Stelios Bekiros
Stelios Bekiros
Professor of FinAI, Econometrics & Data Science University of Malta
um.edu.mt üzerinde doğrulanmış e-posta adresine sahip - Ana Sayfa
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality
SD Bekiros, CGH Diks
Energy Economics 30 (5), 2673-2685, 2008
3982008
Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques
A Altan, S Karasu, S Bekiros
Chaos, Solitons & Fractals 126, 325-336, 2019
1782019
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method
M Balcilar, S Bekiros, R Gupta
Empirical Economics 53 (3), 879-889, 2017
1732017
Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
SD Bekiros
International review of financial analysis 33, 58-69, 2014
1732014
A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series
S Karasu, A Altan, S Bekiros, W Ahmad
Energy 212, 118750, 2020
1712020
Cryptocurrency forecasting with deep learning chaotic neural networks
S Lahmiri, S Bekiros
Chaos, Solitons & Fractals 118, 35-40, 2019
1452019
Extreme value theory in finance: A survey
M Rocco
Journal of Economic Surveys 28 (1), 82-108, 2014
1332014
Chaos, randomness and multi-fractality in Bitcoin market
S Lahmiri, S Bekiros
Chaos, solitons & fractals 106, 28-34, 2018
1242018
Impact of speculation and economic uncertainty on commodity markets
P Andreasson, S Bekiros, DK Nguyen, GS Uddin
International review of financial analysis 43, 115-127, 2016
1152016
Long-range memory, distributional variation and randomness of bitcoin volatility
S Lahmiri, S Bekiros, A Salvi
Chaos, Solitons & Fractals 107, 43-48, 2018
1062018
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance
SD Bekiros, DA Georgoutsos
Journal of International Financial Markets, Institutions and Money 15 (3 …, 2005
982005
Oil price forecastability and economic uncertainty
S Bekiros, R Gupta, A Paccagnini
Economics Letters 132, 125-128, 2015
952015
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
S Bekiros, DK Nguyen, LS Junior, GS Uddin
European Journal of Operational Research 256 (3), 945-961, 2017
942017
Black swan events and safe havens: The role of gold in globally integrated emerging markets
S Bekiros, S Boubaker, DK Nguyen, GS Uddin
Journal of International Money and Finance 73, 317-334, 2017
922017
The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets
S Lahmiri, S Bekiros
Chaos, Solitons & Fractals 138, 109936, 2020
802020
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing
SD Bekiros, CGH Diks
Journal of macroeconomics 30 (4), 1641-1650, 2008
692008
The multiscale causal dynamics of foreign exchange markets
S Bekiros, M Marcellino
Journal of International Money and Finance 33, 282-305, 2013
672013
Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis
S Bekiros, R Gupta, A Majumdar
Finance Research Letters 18, 291-296, 2016
652016
Multiple steady states in distillation:∞/∞ predictions, extensions, and implications for design, synthesis, and simulation
N Bekiaris, M Morari
Industrial & engineering chemistry research 35 (11), 4264-4280, 1996
641996
Herding behavior, market sentiment and volatility: will the bubble resume?
S Bekiros, M Jlassi, B Lucey, K Naoui, GS Uddin
The North American journal of economics and finance 42, 107-131, 2017
632017
Sistem, işlemi şu anda gerçekleştiremiyor. Daha sonra yeniden deneyin.
Makaleler 1–20