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Details about Periklis Gogas

Homepage:https://econ.duth.gr/en/professors/gogas-periklis-en/
Postal address:University Campus Komotini, 69100 Greece
Workplace:Rimini Centre for Economic Analysis (RCEA), (more information at EDIRC)
Department of Economics, Democritus University of Thrace, (more information at EDIRC)

Access statistics for papers by Periklis Gogas.

Last updated 2024-08-08. Update your information in the RePEc Author Service.

Short-id: pgo217


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Working Papers

2021

  1. Credit Rating Agencies: Evolution or Extinction?
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads

2019

  1. Money Neutrality, Monetary Aggregates and Machine Learning
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (4)
  2. The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)

    See also Journal Article The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach, Journal of Forecasting, John Wiley & Sons, Ltd. (2017) Downloads View citations (5) (2017)

2018

  1. The Fama 3 and Fama 5 factor models under a machine learning framework
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (2)

2017

  1. Forecasting the U.S. Real House Price Index
    Papers, arXiv.org Downloads
    Also in Working Paper series, Rimini Centre for Economic Analysis (2014) Downloads View citations (15)
    Working Papers, University of Pretoria, Department of Economics (2014) View citations (1)
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014) Downloads View citations (11)

    See also Journal Article Forecasting the U.S. real house price index, Economic Modelling, Elsevier (2015) Downloads View citations (8) (2015)
  2. Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach, Applied Economics Letters, Taylor & Francis Journals (2018) Downloads (2018)

2016

  1. Income Inequality: A State-by-State Complex Network Analysis
    Working papers, University of Connecticut, Department of Economics Downloads View citations (1)
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2016) Downloads View citations (1)
    Working Papers, University of Pretoria, Department of Economics (2015) View citations (3)
  2. The Term Premium as a Leading Macroeconomic Indicator
    Working Papers, University of Pretoria, Department of Economics View citations (3)

2015

  1. A Network Analysis of the United Kingdom’s Consumer Price Index
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
    See also Journal Article A Network Analysis of the United Kingdom’s Consumer Price Index, Computational Economics, Springer (2018) Downloads View citations (5) (2018)
  2. Forecasting daily and monthly exchange rates with machine learning techniques
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (1)
    See also Journal Article Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques, Journal of Forecasting, John Wiley & Sons, Ltd. (2015) Downloads View citations (21) (2015)
  3. International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads

    See also Journal Article International business cycle synchronization since the 1870s: Evidence from a novel network approach, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) Downloads View citations (7) (2016)
  4. US inflation dynamics on long range data
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (5)
    Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)

    See also Journal Article US inflation dynamics on long-range data, Applied Economics, Taylor & Francis Journals (2015) Downloads View citations (7) (2015)

2014

  1. A Novel Banking Supervision Method using a Threshold-Minimum Dominating Set
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  2. A Novel Banking Supervision Method using the Minimum Dominating Set
    Working Paper series, Rimini Centre for Economic Analysis Downloads
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014) Downloads

    See also Chapter A Novel Banking Supervision Method Using the Minimum Dominating Set, Springer Optimization and Its Applications, Springer (2014) (2014)
  3. Analyzing the co-movements of the US Gross State Product Growth with the use of the Minimum Dominating Set
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  4. Convergence of European Business Cycles: A Complex Networks Approach
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (3)
    See also Journal Article Convergence of European Business Cycles: A Complex Networks Approach, Computational Economics, Springer (2016) Downloads View citations (6) (2016)
  5. Convergence of European Business Cycles: Evidence from a Graph Theory-based Model
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  6. European Business Cycle Synchronization: a Complex Network Perspective
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (1)
    See also Chapter European Business Cycle Synchronization: A Complex Network Perspective, Springer Optimization and Its Applications, Springer (2014) View citations (1) (2014)
  7. Forecasting Bank Credit Ratings
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (11)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2013) Downloads View citations (2)

    See also Journal Article Forecasting bank credit ratings, Journal of Risk Finance, Emerald Group Publishing Limited (2014) Downloads View citations (1) (2014)
  8. Market Sentiment and Exchange Rate Directional Forecasting
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (4)
    See also Journal Article Market sentiment and exchange rate directional forecasting, Algorithmic Finance, IOS Press (2015) View citations (7) (2015)
  9. Public Debt and Private Consumption in OECD countries
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (5)
    See also Journal Article Public debt and private consumption in OECD countries, The Journal of Economic Asymmetries, Elsevier (2014) Downloads View citations (6) (2014)
  10. Yield Curve and Recession Forecasting in a Machine Learning Framework
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (14)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2014) Downloads View citations (7)

    See also Journal Article Yield Curve and Recession Forecasting in a Machine Learning Framework, Computational Economics, Springer (2015) Downloads View citations (17) (2015)

2013

  1. Asymmetric Effects of Monetary Policy in the U.S. and Brazil
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (4)
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2013) Downloads View citations (4)

    See also Journal Article Asymmetric effects of monetary policy in the U.S and Brazil, The Journal of Economic Asymmetries, Elsevier (2018) Downloads View citations (4) (2018)
  2. Asymmetric Fiscal Policy Shocks
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2013) Downloads
    Working Paper series, Rimini Centre for Economic Analysis (2013) Downloads
  3. Business Cycle Synchronization in the European Union: The Effect of the Common Currency
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (25)
    See also Journal Article Business cycle synchronisation in the European Union: The effect of the common currency, OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys (2013) Downloads View citations (25) (2013)
  4. Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (15)
    See also Journal Article Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach, Economics Bulletin, AccessEcon (2013) Downloads View citations (13) (2013)
  5. Complex Networks and Banking Systems Supervision
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (22)
    See also Journal Article Complex networks and banking systems supervision, Physica A: Statistical Mechanics and its Applications, Elsevier (2013) Downloads View citations (23) (2013)
  6. Fiscal shocks and asymmetric effects: a comparative analysis
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article Fiscal shocks and asymmetric effects: A comparative analysis, The Journal of Economic Asymmetries, Elsevier (2015) Downloads View citations (3) (2015)
  7. Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
    Working Paper series, Rimini Centre for Economic Analysis Downloads View citations (4)
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2013) Downloads
  8. Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (5)
    See also Journal Article Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection, International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd (2013) Downloads View citations (5) (2013)

2012

  1. Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (5)
  2. Economic Viability And Macroeconomic Impact Of The Burgas - Alexandroupolis Pipeline
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  3. Optimum Currency Areas within the US and Canada a Data Analysis Approach
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads

2010

  1. Asynchronous Business Cycles in the E.U.: the Effect of the Common Currency
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
  2. Does the Interest Risk Premium Predict Housing Prices?
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (4)
  3. Episodic Nonlinearity in Leading Global Currencies
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads View citations (1)
    See also Journal Article Episodic Nonlinearity in Leading Global Currencies, Open Economies Review, Springer (2012) Downloads View citations (4) (2012)
  4. GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
    Also in Papers, arXiv.org (2010) Downloads
  5. The interest rate spread as a forecasting tool of greek industrial production
    MPRA Paper, University Library of Munich, Germany Downloads

2009

  1. Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity, International Advances in Economic Research, Springer (2010) Downloads View citations (8) (2010)
  2. Two speed Europe and business cycle synchronization in the European Union: The effect of the common currency
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)

2005

  1. The revenue smoothing hypothesis in an ARIMA Framework: Evidence from the United States, in Claude Diebolt, Catherine Kyrtsou et al. (eds.), New Trends in Macroeconomics
    MPRA Paper, University Library of Munich, Germany Downloads

1999

  1. The North American natural gas liquids markets are chaotic
    MPRA Paper, University Library of Munich, Germany Downloads View citations (19)
    Also in Working Papers, Calgary - Department of Economics (1998)

    See also Journal Article The North American Natural Gas Liquids Markets are Chaotic, The Energy Journal (1999) Downloads (1999)
    Chapter The North American Natural Gas Liquids Markets are Chaotic, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2007) Downloads (2007)

1997

  1. Chaos in East European Black-Market Exchange Rates
    Working Papers, Calgary - Department of Economics View citations (23)
    See also Journal Article Chaos in East European black market exchange rates, Research in Economics, Elsevier (1997) Downloads View citations (24) (1997)
  2. On the construction of cersonal, corporate and effective overall marginal tax rates for Canada (1977-1992)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

Undated

  1. Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
    Working Papers, Department of Economics, University of Calgary Downloads View citations (8)
    See also Journal Article Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions, Journal of Money, Credit and Banking, Blackwell Publishing (2014) Downloads View citations (62) (2014)

Journal Articles

2024

  1. Forecasting East and West Coast Gasoline Prices with Tree-Based Machine Learning Algorithms
    Energies, 2024, 17, (6), 1-14 Downloads
  2. Fuel Price Networks in the EU
    Economies, 2024, 12, (5), 1-24 Downloads

2023

  1. Cryptocurrencies and Long-Range Trends
    IJFS, 2023, 11, (1), 1-17 Downloads
  2. Machine Learning in Forecasting Motor Insurance Claims
    Risks, 2023, 11, (9), 1-19 Downloads View citations (1)
  3. Machine Learning in Renewable Energy
    Energies, 2023, 16, (5), 1-3 Downloads

2022

  1. Emerging Trends in Energy Economics
    Energies, 2022, 15, (14), 1-2 Downloads View citations (2)
  2. Forecasting Bitcoin Spikes: A GARCH-SVM Approach
    Forecasting, 2022, 4, (4), 1-15 Downloads
  3. Forecasting unemployment in the euro area with machine learning
    Journal of Forecasting, 2022, 41, (3), 551-566 Downloads View citations (10)
  4. Mind the gap: forecasting euro-area output gaps with machine learning
    Applied Economics Letters, 2022, 29, (19), 1824-1828 Downloads View citations (2)
  5. Supervision of Banking Networks Using the Multivariate Threshold-Minimum Dominating Set (mT-MDS)
    JRFM, 2022, 15, (6), 1-13 Downloads
  6. The Convergence Evolution in Europe from a Complex Networks Perspective
    JRFM, 2022, 15, (10), 1-14 Downloads
  7. The resilience of the U.S. banking system
    International Journal of Finance & Economics, 2022, 27, (3), 2819-2835 Downloads

2021

  1. An AutoML application to forecasting bank failures
    Applied Economics Letters, 2021, 28, (1), 5-9 Downloads View citations (1)
  2. Forecasting Natural Gas Spot Prices with Machine Learning
    Energies, 2021, 14, (18), 1-13 Downloads View citations (5)
  3. Gold Against the Machine
    Computational Economics, 2021, 57, (1), 5-28 Downloads View citations (2)
  4. Machine Learning in Economics and Finance
    Computational Economics, 2021, 57, (1), 1-4 Downloads View citations (13)

2020

  1. Forecasting Credit Ratings of EU Banks
    IJFS, 2020, 8, (3), 1-15 Downloads View citations (1)
  2. Forecasting S&P 500 spikes: an SVM approach
    Digital Finance, 2020, 2, (3), 241-258 Downloads View citations (1)

2019

  1. A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone
    Journal of Risk & Control, 2019, 6, (1), 19-35 Downloads
  2. A re-evaluation of the term spread as a leading indicator
    International Review of Economics & Finance, 2019, 64, (C), 476-492 Downloads View citations (3)
  3. Forecasting transportation demand for the U.S. market
    Transportation Research Part A: Policy and Practice, 2019, 126, (C), 195-214 Downloads View citations (3)

2018

  1. A Network Analysis of the United Kingdom’s Consumer Price Index
    Computational Economics, 2018, 51, (2), 173-193 Downloads View citations (5)
    See also Working Paper A Network Analysis of the United Kingdom’s Consumer Price Index, DUTH Research Papers in Economics (2015) Downloads (2015)
  2. Asymmetric effects of monetary policy in the U.S and Brazil
    The Journal of Economic Asymmetries, 2018, 18, (C), - Downloads View citations (4)
    See also Working Paper Asymmetric Effects of Monetary Policy in the U.S. and Brazil, Working Papers Series (2013) Downloads View citations (4) (2013)
  3. Forecasting bank failures and stress testing: A machine learning approach
    International Journal of Forecasting, 2018, 34, (3), 440-455 Downloads View citations (28)
  4. Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach
    Applied Economics Letters, 2018, 25, (14), 1029-1033 Downloads
    See also Working Paper Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach, Working Papers (2017) (2017)
  5. Oil Market Efficiency under a Machine Learning Perspective
    Forecasting, 2018, 1, (1), 1-12 Downloads View citations (2)

2017

  1. Income inequality: A complex network analysis of US states
    Physica A: Statistical Mechanics and its Applications, 2017, 483, (C), 423-437 Downloads View citations (1)
  2. The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach
    Journal of Forecasting, 2017, 36, (2), 109-121 Downloads View citations (5)
    See also Working Paper The Informational Content of the Term-Spread in Forecasting the U.S. Inflation Rate: A Nonlinear Approach, DUTH Research Papers in Economics (2019) Downloads (2019)

2016

  1. Bank supervision using the Threshold-Minimum Dominating Set
    Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 23-35 Downloads View citations (1)
  2. Convergence of European Business Cycles: A Complex Networks Approach
    Computational Economics, 2016, 47, (2), 97-119 Downloads View citations (6)
    See also Working Paper Convergence of European Business Cycles: A Complex Networks Approach, Working Paper series (2014) Downloads View citations (3) (2014)
  3. International business cycle synchronization since the 1870s: Evidence from a novel network approach
    Physica A: Statistical Mechanics and its Applications, 2016, 447, (C), 286-296 Downloads View citations (7)
    See also Working Paper International Business Cycle Synchronization Since the 1870s: Evidence from a Novel Network Approach, DUTH Research Papers in Economics (2015) Downloads (2015)
  4. Testing Exchange Rate Models in a Small Open Economy: an SVR Approach
    Bulletin of Applied Economics, 2016, 3, (2), 9-29 Downloads View citations (3)

2015

  1. Are there asymmetries in fiscal policy shocks?
    Journal of Economic Studies, 2015, 42, (2), 303-321 Downloads View citations (61)
  2. Fiscal shocks and asymmetric effects: A comparative analysis
    The Journal of Economic Asymmetries, 2015, 12, (1), 22-33 Downloads View citations (3)
    See also Working Paper Fiscal shocks and asymmetric effects: a comparative analysis, Papers (2013) Downloads View citations (1) (2013)
  3. Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques
    Journal of Forecasting, 2015, 34, (7), 560-573 Downloads View citations (21)
    See also Working Paper Forecasting daily and monthly exchange rates with machine learning techniques, DUTH Research Papers in Economics (2015) Downloads View citations (1) (2015)
  4. Forecasting the U.S. real house price index
    Economic Modelling, 2015, 45, (C), 259-267 Downloads View citations (8)
    See also Working Paper Forecasting the U.S. Real House Price Index, Papers (2017) Downloads (2017)
  5. Market sentiment and exchange rate directional forecasting
    Algorithmic Finance, 2015, 4, (1-2), 69-79 View citations (7)
    See also Working Paper Market Sentiment and Exchange Rate Directional Forecasting, Working Paper series (2014) Downloads View citations (4) (2014)
  6. US inflation dynamics on long-range data
    Applied Economics, 2015, 47, (36), 3874-3890 Downloads View citations (7)
    See also Working Paper US inflation dynamics on long range data, DUTH Research Papers in Economics (2015) Downloads View citations (5) (2015)
  7. Yield Curve Point Triplets in Recession Forecasting
    International Finance, 2015, 18, (2), 207-226 Downloads View citations (7)
  8. Yield Curve and Recession Forecasting in a Machine Learning Framework
    Computational Economics, 2015, 45, (4), 635-645 Downloads View citations (17)
    See also Working Paper Yield Curve and Recession Forecasting in a Machine Learning Framework, DUTH Research Papers in Economics (2014) Downloads View citations (14) (2014)

2014

  1. Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
    Journal of Money, Credit and Banking, 2014, 46, (1), 229-241 Downloads View citations (62)
    See also Working Paper Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions, Working Papers Downloads View citations (8)
  2. Forecasting bank credit ratings
    Journal of Risk Finance, 2014, 15, (2), 195-209 Downloads View citations (1)
    See also Working Paper Forecasting Bank Credit Ratings, DUTH Research Papers in Economics (2014) Downloads View citations (11) (2014)
  3. Forecasting energy markets using support vector machines
    Energy Economics, 2014, 44, (C), 135-142 Downloads View citations (33)
  4. Public debt and private consumption in OECD countries
    The Journal of Economic Asymmetries, 2014, 11, (C), 1-7 Downloads View citations (6)
    See also Working Paper Public Debt and Private Consumption in OECD countries, DUTH Research Papers in Economics (2014) Downloads View citations (5) (2014)

2013

  1. Business cycle synchronisation in the European Union: The effect of the common currency
    OECD Journal: Journal of Business Cycle Measurement and Analysis, 2013, 2013, (1), 1-14 Downloads View citations (25)
    See also Working Paper Business Cycle Synchronization in the European Union: The Effect of the Common Currency, Working Paper series (2013) Downloads View citations (25) (2013)
  2. Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach
    Economics Bulletin, 2013, 33, (2), 1101-1115 Downloads View citations (13)
    See also Working Paper Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach, Working Paper series (2013) Downloads View citations (15) (2013)
  3. Complex networks and banking systems supervision
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (19), 4429-4434 Downloads View citations (23)
    See also Working Paper Complex Networks and Banking Systems Supervision, Working Papers Series (2013) Downloads View citations (22) (2013)
  4. Forecasting the insolvency of US banks using support vector machines (SVMs) based on local learning feature selection
    International Journal of Computational Economics and Econometrics, 2013, 3, (1/2), 83-90 Downloads View citations (5)
    See also Working Paper Forecasting the insolvency of U.S. banks using Support Vector Machines (SVM) based on Local Learning Feature Selection, DUTH Research Papers in Economics (2013) Downloads View citations (5) (2013)
  5. Interest Rates, Leverage, and Money
    Open Economies Review, 2013, 24, (1), 51-78 Downloads View citations (16)
  6. Testing purchasing power parity in a DFA rolling Hurst framework: the case of 23 OECD countries
    Applied Financial Economics, 2013, 23, (17), 1399-1406 Downloads View citations (3)

2012

  1. Episodic Nonlinearity in Leading Global Currencies
    Open Economies Review, 2012, 23, (2), 337-357 Downloads View citations (4)
    See also Working Paper Episodic Nonlinearity in Leading Global Currencies, DUTH Research Papers in Economics (2010) Downloads View citations (1) (2010)
  2. GDP trend deviations and the yield spread: the case of eight E.U. countries
    Journal of Economics and Finance, 2012, 36, (1), 226-237 Downloads

2010

  1. Forecast evaluation in daily commodities futures markets
    International Journal of Financial Markets and Derivatives, 2010, 1, (2), 155-168 Downloads
  2. Predicting European Union Recessions in the Euro Era: The Yield Curve as a Forecasting Tool of Economic Activity
    International Advances in Economic Research, 2010, 16, (1), 1-10 Downloads View citations (8)
    See also Working Paper Predicting European Union recessions in the euro era: The yield curve as a forecasting tool of economic activity, MPRA Paper (2009) Downloads View citations (4) (2009)

2009

  1. Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange
    International Review of Financial Analysis, 2009, 18, (1-2), 50-57 Downloads View citations (93)
  2. Forecasting in inefficient commodity markets
    Journal of Economic Studies, 2009, 36, (4), 383-392 Downloads View citations (2)

2007

  1. The Feldstein‐Horioka puzzle in an ARIMA framework
    Journal of Economic Studies, 2007, 34, (3), 194-210 Downloads View citations (4)

2004

  1. Long-horizon regression tests of the theory of purchasing power parity
    Journal of Banking & Finance, 2004, 28, (8), 1961-1985 Downloads View citations (20)

2000

  1. Purchasing power parity, nonlinearity and chaos
    Applied Financial Economics, 2000, 10, (6), 615-622 Downloads View citations (27)

1999

  1. The North American Natural Gas Liquids Markets are Chaotic
    The Energy Journal, 1999, 20, (1), 83-103 Downloads
    Also in The Energy Journal, 1999, Volume20, (Number 1), 83-103 (1999) Downloads View citations (18)

    See also Chapter The North American Natural Gas Liquids Markets are Chaotic, World Scientific Book Chapters, 2007, 225-244 (2007) Downloads (2007)
    Working Paper The North American natural gas liquids markets are chaotic, MPRA Paper (1999) Downloads View citations (19) (1999)

1997

  1. Chaos in East European black market exchange rates
    Research in Economics, 1997, 51, (4), 359-385 Downloads View citations (24)
    See also Working Paper Chaos in East European Black-Market Exchange Rates, Working Papers (1997) View citations (23) (1997)

Chapters

2014

  1. A Novel Banking Supervision Method Using the Minimum Dominating Set
    Springer
    See also Working Paper A Novel Banking Supervision Method using the Minimum Dominating Set, Rimini Centre for Economic Analysis (2014) Downloads (2014)
  2. European Business Cycle Synchronization: A Complex Network Perspective
    Springer View citations (1)
    See also Working Paper European Business Cycle Synchronization: a Complex Network Perspective, Rimini Centre for Economic Analysis (2014) Downloads View citations (1) (2014)

2007

  1. The North American Natural Gas Liquids Markets are Chaotic
    Chapter 17 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 225-244 Downloads
    See also Working Paper The North American natural gas liquids markets are chaotic, University Library of Munich, Germany (1999) Downloads View citations (19) (1999)
    Journal Article The North American Natural Gas Liquids Markets are Chaotic, (1999) Downloads (1999)

2005

  1. Revenue Smoothing in an ARIMA Framework: Evidence from the United States
    Springer

Editor

  1. DUTH Research Papers in Economics
    Democritus University of Thrace, Department of Economics
 
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