Dimitrios D. Thomakos : Citation Profile


Are you Dimitrios D. Thomakos?

University of Peloponnese (50% share)
Rimini Centre for Economic Analysis (RCEA) (50% share)

6

H index

3

i10 index

279

Citations

RESEARCH PRODUCTION:

38

Articles

28

Papers

3

Chapters

RESEARCH ACTIVITY:

   20 years (1998 - 2018). See details.
   Cites by year: 13
   Journals where Dimitrios D. Thomakos has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 5 (1.76 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pth311
   Updated: 2019-04-20    RAS profile: 2018-08-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Nikolopoulos, Konstantinos (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dimitrios D. Thomakos.

Is cited by:

Facchini, Giovanni (17)

Silva, Peri (15)

Imai, Susumu (15)

Krishna, Kala (15)

Katayama, Hajime (15)

Willmann, Gerald (14)

Olarreaga, Marcelo (14)

Campos, Nauro (8)

Giovannoni, Francesco (8)

KARACAOVALI, BAYBARS (8)

Bollerslev, Tim (8)

Cites to:

Fama, Eugene (29)

French, Kenneth (28)

Campbell, John (21)

Diebold, Francis (21)

Bollerslev, Tim (21)

Andersen, Torben (19)

Teoh, Siew Hong (17)

Hirshleifer, David (16)

Hou, Kewei (15)

Obstfeld, Maurice (14)

Shleifer, Andrei (13)

Main data


Where Dimitrios D. Thomakos has published?


Journals with more than one article published# docs
International Journal of Forecasting4
Physica A: Statistical Mechanics and its Applications2
Empirical Economics2
International Review of Financial Analysis2
Journal of Empirical Finance2
Journal of Forecasting2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis10
GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe / Hellenic Observatory, LSE3
Finance / University Library of Munich, Germany2
Working Papers / Deakin University, Department of Economics2
Working Papers / Bangor Business School, Prifysgol Bangor University (Cymru / Wales)2

Recent works citing Dimitrios D. Thomakos (2018 and 2017)


YearTitle of citing document
2018Special interest politics: Contribution schedules vs. Nash bargaining. (2018). Voß, Achim ; Schopf, Mark. In: Economics and Politics. RePEc:bla:ecopol:v:30:y:2018:i:2:p:256-273.

Full description at Econpapers || Download paper

2018Endogenous trade policy in general equilibrium: An interaction of redistribution rule, trade openness, and labor market condition. (2018). Acharya, Ram C. In: Economics and Politics. RePEc:bla:ecopol:v:30:y:2018:i:3:p:423-443.

Full description at Econpapers || Download paper

2017Trade Agreements in the Shadow of Lobbying. (2017). Buzard, Kristy. In: Review of International Economics. RePEc:bla:reviec:v:25:y:2017:i:1:p:21-43.

Full description at Econpapers || Download paper

2017The Politics of International Trade. (2017). Hillman, Arye ; Ethier, Wilfred J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6456.

Full description at Econpapers || Download paper

2018Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression. (2018). Lahmiri, Salim. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:320:y:2018:i:c:p:444-451.

Full description at Econpapers || Download paper

2017Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift☆. (2017). Li, Shaoyu ; Zheng, Tingguo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:200-221.

Full description at Econpapers || Download paper

2017Singular Spectrum Analysis for signal extraction in Stochastic Volatility models. (2017). Arteche, Josu ; Garcia-Enriquez, Javier . In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:85-98.

Full description at Econpapers || Download paper

2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

Full description at Econpapers || Download paper

2017Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application. (2017). Poskitt, Donald ; Rahman, Atikur M. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:199-213.

Full description at Econpapers || Download paper

2018Structured low-rank matrix completion for forecasting in time series analysis. (2018). Gillard, Jonathan ; Usevich, Konstantin. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:582-597.

Full description at Econpapers || Download paper

2018Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models. (2018). GUPTA, RANGAN ; Das, Sonali ; Silva, Emmanuel Sirimal ; Hassani, Hossein. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:121-139.

Full description at Econpapers || Download paper

2019Trade policy & lobbying effectiveness: Theory and evidence for India. (2019). Saha, Amrita. In: European Journal of Political Economy. RePEc:eee:poleco:v:56:y:2019:i:c:p:165-192.

Full description at Econpapers || Download paper

2018A survey of shipping finance research: Setting the future research agenda. (2018). VISVIKIS, ILIAS ; Tsouknidis, Dimitris ; Kavussanos, Manolis ; Kim, Chi Y ; Alexandridis, George. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:115:y:2018:i:c:p:164-212.

Full description at Econpapers || Download paper

2017‘Real’ flexicurity worlds in action: evidence from Denmark and Greece. (2017). Kougias, Konstantinos . In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:69576.

Full description at Econpapers || Download paper

2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01442618.

Full description at Econpapers || Download paper

2017‘Real’ Flexicurity Worlds in action: Evidence from Denmark and Greece. (2017). Kougias, Konstantinos . In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:106.

Full description at Econpapers || Download paper

2017The Legacy of a Fractured Eurozone: the Greek Dra(ch)ma. (2017). Sala, Hector ; Koutroumpis, Panagiotis ; Karanasos, Menelaos ; Karanassou, Marika ; Hatgioannides, John. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:115.

Full description at Econpapers || Download paper

2017The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:17006.

Full description at Econpapers || Download paper

2018On the Examination of Competition in the Petroleum Industry: A Pooled Panel Threshold Analysis. (2018). Stengos, Thanasis ; POLEMIS, MICHAEL ; Chen, Chaoyi. In: MPRA Paper. RePEc:pra:mprapa:89671.

Full description at Econpapers || Download paper

2017Sentiment and Uncertainty Fluctuations and Their Effects on the Euro Area Business Cycle. (2017). Aarle, Bas ; Moons, Cindy . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:2:d:10.1007_s41549-017-0020-y.

Full description at Econpapers || Download paper

2017Determinants of capital flows to emerging and advanced economies between 1990 and 2011. (2017). Tchorek, Grzegorz ; Liwiski, Pawe ; Brzozowski, Micha. In: Portuguese Economic Journal. RePEc:spr:portec:v:16:y:2017:i:1:d:10.1007_s10258-016-0126-5.

Full description at Econpapers || Download paper

2017Value at risk forecasting for volatility index. (2017). Park, Seul-Ki ; Shin, Dong Wan ; Choi, Ji-Eun. In: Applied Economics Letters. RePEc:taf:apeclt:v:24:y:2017:i:21:p:1613-1620.

Full description at Econpapers || Download paper

2017Trade and the New Silk Road: opportunities, challenges, and solutions. (2017). Li, Yuan ; Schmerer, Hans-Jorg. In: Journal of Chinese Economic and Business Studies. RePEc:taf:jocebs:v:15:y:2017:i:3:p:205-213.

Full description at Econpapers || Download paper

2017On Legislative Lobbying under Political Uncertainty. (2017). Tyutin, Anton ; Zaporozhets, Vera . In: TSE Working Papers. RePEc:tse:wpaper:31704.

Full description at Econpapers || Download paper

Works by Dimitrios D. Thomakos:


YearTitleTypeCited
2004Protection versus Promotion: An Empirical Investigation In: Economics and Politics.
[Full Text][Citation analysis]
article3
2016PROTECTION VERSUS PROMOTION: AN EMPIRICAL INVESTIGATION.(2016) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
chapter
2012External Financing, Growth and Stock Returns In: European Financial Management.
[Full Text][Citation analysis]
article0
2008Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America In: Review of Development Economics.
[Full Text][Citation analysis]
article9
2014“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU In: Review of International Economics.
[Full Text][Citation analysis]
article2
2013Forecasting multivariate time series with the Theta Method In: Working Papers.
[Full Text][Citation analysis]
paper1
2015Forecasting Multivariate Time Series with the Theta Method.(2015) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2013Growth, de-regulation and rent-seeking in post-war British Economy In: Working Papers.
[Full Text][Citation analysis]
paper0
2013Growth, De-Regulation and Rent-Seeking in Post-War British Economy.(2013) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Growth, deregulation and rent seeking in post-war British economy.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2008NoVaS Transformations: Flexible Inference for Volatility Forecasting In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]
paper0
2007NoVaS Transformations: Flexible Inference for Volatility Forecasting.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Can we obtain realistic parameter estimates for the `protection for sale model? In: Canadian Journal of Economics.
[Full Text][Citation analysis]
article26
2016Can we obtain realistic parameter estimates for the ‘protection for sale’ model?.(2016) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
chapter
2008Consumer Confidence and Elections In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2007Consumer Confidence and Elections.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2006Trade, openness and domestic conflict: an empirical investigation for Latin America In: Working Papers.
[Full Text][Citation analysis]
paper0
2007Trade, openness, and domestic conflict: An empirical investigation for Latin America.(2007) In: Economics of Peace and Security Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2006Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter? In: Working Papers.
[Full Text][Citation analysis]
paper1
2004Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?.(2004) In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2008Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?.(2008) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
article
2005Firms R & D Behavior Under Rational Expectations In: Indian Economic Review.
[Citation analysis]
article0
2003Realized volatility in the futures markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article55
2010Optimal probabilistic and directional predictions of financial returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article1
2016Carbon intensity as a proxy for environmental performance and the informational content of the EPI In: Energy Policy.
[Full Text][Citation analysis]
article1
2011Information in balance sheets for future stock returns: Evidence from net operating assets In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article4
2007Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2013Nonparametric realized volatility estimation in the international equity markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
2017Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article0
1998Structural VAR, MARMA and open economy models In: International Journal of Forecasting.
[Full Text][Citation analysis]
article7
2004Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance In: International Journal of Forecasting.
[Full Text][Citation analysis]
article3
2017EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues In: International Journal of Forecasting.
[Full Text][Citation analysis]
article1
2008Exchange rate pass-through and relative prices: An industry-level empirical investigation In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article3
2002Modeling daily realized futures volatility with singular spectrum analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article7
2015An improved moving average technical trading rule In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article1
2011Improving forecasting performance by window and model averaging In: CAMA Working Papers.
[Full Text][Citation analysis]
paper0
2012Can Greece be saved?: current account, fiscal imbalances and competitiveness In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper2
2012Can Greece be saved? Current Account, fiscal imbalances and competitiveness.(2012) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2016Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper5
2016Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices.(2016) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2016The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
paper4
2016The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis.(2016) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2013Corporate financing activities, fundamentals to price ratios and the cross section of stock returns In: Journal of Economic Studies.
[Full Text][Citation analysis]
article0
2010The implications of retained and distributed earnings for future profitability and stock returns In: Review of Accounting and Finance.
[Full Text][Citation analysis]
article0
2008The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity In: Papers.
[Citation analysis]
paper3
2016Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present In: European Journal of Economics and Business Studies Articles.
[Full Text][Citation analysis]
article0
2015Covariance averaging for improved estimation and portfolio allocation In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]
article0
2013Covariance Averaging for Improved Estimation and Portfolio Allocation.(2013) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2001Protection for sale and political regimes: Empirical evidence In: International Advances in Economic Research.
[Full Text][Citation analysis]
article0
2011The Role of Realised Volatility in the Athens Stock Exchange In: Multinational Finance Journal.
[Full Text][Citation analysis]
article1
2013Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach In: Economics & Management Discussion Papers.
[Full Text][Citation analysis]
paper0
2008Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration In: Working Paper series.
[Full Text][Citation analysis]
paper2
2007Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery In: Working Paper series.
[Full Text][Citation analysis]
paper0
2007The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing In: Working Paper series.
[Full Text][Citation analysis]
paper0
2007Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation In: Working Paper series.
[Full Text][Citation analysis]
paper0
2013The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies In: Working Paper series.
[Full Text][Citation analysis]
paper0
2017The Baltic Dry Index: cyclicalities, forecasting and hedging strategies.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2007Global FDI Convergence Patterns?: Evidence from International Comparisons In: Journal of Economic Integration.
[Citation analysis]
article2
2012Econometric testing of the real option hypothesis: evidence from investment in oil tankers In: Empirical Economics.
[Full Text][Citation analysis]
article2
2012Realized volatility and jumps in the Athens Stock Exchange In: Applied Financial Economics.
[Full Text][Citation analysis]
article3
2003Economic integration, market discipline and productivity growth in Spain In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]
article0
2015Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities In: Quantitative Finance.
[Full Text][Citation analysis]
article0
2002Protection For Sale In A Developing Country: Democracy Vs. Dictatorship In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article125
2016“PROTECTION FOR SALE” IN A DEVELOPING COUNTRY: DEMOCRACY VS. DICTATORSHIP.(2016) In: World Scientific Book Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 125
chapter
In: .
[Full Text][Citation analysis]
article1
2018Robust model rankings of forecasting performance In: Journal of Forecasting.
[Full Text][Citation analysis]
article0
2008Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns In: Journal of Futures Markets.
[Full Text][Citation analysis]
article3
2006Realized Volatility and Asymmetries in the A.S.E. Returns In: Finance.
[Full Text][Citation analysis]
paper0
2006Realized Volatility and Asymmetries in the A.S.E. Returns.(2006) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2019. Contact: CitEc Team