Stelios Bekiros : Citation Profile

Athens University of Economics and Business (AUEB)

24

H index

61

i10 index

2649

Citations

RESEARCH PRODUCTION:

150

Articles

52

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 132
   Journals where Stelios Bekiros has often published
   Relations with other researchers
   Recent citing documents: 317.    Total self citations: 84 (3.07 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe357
   Updated: 2025-04-19    RAS profile: 2025-04-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Uddin, Gazi (7)

Nguyen, Duc Khuong (3)

Ahmad, Wasim (3)

Hussain, Nazim (3)

Arreola Hernandez, Jose (2)

Boubaker, Sabri (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 (121)

Balcilar, Mehmet (58)

Shahzad, Syed Jawad Hussain (42)

Uddin, Gazi (38)

Bouri, Elie (36)

Wohar, Mark (29)

Tiwari, Aviral (29)

lucey, brian (24)

Paccagnini, Alessia (24)

Nguyen, Duc Khuong (23)

Yoon, Seong-Min (21)

Cites to:

Engle, Robert (52)

Bollerslev, Tim (47)

Diebold, Francis (44)

Nguyen, Duc Khuong (41)

GUPTA, RANGAN (38)

Wouters, Raf (36)

Smets, Frank (35)

Paccagnini, Alessia (35)

Schorfheide, Frank (34)

bloom, nicholas (34)

Reichlin, Lucrezia (33)

Main data

Production by document typearticlepaper2005200620072008200920102011201220132014201520162017201820192020202120222023202420250102030Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2005200620072008200920102011201220132014201520162017201820192020202120222023202420250100200Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400600Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2005200620072008200920102011201220132014201520162017201820192020202120222023202420250200400600Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 24Most cited documents12345678910111213141516171819202122232425260100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Stelios Bekiros has published?

Journals with more than one article published# docs
Chaos, Solitons & Fractals41
Mathematics9
Computational Economics7
Physica A: Statistical Mechanics and its Applications6
Economics Letters5
FRACTALS (fractals)5
International Review of Financial Analysis5
Finance Research Letters4
Studies in Nonlinear Dynamics & Econometrics4
Applied Economics4
Journal of Forecasting3
Empirical Economics3
The North American Journal of Economics and Finance3
Annals of Operations Research3
Economic Modelling3
Journal of Financial Stability3
Journal of International Financial Markets, Institutions and Money3
Journal of Economic Surveys2
European Journal of Operational Research2
Research in International Business and Finance2
Energy Economics2
Journal of Economic Dynamics and Control2
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics8
Post-Print / HAL7
Open Access publications / School of Economics, University College Dublin7
Economics Working Papers / European University Institute6
CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance5
Working Papers / Department of Research, Ipag Business School5
Working Papers / School of Economics, University College Dublin2
MPRA Paper / University Library of Munich, Germany2
Working Paper series / Rimini Centre for Economic Analysis2
CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster2
Working Papers / University of Milano-Bicocca, Department of Economics2

Recent works citing Stelios Bekiros (2025 and 2024)

Year  ↓Title of citing document  ↓
2024A Learning Model with Memory in the Financial Markets. (2024). Mishra, Tapas ; DIEBOLT, Claude ; Chandrasena, Supun ; Sing, Shikta ; Enilov, Martin ; Alhussain, Abdullah ; Shi, Yue. In: Working Papers. RePEc:afc:wpaper:06-24.

Full description at Econpapers || Download paper

2024Investigating the Role of Activation Functions in Predicting the Price of Cryptocurrencies during Critical Economic Periods. (2024). Bareith, Tibor ; Tatay, Tibor ; Vancsura, Laszlo. In: Virtual Economics. RePEc:aid:journl:v:7:y:2024:i:4:p:64-91.

Full description at Econpapers || Download paper

2024Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434.

Full description at Econpapers || Download paper

2024Feature Selection for Forecasting. (2023). Barbu, Adrian ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.02223.

Full description at Econpapers || Download paper

2024Supervised Autoencoder MLP for Financial Time Series Forecasting. (2024). Ślepaczuk, Robert ; Bieganowski, Bartosz. In: Papers. RePEc:arx:papers:2404.01866.

Full description at Econpapers || Download paper

2024The Effect of Data Types on the Performance of Machine Learning Algorithms for Financial Prediction. (2024). Pabuccu, Hakan ; Tanrikulu, Hulusi Mehmet. In: Papers. RePEc:arx:papers:2404.19324.

Full description at Econpapers || Download paper

2024Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data. (2024). Ślepaczuk, Robert ; Bieganowski, Bartosz. In: Papers. RePEc:arx:papers:2411.12753.

Full description at Econpapers || Download paper

2025LLM-Powered Multi-Agent System for Automated Crypto Portfolio Management. (2025). Liu, Yang ; Tasca, Paolo ; Xu, Jiahua ; Feng, Yebo ; Luo, Yichen. In: Papers. RePEc:arx:papers:2501.00826.

Full description at Econpapers || Download paper

2025Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting. (2025). Roveri, Manuel ; Pittorino, Fabrizio ; Puoti, Francesco. In: Papers. RePEc:arx:papers:2502.09079.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103.

Full description at Econpapers || Download paper

2024Assessing the Role of Sharia-Compliant Investments in Promoting Clean Energy and Sustainable Economic Development: A Study of Asia€™s Financial and Renewable Energy Sectors. (2024). Achilova, Nargiza ; Amirdjanova, Sitora ; Otajonova, Charoskhon ; Jalolova, Madina ; Avazkhodjaev, Salokhiddin ; Askarova, Mavluda. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-50.

Full description at Econpapers || Download paper

2024In-situ catalytic upgrading of bio-oils from rapid pyrolysis of torrefied giant miscanthus (Miscanthus x giganteus) over copper?magnesium bimetal modified HZSM-5. (2024). Az, Aghietyas Choirun ; Ramli, Yusrin ; Chaerusani, Virdi ; Guan, Guoqing ; Abudula, Abuliti ; Kang, Dong-Jin ; Karnjanakom, Surachai ; Samart, Chanatip ; Kongparakul, Suwadee ; Rizkiana, Jenny ; Zhang, Pan. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pa:s0306261923014745.

Full description at Econpapers || Download 2024

A secondary decomposition-ensemble framework for interval carbon price forecasting. (2024). Wang, Shouyang ; Xie, Gang ; Liu, Shuihan. In: Applied Energy. RePEc:eee:appene:v:359:y:2024:i:c:s0306261923019773.

Full description at Econpapers || Download paper

2024Multi-objective optimization for impeller structure parameters of fuel cell air compressor using linear-based boosting model and reference vector guided evolutionary algorithm. (2024). Bao, Huanhuan ; Sun, Xilei ; Wang, Huailin ; Fu, Jianqin ; Liu, Jingping. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004409.

Full description at Econpapers || Download paper

2025Assessment of the causal links between energy, technologies, and economic growth in China: An application of wavelet coherence and hybrid quantile causality approaches. (2025). Ullah, Assad ; Chen, Yufeng ; Ur, Zia. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pa:s030626192401852x.

Full description at Econpapers || Download paper

2025The role of economic policies in achieving sustainable development goal 7: Insights from OECD and European countries. (2025). Zarghami, Seyed Ashkan. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s030626192401941x.

Full description at Econpapers || Download paper

2024Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). Wang, Longle ; You, Zhe ; Gong, Mengqi ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933.

Full description at Econpapers || Download paper

2024Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091.

Full description at Econpapers || Download paper

2024Heterogeneous coexistence of extremely many attractors in adaptive synapse neuron considering memristive EMI. (2024). Yu, Xihong ; Bao, Han ; Zhang, Jianlin ; Chen, Bei. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012298.

Full description at Econpapers || Download paper

2024Nonparametric estimation for uncertain fractional differential equations. (2024). Zhu, Yuanguo ; He, Liu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012444.

Full description at Econpapers || Download paper

2024Fixed-time nonsingular adaptive attitude control of spacecraft subject to actuator faults. (2024). Alotaibi, Naif D ; Yao, Qijia ; Jahanshahi, Hadi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s0960077923012973.

Full description at Econpapers || Download paper

2024Bionic modeling and dynamics analysis of heterogeneous brain regions connected by memristive synaptic crosstalk. (2024). Wang, Cong ; Zhang, Hongli ; Lin, Hairong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:179:y:2024:i:c:s0960077924000109.

Full description at Econpapers || Download paper

2024An intelligent controller of homo-structured chaotic systems under noisy conditions and applications in image encryption. (2024). Yan, Wenhao ; Ding, Qun ; Zhang, Jing ; Jian, Zeng ; Shi, Qiqing ; Guo, Pengteng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000754.

Full description at Econpapers || Download paper

2024Fractal properties, information theory, and market efficiency. (2024). Garcin, Matthieu ; Brouty, Xavier. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000948.

Full description at Econpapers || Download paper

2024Novel nonlinear fractional order Parkinsons disease model for brain electrical activity rhythms: Intelligent adaptive Bayesian networks. (2024). Shu, Chi-Min ; Chaudhary, Naveed Ishtiaq ; Zahoor, Muhammad Asif ; Chang, Chuan-Yu ; Mukhtar, Roshana. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924001085.

Full description at Econpapers || Download paper

2024Stochastic disturbance with finite-time chaos stabilization and synchronization for a fractional-order nonautonomous hybrid nonlinear complex system via a sliding mode control. (2024). Ahn, Kyubok ; Muthtamilselvan, M ; Surendar, R. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:181:y:2024:i:c:s096007792400211x.

Full description at Econpapers || Download paper

2024Refuge-driven spatiotemporal chaos in a discrete predator-prey system. (2024). Zhao, Lei ; Zou, Hengchao ; Guo, Fenglu ; Zhang, Huayong ; Liu, Zhao ; Yuan, Xiaotong ; Wang, Zhongyu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924001644.

Full description at Econpapers || Download paper

2024Generalized divergences for statistical evaluation of uncertainty in long-memory processes. (2024). Yoshioka, Yumi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924001784.

Full description at Econpapers || Download paper

2024A novel higher-order Deffuant–Weisbuch networks model incorporating the Susceptible Infected Recovered framework. (2024). Gao, Fei ; Xu, Yuxin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003308.

Full description at Econpapers || Download paper

2024Non-Markovian dynamics of time-fractional open quantum systems. (2024). Wan, Linchun ; Li, Yongmei ; Liu, Hailing ; Wei, Dongmei ; Gao, Fei ; Wen, Qiaoyan ; Qin, Sujuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003680.

Full description at Econpapers || Download paper

2024Adaptive continuous barrier function-based super-twisting global sliding mode stabilizer for chaotic supply chain systems. (2024). Fayazi, Hossein ; Soofi, Mohammad ; Rezaee, Hamidreza ; Sepestanaki, Mohammadreza Askari ; Mobayen, Saleh ; Rouhani, Seyed Hossein. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924003801.

Full description at Econpapers || Download paper

2024Dynamic modulation of external excitation enhance synchronization in complex neuronal network. (2024). Hu, Xueyan ; Huang, Weifang ; Ding, Qianming ; Wu, Yong ; Jia, YA ; Ye, Zhiqiu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:183:y:2024:i:c:s096007792400448x.

Full description at Econpapers || Download paper

2024Boundary analysis and energy feedback control of fractional-order extended Malkus–Robbins dynamo system. (2024). Arya, Yogendra ; Saberi-Nik, Hassan ; Lin, Ming-Hung ; Hou, Yi-You. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:183:y:2024:i:c:s0960077924004740.

Full description at Econpapers || Download paper

2024A multifractal approach to understanding Forbush Decrease events: Correlations with geomagnetic storms and space weather phenomena. (2024). Sierra-Porta, D. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:185:y:2024:i:c:s0960077924006416.

Full description at Econpapers || Download paper

2024A gazelle optimization expedition for key term separated fractional nonlinear systems with application to electrically stimulated muscle modeling. (2024). Khan, Zeshan Aslam ; Chaudhary, Naveed Ishtiaq ; Zahoor, Muhammad Asif ; Mehmood, Khizer ; Hsu, Chung-Chian ; Shu, Chi-Min. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:185:y:2024:i:c:s0960077924006635.

Full description at Econpapers || Download paper

2024A realizable chaotic system with interesting sets of equilibria, characteristics, and its underactuated predefined-time sliding mode control. (2024). Singh, Piyush Pratap ; Roy, Binoy Krishna ; Tiwari, Ankit. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:185:y:2024:i:c:s0960077924007318.

Full description at Econpapers || Download paper

2024Decoding compositional complexity: Identifying composers using a model fusion-based approach with nonlinear signal processing and chaotic dynamics. (2024). Pekcan, Nder ; Hekimolu, Mustafa ; Bayka, Tuner ; Mirza, Fuat Kaan ; Tunay, Gnl Paaci. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:187:y:2024:i:c:s0960077924010026.

Full description at Econpapers || Download paper

2024Bifurcation dynamics and FPGA implementation of coupled Fitzhugh-Nagumo neuronal system. (2024). Shi, Wei ; Min, Fuhong ; Yang, Songtao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924010725.

Full description at Econpapers || Download paper

2024Dynamics and function projection synchronization for the fractional-order financial risk system. (2024). Wang, Huihai ; Sun, Kehui ; Xu, Zhao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924011512.

Full description at Econpapers || Download paper

2024From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Bouzgarrou, Houssam ; Farhani, Ramzi ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197.

Full description at Econpapers || Download paper

2024Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

Full description at Econpapers || Download paper

2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

Full description at Econpapers || Download paper

2024A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting. (2024). Bai, Wei ; Liu, Haifei ; Zhang, Junting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pb:s1062940823001456.

Full description at Econpapers || Download paper

2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

Full description at Econpapers || Download paper

2024Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Ma, Shiqun ; Xiang, Lijin ; Wang, Shuhan ; Liu, Jianjian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

Full description at Econpapers || Download paper

2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

Full description at Econpapers || Download paper

2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

Full description at Econpapers || Download paper

2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

Full description at Econpapers || Download paper

2024Financial cycle comovement with monetary and macroprudential policy and global factors: Evidence from India. (2024). Bicchal, Motilal ; Mundra, Sruti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000457.

Full description at Econpapers || Download paper

2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

Full description at Econpapers || Download paper

2024What makes environment-related technologies less effective? The role of uncertainty. (2024). Hoang, Dung Phuong ; Chu, Lan Khanh ; Pham, Hung Manh. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:4:s093936252400044x.

Full description at Econpapers || Download paper

2024The impact of green finance on energy transition: Does climate risk matter?. (2024). Lee, Chi-Chuan ; Song, Hepeng ; An, Jiafu. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007569.

Full description at Econpapers || Download paper

2024Technological innovation and its influence on energy risk management: Unpacking China’s energy consumption structure optimisation amidst climate change. (2024). Benkraiem, Ramzi ; Vigne, Samuel A ; Wang, Yizhi ; Zhao, Mengjiao ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400029x.

Full description at Econpapers || Download paper

2024How does artificial intelligence affect pollutant emissions by improving energy efficiency and developing green technology. (2024). Chen, Yan ; Zhuang, Yan ; Zhou, Wei. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s014098832400063x.

Full description at Econpapers || Download paper

2024Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement. (2024). Dogan, Eyup ; Xia, Xiqiang ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000963.

Full description at Econpapers || Download paper

2024Assessing the influence of artificial intelligence on the energy efficiency for sustainable ecological products value. (2024). Tamayo-Verleene, Kristine ; Shen, Zhiyang ; Pan, Heting ; Song, Malin. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001002.

Full description at Econpapers || Download paper

2024Do the benefits outweigh the disadvantages? Exploring the role of artificial intelligence in renewable energy. (2024). Chang, Tsangyao ; Qi, Xinzhou ; Hu, Wei ; Qin, Meng. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001117.

Full description at Econpapers || Download paper

2024The nexus among artificial intelligence, supply chain and energy sustainability: A time-varying analysis. (2024). Lin, Regina Fang-Ying ; Wang, Zhixian ; Chen, Xuesheng ; Zhong, Yufei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001877.

Full description at Econpapers || Download paper

2024The rising role of artificial intelligence in renewable energy development in China. (2024). Oprean-Stan, Camelia ; Shao, Xuefeng ; Khan, Khalid ; Zhang, Xiaojing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400197x.

Full description at Econpapers || Download paper

2024AI and Nuclear: A perfect intersection of danger and potential?. (2024). Hou, Yuqi ; Lyu, Jiayi ; Zhang, Ruiqian ; Chen, Yan. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002147.

Full description at Econpapers || Download paper

2024The impact of green innovation on carbon reduction efficiency in China: Evidence from machine learning validation. (2024). Zhao, Zuoxiang ; Liu, Fan ; Jiang, Mei ; Zhou, LI. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002330.

Full description at Econpapers || Download paper

2024Social media sentiment of hydrogen fuel cell vehicles in China: Evidence from artificial intelligence algorithms. (2024). Lau, Chi Keung ; Marco, Chi Keung ; Zhao, Songyu ; Ye, Tuo ; Chau, Frankie. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s014098832400272x.

Full description at Econpapers || Download paper

2024How AI shapes greener futures: Comparative insights from equity vs debt investment responses in renewable energy. (2024). Tang, Kai ; Wen, Jun ; Yin, Hua-Tang ; Chang, Chun-Ping. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004080.

Full description at Econpapers || Download paper

2024The impact of renewable energy on inflation in G7 economies: Evidence from artificial neural networks and machine learning methods. (2024). Singh, Sanjay Kumar ; Gupta, Monika ; Zhang, Long ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004262.

Full description at Econpapers || Download paper

2024Artificial intelligence-driven transformations in low-carbon energy structure: Evidence from China. (2024). Chen, Xueli ; Tao, Weiliang ; Weng, Shimei ; Song, Malin ; Alhussan, Fawaz Baddar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004274.

Full description at Econpapers || Download paper

2024The impact of oil shocks on green, clean, and socially responsible markets. (2024). Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh ; Gabauer, David. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377.

Full description at Econpapers || Download paper

2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

Full description at Econpapers || Download paper

2024The role of energy efficiency in income inequality dynamics in developing Asia: Evidence from artificial neural networks. (2024). Wei, Xun ; Liu, Weibai ; Pal, Shreya ; Mahalik, Mantu Kumar. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004559.

Full description at Econpapers || Download paper

2024An inquiry into the nexus between artificial intelligence and energy poverty in the light of global evidence. (2024). Ding, Tao ; Liu, LI ; Feng, Kui. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004560.

Full description at Econpapers || Download paper

2024The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

Full description at Econpapers || Download paper

2024Investigating the asymmetric impact of artificial intelligence on renewable energy under climate policy uncertainty. (2024). Spulbar, Cristi ; Li, Xin ; Tian, Lihui ; Spulbr, Cristi ; Lee, Cheng-Wen. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005176.

Full description at Econpapers || Download paper

2024Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Bdowska-Sojka, Barbara ; Kliber, Agata. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

Full description at Econpapers || Download paper

2024From oil surges to renewable shifts: Unveiling the dynamic impact of supply and demand shocks in global crude oil market on U.S. clean energy trends. (2024). Esmaeili, Parisa ; Rafei, Meysam ; Salari, Mahmoud ; Balsalobre-Lorente, Daniel. In: Energy Policy. RePEc:eee:enepol:v:192:y:2024:i:c:s0301421524002726.

Full description at Econpapers || Download paper

2024Energy transition in OECD countries: Catalyzing governance quality for SDG 7 attainment. (2024). Mumtaz, Muhammad Zubair ; Qin, Quande ; Sheraz, Muhammad. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003355.

Full description at Econpapers || Download paper

2024Debt as catalyst: Empowering renewable energy in developing countries. (2024). Jain, Manisha ; Kushawaha, Deepak. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003562.

Full description at Econpapers || Download paper

2024Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535.

Full description at Econpapers || Download paper

2024Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches. (2024). Cifuentes-Faura, Javier ; Khan, Khalid ; Khurshid, Adnan ; Chen, Yufeng. In: Energy. RePEc:eee:energy:v:289:y:2024:i:c:s0360544223035004.

Full description at Econpapers || Download paper

2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

Full description at Econpapers || Download paper

2024The asymmetric nexus between energy transition and its drivers: New evidence from China. (2024). Sinha, Avik ; Mumtaz, Muhammad Zubair ; Qin, Quande ; Sheraz, Muhammad. In: Energy. RePEc:eee:energy:v:310:y:2024:i:c:s0360544224030123.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Stelios Bekiros is editor of

Journal  ↓  ↓
Chaos, Solitons & Fractals
Economics

Works by Stelios Bekiros:

Year  ↓Title  ↓Type  ↓Cited  ↓
2006Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper12
2008Direction-of-change forecasting using a volatility-based recurrent neural network.(2008) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		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]		paper38
2008The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing.(2008) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2007The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper206
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 nother version. Agregated cites: 206		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]		article10
2018PITFALLS IN CROSS‐SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article2
2024Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article5
2023Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature.(2023) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
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 nother 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]		article23
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]
This paper has nother version. Agregated cites: 23		paper
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]		article1
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]
This paper has nother version. Agregated cites: 0		article
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]		article11
2015Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs.(2015) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
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]		article67
2018Long-range memory, distributional variation and randomness of bitcoin volatility In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article56
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]		article9
2019Cryptocurrency forecasting with deep learning chaotic neural networks In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article86
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]		article101
2019A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article20
2019Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article10
2020A fractional-order hyper-chaotic economic system with transient chaos In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article21
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]		article7
2020Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article22
2020Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article9
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]		article16
2020The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article70
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]		article13
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]		article10
2021Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article5
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]		article2
2021On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article10
2021Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article5
2021A novel fuzzy mixed H2/H∞ optimal controller for hyperchaotic financial systems In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
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]		article11
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]		article9
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]		article8
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]		article1
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]		article2
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]		article1
2023Heterogeneous agent-based modeling of endogenous boom-bust cycles in financial markets with adaptive expectations and dynamically switching fractions between contrarian and fundamental market entry strategies 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]		article2
2023Achieving resilient chaos suppression and synchronization of fractional-order supply chains with fault-tolerant control In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2024Spatiotemporal wavelet-domain neuroimaging of chaotic EEG seizure signals in epilepsy diagnosis and prognosis with the use of graph convolutional LSTM networks In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
2024A variable-order fractional memristor neural network: Secure image encryption and synchronization via a smooth and robust control approach In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article0
2025Robust PID sliding-surface control for nonholonomic pendulum-driven spherical robots in the presence of nonlinear perturbations and uncertainty shocks 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 nother 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]		article16
2018Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article15
2014Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area In: Economic Modelling.
[Full Text][Citation analysis]		article12
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]		article11
2018Directional predictability and time-varying spillovers between stock markets and economic cycles.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 11		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]		article54
2015On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2017Herding behavior, market sentiment and volatility: Will the bubble resume? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article41
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.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2015Oil price forecastability and economic uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article61
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2015Oil price forecastability and economic uncertainty.(2015) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		paper
2019Analysing the systemic risk of Indian banks In: Economics Letters.
[Full Text][Citation analysis]		article15
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]		article68
2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
[Full Text][Citation analysis]		article35
2015Heuristic learning in intraday trading under uncertainty In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article3
2023How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? In: Energy Economics.
[Full Text][Citation analysis]		article43
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]		article105
2014Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article95
2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article94
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]		article22
2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article90
2015Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2018Risk transmitters and receivers in global currency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2018Risk transmitters and receivers in global currency markets.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2019Is anti-herding behavior spurious? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2025A comparison of international mutual funds efficiency In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2016Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs In: Journal of Financial Stability.
[Full Text][Citation analysis]		article10
2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2016Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2017The asymmetric relationship between returns and implied volatility: Evidence from global stock markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article21
2020Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies In: Journal of Financial Stability.
[Full Text][Citation analysis]		article5
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.
[Full Text][Citation analysis]		article25
2016On the time scale behavior of equity-commodity links: Implications for portfolio management In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article34
2018A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article24
2018A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling.(2018) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 24		paper
2014Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article20
2011Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics.(2011) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2013The multiscale causal dynamics of foreign exchange markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article40
2011The Multiscale Causal Dynamics of Foreign Exchange Markets.(2011) In: Economics Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2017Black swan events and safe havens: The role of gold in globally integrated emerging markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article106
2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets.(2016) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		paper
2015Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios In: Resources Policy.
[Full Text][Citation analysis]		article28
2008The extreme-value dependence of Asia-Pacific equity markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article7
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.
[Full Text][Citation analysis]		article9
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]		article32
2019The high frequency multifractal properties of Bitcoin In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article23
2020Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, and VIX In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article9
2020Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
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.
[Full Text][Citation analysis]		article3
2021Understanding the credit cycle and business cycle dynamics in India In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2013Irrational fads, short-term memory emulation, and asset predictability In: Review of Financial Economics.
[Full Text][Citation analysis]		article9
2013Irrational fads, short‐term memory emulation, and asset predictability.(2013) In: Review of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2023Financial networks and systemic risk vulnerabilities: A tale of Indian banks In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2024ESG and FinTech funding in the EU In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2021Synchronization of the glycolysis reaction-diffusion model via linear control law In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		article1
2018Revisiting the three factor model in light of circular behavioural simultaneities In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article0
2015THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers.
[Full Text][Citation analysis]		paper172
2015The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 172		paper
2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method.(2017) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 172		article
2011Nonlinear causality testing with stepwise multivariate filtering In: Economics Working Papers.
[Full Text][Citation analysis]		paper2
2015Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2017Implications for banking stability and welfare under capital shocks and countercyclical requirements In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2017Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy In: Economics Working Papers.
[Full Text][Citation analysis]		paper1
2020Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis In: Forecasting.
[Full Text][Citation analysis]		article3
In: .
[Full Text][Citation analysis]		article4
In: .
[Full Text][Citation analysis]		article3
In: .
[Full Text][Citation analysis]		article2
In: .
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article1
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit In: Post-Print.
[Citation analysis]		paper14
2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit.(2019) In: Journal of Quantitative Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2019Spillover across Eurozone credit market sectors and determinants In: Post-Print.
[Citation analysis]		paper19
2019Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2020On the predictability of crude oil market: A hybrid multiscale wavelet approach In: Post-Print.
[Citation analysis]		paper7
2020On the predictability of crude oil market: A hybrid multiscale wavelet approach.(2020) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2022Short-Term Volatility Timing: A Cross-Country Study In: Post-Print.
[Citation analysis]		paper1
2024Short-term volatility timing: a cross-country study.(2024) In: Annals of Operations Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2014Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach In: Working Papers.
[Full Text][Citation analysis]		paper9
2014Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model In: Working Papers.
[Full Text][Citation analysis]		paper15
2014Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models In: Working Papers.
[Full Text][Citation analysis]		paper10
2013Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2016Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models.(2016) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2017Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach In: Working Papers.
[Full Text][Citation analysis]		paper8
2018Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach.(2018) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2020Forecasting volatility in bitcoin market In: Annals of Finance.
[Full Text][Citation analysis]		article9
2014Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform In: Computational Economics.
[Full Text][Citation analysis]		article5
2018Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches In: Computational Economics.
[Full Text][Citation analysis]		article0
2019Tail-Related Risk Measurement and Forecasting in Equity Markets In: Computational Economics.
[Full Text][Citation analysis]		article5
2019Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches In: Computational Economics.
[Full Text][Citation analysis]		article1
2020Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets In: Computational Economics.
[Full Text][Citation analysis]		article12
2021Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets In: Computational Economics.
[Full Text][Citation analysis]		article3
2022The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach In: Computational Economics.
[Full Text][Citation analysis]		article5
2017Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach In: Review of Behavioral Economics.
[Full Text][Citation analysis]		article3
2015A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices In: Working Papers.
[Citation analysis]		paper17
2016A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2016Forecasting US GNP Growth: The Role of Uncertainty In: Working Papers.
[Citation analysis]		paper16
2018Forecasting US GNP growth: The role of uncertainty.(2018) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2016Chaos in G7 Stock Markets using Over One Century of Data: A Note In: Working Papers.
[Citation analysis]		paper5
2013Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets In: Working Paper series.
[Full Text][Citation analysis]		paper13
2013Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model In: Working Paper series.
[Full Text][Citation analysis]		paper0
2018Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets In: Annals of Operations Research.
[Full Text][Citation analysis]		article7
2023Systematic risk in the biopharmaceutical sector: a multiscale approach In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2013On the predictability of time-varying VAR and DSGE models In: Empirical Economics.
[Full Text][Citation analysis]		article16
2013On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2013On the predictability of time-varying VAR and DSGE models.(2013) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2021Multivariate time-varying parameter modelling for stock markets In: Empirical Economics.
[Full Text][Citation analysis]		article0
2007A neurofuzzy model for stock market trading In: Applied Economics Letters.
[Full Text][Citation analysis]		article3
2007Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus In: Applied Financial Economics.
[Full Text][Citation analysis]		article6
2020Spillovers across European sovereign credit markets and role of surprise and uncertainty In: Applied Economics.
[Full Text][Citation analysis]		article7
2008Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index In: The European Journal of Finance.
[Full Text][Citation analysis]		article6
2019Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design In: Quantitative Finance.
[Full Text][Citation analysis]		article15
2017The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations In: Working Papers.
[Full Text][Citation analysis]		paper0
2011Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs In: ERSA conference papers.
[Full Text][Citation analysis]		paper5
2020A tale of two shocks: The dynamics of international real estate markets In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article3
2020Performance assessment of ensemble learning systems in financial data classification In: Intelligent Systems in Accounting, Finance and Management.
[Full Text][Citation analysis]		article8
In: .
[Full Text][Citation analysis]		article4
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team