9
H index
8
i10 index
396
Citations
Democritus University of Thrace | 9 H index 8 i10 index 396 Citations RESEARCH PRODUCTION: 33 Articles 35 Papers RESEARCH ACTIVITY: 10 years (2012 - 2022). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppl71 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vasilios Plakandaras. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Applied Economics Letters | 3 |
Applied Economics | 2 |
Economics Letters | 2 |
The Journal of Economic Asymmetries | 2 |
Economic Modelling | 2 |
Journal of Forecasting | 2 |
International Review of Economics & Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 21 |
Working Paper series / Rimini Centre for Economic Analysis | 3 |
Papers / arXiv.org | 2 |
Year | Title of citing document |
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2023 | Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123. Full description at Econpapers || Download paper |
2023 | Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30. Full description at Econpapers || Download paper |
2023 | Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187. Full description at Econpapers || Download paper |
2023 | Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155. Full description at Econpapers || Download paper |
2023 | Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328. Full description at Econpapers || Download paper |
2023 | Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249. Full description at Econpapers || Download paper |
2023 | Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty?. (2023). Chevallier, Julien ; Ma, Feng ; Tan, Xueping ; Guo, Xiaozhu ; Wang, Jiqian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005485. Full description at Econpapers || Download paper |
2023 | Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247. Full description at Econpapers || Download paper |
2023 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099. Full description at Econpapers || Download paper |
2023 | The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x. Full description at Econpapers || Download paper |
2023 | Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Zhang, Xinhua ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378. Full description at Econpapers || Download paper |
2023 | Do uncertainties affect clean energy markets? Comparisons from a multi-frequency and multi-quantile framework. (2023). Ren, Xiaohang ; Yan, Cheng ; Li, Yiying. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001779. Full description at Econpapers || Download paper |
2023 | Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions. (2023). ben Zaied, Younes ; ben Cheikh, Nidhaleddine. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003596. Full description at Econpapers || Download paper |
2023 | A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x. Full description at Econpapers || Download paper |
2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper |
2023 | Does energy security improve renewable energy? A geopolitical perspective. (2023). Qin, Meng ; Khurshid, Adnan ; Su, Chi Wei ; Khan, Khalid. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223022181. Full description at Econpapers || Download paper |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper |
2023 | A comprehensive investigation on the predictive power of economic policy uncertainty from non-U.S. countries for U.S. stock market returns. (2023). Huang, Dengshi ; Bouri, Elie ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001722. Full description at Econpapers || Download paper |
2023 | Do macroeconomic variables drive exchange rates independently?. (2023). Piccotti, Louis R ; Li, Xiao ; Biswas, Rita. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007000. Full description at Econpapers || Download paper |
2023 | Unconventional, conventional monetary policies, and optimal energy supply structure in China. (2023). Zhai, Pengxiang ; Bu, Lin ; Wang, Shuo ; Jin, YI. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001058. Full description at Econpapers || Download paper |
2023 | Model-free connectedness measures. (2023). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770. Full description at Econpapers || Download paper |
2023 | From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets. (2023). lucey, brian ; Karim, Sitara ; Iqbal, Najaf ; Naeem, Muhammad Abubakr. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003823. Full description at Econpapers || Download paper |
2023 | Volatility connectedness between global COVOL and major international volatility indices. (2023). Corbet, Shaen ; Goodell, John W ; Hu, Yang ; Xu, Danyang. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004841. Full description at Econpapers || Download paper |
2023 | How did major global asset classes respond to Silicon Valley Bank failure?. (2023). Nobanee, Haitham ; Azmi, Shujaat Naeem ; Anwer, Zaheer. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004956. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policys effectiveness matter?. (2023). Ahmadian-Yazdi, Farzaneh ; al Kharusi, Sami ; Mensi, Walid ; Roudari, Soheil. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:343-358. Full description at Econpapers || Download paper |
2023 | Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851323000132. Full description at Econpapers || Download paper |
2023 | Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979. Full description at Econpapers || Download paper |
2023 | Not all geopolitical shocks are alike: Identifying price dynamics in the crude oil market under tensions. (2023). Zhang, Yaojie ; Xiao, Jihong ; Wang, Yudong. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200681x. Full description at Econpapers || Download paper |
2023 | Assessment of role of green bond in renewable energy resource development in Japan. (2023). Rasoulinezhad, Ehsan ; Phoumin, Han ; Taghizadeh-Hesary, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722007152. Full description at Econpapers || Download paper |
2023 | Do geopolitical risk, green finance, and the rule of law affect the sustainable environment in China? Findings from the BARDL approach. (2023). Li, Zhuolun. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001113. Full description at Econpapers || Download paper |
2023 | Does Geopolitical risk drive natural resources extraction globally? A Case of Global. (2023). Zhang, Leilei ; Tu, Yanhong ; Yu, Hang. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001587. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Mishra, Aswini Kumar ; Patnaik, Debasis ; Arunachalam, Vairam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988. Full description at Econpapers || Download paper |
2023 | Study on international energy market and geopolitical risk contagion based on complex network. (2023). Feng, Yong-Kang ; Gong, Xiao-Li ; Xiong, Xiong ; Liu, Jian-Min. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002039. Full description at Econpapers || Download paper |
2023 | The time-varying impact of uncertainty on oil market fear: Does climate policy uncertainty matter?. (2023). Liu, Hong ; Xiao, Jihong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002441. Full description at Econpapers || Download paper |
2023 | Geopolitical risk, financial system and natural resources extraction: Evidence from China. (2023). Teng, Yin-Pei ; Wang, Zhe ; Liu, Xianchang ; Wu, Shuzhao. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723003203. Full description at Econpapers || Download paper |
2023 | Energy transition, geopolitical risk, and natural resources extraction: A novel perspective of energy transition and resources extraction. (2023). DAGESTANI, ABD ALWAHED ; Zhao, Shikuan ; Shinwari, Riazullah ; Zhang, Shaohe. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003197. Full description at Econpapers || Download paper |
2023 | Managing natural resource prices in a geopolitical risk environment. (2023). Mzoughi, Hela ; Guesmi, Khaled ; Benkraiem, Ramzi ; Aloui, Donia. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003392. Full description at Econpapers || Download paper |
2023 | The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies. (2023). Mentel, Urszula ; Sharma, Gagan Deep ; Doan, Buhari ; Khalfaoui, Rabeh ; Si, Kamel. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003653. Full description at Econpapers || Download paper |
2023 | Energy security analysis in a geopolitically volatile world: A causal study. (2023). Cifuentes-Faura, Javier ; Khurshid, Adnan ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003847. Full description at Econpapers || Download paper |
2023 | Asymmetric spillover of geopolitical risk and oil price volatility: A global perspective. (2023). Li, Bin ; Wang, Yudong ; Zhang, Zhikai. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004129. Full description at Econpapers || Download paper |
2023 | Oil tail risks and the realized variance of consumer prices in advanced economies. (2023). Salisu, Afees ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300466x. Full description at Econpapers || Download paper |
2023 | Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach. (2023). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403. Full description at Econpapers || Download paper |
2023 | Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao ; Wei, YU. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:289-309. Full description at Econpapers || Download paper |
2023 | Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts. (2023). Ha, Thanh. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:613-625. Full description at Econpapers || Download paper |
2023 | Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective. (2023). Shahzad, Umer ; Cifuentes-Faura, Javier ; Si, Kamel ; Lorente, Daniel Balsalobre. In: Renewable Energy. RePEc:eee:renene:v:204:y:2023:i:c:p:94-105. Full description at Econpapers || Download paper |
2023 | Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Zhu, Haoyang ; Dai, Zhifeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450. Full description at Econpapers || Download paper |
2023 | Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Qiao, Hui ; Chan, Ying Tung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286. Full description at Econpapers || Download paper |
2023 | Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices. (2023). Zaremba, Adam ; Umar, Zaghum ; Kizys, Renatas ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001891. Full description at Econpapers || Download paper |
2023 | Asymmetric effects of geopolitical risks and uncertainties on green bond markets. (2023). Baroudi, Sarra ; Sarker, Provash Kumer ; Chen, Xihui Haviour ; Tang, Yumei. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:189:y:2023:i:c:s0040162523000331. Full description at Econpapers || Download paper |
2023 | Do Automated Market Makers in DeFi Ecosystem Exhibit Time-Varying Connectedness during Stressed Events?. (2023). Umar, Zaghum ; Kazouz, Hayfa ; Ghosh, Bikramaditya. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:259-:d:1135618. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
2023 | The Nexus between Climate Change and Geopolitical Risk Index in Saudi Arabia Based on the Fourier-Domain Transfer Entropy Spectrum Method. (2023). Alqarni, Abulmajeed Abdallah ; Gasmi, Faicel ; Ncibi, Kaies ; Dhifaoui, Zouhaier. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:18:p:13579-:d:1237646. Full description at Econpapers || Download paper |
2023 | Multinational Firms and Economic Integration: The Role of Global Uncertainty. (2023). Jung, Jaewon. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2801-:d:1057047. Full description at Econpapers || Download paper |
2023 | Predicting Traffic Casualties Using Support Vector Machines with Heuristic Algorithms: A Study Based on Collision Data of Urban Roads. (2023). Du, Lijing ; Zhong, Weifan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:4:p:2944-:d:1059552. Full description at Econpapers || Download paper |
2023 | Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Edvinsson, Rodney. In: Working Papers. RePEc:hhs:oruesi:2023_003. Full description at Econpapers || Download paper |
2023 | Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events. (2023). Gherghina, Stefan Cristian ; Zhuang, Xintian ; Wang, Jian ; Li, Yanshuang ; Dong, Zibing ; Xiao, Yao. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:7200306. Full description at Econpapers || Download paper |
2023 | Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Shchepeleva, Maria ; Stolbov, Mikhail. In: Annals of Finance. RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y. Full description at Econpapers || Download paper |
2023 | Multi–Scale Risk Connectedness Between Economic Policy Uncertainty of China and Global Oil Prices in Time–Frequency Domains. (2023). Cao, Yan ; Jiang, Qisheng ; Liu, Wei ; Cheng, Sheng. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10254-6. Full description at Econpapers || Download paper |
2023 | Housing price uncertainty and housing prices in the UK in a time-varying environment. (2023). Balcilar, Mehmet ; Wohar, Mark E ; Bekun, Festus Victor ; Uzuner, Gizem. In: Empirica. RePEc:kap:empiri:v:50:y:2023:i:2:d:10.1007_s10663-023-09567-y. Full description at Econpapers || Download paper |
2023 | The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Escribano, Ana ; Jareo, Francisco. In: Palgrave Communications. RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1. Full description at Econpapers || Download paper |
2023 | Fiscal Policy and Stock Markets at the Effective Lower Bound. (2023). Gupta, Rangan ; Caraiani, Petre ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:202309. Full description at Econpapers || Download paper |
2023 | The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more?. (2023). Disli, Mustafa ; Cepni, Oguzhan ; Aysan, Ahmet Faruk ; Abdelsalam, Omneya. In: Tourism Economics. RePEc:sae:toueco:v:29:y:2023:i:2:p:559-567. Full description at Econpapers || Download paper |
2023 | Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms. (2023). Rashidi, Muhammad Mahdi ; Adekoya, Oluwasegun B ; Asl, Mahdi Ghaemi. In: Annals of Operations Research. RePEc:spr:annopr:v:327:y:2023:i:1:d:10.1007_s10479-022-04882-2. Full description at Econpapers || Download paper |
2023 | Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty. (2023). Singh, Vipul Kumar ; Kumar, Pawan. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00333-8. Full description at Econpapers || Download paper |
2023 | Forecasting nonperforming loans using machine learning. (2023). Chowdhury, Mohammad Ashraful ; Abdullah, Mohammad ; Moududulhuq, Syed ; Uddin, Ajim ; Ferdous, Mohammad Ashraful. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:7:p:1664-1689. Full description at Econpapers || Download paper |
2023 | Forecasting global solar radiation using a robust regularization approach with mixture kernels. (2023). Jiang, HE. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:8:p:1989-2010. Full description at Econpapers || Download paper |
2023 | . Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Fiscal shocks and asymmetric effects: a comparative analysis In: Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Fiscal shocks and asymmetric effects: A comparative analysis.(2015) In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2017 | Forecasting the U.S. Real House Price Index In: Papers. [Full Text][Citation analysis] | paper | 27 |
2015 | Forecasting the U.S. real house price index.(2015) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
2014 | Forecasting the U.S. Real House Price Index.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2014 | Forecasting the U.S. Real House Price Index.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2014 | Forecasting the U.S. Real House Price Index.(2014) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2017 | Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data In: International Finance. [Full Text][Citation analysis] | article | 29 |
2018 | Asymmetric effects of government spending shocks during the financial cycle In: Economic Modelling. [Full Text][Citation analysis] | article | 7 |
2022 | Evolving 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] | article | 5 |
2021 | Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2018 | Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters. [Full Text][Citation analysis] | article | 141 |
2018 | Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 141 | paper | |
2020 | The judiciary system as a productivity factor; the European experience In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
2017 | The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2016 | The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2022 | Intrinsic decompositions in gold forecasting In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 2 |
2014 | Public debt and private consumption in OECD countries In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 6 |
2014 | Public Debt and Private Consumption in OECD countries.(2014) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2018 | UK macroeconomic volatility: Historical evidence over seven centuries In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
2019 | Point and density forecasts of oil returns: The role of geopolitical risks In: Resources Policy. [Full Text][Citation analysis] | article | 58 |
2018 | Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 58 | paper | |
2019 | A re-evaluation of the term spread as a leading indicator In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2020 | Spillover of sentiment in the European Union: Evidence from time- and frequency-domains In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
2019 | Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2019 | Forecasting transportation demand for the U.S. market In: Transportation Research Part A: Policy and Practice. [Full Text][Citation analysis] | article | 2 |
2022 | Geopolitical Risk as a Determinant of Renewable Energy Investments In: Energies. [Full Text][Citation analysis] | article | 12 |
2018 | Oil Market Efficiency under a Machine Learning Perspective In: Forecasting. [Full Text][Citation analysis] | article | 2 |
2020 | Forecasting Credit Ratings of EU Banks In: IJFS. [Full Text][Citation analysis] | article | 1 |
2013 | Forecasting 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] | article | 4 |
2013 | Forecasting 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 nother version. Agregated cites: 4 | paper | |
2021 | Gold Against the Machine In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
2014 | US Inflation Dynamics on Long Range Data In: Working Papers. [Citation analysis] | paper | 6 |
2015 | US inflation dynamics on long range data.(2015) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2015 | US inflation dynamics on long-range data.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2015 | The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach In: Working Papers. [Citation analysis] | paper | 6 |
2019 | The 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 nother version. Agregated cites: 6 | paper | |
2017 | The 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 nother version. Agregated cites: 6 | article | |
2016 | The Term Premium as a Leading Macroeconomic Indicator In: Working Papers. [Citation analysis] | paper | 3 |
2016 | Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data In: Working Papers. [Citation analysis] | paper | 1 |
2017 | Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach In: Working Papers. [Citation analysis] | paper | 0 |
2018 | Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach.(2018) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Time-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] | paper | 13 |
2020 | Time-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 nother version. Agregated cites: 13 | article | |
2017 | An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
2018 | Persistence of Economic Uncertainty: A Comprehensive Analysis In: Working Papers. [Citation analysis] | paper | 9 |
2019 | Persistence of economic uncertainty: a comprehensive analysis.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2018 | Are BRICS Exchange Rates Chaotic? In: Working Papers. [Citation analysis] | paper | 9 |
2019 | Are BRICS exchange rates chaotic?.(2019) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2018 | Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data In: Working Papers. [Citation analysis] | paper | 1 |
2020 | Frequency-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 nother version. Agregated cites: 1 | article | |
2018 | Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability In: Working Papers. [Citation analysis] | paper | 3 |
2019 | Efficiency 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 nother version. Agregated cites: 3 | article | |
2018 | The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model In: Working Papers. [Citation analysis] | paper | 0 |
2019 | Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? In: Working Papers. [Citation analysis] | paper | 2 |
2022 | Hedge 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] | paper | 0 |
2022 | Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data In: Working Papers. [Citation analysis] | paper | 1 |
2014 | Market Sentiment and Exchange Rate Directional Forecasting In: Working Paper series. [Full Text][Citation analysis] | paper | 7 |
2015 | Market sentiment and exchange rate directional forecasting.(2015) In: Algorithmic Finance. [Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2013 | Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
2013 | Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques.(2013) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate In: DUTH Research Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2013 | Forecasting daily and monthly exchange rates with machine learning techniques In: DUTH Research Papers in Economics. [Full Text][Citation analysis] | paper | 12 |
2015 | Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques.(2015) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
2013 | Asymmetric Fiscal Policy Shocks In: DUTH Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Testing Exchange Rate Models in a Small Open Economy: an SVR Approach In: Bulletin of Applied Economics. [Full Text][Citation analysis] | article | 1 |
2019 | A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone In: Journal of Risk & Control. [Full Text][Citation analysis] | article | 0 |
2022 | Industry momentum and reversals in stock markets In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
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