Dimitrios D. Thomakos : Citation Profile

National and Kapodistrian University of Athens

9

H index

8

i10 index

561

Citations

RESEARCH PRODUCTION:

59

Articles

33

Papers

15

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   27 years (1998 - 2025). See details.
   Cites by year: 20
   Journals where Dimitrios D. Thomakos has often published
   Relations with other researchers
   Recent citing documents: 80.    Total self citations: 19 (3.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pth311
   Updated: 2025-07-05    RAS profile: 2025-04-06    
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Relations with other researchers

Works with:

Reade, J (2)

Hendry, David (2)

Li, Feng (2)

Martinez, Andrew (2)

Michaelides, Panayotis (2)

Paccagnini, Alessia (2)

Konstantakis, Konstantinos (2)

Franses, Philip Hans (2)

Sermpinis, Georgios (2)

Guidolin, Massimo (2)

Fiszeder, Piotr (2)

Grossi, Luigi (2)

Castle, Jennifer (2)

Rubaszek, Michał (2)

Shang, Han Lin (2)

Clements, Michael (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dimitrios D. Thomakos.

Is cited by:

Facchini, Giovanni (19)

Olarreaga, Marcelo (15)

Krishna, Kala (15)

Imai, Susumu (15)

Katayama, Hajime (15)

Willmann, Gerald (14)

Silva, Peri (14)

Degiannakis, Stavros (11)

gawande, kishore (9)

Campos, Nauro (8)

Giovannoni, Francesco (8)

Cites to:

Fama, Eugene (33)

French, Kenneth (31)

Bollerslev, Tim (28)

Campbell, John (26)

Diebold, Francis (26)

Shleifer, Andrei (22)

Andersen, Torben (21)

Obstfeld, Maurice (18)

Teoh, Siew Hong (18)

Hirshleifer, David (17)

Titman, Sheridan (16)

Main data

Where Dimitrios D. Thomakos has published?

Journals with more than one article published# docs
International Journal of Forecasting7
European Journal of Economics and Business Studies Articles3
Journal of Forecasting3
Journal of Empirical Finance2
Empirical Economics2
Journal of International Financial Markets, Institutions and Money2
Stats2
Physica A: Statistical Mechanics and its Applications2
International Review of Financial Analysis2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis10
GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe / Hellenic Observatory, LSE3
Working Papers / Bangor Business School, Prifysgol Bangor University (Cymru / Wales)2
Working Papers / Deakin University, Department of Economics2
Finance / University Library of Munich, Germany2

Recent works citing Dimitrios D. Thomakos (2025 and 2024)

YearTitle of citing document
2024Tail calibration of probabilistic forecasts. (2024). Ziegel, Johanna ; Segers, Johan ; Koh, Jonathan ; Allen, Sam. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2024018.

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2025Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts. (2023). Lehmann, Niklas Valentin. In: Papers. RePEc:arx:papers:2312.09081.

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2024Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning. (2024). Wilms, Ines ; Ternes, Marie ; Rombouts, Jeroen. In: Papers. RePEc:arx:papers:2402.09033.

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2024Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2024). Pedersen, Michael. In: Papers. RePEc:arx:papers:2404.04105.

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2024Multiple split approach -- multidimensional probabilistic forecasting of electricity markets. (2024). Nitka, Weronika ; Maciejowska, Katarzyna. In: Papers. RePEc:arx:papers:2407.07795.

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2024Online Distributional Regression. (2024). Hirsch, Simon ; Berrisch, Jonathan ; Ziel, Florian. In: Papers. RePEc:arx:papers:2407.08750.

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2025On the (Mis)Use of Machine Learning with Panel Data. (2024). Pinto, Gabriele ; Letta, Marco ; Cerqua, Augusto. In: Papers. RePEc:arx:papers:2411.09218.

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2025A data-driven merit order: Learning a fundamental electricity price model. (2025). Ghelasi, Paul ; Ziel, Florian. In: Papers. RePEc:arx:papers:2501.02963.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Chke, Katarzyna ; Uniejewski, Bartosz ; Weron, Rafal. In: Papers. RePEc:arx:papers:2503.02518.

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2025Enhancing the Inventory Management through Demand Forecasting. (2025). Muhammad, Afif Zuhri ; Salleh, Suzila Mat ; Malinjasari, Noor ; Irwan, Mohd Kamarul. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:1:p:2737-2744.

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2024Nexus of environmental, social, and governance performance in China‐listed companies: Disclosure and green bond issuance. (2024). Chen, Shihchih ; Wang, Shanshan ; Ali, Mohd Helmi ; Tseng, Minglang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:3:p:1647-1660.

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2024Enhancing tourism demand forecasting with a transformer-based framework. (2024). Xu, Yechi ; Li, Xin ; Wang, Shouyang ; Law, Rob. In: Annals of Tourism Research. RePEc:eee:anture:v:107:y:2024:i:c:s0160738324000689.

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2024Tariff overhang and aid: Theory and empirics. (2024). Thede, Susanna ; Lorz, Oliver. In: Journal of Development Economics. RePEc:eee:deveco:v:166:y:2024:i:c:s0304387823001657.

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2024Forecasting the climate-conflict risk in Africa along climate-related scenarios and multiple socio-economic drivers. (2024). Paglialunga, Elena ; Costantini, Valeria ; Tancredi, Andrea ; Conigliani, Caterina. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002682.

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2024Improving volatility forecasts: Evidence from range-based models. (2024). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001420.

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2024On the update frequency of univariate forecasting models. (2024). Petropoulos, Fotios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:111-121.

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2024Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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2025Forecast accuracy and inventory performance: Insights on their relationship from the M5 competition data. (2025). Spiliotis, Evangelos ; Theodorou, Evangelos ; Assimakopoulos, Vassilios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:414-426.

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2025Multivariate probabilistic forecasting of electricity prices with trading applications. (2025). Petukhina, Alla ; Kozmik, Karel ; Kopa, Milos ; Hrdle, Wolfgang Karl ; Agakishiev, Ilyas. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007163.

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2025Energy value chain and economic impact: Assessing the role of energy end uses-efficient design in reducing energy consumption. (2025). Vasbieva, Dinara G ; Zhou, Jingnan ; Abbas, Ali. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000702.

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2024Urban‒rural disparities in household energy and electricity consumption under the influence of electricity price reform policies. (2024). Su, Bin ; Nie, Yan ; Zhong, Luhao ; Zhang, Guoxing. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004536.

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2024Enhancing wind speed forecasting through synergy of machine learning, singular spectral analysis, and variational mode decomposition. (2024). Mariani, Viviana Cocco ; Stefenon, Stefano Frizzo ; Moreno, Sinvaldo Rodrigues ; Santos, Leandro Dos ; Seman, Laio Oriel. In: Energy. RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002640.

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2024A new multi-objective ensemble wind speed forecasting system: Mixed-frequency interval-valued modeling paradigm. (2024). Hao, Yan ; Zang, Xinyi ; Yang, Wendong ; Wu, Chunying. In: Energy. RePEc:eee:energy:v:304:y:2024:i:c:s0360544224017365.

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2024Carbon price forecasting using leaky integrator echo state networks with the framework of decomposition-reconstruction-integration. (2024). Pu, Ziqiang ; Bai, Yun ; Deng, Shuyun ; Li, Chuan. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224021121.

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2025A novel forecasting framework leveraging large language model and machine learning for methanol price. (2025). Wang, Jinglin ; Ma, Mingrui ; Luo, Yuping ; Sui, Cong. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225007650.

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2025The impact of extended energy balances on environmental policy stringency in climate modeling: Role of energy intensity in sustainable development. (2025). Wang, Shuang ; Tian, Guixian. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008503.

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2024Machine learning and the cross-section of cryptocurrency returns. (2024). Shahzad, Syed Jawad Hussain ; Będowska-Sójka, Barbara ; Hussain, Syed Jawad ; Cakici, Nusret ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001765.

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2024The interconnected carbon, fossil fuels, and clean energy markets: Exploring Europe and Chinas perspectives on climate change. (2024). Mhadhbi, Mayssa. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002150.

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2024Asset allocation combining macro and micro information–Empirical test based on entropy pool model. (2024). Li, Tianyuan ; Chen, Ping. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005002.

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2024Influence and predictive power of sentiment: Evidence from the lithium market. (2024). Ko, Hyungjin ; Lee, Jaewook ; Son, Bumho ; Jeong, Woojin ; Park, Seongwan. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009012.

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2025Modeling gasoline price volatility. (2025). Ormos, Mihály ; Kamocsai, Lszl. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016866.

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2024A market for trading forecasts: A wagering mechanism. (2024). Grammatico, Sergio ; Pinson, Pierre ; Kazempour, Jalal ; Raja, Aitazaz Ali. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:142-159.

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2024Demand forecasting for fashion products: A systematic review. (2024). Venkitasubramony, Rakesh ; Swaminathan, Kritika. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:247-267.

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2024Conflict forecasting using remote sensing data: An application to the Syrian civil war. (2024). Zhu, Xiao Xiang ; Thurner, Paul W ; Kauermann, Goran ; Racek, Daniel ; Davidson, Brittany I. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:373-391.

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2024Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions. (2024). Ghelasi, Paul ; Ziel, Florian. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:581-596.

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2024Forecasting seasonal demand for retail: A Fourier time-varying grey model. (2024). Shang, Zhongju ; Xie, Naiming ; Ye, Lili ; Boylan, John E. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1467-1485.

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2025Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing. (2025). Babai, Zied M ; Klibi, Walid ; Kafa, Nadine. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:51-65.

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2025Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence. (2025). Pedersen, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:2:p:475-486.

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2024Political influence on international climate agreements with border carbon adjustment. (2024). Schopf, Mark ; Hagen, Achim. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:125:y:2024:i:c:s0095069624000536.

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2024Weathering market swings: Does climate risk matter for agricultural commodity price predictability?. (2024). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000424.

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2025Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market. (2025). Weron, Rafa ; Uniejewski, Bartosz ; Che, Katarzyna. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:37:y:2025:i:c:s2405851324000680.

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2024Statistical analysis of gold production in South Africa using ARIMA, VAR and ARNN modelling techniques: Extrapolating future gold production, Resources–Reserves depletion, and Implication on South Africas gold exploration. (2024). Mutele, Litshedzani ; John, Emmanuel. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004434.

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2024Measuring wholesale electricity price risk from climate change: Evidence from Portugal. (2024). Fuinhas, Jos Alberto ; Entezari, Negin. In: Utilities Policy. RePEc:eee:juipol:v:91:y:2024:i:c:s0957178724001309.

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2025Technical indicators and aggregate stock returns: An updated look. (2025). Shi, QI. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x25000027.

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2024Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339.

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2024Optimal planning for hybrid renewable energy systems under limited information based on uncertainty quantification. (2024). Feng, Wei ; Wu, Xia ; Tian, Zhe ; Li, Xiaoyuan ; Niu, Jide. In: Renewable Energy. RePEc:eee:renene:v:237:y:2024:i:pd:s0960148124019347.

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2024A systematic review towards integrative energy management of smart grids and urban energy systems. (2024). Zheng, Zhuang ; Luo, Xiaowei ; Wang, Shengwei ; Shafique, Muhammad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:189:y:2024:i:pb:s136403212300881x.

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2024Futures markets and the baltic dry index: A prediction study based on deep learning. (2024). Nie, Yufei ; Kim, Woohyoung ; Su, Miao ; Yang, Lin ; Li, Jiankun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s027553192400240x.

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2025Predicting policy funding allocation with Machine Learning. (2025). Resce, Giuliano ; Vaquero-Pieiro, Cristina ; Caravaggio, Nicola. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:98:y:2025:i:c:s0038012125000242.

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2024Crowd mining as a strategic resource for innovation seekers. (2024). Bonazzi, Riccardo ; Viscusi, Gianluigi ; Solidoro, Adriano. In: Technovation. RePEc:eee:techno:v:132:y:2024:i:c:s0166497224000191.

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2024Investigating the diffusion of innovation: A comprehensive study of successive diffusion processes through analysis of search trends, patent records, and academic publications. (2024). Bastos, Julio Cesar ; Scornavacca, Eusebio ; Takahashi, Carlos Kazunari. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006765.

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2025Forecasting Cyber Threats and Pertinent Mitigation Technologies. (2025). Choo, Kim-Kwang Raymond ; Yeun, Chan Yeob ; Almahmoud, Zaid ; Yoo, Paul D ; Damiani, Ernesto. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006346.

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2024Electrification of Public Urban Transport: Funding Opportunities, Bus Fleet, and Energy Use Forecasts for Poland. (2024). Batg, Jacek ; Mojsiewicz, Magdalena ; Pluskota, Przemysaw. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:6140-:d:1537660.

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2025Long-Term Multi-Resolution Probabilistic Load Forecasting Using Temporal Hierarchies. (2025). Zareipour, Hamidreza ; Bahman, Shafie. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:11:p:2908-:d:1670138.

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2025Transformer-Based Models for Probabilistic Time Series Forecasting with Explanatory Variables. (2025). Oliveira, Jos Manuel ; Caetano, Ricardo ; Ramos, Patrcia. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:5:p:814-:d:1602666.

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2025An Improved Grey Prediction Model Integrating Periodic Decomposition and Aggregation for Renewable Energy Forecasting: Case Studies of Solar and Wind Power. (2025). Ran, Minghao ; Wang, Yingchao ; Qin, Qilu ; Huang, Jindi ; Jiang, Jiading. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:5009-:d:1667814.

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2024A Historical perspective on Indias inflation persistence: A Quantile analysis. (2024). Ghosh, Taniya ; Ajit, Yadavindu. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2024-015.

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2024Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w.

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2024Solar Weather Dynamics and the US Economy: A Comprehensive GVAR Perspective. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Samitas, Areistidis ; Xidonas, Panos ; Daglis, Theodoros. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01282-4.

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2025Do global forecasting models require frequent retraining?. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:551.

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2024Enhancing Tourism Demand Forecasting with a Transformer-based Framework. (2024). Wang, Shouyang ; Law, Rob ; Xu, Yechi ; Li, Xin. In: SocArXiv. RePEc:osf:socarx:5ezn3_v1.

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2024Integrating host-country political heterogeneity into MNE–state bargaining: insights from international political economy. (2024). Narula, Rajneesh ; Bhaumik, Sumon ; Estrin, Saul. In: Journal of International Business Studies. RePEc:pal:jintbs:v:55:y:2024:i:2:d:10.1057_s41267-023-00651-w.

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2024A new exploration in Baltic Dry Index forecasting learning: application of a deep ensemble model. (2024). Bae, Sung Hoon ; Su, Miao ; Park, Keun Sik. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:1:d:10.1057_s41278-023-00278-6.

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2025Forecasting the use of chiropractic services within the Veterans Health Administration. (2025). Corcoran, Kelsey ; Bensel, Victoria A ; Lisi, Anthony J. In: PLOS ONE. RePEc:plo:pone00:0316924.

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2024Endogenous Tax Compliance and Macroeconomic Performance Driven by Satisficing Evolutionary Dynamics. (2024). Lima, Gilberto ; Silveira, Jaylson ; Torres, Leonardo Barros ; da Silveira, Jaylson Jair. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2024wpecon10.

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2025Persistence and Pervasiveness of Tax Evasion: An Evolutionary Analytical Framework. (2025). Lima, Gilberto ; Silveira, Jaylson ; da Silveira, Jaylson Jair ; Torres, Leonardo Barros. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2025wpecon1.

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2024On estimation of nonparametric regression models with autoregressive and moving average errors. (2024). Zheng, QI ; Cui, Yunwei ; Wu, Rongning. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:76:y:2024:i:2:d:10.1007_s10463-023-00882-6.

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2024Investigating into the dual role of loan loss reserves in banking production process. (2024). FUKUYAMA, HIROFUMI ; Tan, Yong. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04365-w.

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2025Forecasting product sales using text mining: a case study in new energy vehicle. (2025). Ding, YI ; Wu, Peng ; Zhao, Jie ; Zhou, Ligang. In: Electronic Commerce Research. RePEc:spr:elcore:v:25:y:2025:i:1:d:10.1007_s10660-023-09701-9.

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2025An automated adaptive trading system for enhanced performance of emerging market portfolios. (2025). Tudor, Cristiana ; Sova, Robert. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00754-3.

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2025A Tool to Nowcast Tourist Overnight Stays with Payment Data and Complementary Indicators. (2025). Mariani, Vincenzo ; Crispino, Marta. In: Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti. RePEc:spr:italej:v:11:y:2025:i:1:d:10.1007_s40797-024-00266-6.

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2025Funding and productivity: Does winning grants affect the scientific productivity of recipients? Evidence from the social sciences and economics. (2025). Ding, Yang ; Moreira, Fernando. In: Scientometrics. RePEc:spr:scient:v:130:y:2025:i:3:d:10.1007_s11192-025-05277-3.

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2024Real exchange rates and manufacturing exports in emerging economies: the role of sectoral heterogeneity and product complexity. (2024). Torres-García, Alejandro ; Goda, Thomas ; Garca, Alejandro Torres ; Larrahondo, Cristhian. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:160:y:2024:i:3:d:10.1007_s10290-023-00523-3.

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2024Socio-Economic Modelers of Environmental Performance: Empirical Evidence from the European Union. (2024). Lenua, Tric Carmen ; Gyongyi, Toro ; Georgiana, Noja Graiela ; Mihaela, Drcea Raluca ; Mirela, Cristea Simona. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:18:y:2024:i:1:p:2733-2750:n:1037.

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2024Evaluating Market Attributes and Housing Affordability: Gaining Perspective on Future Value Trends. (2024). Olaopin, Olanrele Olusegun ; Mohd, Aini Ainoriza ; Ab, Majid Rohayu ; Mardhiati, Sulaimi ; Rosli, Said ; Omokolade, Akinsomi. In: Real Estate Management and Valuation. RePEc:vrs:remava:v:32:y:2024:i:3:p:87-100:n:1007.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2024Investment under uncertainty and irreversibility: Evidence from the shipping markets. (2024). Tsouknidis, Dimitris ; Drakos, Konstantinos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2139-2154.

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2025Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach. (2025). Banerjee, Sougata ; Aggarwal, Divya. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:339-355.

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2025Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques. (2025). Kakinaka, Makoto ; Lin, Chingyang ; Oo, Zin Mar. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1531-1562.

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2024Hedging pressure and oil volatility: Insurance versus liquidity demands. (2024). Wang, Jianxin ; Nikitopoulos, Christina Sklibosios ; Thomas, Alice Carole. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:252-280.

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Dimitrios D. Thomakos has edited the books:

YearTitleTypeCited

Works by Dimitrios D. Thomakos:

YearTitleTypeCited
2022Forecasting: theory and practice In: Papers.
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2022Forecasting: theory and practice.(2022) In: International Journal of Forecasting.
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This paper has nother version. Agregated cites: 93		article
2004Protection versus Promotion: An Empirical Investigation In: Economics and Politics.
[Full Text][Citation analysis]		article3
2016PROTECTION VERSUS PROMOTION: AN EMPIRICAL INVESTIGATION.(2016) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 3		chapter
2012External Financing, Growth and Stock Returns In: European Financial Management.
[Full Text][Citation analysis]		article1
2025The sectoral consequences of private equity acquisitions: Spillovers in wages and employment In: Industrial Relations Journal.
[Full Text][Citation analysis]		article0
2008Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America In: Review of Development Economics.
[Full Text][Citation analysis]		article11
2014“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU In: Review of International Economics.
[Full Text][Citation analysis]		article3
2013Forecasting multivariate time series with the Theta Method In: Working Papers.
[Full Text][Citation analysis]		paper4
2015Forecasting Multivariate Time Series with the Theta Method.(2015) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 4		article
2013Growth, de-regulation and rent-seeking in post-war British Economy In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Growth, De-Regulation and Rent-Seeking in Post-War British Economy.(2013) In: Working Paper series.
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This paper has nother version. Agregated cites: 0		paper
2016Growth, deregulation and rent seeking in post-war British economy.(2016) In: Applied Economics.
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This paper has nother version. Agregated cites: 0		article
2008NoVaS Transformations: Flexible Inference for Volatility Forecasting In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper0
2007NoVaS Transformations: Flexible Inference for Volatility Forecasting.(2007) In: Working Paper series.
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This paper has nother version. Agregated cites: 0		paper
2006Can we obtain realistic parameter estimates for the `protection for sale model? In: Canadian Journal of Economics.
[Full Text][Citation analysis]		article34
2006Can we obtain realistic parameter estimates for the ‘protection for sale’ model?.(2006) In: Canadian Journal of Economics/Revue canadienne d'économique.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		article
2016Can we obtain realistic parameter estimates for the ‘protection for sale’ model?.(2016) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 34		chapter
2008Consumer Confidence and Elections In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper3
2007Consumer Confidence and Elections.(2007) In: Working Paper series.
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This paper has nother version. Agregated cites: 3		paper
2006Trade, openness and domestic conflict: an empirical investigation for Latin America In: Working Papers.
[Full Text][Citation analysis]		paper2
2007Trade, openness, and domestic conflict: An empirical investigation for Latin America.(2007) In: Economics of Peace and Security Journal.
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This paper has nother version. Agregated cites: 2		article
2006Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter? In: Working Papers.
[Full Text][Citation analysis]		paper4
2004Forecasting Industry-Level CPI and PPI Inflation: Does Exchange Rate Pass-Through Matter?.(2004) In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2008Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?.(2008) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2005Firms R & D Behavior Under Rational Expectations In: Indian Economic Review.
[Citation analysis]		article0
2011Accruals and the performance of stock returns following external financing activities In: The British Accounting Review.
[Full Text][Citation analysis]		article3
2021Superforecasting reality check: Evidence from a small pool of experts and expedited identification In: European Journal of Operational Research.
[Full Text][Citation analysis]		article3
2003Realized volatility in the futures markets In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article76
2010Optimal probabilistic and directional predictions of financial returns In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2016Carbon intensity as a proxy for environmental performance and the informational content of the EPI In: Energy Policy.
[Full Text][Citation analysis]		article13
2011Information in balance sheets for future stock returns: Evidence from net operating assets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article5
2007Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets.(2007) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2013Nonparametric realized volatility estimation in the international equity markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article3
2023Climate change economics and the determinants of carbon emissions’ futures returns: A regime-driven ARDL model In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2017Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2024Introducing the GVAR-GARCH model: Evidence from financial markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article1
1998Structural VAR, MARMA and open economy models In: International Journal of Forecasting.
[Full Text][Citation analysis]		article7
2004Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance In: International Journal of Forecasting.
[Full Text][Citation analysis]		article5
2017EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2019Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2019Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis.(2019) In: Working Papers.
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This paper has nother version. Agregated cites: 9		paper
2019Adaptive learning forecasting, with applications in forecasting agricultural prices In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2021Return signal momentum In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2019Return Signal Momentum.(2019) In: QBS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2008Exchange rate pass-through and relative prices: An industry-level empirical investigation In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article7
2002Modeling daily realized futures volatility with singular spectrum analysis In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2015An improved moving average technical trading rule In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2011Improving forecasting performance by window and model averaging In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2012Can Greece be saved?: current account, fiscal imbalances and competitiveness In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper7
2012Can Greece be saved? Current Account, fiscal imbalances and competitiveness.(2012) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
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This paper has nother version. Agregated cites: 7		paper
2016Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper9
2016Explaining Non-Performing Loans in Greece: A Comparative Study on the Effects of Recession and Banking Practices.(2016) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
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This paper has nother version. Agregated cites: 9		paper
2016The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper6
2016The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis.(2016) In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe.
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This paper has nother version. Agregated cites: 6		paper
2017The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis.(2017) In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]
This paper has nother version. Agregated cites: 6		chapter
2008Chapter 11 Financial Time Series and Volatility Prediction using NoVaS Transformations In: Frontiers of Economics and Globalization.
[Full Text][Citation analysis]		chapter0
2013Corporate financing activities, fundamentals to price ratios and the cross section of stock returns In: Journal of Economic Studies.
[Full Text][Citation analysis]		article1
2010The implications of retained and distributed earnings for future profitability and stock returns In: Review of Accounting and Finance.
[Full Text][Citation analysis]		article0
2008The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity In: Papers.
[Citation analysis]		paper3
2021Inclusive Economic Development Model as the Alternative of Sustainable Social-Economy Engineering -a Case of Tourism-Based Social Economy Development in Wakatobi Regency In: European Journal of Economics and Business Studies Articles.
[Full Text][Citation analysis]		article0
2023Supply Chain Planning in Defence Operations: a Review from Great Alexander Time to the Present In: European Journal of Economics and Business Studies Articles.
[Full Text][Citation analysis]		article0
2021A Study of the Client Culture Influences on the Creation of Tailored Design Homes in New Communities Around Cairo In: European Journal of Economics and Business Studies Articles.
[Full Text][Citation analysis]		article0
2020Non-Negativity of a Quadratic form with Applications to Panel Data Estimation, Forecasting and Optimization In: Stats.
[Full Text][Citation analysis]		article0
2020Model Free Inference on Multivariate Time Series with Conditional Correlations In: Stats.
[Full Text][Citation analysis]		article0
2023On the Predictability of the DJIA and S&P500 Indices In: Working Papers.
[Full Text][Citation analysis]		paper0
2020Using singular spectrum analysis for inference on seasonal time series with seasonal unit roots In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]		article0
2015Covariance averaging for improved estimation and portfolio allocation In: Financial Markets and Portfolio Management.
[Full Text][Citation analysis]		article0
2013Covariance Averaging for Improved Estimation and Portfolio Allocation.(2013) In: Working Paper series.
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This paper has nother version. Agregated cites: 0		paper
2001Protection for sale and political regimes: Empirical evidence In: International Advances in Economic Research.
[Full Text][Citation analysis]		article0
2011The Role of Realised Volatility in the Athens Stock Exchange In: Multinational Finance Journal.
[Full Text][Citation analysis]		article4
2015Introduction In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]		chapter0
2015Afterword: The Road Ahead In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]		chapter0
2015An Empirical Study on Greece’s Current Account Determinants Before and After the Outbreak of the Global Financial Crisis In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]		chapter0
2015Greek Fiscal Multipliers Revisited: Government Spending Cuts vs. Tax Hikes and the Role of Public Investment Expenditure In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]		chapter0
2017The Double Trap: Taxes and Subsidies as Determinants of Economic Growth and the End of the Downward Growth Spiral in Greece In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]		chapter1
2017Tax Evasion, Tax Administration, and the Impact of Growth: Tax Enforcement as Regulatory Failure in a High Tax Rates, High Tax Evasion, and Low-Growth Economic Environment In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]		chapter4
2013Optimal Linear Filtering, Smoothing and Trend Extraction for the m-th Differences of a Unit Root Process: A Singular Spectrum Analysis Approach In: Economics Discussion Papers.
[Full Text][Citation analysis]		paper0
2020The Effects of Corporate Bonds on Employment: Early Evidence from Greece In: Review of Economic Analysis.
[Full Text][Citation analysis]		article0
2008Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration In: Working Paper series.
[Full Text][Citation analysis]		paper3
2007Inflation Dynamics and the Cross-Sectional Distribution of Prices in the E.U. Periphery In: Working Paper series.
[Full Text][Citation analysis]		paper1
2007The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing In: Working Paper series.
[Full Text][Citation analysis]		paper0
2007Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation In: Working Paper series.
[Full Text][Citation analysis]		paper0
2013The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies In: Working Paper series.
[Full Text][Citation analysis]		paper16
2017The Baltic Dry Index: cyclicalities, forecasting and hedging strategies.(2017) In: Empirical Economics.
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This paper has nother version. Agregated cites: 16		article
2007Global FDI Convergence Patterns?: Evidence from International Comparisons In: Journal of Economic Integration.
[Citation analysis]		article2
2011Multinational Enterprise and Subsidiaries’ Absorptive Capacity and Global Knowledge Sourcing In: Advances in Spatial Science.
[Citation analysis]		chapter0
2025Earnings forecasting and mean–variance efficient portfolios in the United States In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2012Econometric testing of the real option hypothesis: evidence from investment in oil tankers In: Empirical Economics.
[Full Text][Citation analysis]		article3
2019Forecasting Analytics In: International Series in Operations Research & Management Science.
[Citation analysis]		chapter0
2021Nearest Neighbor Forecasting Using Sparse Data Representation In: Springer Optimization and Its Applications.
[Citation analysis]		chapter0
2012Realized volatility and jumps in the Athens Stock Exchange In: Applied Financial Economics.
[Full Text][Citation analysis]		article5
2003Economic integration, market discipline and productivity growth in Spain In: The Journal of International Trade & Economic Development.
[Full Text][Citation analysis]		article0
2019Non-nested model selection based on the quantiles and it’s application in time series In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
2020Automatic time series modeling and forecasting: A replication case study of forecasting real GDP, the unemployment rate and the impact of leading economic indicators In: Cogent Economics & Finance.
[Full Text][Citation analysis]		article0
2015Market timing and trading strategies using asset rotation: non-neutral market positioning for exploiting arbitrage opportunities In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2023Insights into the accuracy of social scientists forecasts of societal change In: Other publications TiSEM.
[Full Text][Citation analysis]		paper1
2002Protection For Sale In A Developing Country: Democracy Vs. Dictatorship In: The Review of Economics and Statistics.
[Full Text][Citation analysis]		article147
2016“PROTECTION FOR SALE” IN A DEVELOPING COUNTRY: DEMOCRACY VS. DICTATORSHIP.(2016) In: World Scientific Book Chapters.
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This paper has nother version. Agregated cites: 147		chapter
In: .
[Full Text][Citation analysis]		article2
2018Robust model rankings of forecasting performance In: Journal of Forecasting.
[Full Text][Citation analysis]		article5
2025Explaining and Predicting Momentum Performance Shifts Across Time and Sectors In: Journal of Forecasting.
[Full Text][Citation analysis]		article0
2008Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns In: Journal of Futures Markets.
[Full Text][Citation analysis]		article7
2018“Regulate me not”: The regulatory failures of taxation: A tale from Greece In: Managerial and Decision Economics.
[Full Text][Citation analysis]		article0
2006Realized Volatility and Asymmetries in the A.S.E. Returns In: Finance.
[Full Text][Citation analysis]		paper0
2006Realized Volatility and Asymmetries in the A.S.E. Returns.(2006) In: Finance.
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This paper has nother version. Agregated cites: 0		paper
2020Foreign Exchange Rate Predictability: Seek and Ye Shall Find It In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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