Stelios Bekiros : Citation Profile

Are you Stelios Bekiros?

Athens University of Economics and Business (AUEB)

23

H index

51

i10 index

2144

Citations

RESEARCH PRODUCTION:

138

Articles

51

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   18 years (2005 - 2023). See details.
   Cites by year: 119
   Journals where Stelios Bekiros has often published
   Relations with other researchers
   Recent citing documents: 478.    Total self citations: 80 (3.6 %)

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   Permalink: http://citec.repec.org/pbe357
   Updated: 2023-11-04    RAS profile: 2023-10-07    
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Relations with other researchers

Works with:

Uddin, Gazi (13)

Shahzad, Syed Jawad Hussain (11)

Roubaud, David (4)

Ahmad, Wasim (3)

Loukeris, Nikolaos (3)

Shahbaz, Muhammad (2)

Nilavongse, Rachatar (2)

lucey, brian (2)

Bouri, Elie (2)

Wilfling, Bernd (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)

Wohar, Mark (29)

Shahzad, Syed Jawad Hussain (27)

Uddin, Gazi (26)

Tiwari, Aviral (24)

Paccagnini, Alessia (24)

Yoon, Seong-Min (20)

lucey, brian (20)

Nguyen, Duc Khuong (19)

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 & Fractals36
Mathematics9
Computational Economics7
International Review of Financial Analysis5
Economics Letters5
Physica A: Statistical Mechanics and its Applications5
FRACTALS (fractals)4
Applied Economics4
Studies in Nonlinear Dynamics & Econometrics4
Journal of Financial Stability3
Empirical Economics3
Economic Modelling3
Journal of Forecasting3
Finance Research Letters3
The North American Journal of Economics and Finance3
Journal of International Financial Markets, Institutions and Money3
European Journal of Operational Research2
Energy Economics2
Journal of International Money and Finance2
Journal of Economic Dynamics and Control2

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
CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster2
Working Papers / University of Milano-Bicocca, Department of Economics2
Working Papers / School of Economics, University College Dublin2
MPRA Paper / University Library of Munich, Germany2
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing Stelios Bekiros (2023 and 2022)

YearTitle of citing document
2022Expectations, Economic Uncertainty, and Sentiment. (2022). de Medeiros, Douglas. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:5:1524.

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2022.

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2022Anomalies and Recoveries in Agricultural Trade. (2022). Batarseh, Feras A ; Gopinath, Munisamy ; Khadka, Savin. In: Commissioned Papers. RePEc:ags:iatrcp:329520.

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2022How vulnerable is Europe to severe climate-related natural disasters abroad? A dynamic CGE analysis of the international financial and economic impacts of a large hurricane in the southern USA. (2022). Brusselaers, Jan ; Ciullo, Alessio ; Zhou, Fujin ; Kuik, Onno. In: Conference papers. RePEc:ags:pugtwp:333438.

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2022Practical Deep Reinforcement Learning Approach for Stock Trading. (2018). Walid, Anwar ; Yang, ; Zhong, Shan ; Liu, Xiao-Yang ; Xiong, Zhuoran. In: Papers. RePEc:arx:papers:1811.07522.

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2022Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

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2022FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance. (2020). Chen, Qian ; Yang, Hongyang ; Liu, Xiao-Yang ; Wang, Christina Dan ; Xiao, Bowen ; Qingyang, Liu ; Zhang, Runjia. In: Papers. RePEc:arx:papers:2011.09607.

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2022How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2106.04421.

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2022On the systemic nature of global inflation, its association with equity markets and financial portfolio implications. (2021). Chin, Kevin ; James, Nick. In: Papers. RePEc:arx:papers:2111.11022.

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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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2022Economic state classification and portfolio optimisation with application to stagflationary environments. (2022). Chin, Kevin ; Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2203.15911.

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2022A statistical test of market efficiency based on information theory. (2022). Garcin, Matthieu ; Brouty, Xavier. In: Papers. RePEc:arx:papers:2208.11976.

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2022Model-Free Reinforcement Learning for Asset Allocation. (2022). Mbaka, Timothy ; Kamashazi, Peruth ; Ajiboye, Eniola ; Oshingbesan, Adebayo. In: Papers. RePEc:arx:papers:2209.10458.

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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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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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2022How COVID-19 Influences Indian Sectoral Stocks. (2022). Oliyide, Johnson A ; Adetokunbo, Abiodun M ; Fasanya, Ismail O. In: Asian Economics Letters. RePEc:ayb:jrnael:69.

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2022Aggregate accounting earnings, special items and growth in gross domestic product: evidence from Australia. (2022). Fargher, Neil ; Zhang, Lijuan. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:2:p:2467-2496.

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2022Macroprudential policy and house prices in an estimated Dynamic Stochastic General Equilibrium model for South Africa. (2022). Ngalawa, Harold ; Dlamini, Lenhle. In: Australian Economic Papers. RePEc:bla:ausecp:v:61:y:2022:i:2:p:304-336.

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2022The resilience of green firms in the twirl of COVID?19: Evidence from S&P500 Carbon Efficiency Index with a Fourier approach. (2022). Menegaki, Angeliki N ; Bulut, Umit ; Koak, Emrah. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:1:p:32-45.

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2022Crisis and the Chinese miracle: A network—GVAR model. (2022). Prelorentzos, Arseniosgeorgios N ; Chatzieleftheriou, Livia ; Michaelides, Panayotis G ; Konstantakis, Konstantinos N. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:3:p:900-921.

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2022Macroeconomic policy coordination and the European business cycle: Accounting for model uncertainty and reverse causality. (2022). Beck, Krzysztof. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:4:p:1095-1114.

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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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2022Analyzing the degree of persistence of economic policy uncertainty using linear and non?linear fourier quantile unit root tests. (2022). Chang, Tsangyao ; Ranjbar, Omid ; Peng, Yiting. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:4:p:453-471.

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2022The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316.

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2022The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis. (2022). Hung, Ngo Thai. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00769.

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2022Time Varying Dependence in the Cryptocurrency Market and COVID 19 Panic Index: An Empirical Investigation. (2022). Kalai, Lamia. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-02-4.

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2022Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets. (2022). Usmonov, Jaloliddin ; Mukhamedov, Farkhod ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-21.

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2022Analysis of Precious Metal Price Movements Using Long Memory Model and Fuzzy Time Series Markov Chain. (2022). Afrimayani, Afrimayani ; Yollanda, Mutia ; Devianto, Dodi ; Arif, Erman. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-27.

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2022The Causal Nexus between Renewable Energy, CO2 Emissions, and Economic Growth: New Evidence from CIS Countries. (2022). Lau, Wee-Yeap ; Bohdalova, Maria ; Usmonov, Jaloliddin ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-06-32.

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2022Cryptocurrency price analysis with ordinal partition networks. (2022). Svetec, Milan ; Perc, Matja ; Jafari, Sajad ; Rajagopal, Karthikeyan ; Nazarimehr, Fahimeh ; Shahriari, Zahra. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:430:y:2022:i:c:s0096300322003113.

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2022A brief note on fractal dynamics of fractional Mandelbrot sets. (2022). Liu, Shutang ; Wang, DA. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:432:y:2022:i:c:s0096300322004271.

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2022An integrated real-time optimization, control, and estimation scheme for post-combustion CO2 capture. (2022). Ricardez-Sandoval, Luis ; Patron, Gabriel D. In: Applied Energy. RePEc:eee:appene:v:308:y:2022:i:c:s0306261921015610.

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2022How policy preferences affect the carbon shadow price in the OECD. (2022). SHEN, Zhiyang ; Xu, Jiatong ; Mu, Yunguo ; Dong, Ruxue ; Cui, Lixin. In: Applied Energy. RePEc:eee:appene:v:311:y:2022:i:c:s0306261922001519.

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2022Correct and remap solar radiation and photovoltaic power in China based on machine learning models. (2022). Wang, Hong ; Sun, Fubao ; Liu, FA. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002240.

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2022We need stable, long-term policy support! — Evaluating the economic rationale behind the prevalent investor lament for forest-based biofuel production. (2022). Wetterlund, Elisabeth ; Jafri, Yawer ; Mossberg, Johanna ; Zetterholm, Jonas. In: Applied Energy. RePEc:eee:appene:v:318:y:2022:i:c:s0306261922004457.

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2022Techno-economic assessment of battery storage integrated into a grid-connected and solar-powered residential building under different battery ageing models. (2022). Yan, Jinyue ; Dahlquist, Erik ; Wallin, Fredrik ; Shabani, Masoume. In: Applied Energy. RePEc:eee:appene:v:318:y:2022:i:c:s0306261922005384.

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2022Job creation in response to Japan’s energy transition towards deep mitigation: An extension of partial equilibrium integrated assessment models. (2022). Wang, Jiayang ; Oshiro, Ken ; Kato, Etsushi ; Sugiyama, Masahiro ; Ju, Yiyi. In: Applied Energy. RePEc:eee:appene:v:318:y:2022:i:c:s0306261922005505.

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2022Coupled electrical-thermal performance estimation of photovoltaic devices: A transient multiphysics framework with robust parameter extraction and 3-D thermal analysis. (2022). Wu, Wei ; Li, Fuxiang. In: Applied Energy. RePEc:eee:appene:v:319:y:2022:i:c:s0306261922006080.

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2022Matrix-based wavelet transformation embedded in recurrent neural networks for wind speed prediction. (2022). Zhao, Liyang ; Lai, Xiaopan ; Chen, Qian ; Li, Yongle ; Yu, Chuanjin. In: Applied Energy. RePEc:eee:appene:v:324:y:2022:i:c:s0306261922009898.

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2022Peer-to-Peer trading with Demand Response using proposed smart bidding strategy. (2022). Prabaharan, Natarajan ; Kanakadhurga, Dharmaraj. In: Applied Energy. RePEc:eee:appene:v:327:y:2022:i:c:s0306261922013186.

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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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2022A new hybrid machine learning model for predicting the bitcoin (BTC-USD) price. (2022). Alexakis, Christos ; Nagula, Pavan Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000673.

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2022Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703.

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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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2022Gas path parameter prediction of aero-engine based on an autoregressive discrete convolution sum process neural network. (2022). Zhong, Shisheng ; Zhao, Minghang ; Yan, Zhiqi ; Cui, Zhiquan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009814.

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2022Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets. (2022). Ling, Meijun ; Cao, Guangxi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010250.

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2022Detecting multifractality and exposing distributions of local fluctuations: Detrended fluctuation analysis with descriptive statistics pooling. (2022). Zhao, Xufeng ; Chen, Hongzhuan ; Telli, Ahin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010328.

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2022Reliability analysis of a class of stochastically excited nonlinear Markovian jump systems. (2022). Gu, Xudong ; Zhang, Dongxu ; Hu, Rongchun. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:155:y:2022:i:c:s0960077921010912.

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2022Multiple dynamics analysis of Lorenz-family systems and the application in signal detection. (2022). Chen, Xiaolong ; Chai, YI ; Huang, Pengfei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s096007792200008x.

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2022Monitoring of cane sugar crystallization process by multiscale time-series analysis. (2022). Hernandez-Martinez, Eliseo ; Rivera, Victor M ; Garciahernandez, Angeles ; Velazquez-Camilo, Oscar ; Romero-Bustamante, Jorge A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922000595.

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2022Neural network method for solving nonlinear fractional advection-diffusion equation with spatiotemporal variable-order. (2022). She, Zi-Hang ; Ur, Mati ; Lu, Xin ; Liu, Xuan ; Qu, Hai-Dong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922000674.

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2022Text emotion classification system based on multifractal methods. (2022). Wang, Jian ; Jia, Cairang ; Zhang, Rui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:156:y:2022:i:c:s0960077922000789.

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2022When machine learning meets fractional-order chaotic signals: detecting dynamical variations. (2022). Kavuran, Gurkan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:157:y:2022:i:c:s0960077922001187.

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2022Barrier function-based adaptive nonsingular sliding mode control of disturbed nonlinear systems: A linear matrix inequality approach. (2022). Bakouri, Mohsen ; Fekih, Afef ; Alattas, Khalid A ; Mobayen, Saleh. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:157:y:2022:i:c:s096007792200128x.

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2022Prediction of crude oil prices in COVID-19 outbreak using real data. (2022). Kaymak, Yiit. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002004.

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2022Bifurcation and chaos in a smooth 3D dynamical system extended from Nosé-Hoover oscillator. (2022). Chen, Zengqiang ; Wang, Zenghui ; Zhang, Yapeng ; Cang, Shijian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:158:y:2022:i:c:s0960077922002260.

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2022Chaotic time series prediction using DTIGNet based on improved temporal-inception and GRU. (2022). Deng, Pengfei ; Li, HE ; Fu, KE. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:159:y:2022:i:c:s0960077922003939.

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2022Mean-square exponential stability of impulsive conformable fractional stochastic differential system with application on epidemic model. (2022). Muthukumar, P ; Priyanka, M ; Kaviya, R. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922002806.

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2022A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market. (2022). Alvarez-Ramirez, J ; Rodriguez, E ; Espinosa-Paredes, G. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:160:y:2022:i:c:s0960077922004489.

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2022An estimation method of fractal parameters on rough surfaces based on the exact spectral moment using artificial neural network. (2022). Yang, Congbin ; Zhang, Tao ; Tian, Yang ; Liu, Zhifeng ; Jiang, Kai. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922005768.

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2022Fractional order Lorenz based physics informed SARFIMA-NARX model to monitor and mitigate megacities air pollution. (2022). Kiani, Adiqa Kausar ; Shoaib, Muhammad ; Zahoor, Muhammad Asif ; Bukhari, Ayaz Hussain. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:161:y:2022:i:c:s0960077922005859.

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2022Does the “Delta Variant” affect the nonlinear dynamic characteristics of SARS-CoV-2 transmission?. (2022). Shao, Wei ; Lu, Lin ; Yang, Mengdie ; Wang, Jian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922005926.

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2022A cooperative ensemble method for multistep wind speed probabilistic forecasting. (2022). Yao, Xin ; Wang, Shuo ; He, Yaoyao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006269.

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2022High-order compact finite difference schemes for the time-fractional Black-Scholes model governing European options. (2022). Refahi, A H ; Aminikhah, H ; Abdi, N. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006336.

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2022The effect of COVID-19 pandemic on return-volume and return-volatility relationships in cryptocurrency markets. (2022). Lahmiri, Salim ; Foroutan, Parisa. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006531.

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2022Controversy in financial chaos research and nonlinear dynamics: A short literature review. (2022). Vogl, Markus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006543.

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2022Analog circuit implementation and adaptive neural backstepping control of a network of four Duffing-type MEMS resonators with mechanical and electrostatic coupling. (2022). Ouakad, Hassen M ; He, Shaobo ; Luo, Shaohua ; Zhang, Shenghai. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922007317.

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2022Geometric analysis of nonlinear dynamics in application to financial time series. (2022). Nozawa, Masahiro ; Shoji, Isao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s096007792200772x.

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2022Comparison of synchronization of chaotic Burke-Shaw attractor with active control and integer-order and fractional-order P-C method. (2022). Uyarolu, Yilmaz ; Durdu, Ali. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008256.

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2022Economic state classification and portfolio optimisation with application to stagflationary environments. (2022). Chin, Kevin ; Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922008438.

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2022A new predefined-time sliding mode control scheme for synchronizing chaotic systems. (2022). Bai, Luyuan ; Zang, Hongyan ; Zhang, Mengjiao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:164:y:2022:i:c:s0960077922009249.

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2022Stability analysis for memristor-based stochastic multi-layer neural networks with coupling disturbance. (2022). Tan, Manchun ; Ren, Junwu ; Xiang, Jianglian. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p1:s096007792200950x.

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2022A deep learning architecture for forecasting daily emergency department visits with acuity levels. (2022). Fu, Andrew ; Ke, Candice ; Li, Kainan ; Zhao, Xinxing ; Cheong, Kang Hao ; Hock, Marcus Eng ; Liu, Nan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p1:s0960077922009560.

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2022The impact of a power law-induced memory effect on the SARS-CoV-2 transmission. (2022). Sardar, Tridip ; Biswas, Santosh ; Sk, Tahajuddin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p2:s0960077922009699.

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2022The chaotic, self-similar and hierarchical patterns in Bitcoin and Ethereum price series. (2022). Romance, Miguel ; Criado, Regino ; Gerassis, Saki ; Partida, Alberto ; Taboada, Javier ; Giraldez, Eduardo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:165:y:2022:i:p2:s0960077922009857.

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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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2022Monetary and macroprudential policy coordination with biased preferences. (2022). Jackson, Timothy P ; Agenor, Pierre-Richard. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002238.

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2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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2022Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361.

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2022A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:182-203.

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2022Enhancing green economic recovery through green bonds financing and energy efficiency investments. (2022). Sadiq, Muhammad ; Tran, Trung Kien ; Chau, Ka Yin ; Zhao, Linhai ; Hien, Thi Thu ; My, Nguyen Thi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:488-501.

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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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2008Direction-of-change forecasting using a volatility-based recurrent neural network.(2008) In: Journal of Forecasting.
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This paper has another version. Agregated cites: 11		article
2006Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper1
2007The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper37
2008The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing.(2008) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 37		article
2007The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper196
2008The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality.(2008) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 196		article
2009Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper0
2017Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets In: International Review of Finance.
[Full Text][Citation analysis]		article9
2018PITFALLS IN CROSS?SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article2
2015Estimating 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]		article4
2014Estimating 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 another 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.
[Full Text][Citation analysis]		article22
2014Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area.(2014) In: Working Papers.
[Full Text][Citation analysis]
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2017Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2020The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2018Forecasting Inflation Uncertainty in the G7 Countries In: CQE Working Papers.
[Full Text][Citation analysis]		paper0
2018Forecasting Inflation Uncertainty in the G7 Countries.(2018) In: Econometrics.
[Full Text][Citation analysis]
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2019Forecasting Volatility in Cryptocurrency Markets In: CQE Working Papers.
[Full Text][Citation analysis]		paper1
2015MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article6
2018Chaos, randomness and multi-fractality in Bitcoin market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article63
2018Long-range memory, distributional variation and randomness of bitcoin volatility In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article53
2018Time-varying self-similarity in alternative investments In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article4
2018Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
2018Time-dependent complexity measurement of causality in international equity markets: A spatial approach In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article7
2019Cryptocurrency forecasting with deep learning chaotic neural networks In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article55
2019On the pricing of exotic options: A new closed-form valuation approach In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2019Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article73
2019A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article18
2019Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article8
2020A fractional-order hyper-chaotic economic system with transient chaos In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article14
2020Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article7
2020King 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]		article6
2020Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article12
2020Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article8
2020SBDiEM: A new mathematical model of infectious disease dynamics In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article12
2020Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article14
2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article56
2020Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article5
2021Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article7
2021Characterization 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]		article1
2021On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article7
2021Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
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.
[Full Text][Citation analysis]		article5
2021The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article6
2022Intelligent 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]		article3
2022Complexity 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]		article0
2022Deep learning systems for automatic diagnosis of infant cry signals In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
2022Chaotic attitude synchronization and anti-synchronization of master-slave satellites using a robust fixed-time adaptive controller In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
2023Adaptive fixed-time robust control for function projective synchronization of hyperchaotic economic systems with external perturbations In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2023Achieving resilient chaos suppression and synchronization of fractional-order supply chains with fault-tolerant control In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article17
2014Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models.(2014) In: Open Access publications.
[Full Text][Citation analysis]
This paper has another 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.
[Full Text][Citation analysis]		article15
2018Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article11
2014Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area In: Economic Modelling.
[Full Text][Citation analysis]		article10
2016Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach In: Economic Modelling.
[Full Text][Citation analysis]		article3
2018Directional predictability and time-varying spillovers between stock markets and economic cycles In: Economic Modelling.
[Full Text][Citation analysis]		article10
2018Directional predictability and time-varying spillovers between stock markets and economic cycles.(2018) In: Post-Print.
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This paper has another version. Agregated cites: 10		paper
2014Nonlinear 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]		article7
2016On economic uncertainty, stock market predictability and nonlinear spillover effects In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article46
2015On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 46		paper
2017Herding behavior, market sentiment and volatility: Will the bubble resume? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article33
2009A robust algorithm for parameter estimation in smooth transition autoregressive models In: Economics Letters.
[Full Text][Citation analysis]		article2
2015Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach In: Economics Letters.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		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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This paper has another version. Agregated cites: 55		paper
2015Oil price forecastability and economic uncertainty.(2015) In: Open Access publications.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 55		paper
2019Analysing the systemic risk of Indian banks In: Economics Letters.
[Full Text][Citation analysis]		article11
2019Enhancing the predictability of crude oil markets with hybrid wavelet approaches In: Economics Letters.
[Full Text][Citation analysis]		article7
2010Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article13
2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets In: European Journal of Operational Research.
[Full Text][Citation analysis]		article59
2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper.
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This paper has another version. Agregated cites: 59		paper
2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
[Full Text][Citation analysis]		article28
2015Heuristic learning in intraday trading under uncertainty In: Journal of Empirical Finance.
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2023How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? In: Energy Economics.
[Full Text][Citation analysis]		article0
2020A 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]		article90
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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2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
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2018Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2018Risk perception in financial markets: On the flip side In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article15
2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters.
[Full Text][Citation analysis]		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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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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2020Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies In: Journal of Financial Stability.
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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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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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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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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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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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2008The extreme-value dependence of Asia-Pacific equity markets In: Journal of Multinational Financial Management.
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2017Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain In: Physica A: Statistical Mechanics and its Applications.
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2018The 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]		article29
2019The high frequency multifractal properties of Bitcoin In: Physica A: Statistical Mechanics and its Applications.
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2020Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison In: Physica A: Statistical Mechanics and its Applications.
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2021On 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.
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2021Understanding the credit cycle and business cycle dynamics in India In: International Review of Economics & Finance.
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2013Irrational fads, short-term memory emulation, and asset predictability In: Review of Financial Economics.
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2013Irrational fads, short?term memory emulation, and asset predictability.(2013) In: Review of Financial Economics.
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2023Financial networks and systemic risk vulnerabilities: A tale of Indian banks In: Research in International Business and Finance.
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2021Synchronization of the glycolysis reaction-diffusion model via linear control law In: LSE Research Online Documents on Economics.
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2023Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature In: LSE Research Online Documents on Economics.
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2018Revisiting the three factor model in light of circular behavioural simultaneities In: Review of Behavioral Finance.
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