Vasilios Plakandaras : Citation Profile


Are you Vasilios Plakandaras?

Democritus University of Thrace

8

H index

5

i10 index

301

Citations

RESEARCH PRODUCTION:

32

Articles

34

Papers

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 30
   Journals where Vasilios Plakandaras has often published
   Relations with other researchers
   Recent citing documents: 134.    Total self citations: 16 (5.05 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppl71
   Updated: 2022-11-19    RAS profile: 2022-09-30    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

GUPTA, RANGAN (31)

Gogas, Periklis (11)

Papadimitriou, Theophilos (11)

Wohar, Mark (10)

Ji, Qiang (3)

Wong, Wing-Keung (3)

Gil-Alana, Luis (2)

Katrakilidis, Constantinos (2)

Tsintzos, Panagiotis (2)

Tiwari, Aviral (2)

Antonakakis, Nikolaos (2)

Balcilar, Mehmet (2)

Gabauer, David (2)

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

Is cited by:

GUPTA, RANGAN (105)

Gabauer, David (23)

Wohar, Mark (17)

Tiwari, Aviral (14)

Bouri, Elie (12)

Demirer, Riza (11)

Lau, Chi Keung (9)

Ji, Qiang (8)

Salisu, Afees (8)

Papadimitriou, Theophilos (7)

Suleman, Tahir (7)

Cites to:

GUPTA, RANGAN (90)

Gogas, Periklis (35)

Papadimitriou, Theophilos (30)

Balcilar, Mehmet (23)

Watson, Mark (21)

Stock, James (21)

bloom, nicholas (18)

Davis, Steven (16)

Wohar, Mark (16)

Rossi, Barbara (15)

Perron, Pierre (15)

Main data


Where Vasilios Plakandaras has published?


Journals with more than one article published# docs
Applied Economics Letters3
Economics Letters2
Journal of Forecasting2
Applied Economics2
International Review of Economics & Finance2
The Journal of Economic Asymmetries2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics20
Working Paper series / Rimini Centre for Economic Analysis3
Papers / arXiv.org2

Recent works citing Vasilios Plakandaras (2022 and 2021)


YearTitle of citing document
2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215.

Full description at Econpapers || Download paper

2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. (2022). Marfatia, Hardik A ; Gabauer, David ; Chatziantoniou, Ioannis. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:3:p:283-300.

Full description at Econpapers || Download paper

2021Consumption smoothing, risk sharing and financial integration. (2021). Gufler, Ivan ; Donadelli, Michael. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:143-187.

Full description at Econpapers || Download paper

2021Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415.

Full description at Econpapers || Download paper

2021The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Tawil, Dima ; Aziz, Saqib ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

Full description at Econpapers || Download paper

2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Yan, Jing ; Li, Xiao-Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

Full description at Econpapers || Download paper

2021The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Chunpeng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

Full description at Econpapers || Download paper

2022The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505.

Full description at Econpapers || Download paper

2021Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN. (2021). Dogah, Kingsley. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002145.

Full description at Econpapers || Download paper

2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972.

Full description at Econpapers || Download paper

2021House price synchronization across the US states: The role of structural oil shocks. (2021). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik A ; Sheng, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000127.

Full description at Econpapers || Download paper

2021Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145.

Full description at Econpapers || Download paper

2022COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

Full description at Econpapers || Download paper

2022Persistence of state-level uncertainty of the United States: The role of climate risks. (2022). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001276.

Full description at Econpapers || Download paper

2021Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977.

Full description at Econpapers || Download paper

2022Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000652.

Full description at Econpapers || Download paper

2022Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?. (2022). Li, Xiafei ; Guo, Qiang ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001244.

Full description at Econpapers || Download paper

2022Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359.

Full description at Econpapers || Download paper

2022Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; de Gracia, Fernando Perez ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195.

Full description at Econpapers || Download paper

2022Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks. (2022). Sohag, Kazi ; Mariev, Oleg ; Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Safonova, Yulia. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002341.

Full description at Econpapers || Download paper

2022Does geopolitical risk matter in crude oil and stock markets? Evidence from disaggregated data. (2022). Yuan, DI ; Gong, Chenggang ; Zeng, Yan ; Tu, Dalun ; Li, Sufang. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003413.

Full description at Econpapers || Download paper

2022Geopolitical risk and Chinas oil security. (2022). Du, Zhili ; Sun, YI ; Gong, XU. In: Energy Policy. RePEc:eee:enepol:v:163:y:2022:i:c:s0301421522000817.

Full description at Econpapers || Download paper

2021Geopolitical risk and crude oil security: A Chinese perspective. (2021). Su, Chi-Wei ; Wang, Kai-Hua ; Umar, Muhammad. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s0360544220326621.

Full description at Econpapers || Download paper

2021Probability density forecasts for steam coal prices in China: The role of high-frequency factors. (2021). Han, Meng ; Zhao, Zhongchao ; Ding, Lili. In: Energy. RePEc:eee:energy:v:220:y:2021:i:c:s0360544221000074.

Full description at Econpapers || Download paper

2021Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878.

Full description at Econpapers || Download paper

2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

Full description at Econpapers || Download paper

2021Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets. (2021). Cao, Jiahui ; Wen, Fenghua ; Wang, Xiong ; Liu, Zhen. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001137.

Full description at Econpapers || Download paper

2021Predicting equity premium using news-based economic policy uncertainty: Not all uncertainty changes are equally important. (2021). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001526.

Full description at Econpapers || Download paper

2022Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties. (2022). Gözgör, Giray ; Marco, Chi Keung ; Elsayed, Ahmed H. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000436.

Full description at Econpapers || Download paper

2022Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095.

Full description at Econpapers || Download paper

2022Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally.. (2022). Zhang, Zehui ; Xu, Jin ; Ma, Feng ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002538.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Time-varying impact of pandemics on global output growth. (2021). Ji, Qiang ; GUPTA, RANGAN ; Balcilar, Mehmet ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316378.

Full description at Econpapers || Download paper

2021Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach. (2021). He, Shi ; Wan, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320317104.

Full description at Econpapers || Download paper

2021Time-varying spillovers between housing sentiment and housing market in the United States?. (2021). GUPTA, RANGAN ; André, Christophe ; Gabauer, David ; Andre, Christophe. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000064.

Full description at Econpapers || Download paper

2021Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data. (2021). Zhang, Yue-Jun ; Wang, Shixuan ; GUPTA, RANGAN. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000799.

Full description at Econpapers || Download paper

2021The impact of disaggregated oil shocks on state-level real housing returns of the United States: The role of oil dependence. (2021). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001100.

Full description at Econpapers || Download paper

2022Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries. (2022). Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004451.

Full description at Econpapers || Download paper

2022An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample. (2022). Nonejad, Nima. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s154461232200037x.

Full description at Econpapers || Download paper

2021Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Khan, Muhammad A ; Adekoya, Oluwasegun B ; Oliyide, Johnson A. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

Full description at Econpapers || Download paper

2022EPU spillovers and stock return predictability: A cross-country study. (2022). Xue, Wenjun ; He, Zhongzhi ; Gong, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000452.

Full description at Econpapers || Download paper

2022The size of good and bad volatility shocks does matter for spillovers. (2022). Bouri, Elie ; Harb, Etienne. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020.

Full description at Econpapers || Download paper

2021How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

Full description at Econpapers || Download paper

2021Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies. (2021). Chen, Jinyu ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309685.

Full description at Econpapers || Download paper

2021How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson A ; Fasanya, Ismail O ; Agbatogun, Taofeek ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

Full description at Econpapers || Download paper

2021Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data. (2021). Demirer, Riza ; Zhang, Hongwei ; Suleman, Muhammad Tahir ; Huang, Wanjun. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000933.

Full description at Econpapers || Download paper

2021Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Charif, Husni ; Assaf, Ata ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

Full description at Econpapers || Download paper

2021Analyzing the time-frequency connectedness among oil, gold prices and BRICS geopolitical risks. (2021). Zhang, Hongwei ; Gao, Wang ; Huang, Jianbai ; Li, Yingli. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001483.

Full description at Econpapers || Download paper

2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

Full description at Econpapers || Download paper

2021Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

Full description at Econpapers || Download paper

2021Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak. (2021). Kanjilal, Kakali ; Ghosh, Sajal ; Bouri, Elie ; Song, Ying. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003883.

Full description at Econpapers || Download paper

2022Hedging UK stock portfolios with gold and oil: The impact of Brexit. (2022). Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004438.

Full description at Econpapers || Download paper

2022Forecasting oil prices over 150 years: The role of tail risks. (2022). Salisu, Afees ; GUPTA, RANGAN ; Ji, Qiang. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005158.

Full description at Econpapers || Download paper

2022Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty. (2022). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721005341.

Full description at Econpapers || Download paper

2022Forecasting crude oil market returns: Enhanced moving average technical indicators. (2022). Zhang, Yaojie ; Wang, Yudong ; Liu, LI ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000216.

Full description at Econpapers || Download paper

2022Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches. (2022). Ghate, Kshitish ; Mishra, Aswini Kumar. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200023x.

Full description at Econpapers || Download paper

2022Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000496.

Full description at Econpapers || Download paper

2022The time-varying effects of trade policy uncertainty and geopolitical risks shocks on the commodity market prices: Evidence from the TVP-VAR-SV approach. (2022). Gao, Wang ; Niu, Zibo ; Yang, Cai. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000514.

Full description at Econpapers || Download paper

2022Multi-perspective crude oil price forecasting with a new decomposition-ensemble framework. (2022). Sun, Shaolong ; Zhao, Zhengling ; Guo, Jingjun. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001854.

Full description at Econpapers || Download paper

2022The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak. (2022). Chen, Yunfei ; Jiang, Wei. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002112.

Full description at Econpapers || Download paper

2022Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Dolatabadi, Ali ; Doudkanlou, Mohammad Ghasemi ; Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun Babatunde ; Asl, Mahdi Ghaemi. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002264.

Full description at Econpapers || Download paper

2022Deterministic and uncertainty crude oil price forecasting based on outlier detection and modified multi-objective optimization algorithm. (2022). Hao, Yan ; Wang, Jianzhou ; Wu, Chunying. In: Resources Policy. RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002288.

Full description at Econpapers || Download paper

2022Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China. (2022). Peng, Yun ; Chen, Hao ; Xu, Chao. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003191.

Full description at Econpapers || Download paper

2022Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and Vietnam. (2022). Le, Thai Hong ; Luong, Anh Tram. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003750.

Full description at Econpapers || Download paper

2022Dynamic and frequency-domain spillover among within and cross-country policy uncertainty, crude oil and gold market: Evidence from US and China. (2022). Huang, Jianbai ; Dong, Xuesong ; Zhang, Hongwei ; Liu, Jia ; Gao, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003828.

Full description at Econpapers || Download paper

2021The persistence of economic policy uncertainty: Evidence of long range dependence. (2021). solarin, sakiru ; Gil-Alana, Luis. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:568:y:2021:i:c:s0378437120309961.

Full description at Econpapers || Download paper

2021Study on early warnings of strategic risk during the process of firms’ sustainable innovation based on an optimized genetic BP neural networks model: Evidence from Chinese manufacturing firms. (2021). Deng, Zhiqing ; Yang, Meng ; Mu, Chang ; Duan, Yunlong ; Fang, Qifeng ; Zhou, LI ; Chin, Tachia. In: International Journal of Production Economics. RePEc:eee:proeco:v:242:y:2021:i:c:s0925527321002693.

Full description at Econpapers || Download paper

2021Dynamic impact of the U.S. monetary policy on oil market returns and volatility. (2021). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:159-169.

Full description at Econpapers || Download paper

2021Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

Full description at Econpapers || Download paper

2021Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; Corbet, Shaen ; Xu, Danyang ; Hu, Yang ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

Full description at Econpapers || Download paper

2021The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; Saeed, Tareq ; Lucey, Brian ; Bouri, Elie. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

Full description at Econpapers || Download paper

2021Time-varying interactions between geopolitical risks and renewable energy consumption. (2021). Wu, Yanrui ; Cai, Yifei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:116-137.

Full description at Econpapers || Download paper

2021Fair-weather Friends? Sector-specific volatility connectedness and transmission. (2021). Power, Gabriel ; Vedenov, Dmitry ; Liu, Pan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:712-736.

Full description at Econpapers || Download paper

2022The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Goh, Kim-Leng ; Lim, Kian-Ping ; Liew, Ping-Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:341-358.

Full description at Econpapers || Download paper

2022Information spillover effects from media coverage to the crude oil, gold, and Bitcoin markets during the COVID-19 pandemic: Evidence from the time and frequency domains. (2022). Yang, Cai ; Guo, Yaoqi ; Hong, Huojun ; Zhang, Hongwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:267-285.

Full description at Econpapers || Download paper

2022Oil price shocks and yield curve dynamics in emerging markets. (2022). GUPTA, RANGAN ; Lucey, Brian ; Karahan, Cenk C ; Cepni, Oguzhan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:613-623.

Full description at Econpapers || Download paper

2022On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods. (2022). Giannellis, Nikolaos ; Floros, Christos ; Apostolakis, George N. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:156-176.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic. (2022). Wu, Shan ; Liu, Zhen Hua ; Zhou, Yuqin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s027553192200054x.

Full description at Econpapers || Download paper

2022International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2022). Sousa, Ricardo ; Elsayed, Ahmed H. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305.

Full description at Econpapers || Download paper

2021Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach. (2021). Hamori, Shigeyuki ; Liu, Tiantian. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:12:p:3442-:d:572780.

Full description at Econpapers || Download paper

2022Emerging Trends in Energy Economics. (2022). Papadimitriou, Theophilos ; Gogas, Periklis. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:5212-:d:865753.

Full description at Econpapers || Download paper

2022Environmental, Social, and Economic Aspects of the Green Economy in Polish Rural Areas—A Spatial Analysis. (2022). Dudziska, Magorzata ; Gwiadziska-Goraj, Marta ; Jezierska-Thole, Aleksandra. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3332-:d:808065.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2021Stress Spillovers among Financial Markets: Evidence from Spain. (2021). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:527-:d:673040.

Full description at Econpapers || Download paper

2021The Relationship between Yield Curve and Economic Activity: An Analysis of G7 Countries. (2021). Stauvermann, Peter ; Kumar, Ronald ; Thu, Hang Thi. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:2:p:62-:d:491763.

Full description at Econpapers || Download paper

2021The Impact of Israeli and Saudi Arabian Geopolitical Risks on the Lebanese Financial Market. (2021). Mansour-Ichrakieh, Layal. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:94-:d:507601.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021GJR-GARCH Volatility Modeling under NIG and ANN for Predicting Top Cryptocurrencies. (2021). Islam, Mohammad Rafiqul ; Saha, Pritam ; Mostafa, Fahad ; Nguyen, Nguyet. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:421-:d:628582.

Full description at Econpapers || Download paper

2022Stock Market Synchronization: The Role of Geopolitical Risk. (2022). Sohag, Kazi ; Urazbaeva, Alina ; Vasilyeva, Rogneda ; Voytenkov, Valentin. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:5:p:204-:d:804705.

Full description at Econpapers || Download paper

2022Impact of Negative Tweets on Diverse Assets during Stressful Events: An Investigation through Time-Varying Connectedness. (2022). Mahendran, Sathish ; Ghosh, Bikramaditya ; Balasudarsun, N L. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:6:p:260-:d:835087.

Full description at Econpapers || Download paper

2022The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets. (2022). Billah, Mabruk ; Tabash, Mosab I ; Alam, Md Kausar ; Anagreh, Suhaib ; Kumar, Sanjeev. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:352-:d:882864.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

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

Works by Vasilios Plakandaras:


YearTitleTypeCited
2013Fiscal shocks and asymmetric effects: a comparative analysis In: Papers.
[Full Text][Citation analysis]
paper3
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: 3
article
2017Forecasting the U.S. Real House Price Index In: Papers.
[Full Text][Citation analysis]
paper27
2015Forecasting the U.S. real house price index.(2015) In: Economic Modelling.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
article
2014Forecasting the U.S. Real House Price Index.(2014) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 27
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: 27
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: 27
paper
2017Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data In: International Finance.
[Full Text][Citation analysis]
article27
2018Asymmetric effects of government spending shocks during the financial cycle In: Economic Modelling.
[Full Text][Citation analysis]
article6
2022Evolving United States stock market volatility: The role of conventional and unconventional monetary policies In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies.(2021) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters.
[Full Text][Citation analysis]
article97
2018Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 97
paper
2020The judiciary system as a productivity factor; the European experience In: Economics Letters.
[Full Text][Citation analysis]
article0
2017The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters.
[Full Text][Citation analysis]
article8
2016The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 8
paper
2014Public debt and private consumption in OECD countries In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]
article6
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: 6
paper
2018UK macroeconomic volatility: Historical evidence over seven centuries In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article0
2019Point and density forecasts of oil returns: The role of geopolitical risks In: Resources Policy.
[Full Text][Citation analysis]
article41
2018Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 41
paper
2019A re-evaluation of the term spread as a leading indicator In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article2
2020Spillover of sentiment in the European Union: Evidence from time- and frequency-domains In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article2
2019Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains.(2019) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
2019Forecasting transportation demand for the U.S. market In: Transportation Research Part A: Policy and Practice.
[Full Text][Citation analysis]
article1
2022Geopolitical Risk as a Determinant of Renewable Energy Investments In: Energies.
[Full Text][Citation analysis]
article3
2018Oil Market Efficiency under a Machine Learning Perspective In: Forecasting.
[Full Text][Citation analysis]
article2
2020Forecasting Credit Ratings of EU Banks In: IJFS.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article4
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: 4
paper
2021Gold Against the Machine In: Computational Economics.
[Full Text][Citation analysis]
article2
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
2015The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach In: Working Papers.
[Citation analysis]
paper5
2019The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach.(2019) In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
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: 5
article
2016The Term Premium as a Leading Macroeconomic Indicator In: Working Papers.
[Citation analysis]
paper3
2016Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data 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
2017Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data In: Working Papers.
[Citation analysis]
paper10
2020Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data.(2020) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10
article
2017An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data In: Working Papers.
[Citation analysis]
paper0
2018Persistence of Economic Uncertainty: A Comprehensive Analysis In: Working Papers.
[Citation analysis]
paper9
2019Persistence of economic uncertainty: a comprehensive analysis.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2018Are BRICS Exchange Rates Chaotic? In: Working Papers.
[Citation analysis]
paper9
2019Are BRICS exchange rates chaotic?.(2019) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
article
2018Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data In: Working Papers.
[Citation analysis]
paper1
2020Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data.(2020) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2018Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability In: Working Papers.
[Citation analysis]
paper3
2019Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability.(2019) In: Journal of Economics and Behavioral Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
2018The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model In: Working Papers.
[Citation analysis]
paper0
2019Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? In: Working Papers.
[Citation analysis]
paper2
2022Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500 In: Working Papers.
[Citation analysis]
paper0
2014Market Sentiment and Exchange Rate Directional Forecasting In: Working Paper series.
[Full Text][Citation analysis]
paper7
2015Market sentiment and exchange rate directional forecasting.(2015) In: Algorithmic Finance.
[Citation analysis]
This paper has another version. Agregated cites: 7
article
2013Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques In: Working Paper series.
[Full Text][Citation analysis]
paper1
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: 1
paper
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]
paper9
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: 9
article
2013Asymmetric Fiscal Policy Shocks In: DUTH Research Papers in Economics.
[Full Text][Citation analysis]
paper0
2016Testing Exchange Rate Models in a Small Open Economy: an SVR Approach In: Bulletin of Applied Economics.
[Full Text][Citation analysis]
article1
2019A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone In: Journal of Risk & Control.
[Full Text][Citation analysis]
article0
2022Industry momentum and reversals in stock markets In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team