Stelios Bekiros : Citation Profile


Are you Stelios Bekiros?

Athens University of Economics and Business (AUEB)

23

H index

53

i10 index

2212

Citations

RESEARCH PRODUCTION:

141

Articles

51

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 122
   Journals where Stelios Bekiros has often published
   Relations with other researchers
   Recent citing documents: 183.    Total self citations: 82 (3.57 %)

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   Permalink: http://citec.repec.org/pbe357
   Updated: 2024-01-16    RAS profile: 2023-10-07    
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Relations with other researchers


Works with:

Uddin, Gazi (8)

Shahzad, Syed Jawad Hussain (5)

Roubaud, David (4)

Ahmad, Wasim (3)

Bouri, Elie (2)

Nguyen, Duc Khuong (2)

Loukeris, Nikolaos (2)

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

Is cited by:

GUPTA, RANGAN (120)

Balcilar, Mehmet (58)

Bouri, Elie (36)

Uddin, Gazi (31)

Wohar, Mark (29)

Shahzad, Syed Jawad Hussain (27)

Tiwari, Aviral (26)

Paccagnini, Alessia (24)

Nguyen, Duc Khuong (23)

lucey, brian (20)

Yoon, Seong-Min (20)

Cites to:

Engle, Robert (51)

Bollerslev, Tim (47)

Diebold, Francis (44)

GUPTA, RANGAN (38)

Nguyen, Duc Khuong (38)

Wouters, Raf (36)

Smets, Frank (35)

Paccagnini, Alessia (35)

Schorfheide, Frank (34)

bloom, nicholas (34)

Reichlin, Lucrezia (33)

Main data


Where Stelios Bekiros has published?


Journals with more than one article published# docs
Chaos, Solitons & Fractals38
Mathematics9
Computational Economics7
Physica A: Statistical Mechanics and its Applications6
Economics Letters5
International Review of Financial Analysis5
Applied Economics4
Studies in Nonlinear Dynamics & Econometrics4
FRACTALS (fractals)4
Finance Research Letters3
Journal of International Financial Markets, Institutions and Money3
The North American Journal of Economics and Finance3
Economic Modelling3
Empirical Economics3
Journal of Financial Stability3
Journal of Forecasting3
Journal of Economic Dynamics and Control2
European Journal of Operational Research2
Energy Economics2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics8
Open Access publications / School of Economics, University College Dublin7
Economics Working Papers / European University Institute6
Post-Print / HAL6
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance5
Working Papers / Department of Research, Ipag Business School5
MPRA Paper / University Library of Munich, Germany2
Working Papers / School of Economics, University College Dublin2
Working Paper series / Rimini Centre for Economic Analysis2
CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster2
Working Papers / University of Milano-Bicocca, Department of Economics2

Recent works citing Stelios Bekiros (2024 and 2023)


YearTitle of citing document
2023Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434.

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2023A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks. (2022). Liu, Sixue ; Wang, Baohua ; Lou, Jiashu ; Zou, Jie. In: Papers. RePEc:arx:papers:2212.02721.

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2023Feature Selection for Forecasting. (2023). Barbu, Adrian ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.02223.

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2023Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642.

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2023Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440.

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2023Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis. (2023). Garcin, Matthieu. In: Papers. RePEc:arx:papers:2305.13123.

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2023An exploration of the mathematical structure and behavioural biases of financial crises. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2307.15402.

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2023Chance or Chaos? Fractal geometry aimed to inspect the nature of Bitcoin. (2023). Tormo-Xaixo, Isaac ; Cabezas-Rivas, Esther. In: Papers. RePEc:arx:papers:2309.00390.

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2023Impact 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.

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2023Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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2023Distributed tri-layer risk-averse stochastic game approach for energy trading among multi-energy microgrids. (2023). Wang, Luhao ; Xu, Yan ; Wu, Lei ; Li, Zhengmao ; Yang, Nan. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922015392.

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2023Hierarchical multi-agent reinforcement learning for repair crews dispatch control towards multi-energy microgrid resilience. (2023). Strbac, Goran ; Sun, Mingyang ; Zhang, Tingqi ; Wang, YI ; Qiu, Dawei. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001903.

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2023A novel lithium-ion battery state of charge estimation method based on the fusion of neural network and equivalent circuit models. (2023). Xiong, Rui ; Shen, Weixiang ; Yu, Quanqing ; Liu, Shangmei ; Huang, Yukun ; Tang, Aihua. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s030626192300942x.

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2023The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520.

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2023Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072.

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2023Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242.

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2023Memristor synapse-coupled piecewise-linear simplified Hopfield neural network: Dynamics analysis and circuit implementation. (2023). Chen, Bei ; Bao, Han ; Wang, Ning ; Ding, Shoukui ; Xu, Quan ; Wu, Huagan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010785.

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2023Mathematical modeling of vaccination as a control measure of stress to fight COVID-19 infections. (2023). Masandawa, Lemjini ; Mirau, Silas Steven ; Mbalawata, Isambi Sailon ; Paul, James Nicodemus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010992.

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2023Swarming intelligence heuristics for fractional nonlinear autoregressive exogenous noise systems. (2023). Khan, Zeshan Aslam ; Chaudhary, Naveed Ishtiaq ; Chang, Ching-Lung ; Malik, Muhammad Faizan ; Zahoor, Muhammad Asif ; Shu, Chi-Min ; Kiani, Adiqa Kausar. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012644.

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2023Time-delayed feedback bistable stochastic resonance system and its application in the estimation of the Polyester Filament Yarn tension in the spinning process. (2023). Qian, Xiaomin ; Zhang, Xiaoxiao ; Liu, Xiangyu ; Liao, HE ; Dong, Hailiang ; Ma, Qihua ; Gan, Xuehui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000346.

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2023Parameters and order identification of fractional-order epidemiological systems by Lévy-PSO and its application for the spread of COVID-19. (2023). Ge, Fudong ; Xie, Bing. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000644.

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2023Fixed-time neural control for output-constrained synchronization of second-order chaotic systems. (2023). Jahanshahi, Hadi ; Al-Zahrani, Mohammed S ; Alsaade, Fawaz W ; Yao, Qijia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:169:y:2023:i:c:s0960077923001856.

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2023Synchronization of spatiotemporal chaos and reservoir computing via scalar signals. (2023). Yang, Huijie ; Weng, Tongfeng ; Chen, Xiaolu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:169:y:2023:i:c:s0960077923002151.

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2023Numerical approximation and fast implementation to a generalized distributed-order time-fractional option pricing model. (2023). Zheng, Xiangcheng ; Jia, Jinhong ; Zhang, Meihui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002540.

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2023A class of m-dimension grid multi-cavity hyperchaotic maps and its application. (2023). Liu, Wenhao ; Wang, Huihai ; He, Shaobo ; Sun, Kehui ; Zhu, Wanting. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002710.

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2023Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734.

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2023Fixed-time observed synchronization of chaotic system with all state variables unavailable in some periods. (2023). Liu, Shuai ; Song, Zijun ; Luo, Runzi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002813.

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2023Fault-tolerant fixed/preassigned-time synchronization control of uncertain singularly perturbed complex networks with time-varying delay and stochastic disturbances. (2023). Ma, Yuechao ; Fan, Gaofeng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002953.

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2023Energy balance via memristor synapse in Morris-Lecar two-neuron network with FPGA implementation. (2023). Bao, Han ; Yu, Xihong ; Chen, MO. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:171:y:2023:i:c:s0960077923003430.

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2023Constructing 3D conservative chaotic system with dissipative term based on Shilnikov theorem. (2023). Yuan, Mingfeng ; Li, Yue ; Chen, Zengqiang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:171:y:2023:i:c:s0960077923003648.

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2023Theoretical analysis and experimental verification of fractional-order RC cobweb circuit network. (2023). Chen, Yangquan ; Cui, Fengqi ; Lopes, Antonio M ; Wu, Xiaobo ; Liu, Yang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004423.

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2023Finite time event-triggered consensus of variable-order fractional multi-agent systems. (2023). Cao, Jinde ; Wu, Huaiqin ; Gan, Qintao ; Li, Xingxin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006781.

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2023Sampled-data control for mean-square exponential stabilization of memristive neural networks under deception attacks. (2023). Fan, Yingjie ; Zhang, Mingguang ; Wang, Zhen ; Yan, Lisha. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006884.

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2023Investigating the impact of memory effects on computer virus population dynamics: A fractal–fractional approach with numerical analysis. (2023). Kanwal, Tanzeela ; Hussain, Azhar ; Avci, Brahim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923007464.

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2023A practical multivariate approach to testing volatility spillover. (2023). Urga, Giovanni ; Leong, Soon Heng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001008.

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2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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2023Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021). (2023). Perez-Montiel, Jose ; Ozcelebi, Oguzhan ; Portella-Carbo, Ferran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1241-1253.

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2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

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2023The impact of climate change on banking systemic risk. (2023). Taghizadeh-Hesary, Farhad ; Yang, Mingyuan ; Lu, Lanxin ; Qi, Hanying ; Bai, Xiao ; Wu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:419-437.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic. (2023). Eleftheriou, Konstantinos ; Grose, Christos ; Economou, Fotini ; Chantziaras, Antonios ; Alexakis, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000694.

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2023Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023The impacts of investor network and herd behavior on market stability: Social learning, network structure, and heterogeneity. (2023). Diao, Xundi ; Gong, Qingbin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1388-1398.

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2023Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020. (2023). Hj, Aina Nazurah ; Muhd, Ayu Nadhirah ; Wasiuzzaman, Shaista. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000371.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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2023Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

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2023Impacts of weather conditions on the US commodity markets systemic interdependence across multi-timescales. (2023). Marco, Chi Keung ; Wang, Qunwei ; Dai, Xingyu ; Zhang, Dongna. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s014098832300230x.

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2023What can be learned from the historical trend of crude oil prices? An ensemble approach for crude oil price forecasting. (2023). Wang, Shouyang ; Wei, Yunjie ; Lin, Wencan ; Cheng, Zishu. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002347.

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2023An empirical analysis of the dynamic relationship between clean and dirty energy markets. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Nasreen, Samia ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002645.

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2023Russia-Ukraine conflict sentiments and energy market returns in G7 countries: Discovering the unexplored dynamics. (2023). Sinha, Avik ; Murshed, Muntasir ; Balsalobre-Lorente, Daniel. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003456.

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2023How Fintech and effective governance derive the greener energy transition: Evidence from panel-corrected standard errors approach. (2023). Ali, Anis ; Muda, Iskandar ; Leong, Lin Woon ; Chen, Lan ; Zhang, You ; Xu, SI. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003791.

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2023Risk network of global energy markets. (2023). Uddin, Gazi ; Okhrin, Yarema ; Rahman, Md Lutfur ; Jayasekera, Ranadeva ; Yahya, Muhammad ; Luo, Tianqi. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003808.

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2023Response of mineral market to renewable energy production in the USA: Where lies the sustainable energy future. (2023). Sinha, Avik ; Abbas, Shujaat ; Shah, Muhammad Ibrahim ; Saha, Tanaya. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003348.

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2023Fault signal reconstruction for multi-sensors in gas turbine control systems based on prior knowledge from time series representation. (2023). Cheng, Kanru ; Wang, Yuzhang ; Zhao, Qunfei ; Yang, Xilian. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pa:s036054422201893x.

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2023Impact 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.

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2023The impact of geopolitical risk on the behavior of oil prices and freight rates. (2023). Gil-Alana, Luis ; Romero, Maria Fatima ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001731.

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2023The asymmetric effects of oil price shocks on the world food prices: Fresh evidence from quantile-on-quantile regression approach. (2023). Sharif, Arshian ; Shah, Nida ; Raza, Syed Ali ; Gao, Pengpeng ; Sun, Yunpeng. In: Energy. RePEc:eee:energy:v:270:y:2023:i:c:s0360544223002062.

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2023Net-load forecasting of renewable energy systems using multi-input LSTM fuzzy and discrete wavelet transform. (2023). Rashiditabar, Reza ; Mokarram, Mohammad Jafar ; Aghaei, Jamshid ; Gitizadeh, Mohsen. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223008198.

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2023Risk spillovers from Chinas and the US stock markets during high-volatility periods: Evidence from East Asianstock markets. (2023). Xiao, Yang ; Wang, BO. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000546.

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2023NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis. (2023). Shi, Baofeng ; Abedin, Mohammad Zoynul ; Alam, Masud ; Abdullah, Mohammad ; Ferdous, Mohammad Ashraful. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001588.

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2023Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363.

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2023Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727.

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2023The relationship between global risk aversion and returns from safe-haven assets. (2023). Teplova, Tamara ; Choi, Sun-Yong ; Bossman, Ahmed ; Umar, Zaghum. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006213.

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2023Can bonds hedge stock market risks? Green bonds vs conventional bonds. (2023). Yoon, Seong-Min ; Nie, Siyue ; Xiong, Youlin ; Dong, Xiyong. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s154461232200544x.

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2023Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Chen, Baifan ; Huang, Jionghao. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089.

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2023Time-varying market efficiency of safe-haven assets. (2023). Leirvik, Thomas ; Okoroafor, Ugochi C. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323003963.

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2023Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?. (2023). S Kumar, Anoop ; Padakandla, Steven Raj. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005032.

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2023SFDR, investor attention, and European financial markets. (2023). Nabeel-Ud, Raja ; Chiappini, Helen ; Birindelli, Giuliana. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s154461232300507x.

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2023Rule improvements and irrational characteristics of herd behaviour–The effects of SMT policy. (2023). Lin, Chunyan ; Fu, Pengju ; Liu, Jia. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005470.

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2023How macroeconomic factors drive the linkages between inflation and oil markets in global economies? A multiscale analysis. (2023). Kim, Won Joong ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:212-232.

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2023Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85.

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2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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2023Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets. (2023). Kinkyo, Takuji ; Xu, Lei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s104244312300032x.

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2023Forecasting Bitcoin with technical analysis: A not-so-random forest?. (2023). Djakovic, Vladimir ; Adcock, Robert ; Kukolj, Dragan ; Gradojevic, Nikola. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:1-17.

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2023Evolution of the information transmission between Chinese and international oil markets: A quantile-based framework. (2023). Ren, Xiaohang ; Chen, Jinyu ; Wen, Fenghua ; Duan, Kun. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000617.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2023Tail dependence, dynamic linkages, and extreme spillover between the stock and Chinas commodity markets. (2023). Wang, Suhui. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851323000028.

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2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x.

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2023Gold 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.

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2023Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic. (2023). Caporin, Massimiliano ; Khosravi, Reza ; Ghazani, Majid Mirzaee. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006006.

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2023Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets. (2023). Sarker, Tapan ; Panait, Mirela ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Apostu, Simona Andreea. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006407.

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2023Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

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2023Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277.

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2023Dependence and risk management of portfolios of metals and agricultural commodity futures. (2023). Mensi, Walid ; Hanif, Waqas ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Bensaida, Ahmed ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002787.

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2023Measuring the frequency and quantile connectedness between policy categories and global oil price. (2023). Liu, Hongxiao ; Nong, Huifu. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723002763.

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2023Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war. (2023). Sana, Moniba ; Khalid, Ali Awais ; Chishti, Muhammad Zubair. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004865.

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2023Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020.

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2023Natural resources and green economic recovery in responsible investments: Role of ESG in context of Islamic sustainable investments. (2023). Tiwari, Sunil ; Delnavaz, Mohammad ; Asl, Mahdi Ghaemi ; Huang, Lingyu ; Zou, Fei. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009066.

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2023A nonlinear mathematical model on the Covid-19 transmission pattern among diabetic and non-diabetic population. (2023). Sekhara, Raja P ; Danumjaya, P ; Anand, Monalisa. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:210:y:2023:i:c:p:346-369.

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2023Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices Influence on Korean Short Selling Activities. (2023). Kim, Woo Chang ; Lee, Myounggu ; Choi, Insu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000847.

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2023Tail comovements of implied volatility indices and global index futures returns predictability. (2023). Nguyen, Cuong ; Lee, Yun-Huan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001634.

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2023Dynamics of a fractional order mathematical model for COVID-19 epidemic transmission. (2023). Shaheen, Aqila ; Nawaz, Fariha ; Siddique, Imran ; Arshad, Sadia ; Khurshid, Hina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122009414.

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2023Is entropy an indicator of port traffic predictability? The evidence from Chinese ports. (2023). Grifoll, Manel ; Huang, Dong ; Lin, Qin ; Feng, Hongxiang ; Yang, Dong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:612:y:2023:i:c:s0378437123000389.

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2023The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317.

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2023COVID-19 and information flow between cryptocurrencies, and conventional financial assets. (2023). Youssef, Manel ; Mokni, Khaled ; Assaf, Ata. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:73-81.

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

Stelios Bekiros is editor of


Journal
Chaos, Solitons & Fractals
Economics

Works by Stelios Bekiros:


YearTitleTypeCited
2006Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network In: CeNDEF Working Papers.
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paper11
2008Direction-of-change forecasting using a volatility-based recurrent neural network.(2008) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 11
article
2006Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models In: CeNDEF Working Papers.
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paper1
2007The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing In: CeNDEF Working Papers.
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paper37
2008The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing.(2008) In: Journal of Macroeconomics.
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This paper has nother version. Agregated cites: 37
article
2007The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality In: CeNDEF Working Papers.
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paper196
2008The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality.(2008) In: Energy Economics.
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This paper has nother version. Agregated cites: 196
article
2009Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models In: CeNDEF Working Papers.
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paper0
2017Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets In: International Review of Finance.
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article9
2018PITFALLS IN CROSS?SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS In: Journal of Economic Surveys.
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article2
2015Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model In: Studies in Nonlinear Dynamics & Econometrics.
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article4
2014Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model.(2014) In: Open Access publications.
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This paper has nother version. Agregated cites: 4
paper
2015Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area In: Studies in Nonlinear Dynamics & Econometrics.
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article22
2014Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area.(2014) In: Working Papers.
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2017Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach In: Studies in Nonlinear Dynamics & Econometrics.
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article1
2020The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2018Forecasting Inflation Uncertainty in the G7 Countries In: CQE Working Papers.
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2018Forecasting Inflation Uncertainty in the G7 Countries.(2018) In: Econometrics.
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article
2019Forecasting Volatility in Cryptocurrency Markets In: CQE Working Papers.
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paper1
2015MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS In: Macroeconomic Dynamics.
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article10
2015Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs.(2015) In: Open Access publications.
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2017Disturbances and complexity in volatility time series In: Chaos, Solitons & Fractals.
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article6
2018Chaos, randomness and multi-fractality in Bitcoin market In: Chaos, Solitons & Fractals.
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article63
2018Long-range memory, distributional variation and randomness of bitcoin volatility In: Chaos, Solitons & Fractals.
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article53
2018Time-varying self-similarity in alternative investments In: Chaos, Solitons & Fractals.
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article4
2018Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments In: Chaos, Solitons & Fractals.
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article1
2018Time-dependent complexity measurement of causality in international equity markets: A spatial approach In: Chaos, Solitons & Fractals.
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article7
2019Cryptocurrency forecasting with deep learning chaotic neural networks In: Chaos, Solitons & Fractals.
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article56
2019On the pricing of exotic options: A new closed-form valuation approach In: Chaos, Solitons & Fractals.
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2019Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques In: Chaos, Solitons & Fractals.
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article78
2019A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization In: Chaos, Solitons & Fractals.
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article18
2019Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering In: Chaos, Solitons & Fractals.
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article8
2020A fractional-order hyper-chaotic economic system with transient chaos In: Chaos, Solitons & Fractals.
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article16
2020Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets In: Chaos, Solitons & Fractals.
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article7
2020King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems In: Chaos, Solitons & Fractals.
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article6
2020Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market In: Chaos, Solitons & Fractals.
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article14
2020Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method In: Chaos, Solitons & Fractals.
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article8
2020SBDiEM: A new mathematical model of infectious disease dynamics In: Chaos, Solitons & Fractals.
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article12
2020Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak In: Chaos, Solitons & Fractals.
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article14
2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets In: Chaos, Solitons & Fractals.
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article56
2020Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic In: Chaos, Solitons & Fractals.
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article10
2020The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization In: Chaos, Solitons & Fractals.
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article5
2021Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control In: Chaos, Solitons & Fractals.
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article3
2021A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19 In: Chaos, Solitons & Fractals.
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article7
2021Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension In: Chaos, Solitons & Fractals.
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article1
2021On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller In: Chaos, Solitons & Fractals.
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article7
2021Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model In: Chaos, Solitons & Fractals.
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article4
2021A novel fuzzy mixed H2/H? optimal controller for hyperchaotic financial systems In: Chaos, Solitons & Fractals.
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article1
2021Deep recurrent neural networks with finite-time terminal sliding mode control for a chaotic fractional-order financial system with market confidence In: Chaos, Solitons & Fractals.
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article5
2021The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets In: Chaos, Solitons & Fractals.
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2022Intelligent parameter identification and prediction of variable time fractional derivative and application in a symmetric chaotic financial system In: Chaos, Solitons & Fractals.
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article4
2022Complexity measures of high oscillations in phonocardiogram as biomarkers to distinguish between normal heart sound and pathological murmur In: Chaos, Solitons & Fractals.
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article0
2022Deep learning systems for automatic diagnosis of infant cry signals In: Chaos, Solitons & Fractals.
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article0
2022Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis In: Chaos, Solitons & Fractals.
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article0
2022Chaotic attitude synchronization and anti-synchronization of master-slave satellites using a robust fixed-time adaptive controller In: Chaos, Solitons & Fractals.
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article2
2023Optimal tuning of support vector machines and k-NN algorithm by using Bayesian optimization for newborn cry signal diagnosis based on audio signal processing features In: Chaos, Solitons & Fractals.
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article0
2023Heterogeneous agent-based modeling of endogenous boom-bust cycles in financial markets with adaptive expectations and dynamically switching fractions between contrarian and fundamental market entry st In: Chaos, Solitons & Fractals.
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article0
2023Adaptive fixed-time robust control for function projective synchronization of hyperchaotic economic systems with external perturbations In: Chaos, Solitons & Fractals.
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article0
2023Achieving resilient chaos suppression and synchronization of fractional-order supply chains with fault-tolerant control In: Chaos, Solitons & Fractals.
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article0
2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models In: Computational Statistics & Data Analysis.
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article17
2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models.(2014) In: Open Access publications.
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This paper has nother version. Agregated cites: 17
paper
2010Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach In: Journal of Economic Dynamics and Control.
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article15
2018Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare In: Journal of Economic Dynamics and Control.
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article13
2014Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area In: Economic Modelling.
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article10
2016Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach In: Economic Modelling.
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article3
2018Directional predictability and time-varying spillovers between stock markets and economic cycles In: Economic Modelling.
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article10
2018Directional predictability and time-varying spillovers between stock markets and economic cycles.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 10
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2014Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets In: The North American Journal of Economics and Finance.
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article7
2016On economic uncertainty, stock market predictability and nonlinear spillover effects In: The North American Journal of Economics and Finance.
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article46
2015On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers.
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2017Herding behavior, market sentiment and volatility: Will the bubble resume? In: The North American Journal of Economics and Finance.
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article35
2009A robust algorithm for parameter estimation in smooth transition autoregressive models In: Economics Letters.
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article2
2015Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach In: Economics Letters.
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article7
2015Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach.(2015) In: Working Papers.
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2015Oil price forecastability and economic uncertainty In: Economics Letters.
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article55
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
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2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
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paper
2015Oil price forecastability and economic uncertainty.(2015) In: Open Access publications.
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This paper has nother version. Agregated cites: 55
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2019Analysing the systemic risk of Indian banks In: Economics Letters.
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article12
2019Enhancing the predictability of crude oil markets with hybrid wavelet approaches In: Economics Letters.
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article7
2010Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets In: European Journal of Operational Research.
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article13
2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research.
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article61
2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper.
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paper
2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
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article30
2015Heuristic learning in intraday trading under uncertainty In: Journal of Empirical Finance.
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article3
2023How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? In: Energy Economics.
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article3
2020A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series In: Energy.
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article93
2014Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets In: International Review of Financial Analysis.
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article85
2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
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article78
2018Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates In: International Review of Financial Analysis.
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article1
2018Risk perception in financial markets: On the flip side In: International Review of Financial Analysis.
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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis In: International Review of Financial Analysis.
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article16
2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters.
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article79
2015Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis.(2015) In: Working Papers.
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2018Risk transmitters and receivers in global currency markets In: Finance Research Letters.
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2018Risk transmitters and receivers in global currency markets.(2018) In: Post-Print.
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2019Is anti-herding behavior spurious? In: Finance Research Letters.
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article0
2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs In: Journal of Financial Stability.
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2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Open Access publications.
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2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Working Papers.
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2017The asymmetric relationship between returns and implied volatility: Evidence from global stock markets In: Journal of Financial Stability.
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article19
2020Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies In: Journal of Financial Stability.
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article2
2005Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance In: Journal of International Financial Markets, Institutions and Money.
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article24
2016On the time scale behavior of equity-commodity links: Implications for portfolio management In: Journal of International Financial Markets, Institutions and Money.
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article33
2018A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling In: Journal of International Financial Markets, Institutions and Money.
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article20
2018A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling.(2018) In: Post-Print.
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2014Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics In: Journal of Banking & Finance.
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2011Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics.(2011) In: Economics Working Papers.
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2013The multiscale causal dynamics of foreign exchange markets In: Journal of International Money and Finance.
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2011The Multiscale Causal Dynamics of Foreign Exchange Markets.(2011) In: Economics Working Papers.
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2017Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance.
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article87
2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper.
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2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy.
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