23
H index
53
i10 index
2212
Citations
Athens University of Economics and Business (AUEB) | 23 H index 53 i10 index 2212 Citations RESEARCH PRODUCTION: 141 Articles 51 Papers EDITOR: Series edited RESEARCH ACTIVITY: 18 years (2005 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pbe357 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stelios Bekiros. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Feature Selection for Forecasting. (2023). Barbu, Adrian ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.02223. Full description at Econpapers || Download paper | |
2023 | Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642. Full description at Econpapers || Download paper | |
2023 | Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440. Full description at Econpapers || Download paper | |
2023 | Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis. (2023). Garcin, Matthieu. In: Papers. RePEc:arx:papers:2305.13123. Full description at Econpapers || Download paper | |
2023 | An exploration of the mathematical structure and behavioural biases of financial crises. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2307.15402. Full description at Econpapers || Download paper | |
2023 | Chance 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. Full description at Econpapers || Download paper | |
2023 | Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123. Full description at Econpapers || Download paper | |
2023 | Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57. Full description at Econpapers || Download paper | |
2023 | Quantile 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. Full description at Econpapers || Download paper | |
2023 | Distributed 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. Full description at Econpapers || Download paper | |
2023 | Hierarchical 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Are 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. Full description at Econpapers || Download paper | |
2023 | Intentional 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. Full description at Econpapers || Download paper | |
2023 | Memristor 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. Full description at Econpapers || Download paper | |
2023 | Mathematical 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. Full description at Econpapers || Download paper | |
2023 | Swarming 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | Parameters 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. Full description at Econpapers || Download paper | |
2023 | Fixed-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. Full description at Econpapers || Download paper | |
2023 | Synchronization 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. Full description at Econpapers || Download paper | |
2023 | Numerical 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Skewed 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. Full description at Econpapers || Download paper | |
2023 | Fixed-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. Full description at Econpapers || Download paper | |
2023 | Fault-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. Full description at Econpapers || Download paper | |
2023 | Energy 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. Full description at Econpapers || Download paper | |
2023 | Constructing 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. Full description at Econpapers || Download paper | |
2023 | Theoretical 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. Full description at Econpapers || Download paper | |
2023 | Finite 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. Full description at Econpapers || Download paper | |
2023 | Sampled-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. Full description at Econpapers || Download paper | |
2023 | Investigating 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Frequency 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. Full description at Econpapers || Download paper | |
2023 | Tourism-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. Full description at Econpapers || Download paper | |
2023 | Volatility 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Interconnectedness 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. Full description at Econpapers || Download paper | |
2023 | Stablecoins 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. Full description at Econpapers || Download paper | |
2023 | Animal 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. Full description at Econpapers || Download paper | |
2023 | Macroprudential 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. Full description at Econpapers || Download paper | |
2023 | Corporate 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Analysis 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. Full description at Econpapers || Download paper | |
2023 | Conditional 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. Full description at Econpapers || Download paper | |
2023 | Stochastic ordering of systemic risk in commodity markets. (2023). Morelli, Giacomo. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005758. Full description at Econpapers || Download paper | |
2023 | An 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. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | Impacts 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. Full description at Econpapers || Download paper | |
2023 | What 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. Full description at Econpapers || Download paper | |
2023 | An 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. Full description at Econpapers || Download paper | |
2023 | Russia-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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Risk 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. Full description at Econpapers || Download paper | |
2023 | Response 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. Full description at Econpapers || Download paper | |
2023 | Fault 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. Full description at Econpapers || Download paper | |
2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Net-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. Full description at Econpapers || Download paper | |
2023 | Risk 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. Full description at Econpapers || Download paper | |
2023 | NFTs, 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. Full description at Econpapers || Download paper | |
2023 | Examining 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Can 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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | Time-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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | SFDR, 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. Full description at Econpapers || Download paper | |
2023 | Rule 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. Full description at Econpapers || Download paper | |
2023 | How 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. Full description at Econpapers || Download paper | |
2023 | Heterogenous 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | Hedging 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. Full description at Econpapers || Download paper | |
2023 | Hedging 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. Full description at Econpapers || Download paper | |
2023 | Forecasting 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. Full description at Econpapers || Download paper | |
2023 | Evolution 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. Full description at Econpapers || Download paper | |
2023 | Does 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. Full description at Econpapers || Download paper | |
2023 | Tail 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. Full description at Econpapers || Download paper | |
2023 | Dynamic 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. Full description at Econpapers || Download paper | |
2023 | Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979. Full description at Econpapers || Download paper | |
2023 | Analyzing 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. Full description at Econpapers || Download paper | |
2023 | Emerging 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. Full description at Econpapers || Download paper | |
2023 | Do 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. Full description at Econpapers || Download paper | |
2023 | Asymmetric 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. Full description at Econpapers || Download paper | |
2023 | Dependence 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. Full description at Econpapers || Download paper | |
2023 | Measuring 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. Full description at Econpapers || Download paper | |
2023 | Conflict 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. Full description at Econpapers || Download paper | |
2023 | Diversification, 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. Full description at Econpapers || Download paper | |
2023 | Natural 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. Full description at Econpapers || Download paper | |
2023 | A 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. Full description at Econpapers || Download paper | |
2023 | Elucidating 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. Full description at Econpapers || Download paper | |
2023 | Tail 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. Full description at Econpapers || Download paper | |
2023 | Dynamics 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. Full description at Econpapers || Download paper | |
2023 | Is 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. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
2023 | COVID-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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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Chaos, Solitons & Fractals | |
Economics |
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2006 | Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 11 |
2008 | Direction-of-change forecasting using a volatility-based recurrent neural network.(2008) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2006 | Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 37 |
2008 | The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing.(2008) In: Journal of Macroeconomics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
2007 | The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 196 |
2008 | The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality.(2008) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 196 | article | |
2009 | Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models In: CeNDEF Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets In: International Review of Finance. [Full Text][Citation analysis] | article | 9 |
2018 | PITFALLS IN CROSS?SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 2 |
2015 | Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 4 |
2014 | Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model.(2014) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2015 | Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 22 |
2014 | Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2017 | Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 1 |
2020 | The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2018 | Forecasting Inflation Uncertainty in the G7 Countries In: CQE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Forecasting Inflation Uncertainty in the G7 Countries.(2018) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2019 | Forecasting Volatility in Cryptocurrency Markets In: CQE Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 10 |
2015 | Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs.(2015) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2017 | Disturbances and complexity in volatility time series In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 6 |
2018 | Chaos, randomness and multi-fractality in Bitcoin market In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 63 |
2018 | Long-range memory, distributional variation and randomness of bitcoin volatility In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 53 |
2018 | Time-varying self-similarity in alternative investments In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
2018 | Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
2018 | Time-dependent complexity measurement of causality in international equity markets: A spatial approach In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 7 |
2019 | Cryptocurrency forecasting with deep learning chaotic neural networks In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 56 |
2019 | On the pricing of exotic options: A new closed-form valuation approach In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2019 | Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 78 |
2019 | A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 18 |
2019 | Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 8 |
2020 | A fractional-order hyper-chaotic economic system with transient chaos In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 16 |
2020 | Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 7 |
2020 | King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 6 |
2020 | Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 14 |
2020 | Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 8 |
2020 | SBDiEM: A new mathematical model of infectious disease dynamics In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 12 |
2020 | Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 14 |
2020 | The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 56 |
2020 | Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 10 |
2020 | The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 5 |
2021 | Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 3 |
2021 | A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19 In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 7 |
2021 | Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
2021 | On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 7 |
2021 | Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
2021 | A novel fuzzy mixed H2/H? optimal controller for hyperchaotic financial systems In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 1 |
2021 | Deep recurrent neural networks with finite-time terminal sliding mode control for a chaotic fractional-order financial system with market confidence In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 5 |
2021 | The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 6 |
2022 | Intelligent parameter identification and prediction of variable time fractional derivative and application in a symmetric chaotic financial system In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 4 |
2022 | Complexity measures of high oscillations in phonocardiogram as biomarkers to distinguish between normal heart sound and pathological murmur In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2022 | Deep learning systems for automatic diagnosis of infant cry signals In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2022 | Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2022 | Chaotic attitude synchronization and anti-synchronization of master-slave satellites using a robust fixed-time adaptive controller In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 2 |
2023 | Optimal 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. [Full Text][Citation analysis] | article | 0 |
2023 | Heterogeneous 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. [Full Text][Citation analysis] | article | 0 |
2023 | Adaptive fixed-time robust control for function projective synchronization of hyperchaotic economic systems with external perturbations In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2023 | Achieving resilient chaos suppression and synchronization of fractional-order supply chains with fault-tolerant control In: Chaos, Solitons & Fractals. [Full Text][Citation analysis] | article | 0 |
2014 | Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 17 |
2014 | Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models.(2014) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2010 | Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 15 |
2018 | Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 13 |
2014 | Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2016 | Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2018 | Directional predictability and time-varying spillovers between stock markets and economic cycles In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2018 | Directional predictability and time-varying spillovers between stock markets and economic cycles.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2014 | Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
2016 | On economic uncertainty, stock market predictability and nonlinear spillover effects In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 46 |
2015 | On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2017 | Herding behavior, market sentiment and volatility: Will the bubble resume? In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 35 |
2009 | A robust algorithm for parameter estimation in smooth transition autoregressive models In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
2015 | Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2015 | Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2015 | Oil price forecastability and economic uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 55 |
2015 | Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2015 | Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2015 | Oil price forecastability and economic uncertainty.(2015) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 55 | paper | |
2019 | Analysing the systemic risk of Indian banks In: Economics Letters. [Full Text][Citation analysis] | article | 12 |
2019 | Enhancing the predictability of crude oil markets with hybrid wavelet approaches In: Economics Letters. [Full Text][Citation analysis] | article | 7 |
2010 | Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 13 |
2017 | Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 61 |
2016 | Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 61 | paper | |
2018 | Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review. [Full Text][Citation analysis] | article | 30 |
2015 | Heuristic learning in intraday trading under uncertainty In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
2023 | How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2020 | A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series In: Energy. [Full Text][Citation analysis] | article | 93 |
2014 | Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 85 |
2016 | Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 78 |
2018 | Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
2018 | Risk perception in financial markets: On the flip side In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2018 | Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
2016 | Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 79 |
2015 | Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 79 | paper | |
2018 | Risk transmitters and receivers in global currency markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
2018 | Risk transmitters and receivers in global currency markets.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2019 | Is anti-herding behavior spurious? In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2016 | Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 10 |
2016 | Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2016 | Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2017 | The asymmetric relationship between returns and implied volatility: Evidence from global stock markets In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 19 |
2020 | Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 2 |
2005 | Estimation 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. [Full Text][Citation analysis] | article | 24 |
2016 | On the time scale behavior of equity-commodity links: Implications for portfolio management In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 33 |
2018 | A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 20 |
2018 | A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling.(2018) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2014 | Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 19 |
2011 | Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2013 | The multiscale causal dynamics of foreign exchange markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 36 |
2011 | The Multiscale Causal Dynamics of Foreign Exchange Markets.(2011) In: Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 36 | paper | |
2017 | Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 87 |
2016 | Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 87 | paper | |
2015 | Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy. [Full Text][Citation analysis] | article | 28 |
2008 | The extreme-value dependence of Asia-Pacific equity markets In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 7 |
2017 | Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
2018 | The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 29 |
2019 | The high frequency multifractal properties of Bitcoin In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 18 |
2020 | Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
2020 | Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2021 | On chaos and projective synchronization of a fractional difference map with no equilibria using a fuzzy-based state feedback control In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
2021 | Understanding the credit cycle and business cycle dynamics in India In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 1 |
2013 | Irrational fads, short-term memory emulation, and asset predictability In: Review of Financial Economics. [Full Text][Citation analysis] | article | 9 |
2013 | Irrational fads, short?term memory emulation, and asset predictability.(2013) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2023 | Financial networks and systemic risk vulnerabilities: A tale of Indian banks In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Synchronization of the glycolysis reaction-diffusion model via linear control law In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 0 |
2023 | Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 1 |
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2018 | Revisiting the three factor model in light of circular behavioural simultaneities In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
2015 | THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers. [Full Text][Citation analysis] | paper | 141 |
2015 | The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 141 | paper | |
2017 | The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 141 | article | |
2011 | Nonlinear causality testing with stepwise multivariate filtering In: Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Implications for banking stability and welfare under capital shocks and countercyclical requirements In: Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy In: Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis In: Forecasting. [Full Text][Citation analysis] | article | 2 |
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2019 | Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit In: Post-Print. [Citation analysis] | paper | 10 |
2019 | Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit.(2019) In: Journal of Quantitative Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2019 | Spillover across Eurozone credit market sectors and determinants In: Post-Print. [Citation analysis] | paper | 15 |
2019 | Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2020 | On the predictability of crude oil market: A hybrid multiscale wavelet approach In: Post-Print. [Citation analysis] | paper | 6 |
2020 | On the predictability of crude oil market: A hybrid multiscale wavelet approach.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2014 | Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2014 | Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
2014 | Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
2013 | Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2016 | Policy?Oriented Macroeconomic Forecasting with Hybrid DGSE and Time?Varying Parameter VAR Models.(2016) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2017 | Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach.(2018) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2020 | Forecasting volatility in bitcoin market In: Annals of Finance. [Full Text][Citation analysis] | article | 5 |
2014 | Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform In: Computational Economics. [Full Text][Citation analysis] | article | 4 |
2018 | Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2019 | Tail-Related Risk Measurement and Forecasting in Equity Markets In: Computational Economics. [Full Text][Citation analysis] | article | 3 |
2019 | Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2020 | Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets In: Computational Economics. [Full Text][Citation analysis] | article | 5 |
2021 | Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2022 | The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2017 | Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach In: Review of Behavioral Economics. [Full Text][Citation analysis] | article | 1 |
2015 | A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices In: Working Papers. [Citation analysis] | paper | 14 |
2016 | A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2016 | Forecasting US GNP Growth: The Role of Uncertainty In: Working Papers. [Citation analysis] | paper | 15 |
2018 | Forecasting US GNP growth: The role of uncertainty.(2018) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2016 | Chaos in G7 Stock Markets using Over One Century of Data: A Note In: Working Papers. [Citation analysis] | paper | 5 |
2013 | Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets In: Working Paper series. [Full Text][Citation analysis] | paper | 13 |
2013 | Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model In: Working Paper series. [Full Text][Citation analysis] | paper | 0 |
2018 | Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets In: Annals of Operations Research. [Full Text][Citation analysis] | article | 5 |
2013 | On the predictability of time-varying VAR and DSGE models In: Empirical Economics. [Full Text][Citation analysis] | article | 16 |
2013 | On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2013 | On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2021 | Multivariate time-varying parameter modelling for stock markets In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2007 | A neurofuzzy model for stock market trading In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2007 | Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus In: Applied Financial Economics. [Full Text][Citation analysis] | article | 6 |
2020 | Spillovers across European sovereign credit markets and role of surprise and uncertainty In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
2008 | Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index In: The European Journal of Finance. [Full Text][Citation analysis] | article | 3 |
2019 | Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design In: Quantitative Finance. [Full Text][Citation analysis] | article | 10 |
2017 | The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs In: ERSA conference papers. [Full Text][Citation analysis] | paper | 5 |
2020 | A tale of two shocks: The dynamics of international real estate markets In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Performance assessment of ensemble learning systems in financial data classification In: Intelligent Systems in Accounting, Finance and Management. [Full Text][Citation analysis] | article | 7 |
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