10
H index
10
i10 index
502
Citations
Democritus University of Thrace | 10 H index 10 i10 index 502 Citations RESEARCH PRODUCTION: 38 Articles 39 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vasilios Plakandaras. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 24 |
Working Paper series / Rimini Centre for Economic Analysis | 3 |
Papers / arXiv.org | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | . Full description at Econpapers || Download paper |
2024 | Extending the Scope of Inference About Predictive Ability to Machine Learning Methods. (2024). Parra, Ricardo ; Escanciano, Juan Carlos. In: Papers. RePEc:arx:papers:2402.12838. Full description at Econpapers || Download paper |
2024 | Cryptocurrency and African fiat currencies: A peaceful coexistence?. (2024). Kumah, Seyram P. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:1:n:e12229. Full description at Econpapers || Download paper |
2024 | Research 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 |
2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper |
2024 | Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177. Full description at Econpapers || Download paper |
2024 | Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wang, Jiqian ; Ma, Feng ; Luo, Qin ; Wu, You. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850. Full description at Econpapers || Download paper |
2024 | Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004. Full description at Econpapers || Download paper |
2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper |
2024 | Geopolitical risk and renewable energy consumption: Evidence from a spatial convergence perspective. (2024). Jin, YI ; Yang, Wanping ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000926. Full description at Econpapers || Download paper |
2024 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment. (2024). Caporin, Massimiliano ; Iacopini, Matteo ; Bonaccolto, Giovanni. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001774. Full description at Econpapers || Download paper |
2024 | How are artificial intelligence, carbon market, and energy sector connected? A systematic analysis of time-frequency spillovers. (2024). Tanasescu, Cristina ; Shao, Xuefeng ; Xu, Yingying. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001853. Full description at Econpapers || Download paper |
2024 | Public investment on renewable energy R&D Projects: The role of geopolitical risk, and economic and political uncertainties. (2024). Thomas, Wai Kee ; Alpha, Tin Hei. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005450. Full description at Econpapers || Download paper |
2024 | Dynamic 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 |
2024 | The higher-order moments connectedness between rare earth and clean energy markets and the role of geopolitical risk:New insights from a TVP-VAR framework. (2024). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224020541. Full description at Econpapers || Download paper |
2024 | Energy uncertainty, geopolitical conflict, and militarization matters for Renewable and non-renewable energy development: Perspectives from G7 economies. (2024). Ul, Wasi ; Yasmeen, Rizwana. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022540. Full description at Econpapers || Download paper |
2024 | Crude oil futures and the short-term price predictability of petroleum products. (2024). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224025246. Full description at Econpapers || Download paper |
2024 | The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Sen, Ding ; Uddin, Gazi Salah ; Sheng, Lin Wen ; Hao, Zhu Shi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805. Full description at Econpapers || Download paper |
2024 | Prediction of realized volatility and implied volatility indices using AI and machine learning: A review. (2024). Risstad, Morten ; Kaloudis, Aristidis ; Isern, Hkon Ramon ; Gunnarsson, Elias Sovik ; Westgaard, Sjur ; Vigdel, Benjamin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001534. Full description at Econpapers || Download paper |
2024 | Inflation prediction in emerging economies: Machine learning and FX reserves integration for enhanced forecasting. (2024). Mirza, Nawazish ; Umar, Muhammad ; Naqvi, Bushra ; Abbas, Syed Kumail. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001704. Full description at Econpapers || Download paper |
2024 | Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430. Full description at Econpapers || Download paper |
2024 | Heterogeneous impact of economic and political uncertainty on green bond volatility: Evidence from the MRS-GARCH-MIDAS-Skewed T model. (2024). Wang, Zhuqing ; Shi, Song ; Cheng, Qiuying. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003934. Full description at Econpapers || Download paper |
2024 | Volatility transmission and hedging strategies across green and conventional stocks in global markets. (2024). Urjasz, Szczepan ; Karkowska, Renata. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006598. Full description at Econpapers || Download paper |
2024 | Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012047. Full description at Econpapers || Download paper |
2024 | Environmental sustainability and the time-varying changing dynamics of green and brown energy ETFs. (2024). Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324001788. Full description at Econpapers || Download paper |
2024 | The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis. (2024). Elsayed, Ahmed ; Khalfaoui, Rabeh ; Helmi, Mohamad Husam. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004100. Full description at Econpapers || Download paper |
2024 | Momentum and reversal strategies with low uncertainty. (2024). Cai, Feifei ; An, Pengda ; Zhang, Qingyi ; Wang, Wenhao. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324010006. Full description at Econpapers || Download paper |
2024 | Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401208x. Full description at Econpapers || Download paper |
2024 | Dynamics of persistence in Brazilian economic uncertainty, expectation, and confidence indexes. (2024). de Freitas, Mateus Gonzalez ; de Oliveira, Guilherme. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012996. Full description at Econpapers || Download paper |
2024 | Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets. (2024). Lucey, Brian ; Abedin, Mohammad Zoynul ; Liu, Shimiao ; Wang, Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000040. Full description at Econpapers || Download paper |
2024 | Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331. Full description at Econpapers || Download paper |
2024 | Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047. Full description at Econpapers || Download paper |
2024 | The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x. Full description at Econpapers || Download paper |
2024 | Effect of geopolitical risk on resources prices in the global and Russian-Ukrainian context: A novel Bayesian structural model. (2024). Rauf, Abdur ; Khan, Khalid ; Khurshid, Adnan ; Cifuentes-Faura, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012473. Full description at Econpapers || Download paper |
2024 | The importance of intellectual property: Analyzing the impact of resource efficiency improvements in the mineral sector. (2024). Zhu, Guangfeng ; Xia, Mingli. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002447. Full description at Econpapers || Download paper |
2024 | The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701. Full description at Econpapers || Download paper |
2024 | Volatility spillover effects among geopolitical risks and international and Chinese crude oil markets——A study utilizing time-varying networks. (2024). Wang, Ziyang ; Dong, Zhiliang. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005920. Full description at Econpapers || Download paper |
2024 | Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index. (2024). Sahoo, Satyaban. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006482. Full description at Econpapers || Download paper |
2024 | Does renewable energy development enhance energy security?. (2024). Xianjun, Dai ; Cifuentes-Faura, Javier ; Khurshid, Adnan ; Khan, Khalid. In: Utilities Policy. RePEc:eee:juipol:v:87:y:2024:i:c:s0957178724000183. Full description at Econpapers || Download paper |
2024 | GDP nowcasting: A machine learning and remote sensing data-based approach for Bolivia. (2024). Bolivar Rosales, Osmar. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:3:s2666143824000085. Full description at Econpapers || Download paper |
2024 | Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Gurdgiev, Constantin ; Ahmed, Faroque ; Zeqiraj, Veton. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:75:y:2024:i:c:s1042444x24000367. Full description at Econpapers || Download paper |
2024 | How does the economic structure break change the forecast effect of money and credit on output? Evidence based on machine learning algorithms. (2024). Zhan, Minghua ; Tian, Yuan ; Zhao, Zhihui ; Lu, Yao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:84:y:2024:i:c:s0927538x24000763. Full description at Econpapers || Download paper |
2024 | Stylized facts of metaverse non-fungible tokens. (2024). Chandrashekhar, Durga ; Chu, Jeffrey ; Osterrieder, Joerg ; Lord, Nicholas ; Zhang, Yuanyuan ; Almazloum, Ward. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:653:y:2024:i:c:s0378437124006125. Full description at Econpapers || Download paper |
2024 | Spatial analysis of sovereign risk from the perspective of EPU spillovers. (2024). Huang, Wei-Qiang ; Liu, Peipei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:427-443. Full description at Econpapers || Download paper |
2024 | Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623. Full description at Econpapers || Download paper |
2024 | The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714. Full description at Econpapers || Download paper |
2024 | Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Chen, Shoudong ; Li, Yueshan ; Wang, LU. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203. Full description at Econpapers || Download paper |
2024 | Metaverse tokens or metaverse stocks – Who’s the boss?. (2024). Vakhromov, Oleg ; Alon, Ilan ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000515. Full description at Econpapers || Download paper |
2024 | A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic. (2024). Huang, Meichi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002575. Full description at Econpapers || Download paper |
2024 | Bank failure prediction models: Review and outlook. (2024). Citterio, Alberto. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:92:y:2024:i:c:s003801212400017x. Full description at Econpapers || Download paper |
2024 | Between policy swings and financial shockwaves: Asymmetric impact of economic policy uncertainty on financial stability in high-volatility nations. (2024). Nazar, Raima ; Ali, Sajid ; Rasool, Zeeshan ; Wu, Jie. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s003801212400199x. Full description at Econpapers || Download paper |
2024 | International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2022). Sousa, Ricardo ; Elsayed, Ahmed H. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:115305. Full description at Econpapers || Download paper |
2025 | Directions of Price Transmission on the Diesel Oil Market in Poland. (2025). Przekota, Grzegorz ; Szczepaska-Przekota, Anna. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:1:p:139-:d:1558348. Full description at Econpapers || Download paper |
2024 | Domestic and Global Causes for Exchange Rate Volatility: Evidence From Turkey. (2024). Altun, Omer ; Ozkaya, Ata. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241243200. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2013 | Fiscal shocks and asymmetric effects: a comparative analysis In: Papers. [Full Text][Citation analysis] | paper | 3 |
2015 | Fiscal shocks and asymmetric effects: A comparative analysis.(2015) In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2017 | Forecasting the U.S. Real House Price Index In: Papers. [Full Text][Citation analysis] | paper | 25 |
2015 | Forecasting the U.S. real house price index.(2015) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2014 | Forecasting the U.S. Real House Price Index.(2014) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2014 | Forecasting the U.S. Real House Price Index.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2014 | Forecasting the U.S. Real House Price Index.(2014) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | paper | |
2017 | Do leading indicators forecast U.S. recessions? A nonlinear re€ evaluation using historical data In: International Finance. [Full Text][Citation analysis] | article | 33 |
2024 | Deciphering the U.S. metropolitan house price dynamics In: Real Estate Economics. [Full Text][Citation analysis] | article | 0 |
2018 | Asymmetric effects of government spending shocks during the financial cycle In: Economic Modelling. [Full Text][Citation analysis] | article | 8 |
2022 | Evolving United States stock market volatility: The role of conventional and unconventional monetary policies In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 6 |
2021 | Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2023 | Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 4 |
2018 | Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters. [Full Text][Citation analysis] | article | 180 |
2018 | Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 180 | paper | |
2020 | The judiciary system as a productivity factor; the European experience In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
2017 | The depreciation of the pound post-Brexit: Could it have been predicted? In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
2016 | The Depreciation of the Pound Post-Brexit: Could it have been Predicted?.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2023 | Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023 In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2023 | Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023.(2023) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | Intrinsic decompositions in gold forecasting In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 5 |
2014 | Public debt and private consumption in OECD countries In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 7 |
2014 | Public Debt and Private Consumption in OECD countries.(2014) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2018 | UK macroeconomic volatility: Historical evidence over seven centuries In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 0 |
2019 | Point and density forecasts of oil returns: The role of geopolitical risks In: Resources Policy. [Full Text][Citation analysis] | article | 74 |
2018 | Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 74 | paper | |
2019 | A re-evaluation of the term spread as a leading indicator In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
2020 | Spillover of sentiment in the European Union: Evidence from time- and frequency-domains In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 6 |
2019 | Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2023 | Are real interest rates a monetary phenomenon? Evidence from 700 years of data In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2019 | Forecasting transportation demand for the U.S. market In: Transportation Research Part A: Policy and Practice. [Full Text][Citation analysis] | article | 3 |
2022 | Geopolitical Risk as a Determinant of Renewable Energy Investments In: Energies. [Full Text][Citation analysis] | article | 27 |
2018 | Oil Market Efficiency under a Machine Learning Perspective In: Forecasting. [Full Text][Citation analysis] | article | 2 |
2020 | Forecasting Credit Ratings of EU Banks In: IJFS. [Full Text][Citation analysis] | article | 1 |
2013 | Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 5 |
2013 | Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection.(2013) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2021 | Gold Against the Machine In: Computational Economics. [Full Text][Citation analysis] | article | 2 |
2014 | US Inflation Dynamics on Long Range Data In: Working Papers. [Citation analysis] | paper | 7 |
2015 | US inflation dynamics on long range data.(2015) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2015 | US inflation dynamics on long-range data.(2015) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2015 | The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach In: Working Papers. [Citation analysis] | paper | 7 |
2019 | The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach.(2019) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2017 | The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach.(2017) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2016 | The Term Premium as a Leading Macroeconomic Indicator In: Working Papers. [Citation analysis] | paper | 3 |
2016 | Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data In: Working Papers. [Citation analysis] | paper | 1 |
2017 | Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach In: Working Papers. [Citation analysis] | paper | 0 |
2018 | Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach.(2018) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2017 | Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data In: Working Papers. [Citation analysis] | paper | 14 |
2020 | Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data.(2020) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2017 | An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data In: Working Papers. [Citation analysis] | paper | 0 |
2018 | Persistence of Economic Uncertainty: A Comprehensive Analysis In: Working Papers. [Citation analysis] | paper | 11 |
2019 | Persistence of economic uncertainty: a comprehensive analysis.(2019) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2018 | Are BRICS Exchange Rates Chaotic? In: Working Papers. [Citation analysis] | paper | 10 |
2019 | Are BRICS exchange rates chaotic?.(2019) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2018 | Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data In: Working Papers. [Citation analysis] | paper | 1 |
2020 | Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data.(2020) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2018 | Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability In: Working Papers. [Citation analysis] | paper | 3 |
2019 | Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability.(2019) In: Journal of Economics and Behavioral Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2018 | The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model In: Working Papers. [Citation analysis] | paper | 1 |
2019 | The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model.(2019) In: Economic Research-Ekonomska Istraživanja. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2019 | Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War? In: Working Papers. [Citation analysis] | paper | 2 |
2022 | Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500 In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data In: Working Papers. [Citation analysis] | paper | 1 |
2023 | Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks In: Working Papers. [Citation analysis] | paper | 0 |
2024 | Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks In: Working Papers. [Citation analysis] | paper | 0 |
2014 | Market Sentiment and Exchange Rate Directional Forecasting In: Working Paper series. [Full Text][Citation analysis] | paper | 8 |
2015 | Market sentiment and exchange rate directional forecasting.(2015) In: Algorithmic Finance. [Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2013 | Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
2013 | Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques.(2013) In: DUTH Research Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2012 | Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate In: DUTH Research Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2013 | Forecasting daily and monthly exchange rates with machine learning techniques In: DUTH Research Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
2015 | Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques.(2015) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
2013 | Asymmetric Fiscal Policy Shocks In: DUTH Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2024 | Citizen science and public perceptions: an empirical study in the Upper Blue Nile, Ethiopia In: DUTH Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Testing Exchange Rate Models in a Small Open Economy: an SVR Approach In: Bulletin of Applied Economics. [Full Text][Citation analysis] | article | 1 |
2019 | A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone In: Journal of Risk & Control. [Full Text][Citation analysis] | article | 0 |
2022 | Industry momentum and reversals in stock markets In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
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