Yiannis Dendramis : Citation Profile

Are you Yiannis Dendramis?

Athens University of Economics and Business (AUEB)

6

H index

1

i10 index

69

Citations

RESEARCH PRODUCTION:

9

Articles

3

Papers

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 9
   Journals where Yiannis Dendramis has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 7 (9.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde1323
   Updated: 2023-11-04    RAS profile: 2021-11-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Kapetanios, George (2)

Marcellino, Massimiliano (2)

Louri, Helen (2)

Tzavalis, Elias (2)

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

Is cited by:

Louri, Helen (8)

Bouri, Elie (4)

Rossi, Barbara (3)

Stevanovic, Dalibor (3)

Marcellino, Massimiliano (3)

Foroni, Claudia (3)

Vo, Xuan Vinh (2)

Papantonis, Ioannis (2)

Tzavalis, Elias (2)

Malliaropulos, Dimitrios (2)

Ando, Tomohiro (1)

Cites to:

Tzavalis, Elias (20)

Kapetanios, George (15)

Timmermann, Allan (10)

Schleich, Joachim (10)

Mills, Bradford (9)

Pesaran, Mohammad (8)

Guidolin, Massimo (5)

Souleles, Nicholas (5)

Startz, Richard (4)

Nelson, Charles (4)

Smith, Aaron (4)

Main data

Where Yiannis Dendramis has published?

Journals with more than one article published# docs
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Working Papers / Bank of Greece2

Recent works citing Yiannis Dendramis (2023 and 2022)

YearTitle of citing document
2022New volatility evolution model after extreme events. (2022). Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling ; Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong. In: Papers. RePEc:arx:papers:2201.03213.

Full description at Econpapers || Download paper

2023Augmenting the Realized-GARCH: the role of signed-jumps, attenuation-biases and long-memory effects. (2023). Papantonis, Ioannis ; Orestis, Agapitos ; Elias, Tzavalis ; Ioannis, Papantonis ; Leonidas, Rompolis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:2:p:171-198:n:8.

Full description at Econpapers || Download paper

2022New volatility evolution model after extreme events. (2022). Ren, Fei ; Yang, Ming-Yuan ; Zhang, Wei ; Xiong, Xiong ; Li, Sai-Ping ; Chen, Zhang-Hangjian ; Cai, Mei-Ling. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:154:y:2022:i:c:s0960077921009620.

Full description at Econpapers || Download paper

2022Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model. (2022). Yan, Hong ; Huang, Zhuo ; Liang, Fang ; Wang, Tianyi. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s026499932200027x.

Full description at Econpapers || Download paper

2022Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis. (2022). Liu, Zhen Hua ; Ding, Qian ; Liang, Zhipeng ; Chen, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000627.

Full description at Econpapers || Download paper

2022Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. (2022). Lee, Chien-Chiang ; Adewuyi, Adeolu O ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003796.

Full description at Econpapers || Download paper

2023Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

Full description at Econpapers || Download paper

2023Nexus between digital transformation and energy technology innovation: An empirical test of A-share listed enterprises. (2023). SHEN, Zhiyang ; Zhang, Linda ; Song, Malin ; Du, Juntao. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000701.

Full description at Econpapers || Download paper

2022Monetising behavioural change as a policy measure to support energy management in the residential sector: A case study in Greece. (2022). Doukas, Haris ; Flamos, Alexandros ; Chira, Katerina ; Nikas, Alexandros ; Marinakis, Vangelis ; Koasidis, Konstantinos. In: Energy Policy. RePEc:eee:enepol:v:161:y:2022:i:c:s030142152100625x.

Full description at Econpapers || Download paper

2023Households perception-based factors influencing biogas adoption: Innovation diffusion framework. (2023). Işık, cem ; Jabeen, Gul ; Shahzad, Muhammad Qaiser ; Khan, Irfan ; Ahmad, Munir ; Iik, Cem. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222030419.

Full description at Econpapers || Download paper

2022Sovereign and bank dependence in the eurozone: A multi-scale approach using wavelet-network analysis. (2022). Bales, Stephan. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002514.

Full description at Econpapers || Download paper

2022The size of good and bad volatility shocks does matter for spillovers. (2022). Bouri, Elie ; Harb, Etienne. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020.

Full description at Econpapers || Download paper

2022Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis. (2022). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:2:p:596-612.

Full description at Econpapers || Download paper

2022Forecasting corporate default risk in China. (2022). Yao, Xiao ; Zhao, Yang ; Zhang, Xuan. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1054-1070.

Full description at Econpapers || Download paper

2022Sequential optimization three-way decision model with information gain for credit default risk evaluation. (2022). Zhou, Wei ; Lan, Dao ; Wang, Run ; Zhang, Xin ; Shen, Feng. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:3:p:1116-1128.

Full description at Econpapers || Download paper

2022Pioneering a performance-based future for energy efficiency: Lessons learnt from a comparative review analysis of pay-for-performance programmes. (2022). Flamos, Alexandros ; Rosenow, Jan ; Thomas, Samuel ; Santini, Marion ; Stavrakas, Vassilis ; Tzani, Dimitra. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:158:y:2022:i:c:s1364032122000909.

Full description at Econpapers || Download paper

2022Linking of a multi-country discrete choice experiment and an agent-based model to simulate the diffusion of smart thermostats. (2022). Bouwmans, Ivo ; Faure, Corinne ; Guetlein, Marie-Charlotte ; Schleich, Joachim. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522001871.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Digital Finance, Environmental Regulation, and Green Technology Innovation: An Empirical Study of 278 Cities in China. (2022). Zhao, LI ; Dai, Xiong ; Hu, Yiqun. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8652-:d:863168.

Full description at Econpapers || Download paper

2022Research on the Impact of Digital Finance on the Industrial Structure Upgrading of the Yangtze River Economic Belt from the Perspective of R&D Innovation. (2022). Boamah, Valentina ; Kong, Yuehong ; Zhang, Jianqun ; Shen, Wenwen ; Zhao, Ziqian ; Tang, Decai. In: Sustainability. RePEc:gam:jsusta:v:15:y:2022:i:1:p:425-:d:1016262.

Full description at Econpapers || Download paper

2022Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks. (2022). Shin, Yongcheol ; Greenwood-Nimmo, Matthew ; Ando, Tomohiro. In: Management Science. RePEc:inm:ormnsc:v:68:y:2022:i:4:p:2401-2431.

Full description at Econpapers || Download paper

2023Disrupted Lending Relationship and Borrowers Strategic Default. (2023). Malliaropulos, Dimitris ; Asimakopoulos, Ioannis ; Avramidis, Panagiotis. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:63:y:2023:i:1:d:10.1007_s10693-021-00368-7.

Full description at Econpapers || Download paper

2022Extensions of the Pesaran, Shin and Smith (2001) bounds testing procedure. (2022). Tsionas, Mike ; Sakellaris, Plutarchos ; Bertsatos, Georgios. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:2:d:10.1007_s00181-021-02041-3.

Full description at Econpapers || Download paper

2022A data-driven multicriteria decision making tool for assessing investments in energy efficiency. (2022). Sarmas, Elissaios ; Marinakis, Vangelis ; Doukas, Haris. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:5:d:10.1007_s12351-022-00727-9.

Full description at Econpapers || Download paper

2022Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional assets. (2022). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian. In: MERIT Working Papers. RePEc:unm:unumer:2022017.

Full description at Econpapers || Download paper

2022Impact of monetary policy transmission mechanism in West African countries. (2022). Omolade, Adeleke ; Olusegun, Famoroti Jonathan. In: Studia Universitatis „Vasile Goldis” Arad – Economics Series. RePEc:vrs:suvges:v:32:y:2022:i:1:p:20-42:n:3.

Full description at Econpapers || Download paper

Works by Yiannis Dendramis:

YearTitleTypeCited
2020A similarity?based approach for macroeconomic forecasting In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]		article7
2020A Similarity-based Approach for Macroeconomic Forecasting.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2017On the determinants of NPLS: lessons from Greece In: Working Papers.
[Full Text][Citation analysis]		paper8
2020The Single Supervisory Mechanism and its implications for the profitability of European Banks In: Working Papers.
[Full Text][Citation analysis]		paper6
2021The Single Supervisory Mechanism and its implications for the profitability of European banks.(2021) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		article
2015Shifts in volatility driven by large stock market shocks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article14
2014Are regime-shift sources of risk priced in the market? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2014Level shifts in stock returns driven by large shocks In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2020Understanding technology ownership to reveal adoption trends for energy efficiency measures in the Greek residential sector In: Energy Policy.
[Full Text][Citation analysis]		article7
2020Predicting default risk under asymmetric binary link functions In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
2018Credit risk modelling under recessionary and financially distressed conditions In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article8
2014Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations In: Journal of Forecasting.
[Full Text][Citation analysis]		article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team