Stelios D. Bekiros

Economics and Econometrics · 2005–2021

A researcher in the Science corpus: 14 papers; trusts 45 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 155 citations into it; #2,751 of 23,481 by trust here, #3,526 by citations
• Finance — 111 citations into it; #2,631 of 10,518 by trust here, #2,951 by citations
• Management Science and Operations Research — 26 citations into it; #4,637 of 11,946 by trust here, #7,262 by citations
• Statistics and Probability — 13 citations into it
• Information Systems — 11 citations into it
• Renewable Energy, Sustainability and the Environment — 11 citations into it; #2,001 of 5,212 by trust here, #3,729 by citations
• Artificial Intelligence — 9 citations into it
• Control and Systems Engineering — 8 citations into it

Whom Stelios D. Bekiros trusts overall

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

1. Cees G. H. Diks
2. Perry Sadorsky
3. Robert F. Engle
4. Claudia Czado
5. William A. Brock
6. Cars H. Hommes
7. Valentyn Panchenko
8. Eike C. Brechmann
9. F. Longin
10. Tim Bedford

Who trusts Stelios D. Bekiros overall

1. Ş. Nazlıoğlu
2. Omer Berat Sezer
3. Yue‐Jun Zhang
4. Lean Yu
5. Walid Mensi
6. Chih-Chiang Wu
7. Pilar Abad
8. Paraskevi Katsiampa
9. M. Ugur Gudelek
10. Elie Bouri

Papers from Stelios D. Bekiros's perspective

Ordered by how strongly the researchers Stelios D. Bekiros trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Extreme Correlation of International Equity Markets
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Pair-copula constructions of multiple dependence
5. Portfolio Selection
6. International Asset Allocation With Regime Shifts
7. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
8. Bayesian inference for multivariate copulas using pair-copula constructions.
9. Fonctions de repartition a n dimensions et leurs marges
10. Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence

Their papers

• Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets (2014) — 181 citations
• The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method (2017) — 329 citations
• The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality (2008) — 377 citations
• Impact of speculation and economic uncertainty on commodity markets (2016) — 176 citations
• Irrational fads, short-term memory emulation and asset predictability (2013) — 8 citations
• Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios (2015) — 60 citations
• Cryptocurrency forecasting with deep learning chaotic neural networks (2019) — 312 citations
• Black swan events and safe havens: The role of gold in globally integrated emerging markets (2017) — 191 citations
• Long-range memory, distributional variation and randomness of bitcoin volatility (2018) — 131 citations
• Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance (2005) — 82 citations
• On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller (2021) — 105 citations
• A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series (2020) — 435 citations
• Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques (2019) — 327 citations
• Herding behavior, market sentiment and volatility : will the bubble resume? (2017) — 135 citations