Vasilios Plakandaras : Citation Profile


Are you Vasilios Plakandaras?

Democritus University of Thrace

7

H index

4

i10 index

200

Citations

RESEARCH PRODUCTION:

29

Articles

33

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 22
   Journals where Vasilios Plakandaras has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 16 (7.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppl71
   Updated: 2021-10-16    RAS profile: 2021-03-10    
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Relations with other researchers


Works with:

GUPTA, RANGAN (32)

Papadimitriou, Theophilos (13)

Gogas, Periklis (13)

Wohar, Mark (12)

Wong, Wing-Keung (3)

Ji, Qiang (3)

Tsintzos, Panagiotis (2)

Gil-Alana, Luis (2)

Tiwari, Aviral (2)

Katrakilidis, Constantinos (2)

Gabauer, David (2)

Antonakakis, Nikolaos (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 (86)

Gabauer, David (20)

Wohar, Mark (14)

Tiwari, Aviral (14)

Demirer, Riza (11)

Lau, Chi Keung (9)

Ji, Qiang (7)

Suleman, Tahir (7)

Bouri, Elie (6)

Papadimitriou, Theophilos (5)

Chatziantoniou, Ioannis (5)

Cites to:

GUPTA, RANGAN (78)

Gogas, Periklis (32)

Papadimitriou, Theophilos (27)

Balcilar, Mehmet (21)

Watson, Mark (20)

Stock, James (20)

Wohar, Mark (16)

bloom, nicholas (16)

Davis, Steven (14)

Miller, Stephen (13)

Rossi, Barbara (12)

Main data


Where Vasilios Plakandaras has published?


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

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics19
Working Paper series / Rimini Centre for Economic Analysis3
Papers / arXiv.org2

Recent works citing Vasilios Plakandaras (2021 and 2020)


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.

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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.

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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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2020Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2.

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2020Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608.

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2020Bitcoin and Global Political Uncertainty – Evidence from the U.S. Election Cycle. (2020). Burggraf, Tobias. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00047.

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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.

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

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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.

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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.

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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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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.

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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.

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2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

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2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

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2020Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions. (2020). Zhang, Zitao ; Chen, Jinyu ; Hong, Kairong ; Qin, Yun . In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301912.

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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.

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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.

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2020Predicting international equity returns: Evidence from time-varying parameter vector autoregressive models. (2020). Huber, Florian ; GUPTA, RANGAN ; Piribauer, Philipp. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918307555.

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2020Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Åšmiech, SÅ‚awomir ; Hussain, Syed Jawad ; Papie, Monika. In: International Review of Financial Analysis. RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411.

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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.

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

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

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2020Frequency volatility connectedness across different industries in China. (2020). Tiwari, Aviral ; Aijo, Janne ; Piljak, Vanja ; Jiang, Junhua. In: Finance Research Letters. RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319302910.

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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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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.

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2020The role of an aligned investor sentiment index in predicting bond risk premia of the U.S. (2020). GUPTA, RANGAN ; Epni, Ouzhan ; Wohar, Mark E ; Guney, Ethem I. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100.

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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.

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2020Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

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2020From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Stenfors, Alexis. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293.

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2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

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2020How could the station-based bike sharing system and the free-floating bike sharing system be coordinated?. (2020). Yang, Junjian ; Cheng, Long ; Sun, YU ; Zhou, Hang ; Cao, Mengqiu. In: Journal of Transport Geography. RePEc:eee:jotrge:v:89:y:2020:i:c:s096669232030973x.

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2020Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Takin, Dilvin ; Cagli, Efe Aglar ; Mandaci, Pinar Evrim. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

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2020Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718.

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2020Quantitative approach to estimating crude oil supply in Southern Europe. (2020). Klepikov, Vladimir Vladimirovich. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719309341.

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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.

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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.

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

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

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

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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.

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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.

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2020Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315.

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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.

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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.

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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.

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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.

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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.

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2020Uncovering the global network of economic policy uncertainty. (2020). Zhao, Wan-Li ; Marfatia, Hardik ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919311845.

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2020Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

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2020Does the Yield Curve Predict Output?. (2020). Haubrich, Joseph. In: Working Papers. RePEc:fip:fedcwq:89008.

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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.

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2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Antonakakis, Nikolaos ; Gabauer, David ; Chatziantoniou, Ioannis. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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2020Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Li, Tinghui ; Failler, Pierre ; Xu, Dilong ; Feng, Yanhong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132.

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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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2020Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning. (2020). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Working Papers. RePEc:hhs:cbsnow:2020_020.

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2021Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. (2021). YAYA, OLAOLUWA ; Ogundunmade, Tayo P ; Abu, Nurudeen. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09288-3.

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2020Proposing an Innovative Model Based on the Sierpinski Triangle for Forecasting EUR/USD Direction Changes. (2020). Rahimi, Fatemeh ; Mousavian, Seyed Alireza. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:15:y:2020:i:4:p:423-444.

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2020Testing the white noise hypothesis in high-frequency housing returns of the United States. (2020). GUPTA, RANGAN ; Tiwari, Aviral Kumar ; Sheng, Xin ; Cunado, Juncal. In: Economics and Business Letters. RePEc:ove:journl:aid:14521.

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2020Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market. (2020). Marfatia, Hardik ; Gabauer, David ; Chatziantoniou, Ioannis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2020-04.

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2021Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves. (2021). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2021-06.

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2020The impact of Israeli Geopolitical Risks on the Lebanese Financial Market: A Destabilizer Multiplier. (2020). Mansour-Ichrakieh, Layal. In: MPRA Paper. RePEc:pra:mprapa:99376.

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2020Time-Varying Spillover of US Trade War on the Growth of Emerging Economies. (2020). GUPTA, RANGAN ; Ramabulana, Khuliso ; Gabauer, David ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202002.

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2020Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104.

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2020Analysing the Impact of Brexit on Global Uncertainty Using Functional Linear Regression with Point of Impact: The Role of Currency and Equity Markets. (2020). GUPTA, RANGAN ; DAS, SONALI ; Mangisa, Siphumlile. In: Working Papers. RePEc:pre:wpaper:202012.

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2020Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202022.

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2020Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202047.

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2020House Price Synchronization across the US States: The Role of Structural Oil Shocks. (2020). GUPTA, RANGAN ; Ji, Qiang ; Marfatia, Hardik A ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202076.

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2020Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; Andre, Christophe. In: Working Papers. RePEc:pre:wpaper:202091.

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2020The Impact of Disaggregated Oil Shocks on State-Level Real Housing Returns of the United States: The Role of Oil Dependence. (2020). GUPTA, RANGAN ; Wohar, Mark E ; van Eyden, Renee ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202096.

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2021Uncertainty and Predictability of Real Housing Returns in the United Kingdom: A Regional Analysis. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:202102.

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2021Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Balcilar, Mehmet ; Pierdzioch, Christian ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202111.

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2021Forecasting Oil Price over 150 Years: The Role of Tail Risks. (2021). Salisu, Afees ; Ji, Qiang ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202120.

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2021Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202122.

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2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries. (2021). Ji, Qiang ; Gupta, Rangan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202126.

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2021The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle. (2021). Salisu, Afees ; GUPTA, RANGAN ; Adediran, Idris. In: Working Papers. RePEc:pre:wpaper:202136.

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2021The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:202145.

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2021Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis. In: Working Papers. RePEc:pre:wpaper:202147.

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2021Predicting regime switching in BRICS currency volatility: a Markov switching autoregressive approach. (2021). Sinha Roy, Saikat ; Sinharoy, Saikat ; Das, Suman. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:48:y:2021:i:2:d:10.1007_s40622-021-00275-9.

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2020Forecasting S&P 500 spikes: an SVM approach. (2020). Gogas, Periklis ; Athanasiou, Athanasios Fotios ; Papadimitriou, Theophilos. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00024-0.

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2020Forecasting output growth using a DSGE-based decomposition of the South African yield curve. (2020). Hollander, Hylton ; GUPTA, RANGAN ; Steinbach, Rudi. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-018-1607-4.

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2020Nowcasting Finnish real economic activity: a machine learning approach. (2020). Fornaro, Paolo ; Luomaranta, Henri. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01809-y.

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2021.

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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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2021The spillover effects of economic policy uncertainty on the oil, gold, and stock markets: Evidence from China. (2021). Zhang, Bing ; Zhao, Yancai ; Gao, Ruzhao. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2134-2141.

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2020Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796.

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2020The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles. (2020). GUPTA, RANGAN ; Demirer, Riza ; Sun, Xiaojin ; Bouri, Elie. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:6:p:957-965.

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Works by Vasilios Plakandaras:


YearTitleTypeCited
2013Fiscal shocks and asymmetric effects: a comparative analysis In: Papers.
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2015Fiscal shocks and asymmetric effects: A comparative analysis.(2015) In: The Journal of Economic Asymmetries.
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2017Forecasting the U.S. Real House Price Index In: Papers.
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2015Forecasting the U.S. real house price index.(2015) In: Economic Modelling.
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article
2014Forecasting the U.S. Real House Price Index.(2014) In: Working Papers.
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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: 24
paper
2017Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data In: International Finance.
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article17
2018Asymmetric effects of government spending shocks during the financial cycle In: Economic Modelling.
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article6
2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters.
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article58
2018Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers.
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This paper has another version. Agregated cites: 58
paper
2020The judiciary system as a productivity factor; the European experience In: Economics Letters.
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article0
2017The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters.
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article7
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: 7
paper
2014Public debt and private consumption in OECD countries In: The Journal of Economic Asymmetries.
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article5
2014Public Debt and Private Consumption in OECD countries.(2014) In: DUTH Research Papers in Economics.
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paper
2018UK macroeconomic volatility: Historical evidence over seven centuries In: Journal of Policy Modeling.
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2019Point and density forecasts of oil returns: The role of geopolitical risks In: Resources Policy.
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article19
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: 19
paper
2019A re-evaluation of the term spread as a leading indicator In: International Review of Economics & Finance.
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article1
2020Spillover of sentiment in the European Union: Evidence from time- and frequency-domains In: International Review of Economics & Finance.
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article1
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: 1
paper
2019Forecasting transportation demand for the U.S. market In: Transportation Research Part A: Policy and Practice.
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article1
2018Oil Market Efficiency under a Machine Learning Perspective In: Forecasting.
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article1
2020Forecasting Credit Ratings of EU Banks In: International Journal of Financial Studies.
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article0
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
2021Gold Against the Machine In: Computational Economics.
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2014US Inflation Dynamics on Long Range Data In: Working Papers.
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paper6
2015US inflation dynamics on long range data.(2015) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 6
paper
2015US inflation dynamics on long-range data.(2015) In: Applied Economics.
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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.
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paper3
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: 3
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: 3
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.
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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.
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paper9
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.
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This paper has another version. Agregated cites: 9
article
2017An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data In: Working Papers.
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paper0
2018Persistence of Economic Uncertainty: A Comprehensive Analysis In: Working Papers.
[Citation analysis]
paper4
2019Persistence of economic uncertainty: a comprehensive analysis.(2019) In: Applied Economics.
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This paper has another version. Agregated cites: 4
article
2018Are BRICS Exchange Rates Chaotic? In: Working Papers.
[Citation analysis]
paper9
2019Are BRICS exchange rates chaotic?.(2019) In: Applied Economics Letters.
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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.
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paper0
2020Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data.(2020) In: Applied Economics Letters.
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This paper has another version. Agregated cites: 0
article
2018Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability In: Working Papers.
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paper2
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.
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This paper has another version. Agregated cites: 2
article
2018The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model In: Working Papers.
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paper0
2019Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? In: Working Papers.
[Citation analysis]
paper1
2021Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies In: Working Papers.
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2014Market Sentiment and Exchange Rate Directional Forecasting In: Working Paper series.
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paper4
2015Market sentiment and exchange rate directional forecasting.(2015) In: Algorithmic Finance.
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This paper has another version. Agregated cites: 4
article
2013Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques In: Working Paper series.
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paper1
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: 1
paper
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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paper2
2013Forecasting daily and monthly exchange rates with machine learning techniques In: DUTH Research Papers in Economics.
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paper9
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: 9
article
2013Asymmetric Fiscal Policy Shocks 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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article1
2019A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone In: Journal of Risk & Control.
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