Details about Theologos Dergiades

Access statistics for papers by Theologos Dergiades.

Last updated 2021-04-29. Update your information in the RePEc Author Service.

Short-id: pde622

Working Papers

2021

1. Does it Matter where you Search? Twitter versus Traditional News Media
   Discussion Paper Series, Department of Economics, University of Macedonia
2. Effectiveness of Government Policies in Response to the COVID-19 Outbreak
   Discussion Paper Series, Department of Economics, University of Macedonia View citations (3)
3. Should Stock Returns Predictability be hooked on Long Horizon Regressions?
   Discussion Paper Series, Department of Economics, University of Macedonia

2019

4. A Mixed Frequency Approach for Stock Returns and Valuation Ratios
   Discussion Paper Series, Department of Economics, University of Macedonia
   See also Journal Article in Economics Letters (2020)
5. Energy based estimation of the Shadow Economy: The role of Governance Quality
   Discussion Paper Series, Department of Economics, University of Macedonia
6. Long-Run Changes in Radiative Forcing and Surface Temperature: The Effect of Human Activity over the Last Five Centuries
   Discussion Paper Series, Department of Economics, University of Macedonia
   See also Journal Article in Journal of Environmental Economics and Management (2016)

2018

7. Twitter versus Traditional News Media: Evidence for the Sovereign Bond Markets
   Working Paper series, Rimini Centre for Economic Analysis View citations (2)

2017

8. An assessment of the inflation targeting experience
   Bank of Estonia Working Papers, Bank of Estonia View citations (1)
9. Arrivals of Tourists in Cyprus: Mind the Web Search Intensity
   GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE View citations (1)

2016

10. Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain
    Discussion Paper Series, Department of Economics, University of Macedonia
    See also Journal Article in Credit and Capital Markets (2017)

2014

11. Tweets, Google Trends and Sovereign Spreads in the GIIPS
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (9)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2013) View citations (10)
    GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE (2013) View citations (13)
    See also Journal Article in Oxford Economic Papers (2015)

2013

12. The Nexus between Natural Gas Spot and Futures Prices at NYMEX: Do Weather Shocks and Non-Linear Causality in Low Frequencies Matter?
    FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN) View citations (6)
    See also Journal Article in The Journal of Economic Asymmetries (2018)

2012

13. Do Investors' Sentiment Dynamics affect Stock Returns? Evidence from the US Economy
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (17)
    Also in MPRA Paper, University Library of Munich, Germany (2011) View citations (4)
    See also Journal Article in Economics Letters (2012)

2011

14. Energy Consumption and Economic Growth: Parametric and Non-Parametric Causality Testing for the Case of Greece
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Discussion Paper Series, Department of Economics, University of Macedonia (2011) View citations (3)
    See also Journal Article in Energy Economics (2013)

2010

15. Uncertainty in the Public Debt Market and Stochastic Long-Run Growth
    Discussion Paper Series, Department of Economics, University of Macedonia
    See also Journal Article in Economic Modelling (2011)

2009

16. Higher Education Policy in Greece: Filling the Danaids' Jar
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (2)
17. Modelling and Forecasting Mobile Telecommunication Services: The case of Greece
    Discussion Paper Series, Department of Economics, University of Macedonia
    See also Journal Article in Applied Economics Letters (2010)
18. Revisiting Residential Demand for Electricity in Greece: New Evidence from the ARDL Approach to Cointegration
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (3)

2008

19. Estimating Residential Demand for Electricity in the United States, 1965-2006
    Discussion Paper Series, Department of Economics, University of Macedonia View citations (35)
    See also Journal Article in Energy Economics (2008)

Journal Articles

2020

1. A mixed frequency approach for stock returns and valuation ratios
   Economics Letters, 2020, 187, (C) View citations (1)
   See also Working Paper (2019)

2018

2. The nexus between natural gas spot and futures prices at NYMEX: Do weather shocks and non-linear causality in low frequencies matter?
   The Journal of Economic Asymmetries, 2018, 18, (C), - View citations (1)
   See also Working Paper (2013)

2017

3. Stock Prices Predictability at Long-horizons: Two Tales from the Time-Frequency Domain
   Credit and Capital Markets, 2017, 50, (1), 37-61
   See also Working Paper (2016)

2016

4. Long-run changes in radiative forcing and surface temperature: The effect of human activity over the last five centuries
   Journal of Environmental Economics and Management, 2016, 76, (C), 67-85 View citations (13)
   See also Working Paper (2019)

2015

5. Tweets, Google trends, and sovereign spreads in the GIIPS
   Oxford Economic Papers, 2015, 67, (2), 406-432 View citations (28)
   See also Working Paper (2014)

2013

6. Energy consumption and economic growth: Parametric and non-parametric causality testing for the case of Greece
   Energy Economics, 2013, 36, (C), 686-697 View citations (47)
   See also Working Paper (2011)

2012

7. Do investors’ sentiment dynamics affect stock returns? Evidence from the US economy
   Economics Letters, 2012, 116, (3), 404-407 View citations (17)
   See also Working Paper (2012)
8. Revising higher education policy in Greece: filling the Danaids’ Jar
   Empirica, 2012, 39, (3), 279-292

2011

9. Revisiting residential demand for electricity in Greece: new evidence from the ARDL approach to cointegration analysis
   Empirical Economics, 2011, 41, (2), 511-531 View citations (14)
10. Uncertainty in the public debt market and stochastic long-run growth
    Economic Modelling, 2011, 28, (1-2), 67-73
    Also in Economic Modelling, 2011, 28, (1), 67-73 (2011)
    See also Working Paper (2010)

2010

11. Modelling and forecasting mobile telecommunication services: the case of Greece
    Applied Economics Letters, 2010, 17, (18), 1823-1828 View citations (4)
    See also Working Paper (2009)

2008

12. Estimating residential demand for electricity in the United States, 1965-2006
    Energy Economics, 2008, 30, (5), 2722-2730 View citations (78)
    See also Working Paper (2008)

2007

13. A NEW METHOD FOR THE ESTIMATION OF CAPACITY UTILIZATION: THEORY AND EMPIRICAL EVIDENCE FROM 14 EU COUNTRIES
    Bulletin of Economic Research, 2007, 59, (4), 361-381 View citations (6)
14. Estimating Capacity Utilization Using a SVAR Model: An Application to the US and Canadian Economies
    Economics Bulletin, 2007, 5, (4), 1-12

2006

15. The Inflation-Capacity Utilization Conundrum: Evidence from the Canadian Economy
    Applied Econometrics and International Development, 2006, 6, (2)