Stelios Bekiros : Citation Profile

Are you Stelios Bekiros?

Athens University of Economics and Business (AUEB)

23

H index

57

i10 index

2428

Citations

RESEARCH PRODUCTION:

139

Articles

52

Papers

EDITOR:

2

Series edited

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 127
   Journals where Stelios Bekiros has often published
   Relations with other researchers
   Recent citing documents: 382.    Total self citations: 83 (3.31 %)

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   Permalink: http://citec.repec.org/pbe357
   Updated: 2024-11-04    RAS profile: 2024-10-19    
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Relations with other researchers

Works with:

Uddin, Gazi (8)

Shahzad, Syed Jawad Hussain (5)

Roubaud, David (4)

Ahmad, Wasim (3)

Bouri, Elie (2)

Nguyen, Duc Khuong (2)

Hussain, Nazim (2)

Loukeris, Nikolaos (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 (41)

Uddin, Gazi (36)

Bouri, Elie (36)

Wohar, Mark (29)

Tiwari, Aviral (28)

lucey, brian (24)

Nguyen, Duc Khuong (23)

Paccagnini, Alessia (23)

Yoon, Seong-Min (21)

Cites to:

Engle, Robert (51)

Bollerslev, Tim (47)

Diebold, Francis (44)

Nguyen, Duc Khuong (38)

GUPTA, RANGAN (38)

Wouters, Raf (36)

Smets, Frank (35)

Paccagnini, Alessia (35)

bloom, nicholas (34)

Schorfheide, Frank (34)

Reichlin, Lucrezia (33)

Main data

Where Stelios Bekiros has published?

Journals with more than one article published# docs
Chaos, Solitons & Fractals38
Mathematics9
Computational Economics7
Physica A: Statistical Mechanics and its Applications5
International Review of Financial Analysis5
Economics Letters5
FRACTALS (fractals)5
Applied Economics4
Studies in Nonlinear Dynamics & Econometrics4
Economic Modelling3
Journal of Financial Stability3
Finance Research Letters3
Journal of International Financial Markets, Institutions and Money3
The North American Journal of Economics and Finance3
Empirical Economics3
Journal of International Money and Finance2
Journal of Economic Dynamics and Control2
Research in International Business and Finance2
European Journal of Operational Research2
Journal of Forecasting2
Energy Economics2

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

Recent works citing Stelios Bekiros (2024 and 2023)

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

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2023A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks. (2022). Liu, Sixue ; Wang, Baohua ; Lou, Jiashu ; Zou, Jie. In: Papers. RePEc:arx:papers:2212.02721.

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

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2023Forecasting the movements of Bitcoin prices: an application of machine learning algorithms. (2023). Ongan, Ayse ; Pabuccu, Hakan. In: Papers. RePEc:arx:papers:2303.04642.

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2023Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning. (2023). Saadaoui, Foued. In: Papers. RePEc:arx:papers:2304.08440.

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2023Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis. (2023). Garcin, Matthieu. In: Papers. RePEc:arx:papers:2305.13123.

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2023An exploration of the mathematical structure and behavioural biases of financial crises. (2023). Menzies, Max ; James, Nick. In: Papers. RePEc:arx:papers:2307.15402.

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2023Chance or Chaos? Fractal geometry aimed to inspect the nature of Bitcoin. (2023). Tormo-Xaixo, Isaac ; Cabezas-Rivas, Esther. In: Papers. RePEc:arx:papers:2309.00390.

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2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

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

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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.

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2023Announcement Effect of COVID-19 on Cryptocurrencies. (2022). , Nduka ; Nwanneka, Kodili ; Usman, Nuruddeen. In: Asian Economics Letters. RePEc:ayb:jrnael:57.

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2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

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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.

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2023Distributed tri-layer risk-averse stochastic game approach for energy trading among multi-energy microgrids. (2023). Wang, Luhao ; Xu, Yan ; Wu, Lei ; Li, Zhengmao ; Yang, Nan. In: Applied Energy. RePEc:eee:appene:v:331:y:2023:i:c:s0306261922015392.

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2023Hierarchical multi-agent reinforcement learning for repair crews dispatch control towards multi-energy microgrid resilience. (2023). Strbac, Goran ; Sun, Mingyang ; Zhang, Tingqi ; Wang, YI ; Qiu, Dawei. In: Applied Energy. RePEc:eee:appene:v:336:y:2023:i:c:s0306261923001903.

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2023A novel lithium-ion battery state of charge estimation method based on the fusion of neural network and equivalent circuit models. (2023). Xiong, Rui ; Shen, Weixiang ; Yu, Quanqing ; Liu, Shangmei ; Huang, Yukun ; Tang, Aihua. In: Applied Energy. RePEc:eee:appene:v:348:y:2023:i:c:s030626192300942x.

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2023Electrochemical condition optimization and techno-economic analysis on the direct CO2 electroreduction of flue gas. (2023). Zhang, Jianfei ; Qu, Zhiguo ; Tian, DI. In: Applied Energy. RePEc:eee:appene:v:351:y:2023:i:c:s0306261923011510.

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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.

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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.

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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.

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2023The impact of natural disaster risk on the return of agricultural futures. (2023). Yu, Qin ; Tse, Yiuman ; Liu, Qingfu ; Hua, Renhai. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s1049007823000520.

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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.

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2023Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072.

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2023Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242.

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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.

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2023Memristor synapse-coupled piecewise-linear simplified Hopfield neural network: Dynamics analysis and circuit implementation. (2023). Chen, Bei ; Bao, Han ; Wang, Ning ; Ding, Shoukui ; Xu, Quan ; Wu, Huagan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010785.

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2023Mathematical modeling of vaccination as a control measure of stress to fight COVID-19 infections. (2023). Masandawa, Lemjini ; Mirau, Silas Steven ; Mbalawata, Isambi Sailon ; Paul, James Nicodemus. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:166:y:2023:i:c:s0960077922010992.

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2023Swarming intelligence heuristics for fractional nonlinear autoregressive exogenous noise systems. (2023). Khan, Zeshan Aslam ; Chaudhary, Naveed Ishtiaq ; Chang, Ching-Lung ; Malik, Muhammad Faizan ; Zahoor, Muhammad Asif ; Shu, Chi-Min ; Kiani, Adiqa Kausar. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012644.

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2023Time-delayed feedback bistable stochastic resonance system and its application in the estimation of the Polyester Filament Yarn tension in the spinning process. (2023). Qian, Xiaomin ; Zhang, Xiaoxiao ; Liu, Xiangyu ; Liao, HE ; Dong, Hailiang ; Ma, Qihua ; Gan, Xuehui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000346.

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2023Parameters and order identification of fractional-order epidemiological systems by Lévy-PSO and its application for the spread of COVID-19. (2023). Ge, Fudong ; Xie, Bing. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923000644.

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2023Fixed-time neural control for output-constrained synchronization of second-order chaotic systems. (2023). Jahanshahi, Hadi ; Al-Zahrani, Mohammed S ; Alsaade, Fawaz W ; Yao, Qijia. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:169:y:2023:i:c:s0960077923001856.

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2023Synchronization of spatiotemporal chaos and reservoir computing via scalar signals. (2023). Yang, Huijie ; Weng, Tongfeng ; Chen, Xiaolu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:169:y:2023:i:c:s0960077923002151.

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2023Numerical approximation and fast implementation to a generalized distributed-order time-fractional option pricing model. (2023). Zheng, Xiangcheng ; Jia, Jinhong ; Zhang, Meihui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002540.

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2023A class of m-dimension grid multi-cavity hyperchaotic maps and its application. (2023). Liu, Wenhao ; Wang, Huihai ; He, Shaobo ; Sun, Kehui ; Zhu, Wanting. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002710.

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2023Skewed multifractal scaling of stock markets during the COVID-19 pandemic. (2023). Saadaoui, Foued. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002734.

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2023Fixed-time observed synchronization of chaotic system with all state variables unavailable in some periods. (2023). Liu, Shuai ; Song, Zijun ; Luo, Runzi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002813.

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2023Fault-tolerant fixed/preassigned-time synchronization control of uncertain singularly perturbed complex networks with time-varying delay and stochastic disturbances. (2023). Ma, Yuechao ; Fan, Gaofeng. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002953.

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2023Energy balance via memristor synapse in Morris-Lecar two-neuron network with FPGA implementation. (2023). Bao, Han ; Yu, Xihong ; Chen, MO. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:171:y:2023:i:c:s0960077923003430.

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2023Constructing 3D conservative chaotic system with dissipative term based on Shilnikov theorem. (2023). Yuan, Mingfeng ; Li, Yue ; Chen, Zengqiang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:171:y:2023:i:c:s0960077923003648.

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2023Theoretical analysis and experimental verification of fractional-order RC cobweb circuit network. (2023). Chen, Yangquan ; Cui, Fengqi ; Lopes, Antonio M ; Wu, Xiaobo ; Liu, Yang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004423.

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2023Finite time event-triggered consensus of variable-order fractional multi-agent systems. (2023). Cao, Jinde ; Wu, Huaiqin ; Gan, Qintao ; Li, Xingxin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006781.

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2023Sampled-data control for mean-square exponential stabilization of memristive neural networks under deception attacks. (2023). Fan, Yingjie ; Zhang, Mingguang ; Wang, Zhen ; Yan, Lisha. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923006884.

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2023Investigating the impact of memory effects on computer virus population dynamics: A fractal–fractional approach with numerical analysis. (2023). Kanwal, Tanzeela ; Hussain, Azhar ; Avci, Brahim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:174:y:2023:i:c:s0960077923007464.

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2023Multi-objective optimization and nonlinear dynamics for sub-healthy COVID-19 epidemic model subject to self-diffusion and cross-diffusion. (2023). Zhang, Tonghua ; Alzahrani, Abdullah Khames ; Meng, Xinzhu ; Tu, Yunbo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:175:y:2023:i:p1:s0960077923008214.

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2023Nonlinear modeling of sparkling drink bubbles using a physics informed long short term memory network. (2023). Xie, Nan ; Ma, King F ; Leung, Eunice. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:175:y:2023:i:p1:s0960077923008299.

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2023Robust optimal control of nonlinear fractional systems. (2023). Wang, Song ; Teo, Kok Lay ; Yi, Xiaopeng ; Gong, Zhaohua ; Zhou, Tuo ; Liu, Chongyang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:175:y:2023:i:p1:s0960077923008652.

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2023Dynamical analysis and finite-time synchronization of grid-scroll memristive chaotic system without equilibrium. (2023). Chen, Zhijie ; Lai, Qiang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010196.

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2023Collective infectivity of the pandemic over time and association with vaccine coverage and economic development. (2023). Menzies, Max ; James, Nick. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010408.

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2023Complex error minimization algorithm with adaptive change rate. (2023). Kashtanova, S V ; Bukh, A V ; Shepelev, I A. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010561.

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2023Dynamic analysis of a new 4D fractional-order financial system and its finite-time fractional integral sliding mode control based on RBF neural network. (2023). Huang, Dongmei ; Li, Ruihong. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923010585.

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2023A novel financial system with one stable and two unstable equilibrium points: Dynamics, coexisting attractors, complexity analysis and synchronization using integral sliding mode control. (2023). Zheng, Song ; Sambas, Aceng ; Johansyah, Muhamad Deni ; Mamat, Mustafa ; Mohamed, Mohamad Afendee ; Vaidyanathan, Sundarapandian ; Benkouider, Khaled. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923011852.

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2023A RGB image encryption technique using chaotic maps of fractional variable-order based on DNA encoding. (2023). Gomez-Aguilar, J F ; Zuiga-Aguilar, C J ; Avalos-Ruiz, L F ; Lavin-Delgado, J E ; Cortes-Campos, H M. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:177:y:2023:i:c:s0960077923012080.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2023A practical multivariate approach to testing volatility spillover. (2023). Urga, Giovanni ; Leong, Soon Heng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001008.

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2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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2023Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021). (2023). Perez-Montiel, Jose ; Ozcelebi, Oguzhan ; Portella-Carbo, Ferran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1241-1253.

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2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

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2023The impact of climate change on banking systemic risk. (2023). Taghizadeh-Hesary, Farhad ; Yang, Mingyuan ; Lu, Lanxin ; Qi, Hanying ; Bai, Xiao ; Wu, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:419-437.

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2023The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China. (2023). Qi, Jiayin ; Xu, Kunpeng ; Zhang, Pengcheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:222-246.

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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.

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2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

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2023Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359.

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2023Animal Behavior in Capital markets: Herding formation dynamics, trading volume, and the role of COVID-19 pandemic. (2023). Eleftheriou, Konstantinos ; Grose, Christos ; Economou, Fotini ; Chantziaras, Antonios ; Alexakis, Christos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000694.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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2023Macroprudential regulation and leakage to the shadow banking sector. (2023). Mazelis, Falk ; Gebauer, Stefan. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000338.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023The impacts of investor network and herd behavior on market stability: Social learning, network structure, and heterogeneity. (2023). Diao, Xundi ; Gong, Qingbin. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:3:p:1388-1398.

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2023Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020. (2023). Hj, Aina Nazurah ; Muhd, Ayu Nadhirah ; Wasiuzzaman, Shaista. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000371.

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2023Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies. (2023). Vo, Xuan Vinh ; Zeitun, Rami ; Katsiampa, Paraskevi ; Ur, Mobeen. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000838.

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

Stelios Bekiros is editor of

Journal
Chaos, Solitons & Fractals
Economics

Works by Stelios Bekiros:

YearTitleTypeCited
2006Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network In: CeNDEF Working Papers.
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2008Direction-of-change forecasting using a volatility-based recurrent neural network.(2008) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 11		article
2006Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper1
2007The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper37
2008The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing.(2008) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2007The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper200
2008The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality.(2008) In: Energy Economics.
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This paper has nother version. Agregated cites: 200		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
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.
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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.
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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]		article10
2015Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs.(2015) In: Open Access publications.
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This paper has nother version. Agregated cites: 10		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]		article66
2018Long-range memory, distributional variation and randomness of bitcoin volatility In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article55
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]		article8
2019Cryptocurrency forecasting with deep learning chaotic neural networks In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article69
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]		article90
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]		article8
2020A fractional-order hyper-chaotic economic system with transient chaos In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article19
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]		article19
2020Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article8
2020SBDiEM: A new mathematical model of infectious disease dynamics In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article12
2020Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		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]		article61
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]		article11
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]		article8
2021Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article3
2021A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19 In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article7
2021Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
2021On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article7
2021Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article5
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]		article10
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]		article8
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]		article7
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]		article0
2022Chaotic attitude synchronization and anti-synchronization of master-slave satellites using a robust fixed-time adaptive controller In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article2
2023Optimal tuning of support vector machines and k-NN algorithm by using Bayesian optimization for newborn cry signal diagnosis based on audio signal processing features In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
2023Adaptive fixed-time robust control for function projective synchronization of hyperchaotic economic systems with external perturbations In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article1
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]		article0
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
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]		article15
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]		article10
2016Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach In: Economic Modelling.
[Full Text][Citation analysis]		article3
2018Directional predictability and time-varying spillovers between stock markets and economic cycles In: Economic Modelling.
[Full Text][Citation analysis]		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]		article48
2015On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2017Herding behavior, market sentiment and volatility: Will the bubble resume? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article39
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]		article60
2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Full Text][Citation analysis]
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2015Oil Price Forecastability and Economic Uncertainty.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2015Oil price forecastability and economic uncertainty.(2015) In: Open Access publications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2019Analysing the systemic risk of Indian banks In: Economics Letters.
[Full Text][Citation analysis]		article14
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]		article63
2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets.(2016) In: MPRA Paper.
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2018Asymmetric linkages among the fear index and emerging market volatility indices In: Emerging Markets Review.
[Full Text][Citation analysis]		article33
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]		article20
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]		article102
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]		article92
2016Impact of speculation and economic uncertainty on commodity markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article88
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]		article19
2016Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis In: Finance Research Letters.
[Full Text][Citation analysis]		article84
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: 84		paper
2018Risk transmitters and receivers in global currency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2018Risk transmitters and receivers in global currency markets.(2018) In: Post-Print.
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This paper has nother version. Agregated cites: 8		paper
2019Is anti-herding behavior spurious? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
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.
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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.
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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]		article21
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: 21		paper
2014Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article19
2011Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics.(2011) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 19		paper
2013The multiscale causal dynamics of foreign exchange markets In: Journal of International Money and Finance.
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2011The Multiscale Causal Dynamics of Foreign Exchange Markets.(2011) In: Economics Working Papers.
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This paper has nother version. Agregated cites: 39		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]		article99
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: 99		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]		article30
2019The high frequency multifractal properties of Bitcoin In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article20
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]		article4
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]		article2
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
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]		article0
2021Synchronization of the glycolysis reaction-diffusion model via linear control law In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]		paper0
2023Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature In: LSE Research Online Documents on Economics.
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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]		paper152
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: 152		paper
2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method.(2017) In: Empirical Economics.
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2015Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs In: Economics Working Papers.
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2017Implications for banking stability and welfare under capital shocks and countercyclical requirements In: Economics Working Papers.
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2017Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy In: Economics Working Papers.
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2019Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit.(2019) In: Journal of Quantitative Economics.
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2019Spillover across Eurozone credit market sectors and determinants.(2019) In: Applied Economics.
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2020On the predictability of crude oil market: A hybrid multiscale wavelet approach.(2020) In: Journal of Forecasting.
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2013Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models.(2013) In: Working Papers.
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2018Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach.(2018) In: Applied Economics.
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2018Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches In: Computational Economics.
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2017Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach In: Review of Behavioral Economics.
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2015A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices In: Working Papers.
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2016A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices.(2016) In: Applied Economics.
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2018Forecasting US GNP growth: The role of uncertainty.(2018) In: Journal of Forecasting.
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2018Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets In: Annals of Operations Research.
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