Periklis Gogas : Citation Profile


Are you Periklis Gogas?

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

13

H index

16

i10 index

564

Citations

RESEARCH PRODUCTION:

50

Articles

63

Papers

4

Chapters

EDITOR:

1

Series edited

RESEARCH ACTIVITY:

   25 years (1997 - 2022). See details.
   Cites by year: 22
   Journals where Periklis Gogas has often published
   Relations with other researchers
   Recent citing documents: 83.    Total self citations: 36 (6 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgo217
   Updated: 2022-08-06    RAS profile: 2022-05-06    
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Relations with other researchers


Works with:

Papadimitriou, Theophilos (19)

Plakandaras, Vasilios (11)

GUPTA, RANGAN (7)

Sarantitis, Georgios (2)

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

Is cited by:

Bahmani-Oskooee, Mohsen (56)

GUPTA, RANGAN (50)

Barnett, William (38)

Serletis, Apostolos (32)

Plakandaras, Vasilios (19)

Wohar, Mark (18)

Tabak, Benjamin (13)

Rizvi, Syed Aun R. (9)

Bouri, Elie (8)

Fernandez Bariviera, Aurelio (7)

Sensoy, Ahmet (7)

Cites to:

Papadimitriou, Theophilos (34)

Tabak, Benjamin (22)

GUPTA, RANGAN (20)

Serletis, Apostolos (20)

Watson, Mark (20)

Stock, James (19)

Barnett, William (18)

Estrella, Arturo (17)

Plakandaras, Vasilios (15)

Taylor, John (13)

Prescott, Edward (13)

Main data


Where Periklis Gogas has published?


Journals with more than one article published# docs
Computational Economics5
Physica A: Statistical Mechanics and its Applications4
Journal of Forecasting3
Journal of Economic Studies3
The Journal of Economic Asymmetries3
Open Economies Review2
Applied Financial Economics2
Applied Economics Letters2

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 Economics6
Papers / arXiv.org3
Working Papers Series / Central Bank of Brazil, Research Department2

Recent works citing Periklis Gogas (2022 and 2021)


YearTitle of citing document
2022Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach. (2021). Choi, Jaehyuk ; Sohn, Sungbin ; Ge, Desheng. In: Papers. RePEc:arx:papers:2101.09394.

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2021Forecasting with Deep Learning: S&P 500 index. (2021). Gurrib, Ikhlaas ; Smail, Linda ; Kamalov, Firuz. In: Papers. RePEc:arx:papers:2103.14080.

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2021A Sentiment-based Risk Indicator for the Mexican Financial Sector. (2021). Palma, Brenda ; Fernandez, Raul ; Rho, Caterina. In: Working Papers. RePEc:bdm:wpaper:2021-04.

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2021On the asymmetric effects of exchange?rate volatility on trade flows: Evidence from Korea?U.S. commodity trade. (2021). Baek, Jungho ; Bahmani-Oskooee, Mohsen ; Bahmanioskooee, Mohsen. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:4:p:594-629.

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2022On the link between U.S.?China commodity trade and exchange rate uncertainty: An asymmetric analysis. (2022). Bahmani-Oskooee, Mohsen ; Karamelikli, Huseyin ; Bahmanioskooee, Mohsen ; Xu, Jia. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:1:p:87-137.

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2022The U.S.?Canadian trade and exchange rate uncertainty: Asymmetric evidence from commodity trade. (2022). Bahmani-Oskooee, Mohsen ; Harvey, Hanafiah ; Bahmanioskooee, Mohsen. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:3:p:841-866.

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2021Comparing minds and machines: implications for financial stability. (2021). Haldane, Andy ; Buckmann, Marcus ; Huser, Anne-Caroline. In: Bank of England working papers. RePEc:boe:boeewp:0937.

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2021Behavioural Economics, What Have we Missed? Exploring “Classical” Behavioural Economics Roots in AI, Cognitive Psychology, and Complexity Theory. (2021). Torgler, Benno ; Bickley, Steve J. In: CREMA Working Paper Series. RePEc:cra:wpaper:2021-21.

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2021A machine learning-based surrogate model to approximate optimal building retrofit solutions. (2021). Orehounig, Kristina ; Lucchi, Aurelien ; Mavromatidis, Georgios ; Thrampoulidis, Emmanouil. In: Applied Energy. RePEc:eee:appene:v:281:y:2021:i:c:s0306261920314665.

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2021Monetary transmission in money markets: The not-so-elusive missing piece of the puzzle. (2021). Valcarcel, Victor (Vic) ; chen, zhengyang. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001494.

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2022A reconsideration of money growth rules. (2022). Ireland, Peter ; Belongia, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:135:y:2022:i:c:s0165188922000173.

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2021Does the real exchange rate play any role in the trade between Mexico and Canada? An asymmetric analysis. (2021). Bahmani-Oskooee, Mohsen ; Halicioglu, Ferda ; Harvey, Hanafiah. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:1-21.

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2021Financial and insurance services trade and role of the exchange rate: An asymmetric analysis. (2021). Bahmani-Oskooee, Mohsen ; Karamelikli, Huseyin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:358-367.

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2022On the asymmetric effects of exchange rate uncertainty on China’s bilateral trade with its major partners. (2022). Bahmani-Oskooee, Mohsen ; Karamelikli, Huseyin ; Xu, Jia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:653-669.

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2022Is money demand really unstable? Evidence from Divisia monetary aggregates. (2022). Adil, Masudul Hasan ; Ghosh, Taniya ; Barnett, William A. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:606-622.

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2021Does stock market liberalization mitigate litigation risk? Evidence from Stock Connect in China. (2021). Xiao, Lijuan ; Deng, Hui ; Xiong, Lingyun. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s026499932100170x.

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2021Are oil prices efficient?. (2021). Mehmood, Fahad ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista ; Gong, Qiang. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:362-370.

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2021U.S.-German commodity trade and the J-curve: New evidence from asymmetry analysis. (2021). Nouira, Ridha ; Bahmani-Oskooee, Mohsen. In: Economic Systems. RePEc:eee:ecosys:v:45:y:2021:i:2:s0939362520300868.

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2022The effect of exchange rate volatility on U.S. bilateral trade with Africa: A symmetric and asymmetric analysis. (2022). Bahmani-Oskooee, Mohsen ; Arize, Augustine C. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:1:s0939362521000273.

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2021Analysis and forecast of Chinas energy consumption structure. (2021). Su, Bin ; Zhang, Minglong ; Zeng, Sheng ; Tao, Qingmei ; Luo, Song ; Liu, Jun ; Gao, Yuan. In: Energy Policy. RePEc:eee:enepol:v:159:y:2021:i:c:s030142152100495x.

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2021A multivariate grey prediction model based on energy logistic equation and its application in energy prediction in China. (2021). Pang, Xinyu ; Duan, Huiming. In: Energy. RePEc:eee:energy:v:229:y:2021:i:c:s0360544221009646.

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2022Forecasting automobile gasoline demand in Australia using machine learning-based regression. (2022). Hensher, David A ; Zhou, BO ; Li, Zheng. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221025603.

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2021Gold, platinum and the predictability of bond risk premia. (2021). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309079.

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2021Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach. (2021). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Olson, Eric ; Kyei, Clement Kweku ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320301422.

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2021One model is not enough: Heterogeneity in cryptocurrencies’ multifractal profiles. (2021). Fernandez Bariviera, Aurelio. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303925.

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2022Stock returns and income inequality: Asymmetric evidence from state level data in the U.S.. (2022). Bahmani, Sahar ; Hasanzade, Mehrnoosh ; Bahmani-Oskooee, Mohsen. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000175.

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2021Modeling and predicting U.S. recessions using machine learning techniques. (2021). Vrontos, Ioannis D ; Galakis, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:647-671.

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2021Complexity, interconnectedness and stability: New perspectives applied to the European banking system. (2021). Bertrand, Jean-Louis ; Chabot, Miia. In: Journal of Business Research. RePEc:eee:jbrese:v:129:y:2021:i:c:p:784-800.

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2021Monetary services aggregation under uncertainty: A behavioral economics extension using Choquet expectation. (2021). Barnett, William ; Zhang, Jianbo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:182:y:2021:i:c:p:437-447.

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2021Destabilizing asymmetries in central banking: With some enlightenment from money in classical Athens. (2021). Bitros, George. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:23:y:2021:i:c:s1703494921000049.

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2021Markets as networks evolving step by step: Relational Event Models for the interbank market. (2021). Vu, Duy Q ; Zappa, Paola . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308554.

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2021Attitude interaction for financial price behaviours by contact system with small-world network topology. (2021). Wang, Jun ; Xiao, DI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:572:y:2021:i:c:s0378437121001369.

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2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic. (2021). Choi, Sun-Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:574:y:2021:i:c:s0378437121002600.

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2022Testing Long memory in exchange rates and its implications for the adaptive market hypothesis. (2022). Frommel, Michael ; Asif, Raheel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:593:y:2022:i:c:s0378437122000140.

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2021Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison. (2021). Rasheed, Abdul A ; Diniz, Eduardo H ; Diniz-Maganini, Natalia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000933.

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2022EU-27 bank failure prediction with C5.0 decision trees and deep learning neural networks. (2022). Virag, Miklos ; Kristof, Tamas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000320.

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2022Artificial intelligence and machine learning in finance: A bibliometric review. (2022). Hammami, Helmi ; el Ammari, Anis ; Alshater, Muneer M ; Ahmed, Shamima. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000344.

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2021US Export Earnings from and Import Payments to German Industries: Role of the Real Exchange Rate and Asymmetry. (2021). Saafi, S ; Nouira, R ; Bahmani-Oskooee, M. In: Economic Issues Journal Articles. RePEc:eis:articl:121bahmani.

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2021Long-Term Relationship Between Prices and Exchange Rates. (2021). , Zenonwisniewski ; Wisniewski, Zenon. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:1:p:63-86.

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2021Divisia Monetary Aggregates for Russia: Money Demand, GDP Nowcasting, and the Price Puzzle. (2021). Tochkov, Kiril ; El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:202101.

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2021Modeling Dynamic Multifractal Efficiency of US Electricity Market. (2021). Ferreira, Paulo ; Aslam, Faheem ; Ali, Haider. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:19:p:6145-:d:644089.

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2022International Natural Gas Price Trends Prediction with Historical Prices and Related News. (2022). Han, Xiaosong ; Fu, Jiasheng ; Liang, Yanchun ; Wang, Aoqing ; Guan, Renchu. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3573-:d:814831.

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2021The Yield Curve as a Leading Indicator: Accuracy and Timing of a Parsimonious Forecasting Model. (2021). Zhang, Dan ; Seip, Knut Lehre. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:25-436:d:564333.

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2021Predicting Bank Failures: A Synthesis of Literature and Directions for Future Research. (2021). Sathye, Milind ; Liu, Shuangzhe. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:474-:d:651714.

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2021Forecasting Commodity Prices Using the Term Structure. (2021). Qadan, Mahmoud ; Idilbi-Bayaa, Yasmeen. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:585-:d:695354.

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2021Predicting Gold and Silver Price Direction Using Tree-Based Classifiers. (2021). Sadorsky, Perry. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:5:p:198-:d:546254.

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2022Supervision of Banking Networks Using the Multivariate Threshold-Minimum Dominating Set (mT-MDS). (2022). Matthaiou, Maria-Artemis ; Papadimitriou, Theophilos ; Gogas, Periklis. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:253-:d:832428.

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2022A Review on Machine Learning for Asset Management. (2022). Prats, Maria A ; Baixauli-Soler, Juan Samuel ; Garcia-Garcia, Alberto ; Mirete-Ferrer, Pedro M. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:84-:d:793303.

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2021The Efficiency of the Polish Zloty Exchange Rate Market: The Uncovered Interest Parity and Fractal Analysis Approaches. (2021). Pietrych, Ukasz ; Czech, Katarzyna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:142-:d:606543.

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2021An Analysis of Bank Financial Strength Ratings and Credit Rating Data. (2021). Ruddy, John A. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:155-:d:622521.

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2021An Auxiliary Index for Reducing Brent Crude Investment Risk—Evaluating the Price Relationships between Brent Crude and Commodities. (2021). Chen, Yu-Wei ; Hsiao, Mu-Chun ; Chiu, Chui-Yu. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:5050-:d:547153.

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2021Is money demand really unstable? Evidence from divisia monetary aggregates. (2021). Ghosh, Taniya ; Barnett, William ; Adil, Masudul Hasan. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2021-005.

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2021(Since When) Are East and West German Business Cycles Synchronised?. (2021). Katja, Heinisch ; Stefan, Giessler ; Oliver, Holtemoller. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:241:y:2021:i:1:p:1-28:n:2.

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2021Multilateral Divisia Monetary Aggregates for the Euro Area. (2021). Barnett, William ; Gaekwad, Neepa . In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202108.

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2021Support Vector Machine Algorithms: An Application to Ship Price Forecasting. (2021). Syriopoulos, Theodore ; Karamanos, Ioannis ; Tsatsaronis, Michael . In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10032-2.

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2021A New Scalable Bayesian Network Learning Algorithm with Applications to Economics. (2021). Tsagris, Michail. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10065-7.

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2021Textual Machine Learning: An Application to Computational Economics Research. (2021). POLEMIS, MICHAEL ; Eleftheriou, Konstantinos ; Dowling, Michael ; Alexakis, Christos. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10077-3.

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2021A New Appraisal Model of Second-Hand Housing Prices in China’s First-Tier Cities Based on Machine Learning Algorithms. (2021). Li, Zhongwu ; Xu, Lulin. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:2:d:10.1007_s10614-020-09973-5.

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2021Does Capacity Utilization Predict Inflation? A Wavelet Based Evidence from United States. (2021). Bahramian, Pejman ; Saliminezhad, Andisheh. In: Computational Economics. RePEc:kap:compec:v:58:y:2021:i:4:d:10.1007_s10614-020-09990-4.

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2022A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions. (2022). Schurle, Michael ; Paraschiv, Florentina ; Wahlstrom, Ranik Raaen. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10113-w.

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2021The Turkey-US commodity trade and the asymmetric J-curve. (2021). Karamelikli, Huseyin ; Bahmani-Oskooee, Mohsen. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:4:d:10.1007_s10644-020-09298-1.

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2021Exchange rate volatility and Turkey–EU commodity trade: an asymmetry analysis. (2021). Durmaz, Nazif ; Bahmani-Oskooee, Mohsen. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:2:d:10.1007_s10663-020-09472-8.

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2021Asymmetric J-curve: evidence from UK-German commodity trade. (2021). Karamelikli, Huseyin ; Bahmani-Oskooee, Mohsen. In: Empirica. RePEc:kap:empiri:v:48:y:2021:i:4:d:10.1007_s10663-021-09502-z.

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2021U.S. – Italy commodity trade and the J-curve: new evidence from asymmetry analysis. (2021). Bahmani-Oskooee, Mohsen ; Nouira, Ridha. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:18:y:2021:i:1:d:10.1007_s10368-020-00472-4.

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2021Mapping the Global Business Cycle Network. (2021). Waelti, Sébastien ; Repele, Amalia. In: Open Economies Review. RePEc:kap:openec:v:32:y:2021:i:4:d:10.1007_s11079-020-09615-1.

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2021Machine learning in energy forecasts with an application to high frequency electricity consumption data. (2021). Wetzel, Heike ; Henze, Janosch ; Heilmann, Erik. In: MAGKS Papers on Economics. RePEc:mar:magkse:202135.

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2022Exchange Rate Volatility and Commodity Trade between U.K. and China: An Asymmetric Analysis. (2022). Bahmani-Oskooee, Mohsen ; Karamelikli, Huseyin. In: Chinese Economy. RePEc:mes:chinec:v:55:y:2022:i:1:p:41-65.

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2021Aplicación de la hipótesis de paridad de poder adquisitivo en el pronóstico de la tasa de cambio del peso colombiano contra el dólar estadounidense || Application of the purchasing power parity hypoth. (2021). Pea, Nicolas Aguilera ; Jimenez-Mendez, Edgar Ricardo. In: Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration. RePEc:pab:rmcpee:v:32:y:2021:i:1:p:29-48.

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2021Multilateral Divisia monetary aggregates for the Euro Area. (2021). Barnett, William ; Gaekwad, Neepa . In: MPRA Paper. RePEc:pra:mprapa:105528.

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2021“The Crooked Smile of TCR†: Banks’ Solvency and Restructuring Costs in the European Banking Industry. (2021). Karczmarczyk, Maciej ; Jackowicz, Krzysztof ; Iwanicz-Drozdowska, Magorzata. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211045962.

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2021Forging a new alliance between economics and engineering. (2021). Mariotti, Sergio. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:48:y:2021:i:4:d:10.1007_s40812-021-00187-w.

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2021The effect of hazard shock and disclosure information on property and land prices: a machine-learning assessment in the case of Japan. (2021). Peng, Ti-Ching. In: Review of Regional Research: Jahrbuch für Regionalwissenschaft. RePEc:spr:jahrfr:v:41:y:2021:i:1:d:10.1007_s10037-020-00148-1.

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2021Efficiency on the dynamic adjustment path in a financial market. (2021). Nawaz, Nasreen. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:45:y:2021:i:1:d:10.1007_s12197-020-09523-7.

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2022Interest rate sensitivity of demand for money and effectiveness of monetary policy: fresh evidence from combined cointegration test and ARDL approach. (2022). Matuka, Adelajda ; Hussain, Rafiq ; Adil, Masudul Hasan. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:7:d:10.1007_s43546-022-00249-8.

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2021On the asymmetric effects of exchange rate volatility on the trade flows of India with each of its fourteen partners. (2021). Bahmani-Oskooee, Mohsen ; Saha, Sujata. In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:14:y:2021:i:1:p:66-85.

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2021Fiscal rules’ compliance and Social Welfare.. (2021). Baret, Kea. In: Working Papers of BETA. RePEc:ulp:sbbeta:2021-38.

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2021Monetary Policy Dynamics in the United States. (2021). Abdul, Shobande Olatunji ; Oladimeji, Shodipe. In: Open Economics. RePEc:vrs:openec:v:4:y:2021:i:1:p:14-30:n:2.

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2021Model selection for one?day?ahead AUD/USD, AUD/EUR forecasts. (2021). Imam, Tasadduq. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1808-1824.

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2021Stock market liberalization, foreign institutional investors, and informational efficiency of stock prices: Evidence from an emerging market. (2021). Wang, Peng ; Liu, Jianghui. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5451-5471.

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2021Business cycles and macroeconomic asymmetries: New evidence from Eurozone and European countries. (2021). Sarantidis, Antonios ; Mitropoulos, Fotios ; Chionis, Dionysios. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:4:p:5977-5996.

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2022A two?stage Bayesian network model for corporate bankruptcy prediction. (2022). Hua, Shan ; Zhai, Jia ; Liu, Xiaoquan ; Cao, YI. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:455-472.

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2022Forecasting carbon price using a multi?objective least squares support vector machine with mixture kernels. (2022). Chevallier, Julien ; Wei, Yiming ; Wang, Ping ; Ye, Shunxin ; Zhu, Bangzhu. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:1:p:100-117.

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2022The Demand for Assets: Evidence from the Markov Switching Normalized Quadratic Model. (2022). Serletis, Apostolos ; Xu, Libo. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:4:p:989-1025.

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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.
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1998The North American Natural Gas Liquids Markets are Chaotic..(1998) In: Calgary - Department of Economics.
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This paper has another version. Agregated cites: 18
paper
1999The North American natural gas liquids markets are chaotic.(1999) In: MPRA Paper.
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paper
2007The North American Natural Gas Liquids Markets are Chaotic.(2007) In: World Scientific Book Chapters.
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This paper has another version. Agregated cites: 18
chapter
2010GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries In: Papers.
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paper0
2010GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries.(2010) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 0
paper
2013Fiscal shocks and asymmetric effects: a comparative analysis In: Papers.
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paper3
2015Fiscal shocks and asymmetric effects: A comparative analysis.(2015) In: The Journal of Economic Asymmetries.
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This paper has another version. Agregated cites: 3
article
2017Forecasting the U.S. Real House Price Index In: Papers.
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paper30
2015Forecasting the U.S. real house price index.(2015) In: Economic Modelling.
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This paper has another version. Agregated cites: 30
article
2014Forecasting the U.S. Real House Price Index.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 30
paper
2014Forecasting the U.S. Real House Price Index.(2014) In: Working Paper series.
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paper
2014Forecasting the U.S. Real House Price Index.(2014) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 30
paper
2013Complex Networks and Banking Systems Supervision In: Working Papers Series.
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paper19
2013Complex networks and banking systems supervision.(2013) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 19
article
2013Asymmetric Effects of Monetary Policy in the U.S. and Brazil In: Working Papers Series.
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paper6
2018Asymmetric effects of monetary policy in the U.S and Brazil.(2018) In: The Journal of Economic Asymmetries.
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article
2013Asymmetric Effects of Monetary Policy in the U.S. and Brazil.(2013) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 6
paper
2015Yield Curve Point Triplets in Recession Forecasting In: International Finance.
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article5
2002Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions In: Working Papers.
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2014Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions.(2014) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 57
article
2013Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach In: Economics Bulletin.
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article7
2013Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach.(2013) In: Working Paper series.
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This paper has another version. Agregated cites: 7
paper
2014Forecasting energy markets using support vector machines In: Energy Economics.
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article30
2009Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange In: International Review of Financial Analysis.
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article78
2018Forecasting bank failures and stress testing: A machine learning approach In: International Journal of Forecasting.
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article17
2004Long-horizon regression tests of the theory of purchasing power parity In: Journal of Banking & Finance.
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article17
2014Public debt and private consumption in OECD countries In: The Journal of Economic Asymmetries.
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article6
2014Public Debt and Private Consumption in OECD countries.(2014) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 6
paper
2016International business cycle synchronization since the 1870s: Evidence from a novel network approach In: Physica A: Statistical Mechanics and its Applications.
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article6
2015International Business Cycle Synchronization since the 1870s: Evidence from a Novel Network Approach.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 6
paper
2015International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach.(2015) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 6
paper
2016Bank supervision using the Threshold-Minimum Dominating Set In: Physica A: Statistical Mechanics and its Applications.
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article1
2017Income inequality: A complex network analysis of US states In: Physica A: Statistical Mechanics and its Applications.
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article1
1997Chaos in East European black market exchange rates In: Research in Economics.
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article26
1997Chaos in East European Black-Market Exchange Rates..(1997) In: Calgary - Department of Economics.
[Citation analysis]
This paper has another version. Agregated cites: 26
paper
2019A re-evaluation of the term spread as a leading indicator In: International Review of Economics & Finance.
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article2
2019Forecasting transportation demand for the U.S. market In: Transportation Research Part A: Policy and Practice.
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article1
2007The Feldstein-Horioka puzzle in an ARIMA framework In: Journal of Economic Studies.
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article4
2009Forecasting in inefficient commodity markets In: Journal of Economic Studies.
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article1
2015Are there asymmetries in fiscal policy shocks? In: Journal of Economic Studies.
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article57
2014Forecasting bank credit ratings In: Journal of Risk Finance.
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article10
2013Forecasting Bank Credit Ratings.(2013) In: Working Paper series.
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This paper has another version. Agregated cites: 10
paper
2014Forecasting Bank Credit Ratings.(2014) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 10
paper
2021Forecasting Natural Gas Spot Prices with Machine Learning In: Energies.
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article1
2018Oil Market Efficiency under a Machine Learning Perspective In: Forecasting.
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article2
2020Forecasting Credit Ratings of EU Banks In: IJFS.
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article1
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.
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article2
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.
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This paper has another version. Agregated cites: 2
paper
2010Forecast evaluation in daily commodities futures markets In: International Journal of Financial Markets and Derivatives.
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article0
2015Yield Curve and Recession Forecasting in a Machine Learning Framework In: Computational Economics.
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article18
2014Yield curve and Recession Forecasting in a Machine Learning Framework.(2014) In: Working Paper series.
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This paper has another version. Agregated cites: 18
paper
2014Yield Curve and Recession Forecasting in a Machine Learning Framework.(2014) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 18
paper
2016Convergence of European Business Cycles: A Complex Networks Approach In: Computational Economics.
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article4
2014Convergence of European Business Cycles: A Complex Networks Approach.(2014) In: Working Paper series.
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This paper has another version. Agregated cites: 4
paper
2018A Network Analysis of the United Kingdom’s Consumer Price Index In: Computational Economics.
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article3
2015A Network Analysis of the United Kingdom’s Consumer Price Index.(2015) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 3
paper
2021Gold Against the Machine In: Computational Economics.
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article1
2021Machine Learning in Economics and Finance In: Computational Economics.
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article2
2010Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity In: International Advances in Economic Research.
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article6
2009Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 6
paper
2012Episodic Nonlinearity in Leading Global Currencies In: Open Economies Review.
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article4
2010Episodic Nonlinearity in Leading Global Currencies.(2010) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 4
paper
2013Interest Rates, Leverage, and Money In: Open Economies Review.
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article13
2013Business cycle synchronisation in the European Union: The effect of the common currency In: OECD Journal: Journal of Business Cycle Measurement and Analysis.
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article20
2013Business Cycle Synchronization in the European Union: The Effect of the Common Currency.(2013) In: Working Paper series.
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This paper has another version. Agregated cites: 20
paper
2009Two speed Europe and business cycle synchronization in the European Union: The effect of the common currency In: MPRA Paper.
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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.
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paper0
1997On the construction of cersonal, corporate and effective overall marginal tax rates for Canada (1977-1992) In: MPRA Paper.
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paper1
2010The interest rate spread as a forecasting tool of greek industrial production In: MPRA Paper.
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paper0
2013Asymmetric Fiscal Policy Shocks In: MPRA Paper.
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paper0
2013Asymmetric Fiscal Policy Shocks.(2013) In: Working Paper series.
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This paper has another version. Agregated cites: 0
paper
2013Asymmetric Fiscal Policy Shocks.(2013) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 0
paper
2013Asymmetric Fiscal Policy Shocks.(2013) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 0
paper
2014US Inflation Dynamics on Long Range Data In: Working Papers.
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paper7
2015US inflation dynamics on long range data.(2015) In: DUTH Research Papers in Economics.
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paper
2015US inflation dynamics on long-range data.(2015) In: Applied Economics.
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This paper has another version. Agregated cites: 7
article
2015Income Inequality: A State-by-State Complex Network Analysis In: Working Papers.
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paper4
2016Income Inequality: A State-by-State Complex Network Analysis.(2016) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 4
paper
2016Income Inequality: A State-by-State Complex Network Analysis.(2016) In: Working papers.
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This paper has another version. Agregated cites: 4
paper
2015The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach In: Working Papers.
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paper4
2019The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach.(2019) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 4
paper
2017The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach.(2017) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 4
article
2016The Term Premium as a Leading Macroeconomic Indicator In: Working Papers.
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paper3
2017Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach In: Working Papers.
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paper0
2018Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach.(2018) In: Applied Economics Letters.
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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.
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paper2
2014A Novel Banking Supervision Method using the Minimum Dominating Set In: Working Paper series.
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paper0
2014A novel Banking Supervision Method using the Minimum Dominating Set.(2014) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 0
paper
2014A Novel Banking Supervision Method Using the Minimum Dominating Set.(2014) In: Springer Optimization and Its Applications.
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This paper has another version. Agregated cites: 0
chapter
2014European Business Cycle Synchronization: a Complex Network Perspective In: Working Paper series.
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paper1
2014European Business Cycle Synchronization: A Complex Network Perspective.(2014) In: Springer Optimization and Its Applications.
[Citation analysis]
This paper has another version. Agregated cites: 1
chapter
2014Market Sentiment and Exchange Rate Directional Forecasting In: Working Paper series.
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paper8
2015Market sentiment and exchange rate directional forecasting.(2015) In: Algorithmic Finance.
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This paper has another version. Agregated cites: 8
article
2013Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques In: Working Paper series.
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paper3
2013Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques.(2013) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 3
paper
2010Does the Interest Risk Premium Predict Housing Prices? In: DUTH Research Papers in Economics.
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paper1
2010Asynchronous Business Cycles in the E.U.: the Effect of the Common Currency In: DUTH Research Papers in Economics.
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paper0
2012Economic Viability And Macroeconomic Impact Of The Burgas - Alexandroupolis Pipeline In: DUTH Research Papers in Economics.
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paper0
2012Optimum Currency Areas within the US and Canada a Data Analysis Approach In: DUTH Research Papers in Economics.
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paper0
2012Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate In: DUTH Research Papers in Economics.
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paper4
2013Forecasting daily and monthly exchange rates with machine learning techniques In: DUTH Research Papers in Economics.
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paper11
2015Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques.(2015) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 11
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.
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paper0
2014Convergence of European Business Cycles: Evidence from a Graph Theory-based Model In: DUTH Research Papers in Economics.
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paper0
2014A Novel Banking Supervision Method using a Threshold-Minimum Dominating Set In: DUTH Research Papers in Economics.
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paper0
2019Money Neutrality, Monetary Aggregates and Machine Learning In: DUTH Research Papers in Economics.
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paper0
2021Credit Rating Agencies: Evolution or Extinction? In: DUTH Research Papers in Economics.
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paper0
2016Testing Exchange Rate Models in a Small Open Economy: an SVR Approach In: Bulletin of Applied Economics.
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article3
2019A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone In: Journal of Risk & Control.
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article0
2020Forecasting S&P 500 spikes: an SVM approach In: Digital Finance.
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article1
2012GDP trend deviations and the yield spread: the case of eight E.U. countries In: Journal of Economics and Finance.
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article0
2005Revenue Smoothing in an ARIMA Framework: Evidence from the United States In: Springer Books.
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chapter0
2021An AutoML application to forecasting bank failures In: Applied Economics Letters.
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article0
2000Purchasing power parity, nonlinearity and chaos In: Applied Financial Economics.
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article26
2013Testing purchasing power parity in a DFA rolling Hurst framework: the case of 23 OECD countries In: Applied Financial Economics.
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article2
2022Forecasting unemployment in the euro area with machine learning In: Journal of Forecasting.
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