Details about Vasilios Plakandaras

Access statistics for papers by Vasilios Plakandaras.

Last updated 2024-11-06. Update your information in the RePEc Author Service.

Short-id: ppl71

Working Papers

2024

1. Citizen science and public perceptions: an empirical study in the Upper Blue Nile, Ethiopia
   DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
2. Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks
   Working Papers, University of Pretoria, Department of Economics

2023

3. Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023
   Working Papers, University of Pretoria, Department of Economics View citations (3)
   See also Journal Article Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023, Finance Research Letters, Elsevier (2023) View citations (3) (2023)
4. Multi-Layer Spillovers between Volatility and Skewness in International Stock Markets Over a Century of Data: The Role of Disaster Risks
   Working Papers, University of Pretoria, Department of Economics

2022

5. Hedge and Safe Haven Properties of Gold, US Treasury, Bitcoin, and Dollar/CHF against the FAANA Companies and S&P 500
   Working Papers, University of Pretoria, Department of Economics
6. Is Real Interest Rate a Monetary Phenomenon in Advanced Economies? Time-Varying Evidence from Over 700 Years of Data
   Working Papers, University of Pretoria, Department of Economics View citations (1)

2021

7. Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Evolving United States stock market volatility: The role of conventional and unconventional monetary policies, The North American Journal of Economics and Finance, Elsevier (2022) View citations (6) (2022)

2019

8. Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?
   Working Papers, University of Pretoria, Department of Economics View citations (2)
9. Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Spillover of sentiment in the European Union: Evidence from time- and frequency-domains, International Review of Economics & Finance, Elsevier (2020) View citations (6) (2020)
10. 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 The Informational Content of the Term Spread in Forecasting the US Inflation Rate: A Nonlinear Approach, Journal of Forecasting, John Wiley & Sons, Ltd. (2017) View citations (6) (2017)

2018

11. Are BRICS Exchange Rates Chaotic?
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article Are BRICS exchange rates chaotic?, Applied Economics Letters, Taylor & Francis Journals (2019) View citations (8) (2019)
12. Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach
    Working Papers, University of Pretoria, Department of Economics View citations (181)
    See also Journal Article Dynamic connectedness of uncertainty across developed economies: A time-varying approach, Economics Letters, Elsevier (2018) View citations (183) (2018)
13. Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability, Journal of Economics and Behavioral Studies, AMH International (2019) View citations (3) (2019)
14. Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data, Applied Economics Letters, Taylor & Francis Journals (2020) View citations (1) (2020)
15. Persistence of Economic Uncertainty: A Comprehensive Analysis
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article Persistence of economic uncertainty: a comprehensive analysis, Applied Economics, Taylor & Francis Journals (2019) View citations (10) (2019)
16. Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Point and density forecasts of oil returns: The role of geopolitical risks, Resources Policy, Elsevier (2019) View citations (71) (2019)
17. The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model, Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals (2019) View citations (1) (2019)

2017

18. An Assessment of UK Macroeconomic Volatility: Historical Evidence Using Over Seven Centuries of Data
    Working Papers, University of Pretoria, Department of Economics
19. Forecasting the U.S. Real House Price Index
    Papers, arXiv.org
    Also in Working Paper series, Rimini Centre for Economic Analysis (2014) 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) View citations (11)
    See also Journal Article Forecasting the U.S. real house price index, Economic Modelling, Elsevier (2015) View citations (8) (2015)
20. 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) (2018)
21. Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data
    Working Papers, University of Pretoria, Department of Economics View citations (8)
    See also Journal Article Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data, Empirical Economics, Springer (2020) View citations (6) (2020)

2016

22. Do Leading Indicators Forecast U.S. Recessions? A Nonlinear Re-Evaluation Using Historical Data
    Working Papers, University of Pretoria, Department of Economics View citations (1)
23. The Depreciation of the Pound Post-Brexit: Could it have been Predicted?
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article The depreciation of the pound post-Brexit: Could it have been predicted?, Finance Research Letters, Elsevier (2017) View citations (12) (2017)
24. The Term Premium as a Leading Macroeconomic Indicator
    Working Papers, University of Pretoria, Department of Economics View citations (3)

2015

25. 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 Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques, Journal of Forecasting, John Wiley & Sons, Ltd. (2015) View citations (24) (2015)
26. US inflation dynamics on long range data
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (6)
    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) View citations (8) (2015)

2014

27. Market Sentiment and Exchange Rate Directional Forecasting
    Working Paper series, Rimini Centre for Economic Analysis View citations (4)
    See also Journal Article Market sentiment and exchange rate directional forecasting, Algorithmic Finance, IOS Press (2015) View citations (7) (2015)
28. Public Debt and Private Consumption in OECD countries
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics View citations (5)
    See also Journal Article Public debt and private consumption in OECD countries, The Journal of Economic Asymmetries, Elsevier (2014) View citations (6) (2014)

2013

29. Asymmetric Fiscal Policy Shocks
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
30. Fiscal shocks and asymmetric effects: a comparative analysis
    Papers, arXiv.org View citations (1)
    See also Journal Article Fiscal shocks and asymmetric effects: A comparative analysis, The Journal of Economic Asymmetries, Elsevier (2015) View citations (3) (2015)
31. Forecasting the NOK/USD Exchange Rate with Machine Learning Techniques
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics
    Also in Working Paper series, Rimini Centre for Economic Analysis (2013) View citations (4)
32. 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 (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) View citations (5) (2013)

2012

33. 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)

Journal Articles

2024

1. Deciphering the U.S. metropolitan house price dynamics
   Real Estate Economics, 2024, 52, (2), 434-485

2023

2. Are real interest rates a monetary phenomenon? Evidence from 700 years of data
   Research in International Business and Finance, 2023, 66, (C)
3. Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023
   Finance Research Letters, 2023, 58, (PC) View citations (3)
   See also Working Paper Forecasting the Conditional Distribution of Realized Volatility of Oil Price Returns: The Role of Skewness over 1859 to 2023, Working Papers (2023) View citations (3) (2023)
4. Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
   The North American Journal of Economics and Finance, 2023, 64, (C) View citations (4)

2022

5. Evolving United States stock market volatility: The role of conventional and unconventional monetary policies
   The North American Journal of Economics and Finance, 2022, 60, (C) View citations (6)
   See also Working Paper Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies, Working Papers (2021) (2021)
6. Geopolitical Risk as a Determinant of Renewable Energy Investments
   Energies, 2022, 15, (4), 1-21 View citations (27)
7. Industry momentum and reversals in stock markets
   International Journal of Finance & Economics, 2022, 27, (3), 3093-3138 View citations (2)
8. Intrinsic decompositions in gold forecasting
   Journal of Commodity Markets, 2022, 28, (C) View citations (5)

2021

9. Gold Against the Machine
   Computational Economics, 2021, 57, (1), 5-28 View citations (2)

2020

10. Forecasting Credit Ratings of EU Banks
    IJFS, 2020, 8, (3), 1-15 View citations (1)
11. Frequency-dependent real-time effects of uncertainty in the United States: evidence from daily data
    Applied Economics Letters, 2020, 27, (19), 1562-1566 View citations (1)
    See also Working Paper Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data, Working Papers (2018) (2018)
12. Spillover of sentiment in the European Union: Evidence from time- and frequency-domains
    International Review of Economics & Finance, 2020, 68, (C), 105-130 View citations (6)
    See also Working Paper Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains, Working Papers (2019) (2019)
13. The judiciary system as a productivity factor; the European experience
    Economics Letters, 2020, 192, (C) View citations (1)
14. Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data
    Empirical Economics, 2020, 58, (5), 2249-2285 View citations (6)
    See also Working Paper Time-Varying Role of Macroeconomic Shocks on House Prices in the US and UK: Evidence from Over 150 Years of Data, Working Papers (2017) View citations (8) (2017)

2019

15. A re-evaluation of the Feldstein-Horioka puzzle in the Eurozone
    Journal of Risk & Control, 2019, 6, (1), 19-35
16. A re-evaluation of the term spread as a leading indicator
    International Review of Economics & Finance, 2019, 64, (C), 476-492 View citations (4)
17. Are BRICS exchange rates chaotic?
    Applied Economics Letters, 2019, 26, (13), 1104-1110 View citations (8)
    See also Working Paper Are BRICS Exchange Rates Chaotic?, Working Papers (2018) View citations (5) (2018)
18. Efficiency in BRICS Currency Markets Using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability
    Journal of Economics and Behavioral Studies, 2019, 11, (1), 152-165 View citations (3)
    See also Working Paper Efficiency in BRICS Currency Markets using Long-Spans of Data: Evidence from Model-Free Tests of Directional Predictability, Working Papers (2018) View citations (1) (2018)
19. Forecasting transportation demand for the U.S. market
    Transportation Research Part A: Policy and Practice, 2019, 126, (C), 195-214 View citations (3)
20. Persistence of economic uncertainty: a comprehensive analysis
    Applied Economics, 2019, 51, (41), 4477-4498 View citations (10)
    See also Working Paper Persistence of Economic Uncertainty: A Comprehensive Analysis, Working Papers (2018) View citations (2) (2018)
21. Point and density forecasts of oil returns: The role of geopolitical risks
    Resources Policy, 2019, 62, (C), 580-587 View citations (71)
    See also Working Paper Point and Density Forecasts of Oil Returns: The Role of Geopolitical Risks, Working Papers (2018) View citations (4) (2018)
22. The role of housing sentiment in forecasting U.S. home sales growth: evidence from a Bayesian compressed vector autoregressive model
    Economic Research-Ekonomska Istraživanja, 2019, 32, (1), 2554-2567 View citations (1)
    See also Working Paper The Role of Housing Sentiment in Forecasting US Home Sales Growth: Evidence from a Bayesian Compressed Vector Autoregressive Model, Working Papers (2018) (2018)

2018

23. Asymmetric effects of government spending shocks during the financial cycle
    Economic Modelling, 2018, 68, (C), 372-387 View citations (9)
24. Dynamic connectedness of uncertainty across developed economies: A time-varying approach
    Economics Letters, 2018, 166, (C), 63-75 View citations (183)
    See also Working Paper Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach, Working Papers (2018) View citations (181) (2018)
25. Macroeconomic uncertainty, growth and inflation in the Eurozone: a causal approach
    Applied Economics Letters, 2018, 25, (14), 1029-1033
    See also Working Paper Macroeconomic Uncertainty, Growth and Inflation in the Eurozone: A Causal Approach, Working Papers (2017) (2017)
26. Oil Market Efficiency under a Machine Learning Perspective
    Forecasting, 2018, 1, (1), 1-12 View citations (2)
27. UK macroeconomic volatility: Historical evidence over seven centuries
    Journal of Policy Modeling, 2018, 40, (4), 767-789

2017

28. Do leading indicators forecast U.S. recessions? A nonlinear re†evaluation using historical data
    International Finance, 2017, 20, (3), 289-316 View citations (33)
29. 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 (6)
    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) (2019)
30. The depreciation of the pound post-Brexit: Could it have been predicted?
    Finance Research Letters, 2017, 21, (C), 206-213 View citations (12)
    See also Working Paper The Depreciation of the Pound Post-Brexit: Could it have been Predicted?, Working Papers (2016) View citations (3) (2016)

2016

31. 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

32. 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 Fiscal shocks and asymmetric effects: a comparative analysis, Papers (2013) View citations (1) (2013)
33. Forecasting Daily and Monthly Exchange Rates with Machine Learning Techniques
    Journal of Forecasting, 2015, 34, (7), 560-573 View citations (24)
    See also Working Paper Forecasting daily and monthly exchange rates with machine learning techniques, DUTH Research Papers in Economics (2015) View citations (1) (2015)
34. Forecasting the U.S. real house price index
    Economic Modelling, 2015, 45, (C), 259-267 View citations (8)
    See also Working Paper Forecasting the U.S. Real House Price Index, Papers (2017) (2017)
35. 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) View citations (4) (2014)
36. US inflation dynamics on long-range data
    Applied Economics, 2015, 47, (36), 3874-3890 View citations (8)
    See also Working Paper US inflation dynamics on long range data, DUTH Research Papers in Economics (2015) View citations (6) (2015)

2014

37. 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 Public Debt and Private Consumption in OECD countries, DUTH Research Papers in Economics (2014) View citations (5) (2014)

2013

38. 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 (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) View citations (5) (2013)