7
H index
2
i10 index
80
Citations
Athens University of Economics and Business (AUEB) | 7 H index 2 i10 index 80 Citations RESEARCH PRODUCTION: 8 Articles 3 Papers RESEARCH ACTIVITY: 7 years (2014 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pde1323 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yiannis Dendramis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Empirical Finance | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / Bank of Greece | 2 |
Year | Title of citing document |
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2023 | Augmenting 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 |
2023 | Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper |
2023 | Extreme 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 |
2023 | Nexus 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 |
2023 | Nowcasting industrial production using linear and non-linear models of electricity demand. (2023). Galdi, Giulio ; Casarin, Roberto ; Ravazzolo, Francesco ; Fezzi, Carlo ; Ferrari, Davide. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005042. Full description at Econpapers || Download paper |
2024 | Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762. Full description at Econpapers || Download paper |
2023 | Households 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 |
2023 | . Full description at Econpapers || Download paper |
2023 | Improving variance forecasts: The role of Realized Variance features. (2023). Papantonis, Ioannis ; Tzavalis, Elias ; Rompolis, Leonidas. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1221-1237. Full description at Econpapers || Download paper |
2023 | Determinants of strategic behavior: Evidence from a foreclosure moratorium. (2023). Spyridopoulos, Ioannis ; Artavanis, Nikolaos. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:56:y:2023:i:c:s1042957323000426. Full description at Econpapers || Download paper |
2024 | Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898. Full description at Econpapers || Download paper |
2024 | How does digital finance drive the green economic growth? New discoveries of spatial threshold effect and attenuation possibility boundary. (2024). Hua, Guihong ; Liu, Hui ; Lu, SI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:561-581. Full description at Econpapers || Download paper |
2024 | Return spillover across the carbon market and financial markets: A quantile-based approach. (2024). Zeng, Aiqing ; Wang, Kangsheng ; Wen, Fenghua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000916. Full description at Econpapers || Download paper |
2023 | Disrupted 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 |
2023 | Watching over 21,000 Billion Euros: Does the ECB Single Supervisory Mechanism Affect Bank Competition in the Euro Area? (Burkhard Raunig, Michael Sigmund). (2023). Raunig, Burkhard ; Sigmund, Michael. In: Working Papers. RePEc:onb:oenbwp:250. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | On the determinants of NPLS: lessons from Greece In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2020 | The Single Supervisory Mechanism and its implications for the profitability of European Banks In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
2021 | The 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 nother version. Agregated cites: 7 | article | |
2020 | A Similarity-based Approach for Macroeconomic Forecasting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
2015 | Shifts in volatility driven by large stock market shocks In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 19 |
2014 | Are regime-shift sources of risk priced in the market? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
2014 | Level shifts in stock returns driven by large shocks In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 3 |
2020 | Understanding technology ownership to reveal adoption trends for energy efficiency measures in the Greek residential sector In: Energy Policy. [Full Text][Citation analysis] | article | 7 |
2020 | Predicting default risk under asymmetric binary link functions In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
2018 | Credit risk modelling under recessionary and financially distressed conditions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
2014 | Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations In: Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
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