, Shawkat. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00395.

Full description at Econpapers || Download paper

2019Strategic direction re-evaluation of bank ratings in Brazil. (2019). Lima, Fabiano Guasti ; Domeneghetti, Valdir. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-01030.

Full description at Econpapers || Download paper

2017Financial globalisation, monetary policy spillovers and macro-modelling: tales from 1001 shocks. (2017). Georgiadis, Georgios ; Janokova, Martina . In: Working Paper Series. RePEc:ecb:ecbwps:20172082.

Full description at Econpapers || Download paper

2017Forecasting house prices using dynamic model averaging approach: Evidence from China. (2017). Wei, YU ; Cao, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:147-155.

Full description at Econpapers || Download paper

2017Ratings based Inference and Credit Risk: Detecting likely-to-fail Banks with the PC-Mahalanobis Method. (2017). Pompella, Maurizio ; Dicanio, Antonio. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:34-44.

Full description at Econpapers || Download paper

2017The inefficiency of Bitcoin revisited: A dynamic approach. (2017). Fernandez Bariviera, Aurelio. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:1-4.

Full description at Econpapers || Download paper

2018Asymmetric effects of exchange rate changes on the Malaysia-China commodity trade. (2018). Bahmani-Oskooee, Mohsen ; Aftab, Muhammad. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:3:p:470-486.

Full description at Econpapers || Download paper

2018A tripartite inquiry into volatility-efficiency-integration nexus - case of emerging markets. (2018). Rizvi, Syed Aun R. ; Alam, Nafis ; Arshad, Shaista ; Aun, Syed . In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:143-161.

Full description at Econpapers || Download paper

2018Coal overcapacity in China: Multiscale analysis and prediction. (2018). Wang, Delu ; Liu, Yun ; Song, Xuefeng. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:244-257.

Full description at Econpapers || Download paper

2019The VEC-NAR model for short-term forecasting of oil prices. (2019). Wei, Yi-Ming ; Fan, Tijun ; Li, Tian ; Cheng, Fangzheng. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:656-667.

Full description at Econpapers || Download paper

2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

Full description at Econpapers || Download paper

2017Asymmetry in spillover effects: Evidence for international stock index futures markets. (2017). Lau, Chi Keung ; Brzeszczynski, Janusz ; Marco, Chi Keung ; Yarovaya, Larisa ; Brzeszczyski, Janusz. In: International Review of Financial Analysis. RePEc:eee:finana:v:53:y:2017:i:c:p:94-111.

Full description at Econpapers || Download paper

2018Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Yoon, Seong-Min ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

Full description at Econpapers || Download paper

2019The drivers of Bitcoin demand: A short and long-run analysis. (2019). Perote, Javier ; de la Fuente, Gabriel ; de la Horra, Luis P. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:21-34.

Full description at Econpapers || Download paper

2017The depreciation of the pound post-Brexit: Could it have been predicted?. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:206-213.

Full description at Econpapers || Download paper

2019Predicting European bank stress tests: Survival of the fittest. (2019). López-Iturriaga, Félix ; Sanz, Ivan Pastor ; Lopez-Iturriaga, Felix J ; Kolari, James W. In: Global Finance Journal. RePEc:eee:glofin:v:39:y:2019:i:c:p:44-57.

Full description at Econpapers || Download paper

2017Can investors gain from investing in certain sectors?. (2017). Narayan, Seema ; Ahmed, Huson Ali . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:160-177.

Full description at Econpapers || Download paper

2018A network approach to unravel asset price comovement using minimal dependence structure. (2018). de Carvalho, Pablo ; Gupta, Aparna ; Campos, Pablo Jose. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:91:y:2018:i:c:p:119-132.

Full description at Econpapers || Download paper

2018Fundamentals and exchange rate forecastability with simple machine learning methods. (2018). Stoltz, Gilles ; Michalski, Tomasz ; Amat, Christophe . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:1-24.

Full description at Econpapers || Download paper

2017Asymmetric paths of public debts and of general government deficits across countries within and outside the European monetary unification and economic policy of debt dissolution. (2017). Coccia, Mario. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:15:y:2017:i:c:p:17-31.

Full description at Econpapers || Download paper

2017On the value of the dollar and income inequality: Asymmetric evidence from state level data in the U.S.. (2017). Bahmani-Oskooee, Mohsen ; Motavallizadeh-Ardakani, Amid. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:16:y:2017:i:c:p:64-78.

Full description at Econpapers || Download paper

2017Analysis of the efficiency–integration nexus of Japanese stock market. (2017). Rizvi, Syed Aun R. ; Aun, Syed ; Arshad, Shaista. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:470:y:2017:i:c:p:296-308.

Full description at Econpapers || Download paper

2017Examining the efficiency and interdependence of US credit and stock markets through MF-DFA and MF-DXA approaches. (2017). Shahzad, Syed Jawad Hussain ; Mensi, walid ; Kumar, Ronald ; Nor, Safwan Mohd ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:351-363.

Full description at Econpapers || Download paper

2017How did China’s foreign exchange reform affect the efficiency of foreign exchange market?. (2017). Ning, YE ; Su, Chi-Wei ; Wang, Yiming. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:219-226.

Full description at Econpapers || Download paper

2017Frequency aspects of information transmission in a network of three western equity markets. (2017). Schmidbauer, Harald ; Uluceviz, Erhan ; Rosch, Angi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:933-946.

Full description at Econpapers || Download paper

2018Investigation of multifractality in the Brazilian stock market. (2018). Maganini, Natalia Diniz ; Lima, Fabiano Guasti ; da Silva, Antonio Carlos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:258-271.

Full description at Econpapers || Download paper

2018An ILP based memetic algorithm for finding minimum positive influence dominating sets in social networks. (2018). Lin, Geng ; Feng, Huibin ; Guan, Jian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:500:y:2018:i:c:p:199-209.

Full description at Econpapers || Download paper

2018Stock market efficiency: A comparative analysis of Islamic and conventional stock markets. (2018). Ali, Sajid ; Al-Yahyaee, Khamis Hamed ; Raza, Naveed ; Hussain, Syed Jawad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:139-153.

Full description at Econpapers || Download paper

2018The transmission of fluctuation among price indices based on Granger causality network. (2018). Sun, Qingru ; Hao, Xiaoqing ; Chen, Zhihua ; Wen, Shaobo ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:36-49.

Full description at Econpapers || Download paper

2018The multifractal properties of Euro and Pound exchange rates and comparisons. (2018). Ning, YE ; Wang, Yiming ; Han, Chenyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:578-587.

Full description at Econpapers || Download paper

2018Multifractal analysis of Bitcoin market. (2018). da Silva, Antonio Carlos ; de Almeida, Eduardo Fonseca ; Maganini, Natalia Diniz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:954-967.

Full description at Econpapers || Download paper

2019The high frequency multifractal properties of Bitcoin. (2019). Lahmiri, Salim ; Bekiros, Stelios ; Babalos, Vassilios ; Stavroyiannis, Stavros ; Uddin, Gazi Salah. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:520:y:2019:i:c:p:62-71.

Full description at Econpapers || Download paper

2017Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks. (2017). Georgiadis, Georgios ; Jancokova, Martina . In: Globalization Institute Working Papers. RePEc:fip:feddgw:314.

Full description at Econpapers || Download paper

2018Using the Entire Yield Curve in Forecasting Output and Inflation. (2018). Hillebrand, Eric ; Li, Canlin ; Lee, Tae-Hwy ; Huang, Huiyu . In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:40-:d:166513.

Full description at Econpapers || Download paper

2018Probabilistic Electricity Price Forecasting Models by Aggregation of Competitive Predictors. (2018). Monteiro, Claudio ; Fernandez-Jimenez, Alfredo L ; Ramirez-Rosado, Ignacio J. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1074-:d:143481.

Full description at Econpapers || Download paper

2018Forecasting Electricity Market Price for End Users in EU28 until 2020—Main Factors of Influence. (2018). Pezzutto, Simon ; Dunjic, Stefan ; Zambotti, Stefano ; Grilli, Gianluca. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:6:p:1460-:d:150820.

Full description at Econpapers || Download paper

2018Asymmetric Effects of Policy Uncertainty on the Demand for Money in the United States. (2018). Bahmani-Oskooee, Mohsen ; Maki-Nayeri, Majid. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2018:i:1:p:1-:d:191880.

Full description at Econpapers || Download paper

2019Efficiency and Multifractality Analysis of the Chinese Stock Market: Evidence from Stock Indices before and after the 2015 Stock Market Crash. (2019). Xu, Yingying ; Wang, Yiming ; Han, Chenyu. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:6:p:1699-:d:215836.

Full description at Econpapers || Download paper

2017The Impact of Foreign Investor Trading Activity on Vietnamese Stock Market. (2017). Nguyen, Tri Minh . In: International Journal of Marketing Studies. RePEc:ibn:ijmsjn:v:9:y:2017:i:1:p:109-118.

Full description at Econpapers || Download paper

2019UNDERSTANDING ASIAN EMERGING STOCK MARKETS. (2019). Aun, Syed ; Haroon, Omair ; Arshad, Shaista. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:1:y:2019:i:sp4:p:1-16.

Full description at Econpapers || Download paper

2017Is Europe an Optimal Political Area?. (2017). Trebbi, Francesco ; Tabellini, Guido ; Alesina, Alberto. In: Working Papers. RePEc:igi:igierp:601.

Full description at Econpapers || Download paper

2019Buy, Sell or Hold: Entity-Aware Classification of Business News. (2019). Malo, Pekka ; Kumar, Rishu ; Kedas, Satishwar ; Sinha, Ankur. In: IIMA Working Papers. RePEc:iim:iimawp:14607.

Full description at Econpapers || Download paper

2017The Demand for Money for EMU: A Flexible Functional Form Approach. (2017). Barnett, William ; Gaekwad, Neepa B. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201704.

Full description at Econpapers || Download paper

2017FINANCIAL FIRM PRODUCTION OF INSIDE MONETARY AND CREDIT CARD SERVICES: AN AGGREGATION THEORETIC APPROACH1. (2017). Barnett, William ; Su, Liting . In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201707.

Full description at Econpapers || Download paper

2018Monetary Services Aggregation under Uncertainty: A Behavioral Economics Extension Using Choquet Expectation. (2018). Barnett, William ; Zhang, Jianbo. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:201806.

Full description at Econpapers || Download paper

2017The Role of Current Account Balance in Forecasting the US Equity Premium: Evidence From a Quantile Predictive Regression Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Majumdar, Anandamayee. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:1:d:10.1007_s11079-016-9408-x.

Full description at Econpapers || Download paper

2017Business Cycle Synchronization in the EMU: Core vs. Periphery. (2017). Belke, Ansgar ; Gros, Daniel ; Domnick, Clemens. In: Open Economies Review. RePEc:kap:openec:v:28:y:2017:i:5:d:10.1007_s11079-017-9465-9.

Full description at Econpapers || Download paper

2018Broker-dealer Leverage and the Stock Market. (2018). Serletis, Apostolos ; Istiak, Khandokar. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-017-9448-x.

Full description at Econpapers || Download paper

2018The Demand for Money for EMU: a Flexible Functional Form Approach. (2018). Barnett, William ; Gaekwad, Neepa B. In: Open Economies Review. RePEc:kap:openec:v:29:y:2018:i:2:d:10.1007_s11079-017-9453-0.

Full description at Econpapers || Download paper

2019Defaultnomics: Making Sense of the Barro-Ricardo Equivalence in a Financialized World. (2019). Mastromatteo, Giuseppe ; Esposito, Lorenzo. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_933.

Full description at Econpapers || Download paper

2018Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand . In: Cahiers de recherche. RePEc:lvl:crrecr:1815.

Full description at Econpapers || Download paper

2018Asymmetric Cointegration, Nonlinear ARDL, and the J-Curve: A Bilateral Analysis of China and Its 21 Trading Partners. (2018). Bahmani-Oskooee, Mohsen ; Zhang, Yun ; Bose, Niloy . In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:13:p:3131-3151.

Full description at Econpapers || Download paper

2017Is Europe an Optimal Political Area?. (2017). Trebbi, Francesco ; Tabellini, Guido ; Alesina, Alberto. In: NBER Working Papers. RePEc:nbr:nberwo:23325.

Full description at Econpapers || Download paper

2017Russian Bank Credit Ratings and Bank License Withdrawal 2012-2016. (2017). Peresetsky, Anatoly ; Zhivaikina, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2017i:36:p:49-80.

Full description at Econpapers || Download paper

2017Bangladesh’s Trade Partners and the J-Curve: An Asymmetry Analysis. (2017). Bahmani-Oskooee, Mohsen ; Kashem, Muhammad ; Rahman, Mir Obaidur . In: MPRA Paper. RePEc:pra:mprapa:81208.

Full description at Econpapers || Download paper

2017Malaysia-Japan Commodity Trade and Asymmetric Effects of Exchange Rate Changes. (2017). Bahmani-Oskooee, Mohsen ; Aftab, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:81213.

Full description at Econpapers || Download paper

2017The Demand for Money for EMU: A Flexible Functional Form Approach. (2017). Barnett, William ; Gaekwad, Neepa . In: MPRA Paper. RePEc:pra:mprapa:81466.

Full description at Econpapers || Download paper

2017How Sensitive are the U.S. Inpayments and Outpayments to Exchange Rate Changes: An Asymmetry Analysis. (2017). Bahmani-Oskooee, Mohsen ; Fariditavana, Hadiseh. In: MPRA Paper. RePEc:pra:mprapa:81829.

Full description at Econpapers || Download paper

2017Financial Firm Production of Inside Monetary and Credit Card Services: An Aggregation Theoretic Approach. (2017). Barnett, William ; Su, Liting . In: MPRA Paper. RePEc:pra:mprapa:82061.

Full description at Econpapers || Download paper

2017Policy Uncertainty and the Demand for Money in Australia: An Asymmetry Analysis. (2017). Bahmani-Oskooee, Mohsen ; Nayeri, Majid Maki. In: MPRA Paper. RePEc:pra:mprapa:82846.

Full description at Econpapers || Download paper

2017Do Inpayments and Outpayments Respond to Exchange Rate Changes Asymmetrically? Evidence from Malaysia. (2017). Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah. In: MPRA Paper. RePEc:pra:mprapa:82942.

Full description at Econpapers || Download paper

2017Asymmetric effects of exchange rate changes on the Malaysia-China commodity trade. (2017). Bahmani-Oskooee, Mohsen ; Aftab, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:83024.

Full description at Econpapers || Download paper

2018Monetary Services Aggregation under Uncertainty: A Behavioral Economics Extension Using Choquet Expectation. (2018). Barnett, William ; Jianbo, Zhang ; Qing, Han. In: MPRA Paper. RePEc:pra:mprapa:88261.

Full description at Econpapers || Download paper

2018Effect of Aging on Urban Land Prices in China. (2018). Sun, Tianyu ; Sharpe, Keiran ; Chand, Satish. In: MPRA Paper. RePEc:pra:mprapa:89237.

Full description at Econpapers || Download paper

2017Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach. (2017). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Akadiri, Seyi. In: Working Papers. RePEc:pre:wpaper:201741.

Full description at Econpapers || Download paper

2017Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Katrakilidis, Constantinos. In: Working Papers. RePEc:pre:wpaper:201765.

Full description at Econpapers || Download paper

2017Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks. (2017). Wohar, Mark ; GUPTA, RANGAN ; Suleman, Tahir. In: Working Papers. RePEc:pre:wpaper:201767.

Full description at Econpapers || Download paper

2017The Role of Economic Uncertainty in Forecasting Exchange Rate Returns and Realized Volatility: Evidence from Quantile Predictive Regressions. (2017). GUPTA, RANGAN ; Suleman, Tahir ; Hassapis, Christis ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201774.

Full description at Econpapers || Download paper

2018Persistence of Economic Uncertainty: A Comprehensive Analysis. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201810.

Full description at Econpapers || Download paper

2018Are BRICS Exchange Rates Chaotic?. (2018). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN ; Gil-Alana, Luis. In: Working Papers. RePEc:pre:wpaper:201822.

Full description at Econpapers || Download paper

2018Is There a Role for Uncertainty in Forecasting Output Growth in OECD Countries? Evidence from a Time Varying Parameter-Panel Vector Autoregressive Model. (2018). GUPTA, RANGAN ; Sheng, Xin ; Marco, Chi Keung ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201823.

Full description at Econpapers || Download paper

2018Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201836.

Full description at Econpapers || Download paper

2018Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?. (2018). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201859.

Full description at Econpapers || Download paper

2018Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment. (2018). GUPTA, RANGAN ; Nyakabawo, Wendy ; Marco, Chi Keung. In: Working Papers. RePEc:pre:wpaper:201866.

Full description at Econpapers || Download paper

2018Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration. (2018). Wohar, Mark ; GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201875.

Full description at Econpapers || Download paper

2019Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis. (2019). GUPTA, RANGAN ; Torrent, Hudson S ; Suleman, Tahir ; Caldeira, Joao F. In: Working Papers. RePEc:pre:wpaper:201911.

Full description at Econpapers || Download paper

2019Is the Housing Market in the United States Really Weakly-Efficient?. (2019). Wohar, Mark E ; Gupta, Rangan ; Tiwari, Aviral Kumar. In: Working Papers. RePEc:pre:wpaper:201934.

Full description at Econpapers || Download paper

2018Actual and Expected Inflation in the U.S.: A Time-Frequency View. (2018). Xu, Yingying ; Ortiz, Jaime ; Liu, Zhixin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2018:i:1:p:42-62.

Full description at Econpapers || Download paper

2017“CHAOS” IN ENERGY AND COMMODITY MARKETS: A CONTROVERSIAL MATTER. (2017). Mastroeni, Loretta ; Vellucci, Pierluigi . In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0218.

Full description at Econpapers || Download paper

2018Public debt and economic growth in Spain, 1851–2013. (2018). Esteve, Vicente ; Tamarit, Cecilio. In: Cliometrica. RePEc:spr:cliomt:v:12:y:2018:i:2:d:10.1007_s11698-017-0159-8.

Full description at Econpapers || Download paper

2017Are Microstates Necessarily Led by Their Bigger Neighbors’ Business Cycle? The Case of Liechtenstein and Switzerland. (2017). Brunhart, Andreas. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0013-x.

Full description at Econpapers || Download paper

2019Further evidence on the validity of purchasing power parity in selected African countries. (2019). Gyamfi, E N ; Appiah, E F. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:43:y:2019:i:2:d:10.1007_s12197-018-9449-7.

Full description at Econpapers || Download paper

2017A Short Note on the Funding of Investment Firms Across the Crisis: Did the Turmoil Bring Changes?. (2017). Bressan, Silvia. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:7:y:2017:i:1:f:7_1_3.

Full description at Econpapers || Download paper

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

Periklis Gogas is editor of


Journal
DUTH Research Papers in Economics

Works by Periklis Gogas:


YearTitleTypeCited
1999The North American Natural Gas Liquids Markets are Chaotic In: The Energy Journal.
[Full Text][Citation analysis]
article16
1998The North American Natural Gas Liquids Markets are Chaotic..(1998) In: Calgary - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 16
paper
1999The North American natural gas liquids markets are chaotic.(1999) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2007The North American Natural Gas Liquids Markets are Chaotic.(2007) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
chapter
2010GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries In: Papers.
[Full Text][Citation analysis]
paper0
2010GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries.(2010) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Fiscal shocks and asymmetric effects: a comparative analysis In: Papers.
[Full Text][Citation analysis]
paper2
2015Fiscal shocks and asymmetric effects: A comparative analysis.(2015) In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
article
2017Forecasting the U.S. Real House Price Index In: Papers.
[Full Text][Citation analysis]
paper24
2014Forecasting the U.S. Real House Price Index.(2014) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 24
paper
2014Forecasting the U.S. Real House Price Index.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2014Forecasting the U.S. Real House Price Index.(2014) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 24
paper
2013Complex Networks and Banking Systems Supervision In: Working Papers Series.
[Full Text][Citation analysis]
paper14
2013Complex networks and banking systems supervision.(2013) In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
article
2013Asymmetric Effects of Monetary Policy in the U.S. and Brazil In: Working Papers Series.
[Full Text][Citation analysis]
paper4
2013Asymmetric Effects of Monetary Policy in the U.S. and Brazil.(2013) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2015Yield Curve Point Triplets in Recession Forecasting In: International Finance.
[Full Text][Citation analysis]
article2
2002Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions In: Working Papers.
[Full Text][Citation analysis]
paper39
2014Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions.(2014) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 39
article
2013Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach In: Economics Bulletin.
[Full Text][Citation analysis]
article7
2013Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach.(2013) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2014Forecasting energy markets using support vector machines In: Energy Economics.
[Full Text][Citation analysis]
article15
2009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article52
2018Forecasting bank failures and stress testing: A machine learning approach In: International Journal of Forecasting.
[Full Text][Citation analysis]
article1
2004Long-horizon regression tests of the theory of purchasing power parity In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article14
2014Public debt and private consumption in OECD countries In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article5
2014Public Debt and Private Consumption in OECD countries.(2014) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2016International business cycle synchronization since the 1870s: Evidence from a novel network approach In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article2
2015International Business Cycle Synchronization since the 1870s: Evidence from a Novel Network Approach.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2015International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach.(2015) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Bank supervision using the Threshold-Minimum Dominating Set In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2017Income inequality: A complex network analysis of US states In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article0
1997Chaos in East European black market exchange rates In: Research in Economics.
[Full Text][Citation analysis]
article23
1997Chaos in East European Black-Market Exchange Rates..(1997) In: Calgary - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 23
paper
2007The Feldstein-Horioka puzzle in an ARIMA framework In: Journal of Economic Studies.
[Full Text][Citation analysis]
article4
2009Forecasting in inefficient commodity markets In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2015Are there asymmetries in fiscal policy shocks? In: Journal of Economic Studies.
[Full Text][Citation analysis]
article15
2014Forecasting bank credit ratings In: Journal of Risk Finance.
[Full Text][Citation analysis]
article4
2013Forecasting Bank Credit Ratings.(2013) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2014Forecasting Bank Credit Ratings.(2014) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2013Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]
article1
2013Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection.(2013) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010Forecast evaluation in daily commodities futures markets In: International Journal of Financial Markets and Derivatives.
[Full Text][Citation analysis]
article0
2016Convergence of European Business Cycles: A Complex Networks Approach In: Computational Economics.
[Full Text][Citation analysis]
article1
2014Convergence of European Business Cycles: A Complex Networks Approach.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2018A Network Analysis of the United Kingdom’s Consumer Price Index In: Computational Economics.
[Full Text][Citation analysis]
article1
2015A Network Analysis of the United Kingdom’s Consumer Price Index.(2015) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity In: International Advances in Economic Research.
[Full Text][Citation analysis]
article5
2009Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2012Episodic Nonlinearity in Leading Global Currencies In: Open Economies Review.
[Full Text][Citation analysis]
article5
2010Episodic Nonlinearity in Leading Global Currencies.(2010) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2013Interest Rates, Leverage, and Money In: Open Economies Review.
[Full Text][Citation analysis]
article8
2013Business cycle synchronisation in the European Union: The effect of the common currency In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
article13
2013Business Cycle Synchronization in the European Union: The Effect of the Common Currency.(2013) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2009Two speed Europe and business cycle synchronization in the European Union: The effect of the common currency In: MPRA Paper.
[Full Text][Citation analysis]
paper4
2005The revenue smoothing hypothesis in an ARIMA Framework: Evidence from the United States, in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics In: MPRA Paper.
[Full Text][Citation analysis]
paper0
1997On the construction of cersonal, corporate and effective overall marginal tax rates for Canada (1977-1992) In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2010The interest rate spread as a forecasting tool of greek industrial production In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Asymmetric Fiscal Policy Shocks In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Asymmetric Fiscal Policy Shocks.(2013) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Asymmetric Fiscal Policy Shocks.(2013) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Asymmetric Fiscal Policy Shocks.(2013) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014US Inflation Dynamics on Long Range Data In: Working Papers.
[Citation analysis]
paper6
2015US inflation dynamics on long range data.(2015) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2015US inflation dynamics on long-range data.(2015) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
article
2016The Term Premium as a Leading Macroeconomic Indicator In: Working Papers.
[Citation analysis]
paper1
2017Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach In: Working Papers.
[Citation analysis]
paper0
2018Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach.(2018) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2018The Fama 3 and Fama 5 factor models under a machine learning framework In: Working Paper series.
[Full Text][Citation analysis]
paper0
2014A Novel Banking Supervision Method using the Minimum Dominating Set In: Working Paper series.
[Full Text][Citation analysis]
paper0
2014A novel Banking Supervision Method using the Minimum Dominating Set.(2014) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Yield curve and Recession Forecasting in a Machine Learning Framework In: Working Paper series.
[Full Text][Citation analysis]
paper3
2014Yield Curve and Recession Forecasting in a Machine Learning Framework.(2014) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2014European Business Cycle Synchronization: a Complex Network Perspective In: Working Paper series.
[Full Text][Citation analysis]
paper1
2014Market Sentiment and Exchange Rate Directional Forecasting In: Working Paper series.
[Full Text][Citation analysis]
paper2
2013Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques In: Working Paper series.
[Full Text][Citation analysis]
paper3
2013Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques.(2013) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2010Does the Interest Risk Premium Predict Housing Prices? In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper2
2010Asynchronous Business Cycles in the E.U.: the Effect of the Common Currency In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper0
2012Economic Viability And Macroeconomic Impact Of The Burgas - Alexandroupolis Pipeline In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper0
2012Optimum Currency Areas within the US and Canada a Data Analysis Approach In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper0
2012Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper2
2013Forecasting daily and monthly exchange rates with machine learning techniques In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper3
2015Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques.(2015) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2014Analyzing the co-movements of the US Gross State Product Growth with the use of the Minimum Dominating Set In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper0
2014Convergence of European Business Cycles: Evidence from a Graph Theory-based Model In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper0
2014A Novel Banking Supervision Method using a Threshold-Minimum Dominating Set In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper0
2016Income Inequality: A State-by-State Complex Network Analysis In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper3
2016Income Inequality: A State-by-State Complex Network Analysis.(2016) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2019The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper1
2017The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach.(2017) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2016Testing Exchange Rate Models in a Small Open Economy: an SVR Approach In: Bulletin of Applied Economics.
[Full Text][Citation analysis]
article2
2019A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone In: Journal of Risk & Control.
[Full Text][Citation analysis]
article0
2012GDP trend deviations and the yield spread: the case of eight E.U. countries In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2000Purchasing power parity, nonlinearity and chaos In: Applied Financial Economics.
[Full Text][Citation analysis]
article25
2013Testing purchasing power parity in a DFA rolling Hurst framework: the case of 23 OECD countries In: Applied Financial Economics.
[Full Text][Citation analysis]
article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team