Catherine KYRTSOU : Citation Profile

University of Macedonia (89% share)
Université Paris-Nanterre (Paris X) (11% share)

12

H index

14

i10 index

638

Citations

RESEARCH PRODUCTION:

27

Articles

13

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 27
   Journals where Catherine KYRTSOU has often published
   Relations with other researchers
   Recent citing documents: 43.    Total self citations: 22 (3.33 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pky4
   Updated: 2026-05-02    RAS profile: 2025-07-19    
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Relations with other researchers

Works with:

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

Is cited by:

DIEBOLT, Claude (19)

Billio, Monica (16)

Rashid, Abdul (12)

GUEGAN, Dominique (12)

Addo, Peter Martey (12)

HENNANI, Rachida (11)

Baumeister, Christiane (10)

Ralf, Kirsten (10)

Chatelain, Jean-Bernard (10)

Benati, Luca (8)

Ducanes, Geoffrey (8)

Cites to:

Hommes, Cars (24)

Serletis, Apostolos (19)

Malliaris, Anastasios (19)

Lux, Thomas (18)

Brock, William (12)

Engle, Robert (9)

He, Xuezhong (Tony) (9)

Diks, Cees (8)

Barnett, William (8)

Belaire-Franch, Jorge (6)

DIEBOLT, Claude (6)

Main data

Where Catherine KYRTSOU has published?

Journals with more than one article published# docs
Energy Economics4
Journal of Macroeconomics4
Empirical Economics3
Physica A: Statistical Mechanics and its Applications3
Computational Economics2
The European Journal of Finance2
Brussels Economic Review2

Working Papers Series with more than one paper published# docs
Post-Print / HAL4

Recent works citing Catherine KYRTSOU (2025 and 2024)

YearTitle of citing document
2024Wykorzystanie PageRank oraz regresji jako dwuetapowej analizy sieci firm Nasdaq w czasie recesji. Wnioski z topologii minimalnego drzewa rozpinającego. (2024). Tomeczek, Artur F ; Napirkowski, Tomasz M. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:361239.

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2025Statistical Validation of Contagion Centrality in Financial Networks. (2025). Feinstein, Zachary ; Sadeghi, Agathe. In: Papers. RePEc:arx:papers:2404.14337.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Majhi, Sushovan ; Luwang, SR ; Nurujjaman, MD ; Mukhia, Kundan ; Hens, Chittaranjan ; Rai, Anish. In: Papers. RePEc:arx:papers:2405.05642.

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2024Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition. (2024). Wand, Tobias ; Kamps, Oliver ; Iyetomi, Hiroshi. In: Papers. RePEc:arx:papers:2408.12839.

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2025Predicting Financial Market Crises using Multilayer Network Analysis and LSTM-based Forecasting of Spillover Effects. (2025). Sefidi, Mahdi Kohan. In: Papers. RePEc:arx:papers:2505.11019.

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2024The Asymmetric Effects of Oil Prices on Stock Returns: Evidence from Hanoi Stock Exchange, Vietnam. (2024). Doan, Nhien Tuyet ; Friday, Swint H ; Kim, Anh Thi ; Truong, Loc Dong. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-24.

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2025Analyzing dynamics of crude oil price amid sudden events and intervention measures: Insights from a Prophet-QR model. (2025). Zhuo, Xingxuan ; Ye, Jianjiang ; Liu, Han ; Lin, Feng. In: Applied Energy. RePEc:eee:appene:v:401:y:2025:i:pb:s030626192501445x.

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2024Exploring the influence of the geopolitical risks on the natural resource price volatility and correlation: Evidence from DCC-MIDAS-X model. (2024). He, Yongda ; Yang, Peng ; Guo, Pengwei ; Oxley, Les ; Liu, Han. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007028.

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2024Do managers have more incentives to hoard bad news during panic? A study of terrorist attacks and stock price crash risk. (2024). Zhao, Sheng ; Wei, ZI ; Liu, Xianda. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004861.

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2024Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

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2024The uncertainty of fluctuation correlations in global stock markets. (2024). Rong, Xueyun ; Yin, Lei ; Wang, Faming. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007372.

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2024The cross section of information transmission in news media and stock returns. (2024). Wu, YI ; Wang, Xinyao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008109.

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2025Time-frequency co-movements between climate uncertainty and carbon market returns: Evidence based on wavelet coherence analysis. (2025). Cao, Jin-Hui ; Xie, Chi ; Wang, Gang-Jin ; Zhu, You ; Liu, Jiatong. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000431.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Monge, Manuel ; Claudio-Quiroga, Gloria ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2024Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Klein, Tony ; Ma, Chao-Qun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000179.

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2024More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?. (2024). Wang, LU ; Duong, Duy ; Liang, Chao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:218:y:2024:i:c:p:1-19.

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2024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

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2025Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?. (2025). Hadhri, Sinda ; Hanif, Waqas ; el Khoury, Rim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000258.

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2024Complex network analysis of cryptocurrency market during crashes. (2024). Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan ; Hens, Chittaranjan ; Majhi, Sushovan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006046.

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2025Network transitions in the cryptocurrency market: The impact of regional conflicts. (2025). Zhang, Yuanyuan ; Liao, Xin ; Chan, Stephen ; Lord, Nicholas ; Chu, Jeffrey ; Yang, Hanfang ; Chandrashekhar, Durga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:680:y:2025:i:c:s037843712500665x.

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2025Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201.

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2024Commodities and Policy Uncertainty Channel(s). (2024). Smimou, K ; Filbeck, G ; Bosch, D. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:351-379.

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2024Inflation returns. Revisiting the role of external and domestic shocks with Bayesian structural VAR. (2024). Szafranek, Karol ; Szafraski, Grzegorz ; Leszczyska-Paczesna, Agnieszka. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:789-810.

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2025Optimizing investment strategies: Harnessing the power of K-line complex networks. (2025). Lan, Qiujun ; Li, Haojie ; Mi, Xianhua ; Zhang, Chunyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500187x.

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2024US inflation and global commodity prices: Asymmetric interdependence. (2024). Wang, Zhufeng ; Bai, Zhihong ; Pan, Zhigang ; Xing, Xiaochao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000370.

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2024Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis. (2024). Asiri, Maram S ; Hasan, Fakhrul ; Aljohani, Bader M ; Fadul, Abubaker ; Alkhathami, Abdulrahman D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400206x.

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2025How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas conflict using Event Study approach. (2025). Shroff, Sumita ; Agrawal, Nidhi ; Paliwal, Udai Lal ; Yadav, Miklesh Prasad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005051.

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2024Multi-scale impacts of oil shocks on travel and leisure stocks: A MODWT-Bayesian TVP model with shrinkage approach. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s0040162523008764.

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2025How do banks respond to violence?. (2025). Fawaz, Mahdi ; Boungou, Whelsy ; Yati, Alhonita. In: World Development. RePEc:eee:wdevel:v:190:y:2025:i:c:s0305750x25000403.

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2024Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach. (2024). Górka, Joanna ; Kuziak, Katarzyna ; Grka, Joanna. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:23:p:5929-:d:1529737.

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2025Analysis of Annual Drought Episodes Using Complex Networks. (2025). Spiliotis, Mike ; Vangelis, Harris ; Voudouris, Konstantinos. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:4:p:1441-:d:1587749.

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2024New Evidence of Causal Relationships Between Government Spending and Economic Growth in the United Kingdom. (2024). Saraidaris, Anastasios ; Pempetzoglou, Maria ; Karagianni, Stella. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:52:y:2024:i:4:d:10.1007_s11293-024-09814-y.

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2024Uncertainty Measures and Sector-Specific REITs in a Regime-Switching Environment. (2024). Kilincarslan, Erhan ; Demiralay, Sercan. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:3:d:10.1007_s11146-022-09898-w.

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2024The effect of rare events on information-leading role: evidence from real estate investment trusts and overall stock markets. (2024). Ahn, Kwangwon ; Jang, Hanwool ; Choi, Gahyun ; Kim, Jihae. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-04146-3.

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2025Long short-term memory autoencoder based network of financial indices. (2025). Lee, Jaewoo ; Rakib, Mahmudul Hasan ; Nobi, Ashadun ; Tuhin, Kamrul Hasan. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04412-y.

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2024PageRank and Regression as a Two-Step Approach to Analysing a Network of Nasdaq Firms During a Recession: Insights from Minimum Spanning Tree Topology. (2024). Napiorkowski, Tomasz M ; Tomeczek, Artur F. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2024:i:3:p:56-69.

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2025Fossil and renewable energy, conflict, economic growth, and military expenditure: the case of algeria. (2025). Meriane, Youcef ; Mohamed, Hassen. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:27:y:2025:i:4:d:10.1007_s10018-024-00403-6.

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2024The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models. (2024). Rounaghi, Mohammad Mahdi ; Terraza, Virginie ; Pek, Asli Boru. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00520-3.

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2026Investigating the impact of unconventional variables on the improvement of OPEC crude oil price forecasting modeling. (2026). Simic, Vladimir ; Pamucar, Dragan ; Faghidian, Fatemeh S ; Edalatpanah, S A. In: Financial Innovation. RePEc:spr:fininn:v:12:y:2026:i:1:d:10.1186_s40854-026-00907-y.

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2024A TVP-VAR assessment of the spillover effects of geopolitical risk shocks on macroeconomic variability: a study of the Ghanaian economy. (2024). Uche, Emmanuel ; Hamayoon, Shah ; Asomaning, Kwame Ofori. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00341-5.

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2025Multivariate causal analysis of the effects of large-scale climate factors on meteorological drought in the Pearl River Basin: a study using partial mutual information and empirical orthogonal teleconnections. (2025). Qu, Jihong ; Ren, Kun ; Ming, Tingzhen ; Fang, Wei ; Wang, Fei ; Guo, Wenxian. In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:121:y:2025:i:11:d:10.1007_s11069-025-07317-w.

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2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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2026Geopolitical Risks, Inflation Pressure, and the U.S. Treasury Yield Curve. (2026). Niu, Linlin ; Hong, Zhiwu ; Bai, Haoran. In: Working Papers. RePEc:wyi:wpaper:002616.

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Catherine KYRTSOU has edited the books:

YearTitleTypeCited

Works by Catherine KYRTSOU:

YearTitleTypeCited
2006Non-Linear Perspectives for Population and Output Dynamics: New Evidence for Cliometrics In: Working Papers.
[Full Text][Citation analysis]		paper3
2013Partial Symbolic Transfer Entropy In: CeNDEF Working Papers.
[Full Text][Citation analysis]		paper0
2023Mapping inflation dynamics In: Working Papers.
[Full Text][Citation analysis]		paper0
2011Analysing the Dynamics between U.S. Inflation and Dow Jones Index Using Non-Linear Methods In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article9
2010Introduction In: Brussels Economic Review.
[Full Text][Citation analysis]		article0
2010Testing for Granger Causality in the Presence of Chaotic Dynamics In: Brussels Economic Review.
[Full Text][Citation analysis]		article8
2011The Effects of Terrorism and War on the Oil and Prices Stock Indices Relationship In: Economics of Security Working Paper Series.
[Full Text][Citation analysis]		paper12
2008Modelling non-linear comovements between time series In: Department of Economics Working Papers.
[Citation analysis]		paper10
2009Modelling non-linear comovements between time series.(2009) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2009The impact of information signals on market prices when agents have non-linear trading rules In: Economic Modelling.
[Full Text][Citation analysis]		article4
2009Energy sector pricing: On the role of neglected nonlinearity In: Energy Economics.
[Full Text][Citation analysis]		article34
2009Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics In: Energy Economics.
[Full Text][Citation analysis]		article0
2013The effects of terrorism and war on the oil price–stock index relationship In: Energy Economics.
[Full Text][Citation analysis]		article76
2016Does the S&P500 index lead the crude oil dynamics? A complexity-based approach In: Energy Economics.
[Full Text][Citation analysis]		article12
2002Stochastic chaos or ARCH effects in stock series?: A comparative study In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article14
2006Editorial introduction: Nonlinear macroeconomic dynamics In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article0
2006Univariate tests for nonlinear structure In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article15
2006Evidence for chaotic dependence between US inflation and commodity prices In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article92
2007Detecting positive feedback in multivariate time series: The case of metal prices and US inflation In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article19
2008Re-examining the sources of heteroskedasticity: The paradigm of noisy chaotic models In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2017Financial networks based on Granger causality: A case study In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article36
2010Effects of Tax Policy Announcements in the Athens Stock Exchange In: EcoMod2010.
[Full Text][Citation analysis]		paper0
2000Volatility Behaviour in Emerging Markets: A Case Study of the Athens Stock Exchange, Using Daily and Intra-Daily Data In: European Research Studies Journal.
[Full Text][Citation analysis]		article2
2005New Trends in Macroeconomics In: Post-Print.
[Citation analysis]		paper105
2014Comovement and Contagion in Financial Markets In: Post-Print.
[Citation analysis]		paper0
2010Nonlinear Financial Analysis In: Post-Print.
[Citation analysis]		paper0
2015Macroeconomics: Policy and Practice by F. Mishkin (2nd edition) In: Post-Print.
[Citation analysis]		paper0
2008Evidence for Nonlinear Asymmetric Causality in US Inflation, Metal, and Stock Returns In: Discrete Dynamics in Nature and Society.
[Full Text][Citation analysis]		article6
2003Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series In: Computational Economics.
[Full Text][Citation analysis]		article19
2016Detecting Causality in Non-stationary Time Series Using Partial Symbolic Transfer Entropy: Evidence in Financial Data In: Computational Economics.
[Full Text][Citation analysis]		article11
2008Seasonal Mackey-Glass-GARCH process and short-term dynamics In: Discussion Paper Series.
[Full Text][Citation analysis]		paper7
2010Seasonal Mackey–Glass–GARCH process and short-term dynamics.(2010) In: Empirical Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		article
2017Assessment of resampling methods for causality testing: A note on the US inflation behavior In: PLOS ONE.
[Full Text][Citation analysis]		article0
2000IS IT POSSIBLE TO STUDY JOINTLY CHAOTIC AND ARCH BEHAVIOUR? APPLICATION OF A NOISY MACKEY-GLASS EQUATION WITH HETEROSKEDASTIC ERRORS TO THE PARIS STOCK EXCHANGE In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]		paper0
2004Surrogate Data Analysis and Stochastic Chaotic Modelling: Application to Stock Exchange Returns Series In: Computing in Economics and Finance 2004.
[Full Text][Citation analysis]		paper0
2004Noisy chaotic dynamics in commodity markets In: Empirical Economics.
[Full Text][Citation analysis]		article14
2023Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data In: Empirical Economics.
[Full Text][Citation analysis]		article0
2005Complex Dynamics in Macroeconomics: A Novel Approach In: Springer Books.
[Citation analysis]		chapter8
2013Editorial introduction: ‘new facets of the economic complexity in modern financial markets’ In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2019Further insights on the relationship between SP500, VIX and volume: a new asymmetric causality test In: The European Journal of Finance.
[Full Text][Citation analysis]		article6
2006EXPLORING THE IMPACT OF CALENDAR EFFECTS ON THE DYNAMIC STRUCTURE AND FORECASTS OF FINANCIAL TIME SERIES In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article1

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