Panos K. Pouliasis

Economics and Econometrics · 2008–2011

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 31 citations into it; #7,757 of 23,481 by trust here, #10,872 by citations
• Finance — 26 citations into it; #3,598 of 10,518 by trust here, #4,371 by citations
• Management Science and Operations Research — 5 citations into it
• Statistics and Probability — 5 citations into it

Whom Panos K. Pouliasis trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Tim Bollerslev
3. A. Alizadeh

Who trusts Panos K. Pouliasis overall

1. Stavros Degiannakis *
2. O. Efimova
3. Feng Ma
4. George Filis
5. Apostolos Serletis

Papers from Panos K. Pouliasis's perspective

Ordered by how strongly the researchers Panos K. Pouliasis trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. Firm Size and Cyclical Variations in Stock Returns
4. A Markov regime switching approach for hedging stock indices
5. The hedging performance of electricity futures on the Nordic power exchange
6. Testing for Constant Hedge Ratios in Commodity Markets: A Multivariate GARCH Approach
7. Some Recent Developments in Futures Hedging
8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
10. The stationary bootstrap

Their papers

• Forecasting petroleum futures markets volatility: The role of regimes and market conditions (2011) — 135 citations
• A Markov regime switching approach for hedging energy commodities (2008) — 201 citations