Details about Periklis Gogas

Access statistics for papers by Periklis Gogas.

Last updated 2023-05-09. Update your information in the RePEc Author Service.

Short-id: pgo217

Working Papers

2021

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

2019

2. Money Neutrality, Monetary Aggregates and Machine Learning
   DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (2)
3. 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
   Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (1)
   See also Journal Article in Journal of Forecasting (2017)

2018

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

2017

5. Forecasting the U.S. Real House Price Index
   Papers, arXiv.org
   Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014) View citations (11)
   Working Papers, University of Pretoria, Department of Economics (2014) View citations (1)
   Working Paper series, Rimini Centre for Economic Analysis (2014) View citations (15)
   See also Journal Article in Economic Modelling (2015)
6. Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article in Applied Economics Letters (2018)

2016

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

2015

9. A Network Analysis of the United Kingdom’s Consumer Price Index
   DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
   See also Journal Article in Computational Economics (2018)
10. Forecasting daily and monthly exchange rates with machine learning techniques
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (1)
    See also Journal Article in Journal of Forecasting (2015)
11. 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
    Also in MPRA Paper, University Library of Munich, Germany (2015)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2016)
12. US inflation dynamics on long range data
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (5)
    Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)
    See also Journal Article in Applied Economics (2015)

2014

13. A Novel Banking Supervision Method using a Threshold-Minimum Dominating Set
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
14. A Novel Banking Supervision Method using the Minimum Dominating Set
    Working Paper series, Rimini Centre for Economic Analysis
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2014)
    See also Chapter (2014)
15. 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
16. Convergence of European Business Cycles: A Complex Networks Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (3)
    See also Journal Article in Computational Economics (2016)
17. Convergence of European Business Cycles: Evidence from a Graph Theory-based Model
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
18. European Business Cycle Synchronization: a Complex Network Perspective
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
    See also Chapter (2014)
19. Forecasting Bank Credit Ratings
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (11)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2013) View citations (2)
    See also Journal Article in Journal of Risk Finance (2014)
20. Market Sentiment and Exchange Rate Directional Forecasting
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)
    See also Journal Article in Algorithmic Finance (2015)
21. Public Debt and Private Consumption in OECD countries
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (4)
    See also Journal Article in The Journal of Economic Asymmetries (2014)
22. Yield Curve and Recession Forecasting in a Machine Learning Framework
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (14)
    Also in Working Paper series, Rimini Centre for Economic Analysis (2014) View citations (7)
    See also Journal Article in Computational Economics (2015)

2013

23. Asymmetric Effects of Monetary Policy in the U.S. and Brazil
    Working Papers Series, Central Bank of Brazil, Research Department View citations (4)
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2013) View citations (4)
    See also Journal Article in The Journal of Economic Asymmetries (2018)
24. Asymmetric Fiscal Policy Shocks
    Working Paper series, Rimini Centre for Economic Analysis
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2013)
    MPRA Paper, University Library of Munich, Germany (2013)
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2013)
25. Business Cycle Synchronization in the European Union: The Effect of the Common Currency
    Working Paper series, Rimini Centre for Economic Analysis View citations (25)
    See also Journal Article in OECD Journal: Journal of Business Cycle Measurement and Analysis (2013)
26. Comparison of Simple Sum and Divisia Monetary Aggregates in GDP Forecasting: A Support Vector Machines Approach
    Working Paper series, Rimini Centre for Economic Analysis View citations (15)
    See also Journal Article in Economics Bulletin (2013)
27. Complex Networks and Banking Systems Supervision
    Working Papers Series, Central Bank of Brazil, Research Department View citations (22)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2013)
28. Fiscal shocks and asymmetric effects: a comparative analysis
    Papers, arXiv.org View citations (1)
    See also Journal Article in The Journal of Economic Asymmetries (2015)
29. Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2013)
30. 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 View citations (4)
    See also Journal Article in International Journal of Computational Economics and Econometrics (2013)

2012

31. 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 View citations (5)
32. Economic Viability And Macroeconomic Impact Of The Burgas - Alexandroupolis Pipeline
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
33. Optimum Currency Areas within the US and Canada a Data Analysis Approach
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics

2010

34. 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
35. Does the Interest Risk Premium Predict Housing Prices?
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (4)
36. Episodic Nonlinearity in Leading Global Currencies
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (1)
    See also Journal Article in Open Economies Review (2012)
37. GDP Trend Deviations and the Yield Spread: the Case of Five E.U. Countries
    Papers, arXiv.org
    Also in DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics (2010)
38. The interest rate spread as a forecasting tool of greek industrial production
    MPRA Paper, University Library of Munich, Germany

2009

39. 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 View citations (4)
    See also Journal Article in International Advances in Economic Research (2010)
40. Two speed Europe and business cycle synchronization in the European Union: The effect of the common currency
    MPRA Paper, University Library of Munich, Germany View citations (4)

2005

41. 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

1999

42. The North American natural gas liquids markets are chaotic
    MPRA Paper, University Library of Munich, Germany View citations (18)
    Also in Working Papers, Calgary - Department of Economics (1998)
    See also Chapter (2007)
    Journal Article in The Energy Journal (1999)

1997

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

Undated

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

Journal Articles

2023

1. Cryptocurrencies and Long-Range Trends
   IJFS, 2023, 11, (1), 1-17
2. Machine Learning in Renewable Energy
   Energies, 2023, 16, (5), 1-3

2022

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

2021

10. An AutoML application to forecasting bank failures
    Applied Economics Letters, 2021, 28, (1), 5-9 View citations (1)
11. Forecasting Natural Gas Spot Prices with Machine Learning
    Energies, 2021, 14, (18), 1-13 View citations (4)
12. Gold Against the Machine
    Computational Economics, 2021, 57, (1), 5-28 View citations (2)
13. Machine Learning in Economics and Finance
    Computational Economics, 2021, 57, (1), 1-4 View citations (6)

2020

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

2019

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

2018

19. A Network Analysis of the United Kingdom’s Consumer Price Index
    Computational Economics, 2018, 51, (2), 173-193 View citations (3)
    See also Working Paper (2015)
20. Asymmetric effects of monetary policy in the U.S and Brazil
    The Journal of Economic Asymmetries, 2018, 18, (C), - View citations (4)
    See also Working Paper (2013)
21. Forecasting bank failures and stress testing: A machine learning approach
    International Journal of Forecasting, 2018, 34, (3), 440-455 View citations (24)
22. Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach
    Applied Economics Letters, 2018, 25, (14), 1029-1033
    See also Working Paper (2017)
23. Oil Market Efficiency under a Machine Learning Perspective
    Forecasting, 2018, 1, (1), 1-12 View citations (2)

2017

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

2016

26. Bank supervision using the Threshold-Minimum Dominating Set
    Physica A: Statistical Mechanics and its Applications, 2016, 451, (C), 23-35 View citations (1)
27. Convergence of European Business Cycles: A Complex Networks Approach
    Computational Economics, 2016, 47, (2), 97-119 View citations (6)
    See also Working Paper (2014)
28. 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 View citations (6)
    See also Working Paper (2015)
29. Testing Exchange Rate Models in a Small Open Economy: an SVR Approach
    Bulletin of Applied Economics, 2016, 3, (2), 9-29 View citations (3)

2015

30. Are there asymmetries in fiscal policy shocks?
    Journal of Economic Studies, 2015, 42, (2), 303-321 View citations (61)
31. Fiscal shocks and asymmetric effects: A comparative analysis
    The Journal of Economic Asymmetries, 2015, 12, (1), 22-33 View citations (3)
    See also Working Paper (2013)
32. Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques
    Journal of Forecasting, 2015, 34, (7), 560-573 View citations (17)
    See also Working Paper (2015)
33. Forecasting the U.S. real house price index
    Economic Modelling, 2015, 45, (C), 259-267 View citations (8)
    See also Working Paper (2017)
34. Market sentiment and exchange rate directional forecasting
    Algorithmic Finance, 2015, 4, (1-2), 69-79 View citations (6)
    See also Working Paper (2014)
35. US inflation dynamics on long-range data
    Applied Economics, 2015, 47, (36), 3874-3890 View citations (7)
    See also Working Paper (2015)
36. Yield Curve Point Triplets in Recession Forecasting
    International Finance, 2015, 18, (2), 207-226 View citations (6)
37. Yield Curve and Recession Forecasting in a Machine Learning Framework
    Computational Economics, 2015, 45, (4), 635-645 View citations (15)
    See also Working Paper (2014)

2014

38. Divisia Monetary Aggregates, the Great Ratios, and Classical Money Demand Functions
    Journal of Money, Credit and Banking, 2014, 46, (1), 229-241 View citations (57)
    See also Working Paper
39. Forecasting bank credit ratings
    Journal of Risk Finance, 2014, 15, (2), 195-209 View citations (1)
    See also Working Paper (2014)
40. Forecasting energy markets using support vector machines
    Energy Economics, 2014, 44, (C), 135-142 View citations (31)
41. Public debt and private consumption in OECD countries
    The Journal of Economic Asymmetries, 2014, 11, (C), 1-7 View citations (6)
    See also Working Paper (2014)

2013

42. 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 View citations (25)
    See also Working Paper (2013)
43. Comparison of simple sum and Divisia monetary aggregates in GDP forecasting: a support vector machines approach
    Economics Bulletin, 2013, 33, (2), 1101-1115 View citations (13)
    See also Working Paper (2013)
44. Complex networks and banking systems supervision
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (19), 4429-4434 View citations (23)
    See also Working Paper (2013)
45. 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 View citations (4)
    See also Working Paper (2013)
46. Interest Rates, Leverage, and Money
    Open Economies Review, 2013, 24, (1), 51-78 View citations (16)

2012

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

2010

49. Forecast evaluation in daily commodities futures markets
    International Journal of Financial Markets and Derivatives, 2010, 1, (2), 155-168
50. 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 View citations (8)
    See also Working Paper (2009)

2009

51. 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 View citations (89)
52. Forecasting in inefficient commodity markets
    Journal of Economic Studies, 2009, 36, (4), 383-392 View citations (2)

2007

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

2004

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

1999

55. The North American Natural Gas Liquids Markets are Chaotic
    The Energy Journal, 1999, Volume20, (Number 1), 83-103 View citations (17)
    See also Chapter (2007)
    Working Paper (1999)

1997

56. Chaos in East European black market exchange rates
    Research in Economics, 1997, 51, (4), 359-385 View citations (25)
    See also Working Paper (1997)

Chapters

2014

1. A Novel Banking Supervision Method Using the Minimum Dominating Set
   Springer
   See also Working Paper (2014)
2. European Business Cycle Synchronization: A Complex Network Perspective
   Springer View citations (1)
   See also Working Paper (2014)

2007

3. The North American Natural Gas Liquids Markets are Chaotic
   Chapter 17 in Quantitative And Empirical Analysis Of Energy Markets, 2007, pp 225-244
   See also Journal Article in The Energy Journal (1999)
   Working Paper (1999)

2005

4. 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