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Dimitrios D. Thomakos

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.

    Cited by:

    1. Amjad Almusaed & Ibrahim Yitmen & Asaad Almssad, 2023. "Enhancing Smart Home Design with AI Models: A Case Study of Living Spaces Implementation Review," Energies, MDPI, vol. 16(6), pages 1-23, March.
    2. Jozef Barunik & Lubos Hanus, 2023. "Learning Probability Distributions of Day-Ahead Electricity Prices," Papers 2310.02867, arXiv.org, revised Oct 2023.
    3. Xiaoqian Wang & Yanfei Kang & Rob J Hyndman & Feng Li, 2020. "Distributed ARIMA Models for Ultra-long Time Series," Monash Econometrics and Business Statistics Working Papers 29/20, Monash University, Department of Econometrics and Business Statistics.
    4. Ca’ Zorzi, Michele & Rubaszek, Michał, 2023. "How many fundamentals should we include in the behavioral equilibrium exchange rate model?," Economic Modelling, Elsevier, vol. 118(C).
    5. Huang, Congzhi & Yang, Mengyuan, 2023. "Memory long and short term time series network for ultra-short-term photovoltaic power forecasting," Energy, Elsevier, vol. 279(C).
    6. Wesley Marcos Almeida & Claudimar Pereira Veiga, 2023. "Does demand forecasting matter to retailing?," Journal of Marketing Analytics, Palgrave Macmillan, vol. 11(2), pages 219-232, June.
    7. Anna Sznajderska & Alfred A. Haug, 2023. "Bayesian VARs of the U.S. economy before and during the pandemic," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 211-236, June.
    8. Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020. "Common factors and the dynamics of cereal prices. A forecasting perspective," CAMA Working Papers 2020-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    9. Grzegorz Marcjasz & Micha{l} Narajewski & Rafa{l} Weron & Florian Ziel, 2022. "Distributional neural networks for electricity price forecasting," Papers 2207.02832, arXiv.org, revised Dec 2022.
    10. Tetiana Zatonatska & Olena Liashenko & Yana Fareniuk & Oleksandr Dluhopolskyi & Artur Dmowski & Marzena Cichorzewska, 2022. "The Migration Influence on the Forecasting of Health Care Budget Expenditures in the Direction of Sustainability: Case of Ukraine," Sustainability, MDPI, vol. 14(21), pages 1-17, November.
    11. Jeroen Rombouts & Marie Ternes & Ines Wilms, 2024. "Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning," Papers 2402.09033, arXiv.org.
    12. Jonathan Berrisch & Florian Ziel, 2022. "Distributional modeling and forecasting of natural gas prices," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1065-1086, September.
    13. Oscar Espinosa & Valeria Bejarano & Jeferson Ramos & Boris Martínez, 2023. "Statistical actuarial estimation of the Capitation Payment Unit from copula functions and deep learning: historical comparability analysis for the Colombian health system, 2015–2021," Health Economics Review, Springer, vol. 13(1), pages 1-20, December.
    14. Alroomi, Azzam & Karamatzanis, Georgios & Nikolopoulos, Konstantinos & Tilba, Anna & Xiao, Shujun, 2022. "Fathoming empirical forecasting competitions’ winners," International Journal of Forecasting, Elsevier, vol. 38(4), pages 1519-1525.
    15. Rai, Amit & Shrivastava, Ashish & Jana, Kartick C., 2023. "Differential attention net: Multi-directed differential attention based hybrid deep learning model for solar power forecasting," Energy, Elsevier, vol. 263(PC).
    16. Anita M. Bunea & Mariangela Guidolin & Piero Manfredi & Pompeo Della Posta, 2022. "Diffusion of Solar PV Energy in the UK: A Comparison of Sectoral Patterns," Forecasting, MDPI, vol. 4(2), pages 1-21, April.
    17. Fernández, Joaquín Delgado & Menci, Sergio Potenciano & Lee, Chul Min & Rieger, Alexander & Fridgen, Gilbert, 2022. "Privacy-preserving federated learning for residential short-term load forecasting," Applied Energy, Elsevier, vol. 326(C).
    18. Fiszeder, Piotr & Fałdziński, Marcin & Molnár, Peter, 2023. "Modeling and forecasting dynamic conditional correlations with opening, high, low, and closing prices," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 308-321.
    19. Paul Ghelasi & Florian Ziel, 2023. "Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions," Papers 2305.16255, arXiv.org.
    20. Katarzyna Maciejowska & Bartosz Uniejewski & Rafa{l} Weron, 2022. "Forecasting Electricity Prices," Papers 2204.11735, arXiv.org.
    21. Janczura, Joanna & Wójcik, Edyta, 2022. "Dynamic short-term risk management strategies for the choice of electricity market based on probabilistic forecasts of profit and risk measures. The German and the Polish market case study," Energy Economics, Elsevier, vol. 110(C).
    22. Heymann, Fabian & Milojevic, Tatjana & Covatariu, Andrei & Verma, Piyush, 2023. "Digitalization in decarbonizing electricity systems – Phenomena, regional aspects, stakeholders, use cases, challenges and policy options," Energy, Elsevier, vol. 262(PB).
    23. Ramos, Paulo Vitor B. & Villela, Saulo Moraes & Silva, Walquiria N. & Dias, Bruno H., 2023. "Residential energy consumption forecasting using deep learning models," Applied Energy, Elsevier, vol. 350(C).
    24. Bergsteinsson, Hjörleifur G. & Sørensen, Mikkel Lindstrøm & Møller, Jan Kloppenborg & Madsen, Henrik, 2023. "Heat load forecasting using adaptive spatial hierarchies," Applied Energy, Elsevier, vol. 350(C).
    25. Nghia Chu & Binh Dao & Nga Pham & Huy Nguyen & Hien Tran, 2022. "Predicting Mutual Funds' Performance using Deep Learning and Ensemble Techniques," Papers 2209.09649, arXiv.org, revised Jul 2023.
    26. Li, Xishu & Zuidwijk, Rob & de Koster, M.B.M, 2023. "Optimal competitive capacity strategies: Evidence from the container shipping market," Omega, Elsevier, vol. 115(C).
    27. Richard Bean, 2023. "Forecasting the Monash Microgrid for the IEEE-CIS Technical Challenge," Energies, MDPI, vol. 16(3), pages 1-23, January.
    28. Emmanuel Senyo Fianu, 2022. "Analyzing and Forecasting Multi-Commodity Prices Using Variants of Mode Decomposition-Based Extreme Learning Machine Hybridization Approach," Forecasting, MDPI, vol. 4(2), pages 1-27, June.
    29. Joanna Janczura & Andrzej Puć, 2023. "ARX-GARCH Probabilistic Price Forecasts for Diversification of Trade in Electricity Markets—Variance Stabilizing Transformation and Financial Risk-Minimizing Portfolio Allocation," Energies, MDPI, vol. 16(2), pages 1-28, January.
    30. Elalem, Yara Kayyali & Maier, Sebastian & Seifert, Ralf W., 2023. "A machine learning-based framework for forecasting sales of new products with short life cycles using deep neural networks," International Journal of Forecasting, Elsevier, vol. 39(4), pages 1874-1894.
    31. Michael Pedersen, 2024. "Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence," Papers 2404.04105, arXiv.org.
    32. Jun Meng & Jingfang Fan & Uma S. Bhatt & Jürgen Kurths, 2023. "Arctic weather variability and connectivity," Nature Communications, Nature, vol. 14(1), pages 1-11, December.
    33. Aitazaz Ali Raja & Pierre Pinson & Jalal Kazempour & Sergio Grammatico, 2022. "A Market for Trading Forecasts: A Wagering Mechanism," Papers 2205.02668, arXiv.org, revised Oct 2022.
    34. Niklas Valentin Lehmann, 2023. "Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts," Papers 2312.09081, arXiv.org.
    35. Silvia Golia & Luigi Grossi & Matteo Pelagatti, 2022. "Machine Learning Models and Intra-Daily Market Information for the Prediction of Italian Electricity Prices," Forecasting, MDPI, vol. 5(1), pages 1-21, December.
    36. Qi, Lingzhi & Li, Xixi & Wang, Qiang & Jia, Suling, 2023. "fETSmcs: Feature-based ETS model component selection," International Journal of Forecasting, Elsevier, vol. 39(3), pages 1303-1317.
    37. Guo, Su & Zheng, Kun & He, Yi & Kurban, Aynur, 2023. "The artificial intelligence-assisted short-term optimal scheduling of a cascade hydro-photovoltaic complementary system with hybrid time steps," Renewable Energy, Elsevier, vol. 202(C), pages 1169-1189.
    38. Andrea Savio & Luigi De Giovanni & Mariangela Guidolin, 2022. "Modelling Energy Transition in Germany: An Analysis through Ordinary Differential Equations and System Dynamics," Forecasting, MDPI, vol. 4(2), pages 1-18, April.
    39. Radovan Šomplák & Veronika Smejkalová & Martin Rosecký & Lenka Szásziová & Vlastimír Nevrlý & Dušan Hrabec & Martin Pavlas, 2023. "Comprehensive Review on Waste Generation Modeling," Sustainability, MDPI, vol. 15(4), pages 1-29, February.

  2. António Rua & Hossein Hassani, 2019. "Monthly Forecasting of GDP with Mixed Frequency Multivariate Singular Spectrum Analysis," Working Papers w201913, Banco de Portugal, Economics and Research Department.

    Cited by:

    1. Mohammad Reza Yeganegi & Hossein Hassani & Rangan Gupta, 2023. "The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(7), pages 1690-1707, November.
    2. Mahdi Kalantari & Hossein Hassani, 2019. "Automatic Grouping in Singular Spectrum Analysis," Forecasting, MDPI, vol. 1(1), pages 1-16, October.
    3. Qifa Xu & Zezhou Wang & Cuixia Jiang & Yezheng Liu, 2023. "Deep learning on mixed frequency data," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(8), pages 2099-2120, December.
    4. Hossein Hassani & Mohammad Reza Yeganegi & Xu Huang, 2021. "Fusing Nature with Computational Science for Optimal Signal Extraction," Stats, MDPI, vol. 4(1), pages 1-15, January.
    5. Kalantari, Mahdi, 2021. "Forecasting COVID-19 pandemic using optimal singular spectrum analysis," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).

  3. Monokroussos, Platon & Thomakos, Dimitrios D. & Alexopoulos, Thomas A., 2016. "Explaining non-performing loans in Greece: a comparative study on the effects of recession and banking practices," LSE Research Online Documents on Economics 67496, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Athanasia Chalari & Clive Sealey & Mike Webb, 2016. "A Comparison of Subjective Experiences and Responses to Austerity of UK and Greek Youth," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 102, Hellenic Observatory, LSE.
    2. Maria Karadima & Helen Louri, 2021. "Determinants of Non-Performing Loans in Greece: the intricate role of fiscal expansion," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 160, Hellenic Observatory, LSE.
    3. Platon Monokroussos & Dimitrios D. Thomakos & Thomas A. Alexopoulos, 2016. "The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 104, Hellenic Observatory, LSE.
    4. Kolliopoulos, Athanasios, 2021. "Reforming the Greek financial system: a decade of failure," LSE Research Online Documents on Economics 108523, London School of Economics and Political Science, LSE Library.
    5. Konstantinos Kougias, 2017. "‘Real’ Flexicurity Worlds in action: Evidence from Denmark and Greece," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 106, Hellenic Observatory, LSE.
    6. Athanasios Kolliopoulos, 2021. "Reforming the Greek Financial System: a decade of failure," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 155, Hellenic Observatory, LSE.
    7. Jacob A. Jordaan & Vassilis Monastiriotis, 2016. "The domestic productivity effects of FDI in Greece: loca(lisa)tion matters!," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 105, Hellenic Observatory, LSE.
    8. Chalari, Athanasia & Sealey, Clive & Webb, Mike, 2016. "A comparison of subjective experiencesand responses to austerity of UK andGreek youth," LSE Research Online Documents on Economics 68585, London School of Economics and Political Science, LSE Library.
    9. Kougias, Konstantinos, 2017. "‘Real’ flexicurity worlds in action: evidence from Denmark and Greece," LSE Research Online Documents on Economics 69576, London School of Economics and Political Science, LSE Library.

  4. Monokroussos, Platon & Thomakos, Dimitrios, D. & Alexopoulos, Thomas A., 2016. "The determinants of loan loss provisions:an analysis of the Greek banking systemin light of the sovereign debt crisis," LSE Research Online Documents on Economics 68586, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Konstantinos Kougias, 2017. "‘Real’ Flexicurity Worlds in action: Evidence from Denmark and Greece," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 106, Hellenic Observatory, LSE.
    2. Hatgioannides, John & Karanassou, Marika & Sala, Hector & Karanasos, Menelaos G. & Koutroumpis, Panagiotis, 2017. "The legacy of a fractured Eurozone: the Greek Dra(ch)ma," LSE Research Online Documents on Economics 84542, London School of Economics and Political Science, LSE Library.
    3. Jacob A. Jordaan & Vassilis Monastiriotis, 2016. "The domestic productivity effects of FDI in Greece: loca(lisa)tion matters!," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 105, Hellenic Observatory, LSE.
    4. Fukuyama, Hirofumi & Tsionas, Mike & Tan, Yong, 2023. "Dynamic network data envelopment analysis with a sequential structure and behavioural-causal analysis: Application to the Chinese banking industry," European Journal of Operational Research, Elsevier, vol. 307(3), pages 1360-1373.
    5. Kougias, Konstantinos, 2017. "‘Real’ flexicurity worlds in action: evidence from Denmark and Greece," LSE Research Online Documents on Economics 69576, London School of Economics and Political Science, LSE Library.

  5. Fotis Papailias & Dimitrios D. Thomakos, 2013. "The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies," Working Paper series 65_13, Rimini Centre for Economic Analysis.

    Cited by:

    1. Sel, Burakhan & Minner, Stefan, 2022. "A hedging policy for seaborne forward freight markets based on probabilistic forecasts," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 166(C).
    2. Ding, Qian & Huang, Jianbai & Chen, Jinyu, 2021. "Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility," Energy Economics, Elsevier, vol. 102(C).
    3. Melike Bildirici & Işıl Şahin Onat & Özgür Ömer Ersin, 2023. "Forecasting BDI Sea Freight Shipment Cost, VIX Investor Sentiment and MSCI Global Stock Market Indicator Indices: LSTAR-GARCH and LSTAR-APGARCH Models," Mathematics, MDPI, vol. 11(5), pages 1-27, March.
    4. Jason Angelopoulos, 2017. "Creating and assessing composite indicators: Dynamic applications for the port industry and seaborne trade," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(1), pages 126-159, March.
    5. Jason Angelopoulos, 2017. "Time–frequency analysis of the Baltic Dry Index," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 19(2), pages 211-233, June.
    6. Adewuyi, Adeolu O. & Adeleke, Musefiu A. & Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel, 2023. "Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method," Resources Policy, Elsevier, vol. 83(C).
    7. Christos Katris & Manolis G. Kavussanos, 2021. "Time series forecasting methods for the Baltic dry index," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1540-1565, December.
    8. Arunava Bandyopadhyay & Prabina Rajib, 2023. "The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 217-237, June.
    9. Zaili Yang & Esin Erol Mehmed, 2019. "Artificial neural networks in freight rate forecasting," Maritime Economics & Logistics, Palgrave Macmillan;International Association of Maritime Economists (IAME), vol. 21(3), pages 390-414, September.
    10. Arthur J. Lin & Hai-Yen Chang, 2020. "Volatility Transmission from Equity, Bulk Shipping, and Commodity Markets to Oil ETF and Energy Fund—A GARCH-MIDAS Model," Mathematics, MDPI, vol. 8(9), pages 1-21, September.
    11. Gu, Bingmei & Liu, Jiaguo, 2022. "Determinants of dry bulk shipping freight rates: Considering Chinese manufacturing industry and economic policy uncertainty," Transport Policy, Elsevier, vol. 129(C), pages 66-77.
    12. Elie Bouri & Rangan Gupta & Luca Rossini, 2022. "The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index," Working Papers 202229, University of Pretoria, Department of Economics.
    13. Yimiao Gu & Zhenxi Chen & Qingyang Gu, 2022. "Determinants and international influences of the Chinese freight market," Empirical Economics, Springer, vol. 62(5), pages 2601-2618, May.
    14. Zhang, X. & Chen, M.Y. & Wang, M.G. & Ge, Y.E. & Stanley, H.E., 2019. "A novel hybrid approach to Baltic Dry Index forecasting based on a combined dynamic fluctuation network and artificial intelligence method," Applied Mathematics and Computation, Elsevier, vol. 361(C), pages 499-516.
    15. Kyriazi, Foteini & Thomakos, Dimitrios D. & Guerard, John B., 2019. "Adaptive learning forecasting, with applications in forecasting agricultural prices," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1356-1369.

  6. Dimitrios D. Thomakos & Konstantinos Nikolopoulos, 2013. "Forecasting multivariate time series with the Theta Method," Working Papers 13004, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).

    Cited by:

    1. Spiliotis, Evangelos & Assimakopoulos, Vassilios & Nikolopoulos, Konstantinos, 2019. "Forecasting with a hybrid method utilizing data smoothing, a variation of the Theta method and shrinkage of seasonal factors," International Journal of Production Economics, Elsevier, vol. 209(C), pages 92-102.
    2. Fotios Petropoulos & Evangelos Spiliotis, 2021. "The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting," Forecasting, MDPI, vol. 3(3), pages 1-20, June.
    3. Fiorucci, Jose A. & Pellegrini, Tiago R. & Louzada, Francisco & Petropoulos, Fotios & Koehler, Anne B., 2016. "Models for optimising the theta method and their relationship to state space models," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1151-1161.
    4. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    5. Sbrana, Giacomo & Silvestrini, Andrea, 2023. "The RWDAR model: A novel state-space approach to forecasting," International Journal of Forecasting, Elsevier, vol. 39(2), pages 922-937.
    6. Kyriazi, Foteini & Thomakos, Dimitrios D. & Guerard, John B., 2019. "Adaptive learning forecasting, with applications in forecasting agricultural prices," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1356-1369.

  7. Monokroussos, Platon & Thomakos, Dimitrios, D, 2012. "Can Greece be saved?: current account, fiscal imbalances and competitiveness," LSE Research Online Documents on Economics 43915, London School of Economics and Political Science, LSE Library.

    Cited by:

    1. Athanasios O. Tagkalakis, 2014. "Fiscal policy, net exports, and the sectoral composition of output in Greece," Working Papers 186, Bank of Greece.
    2. Caraveli, Helen & Tsionas, Efthymios G., 2012. "Economic restructuring, crises and the regions: the political economy of regional inequalities in Greece," LSE Research Online Documents on Economics 44882, London School of Economics and Political Science, LSE Library.
    3. Athanasios O. Tagkalakis, 2013. "Discretionary fiscal policy and economic activity in Greece," Working Papers 169, Bank of Greece.
    4. Manussos Marangudakis & Kostas Rontos & Maria Xenitidou, 2013. "State Crisis and Civil Consciousness in Greece," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe 77, Hellenic Observatory, LSE.

  8. Prasad S Bhattacharya & Dimitrios D Thomakos, 2011. "Improving forecasting performance by window and model averaging," CAMA Working Papers 2011-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

    Cited by:

    1. Dimitrios D. Thomakos & Fotis Papailias, 2013. "Covariance Averaging for Improved Estimation and Portfolio Allocation," Working Paper series 66_13, Rimini Centre for Economic Analysis.

  9. Konstantinos Nikolopoulos & Dimitrios Thomakos & Fotios Petropoulos & Vassilis Assimakopoulos, 2009. "Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500," Working Papers 0033, University of Peloponnese, Department of Economics.

    Cited by:

    1. Fotios Petropoulos & Evangelos Spiliotis, 2021. "The Wisdom of the Data: Getting the Most Out of Univariate Time Series Forecasting," Forecasting, MDPI, vol. 3(3), pages 1-20, June.

  10. Dimitrios Vortelinos & Dimitrios Thomakos, 2009. "Realized Volatility and Jumps in the Athens Stock Exchange," Working Papers 00044, University of Peloponnese, Department of Economics.

    Cited by:

    1. Sharma, Prateek & Vipul,, 2016. "Forecasting stock market volatility using Realized GARCH model: International evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 222-230.
    2. Prateek Sharma & Swati Sharma, 2015. "Forecasting gains of robust realized variance estimators: evidence from European stock markets," Economics Bulletin, AccessEcon, vol. 35(1), pages 61-69.
    3. Gajurel, Dinesh & Chowdhury, Biplob, 2020. "Realized volatility, jump and beta: evidence from Canadian stock market," Working Papers 2020-11, University of Tasmania, Tasmanian School of Business and Economics.
    4. Dinesh Gajurel & Biplob Chowdhury, 2021. "Realized Volatility, Jump and Beta: evidence from Canadian Stock Market," Applied Economics, Taylor & Francis Journals, vol. 53(55), pages 6376-6397, November.

  11. Dimitrios D. Thomakos, 2008. "Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration," Working Paper series 14_08, Rimini Centre for Economic Analysis.

    Cited by:

    1. Theodore Alexandrov & Silvia Bianconcini & Estela Bee Dagum & Peter Maass & Tucker S. McElroy, 2012. "A Review of Some Modern Approaches to the Problem of Trend Extraction," Econometric Reviews, Taylor & Francis Journals, vol. 31(6), pages 593-624, November.
    2. Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2019. "Return Signal Momentum," QBS Working Paper Series 2019/04, Queen's University Belfast, Queen's Business School.
    3. D.S. Poskitt, 2016. "Singular Spectrum Analysis of Grenander Processes and Sequential Time Series Reconstruction," Monash Econometrics and Business Statistics Working Papers 15/16, Monash University, Department of Econometrics and Business Statistics.
    4. Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021. "Return signal momentum," Journal of Banking & Finance, Elsevier, vol. 124(C).
    5. Khan, M. Atikur Rahman & Poskitt, D.S., 2017. "Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application," International Journal of Forecasting, Elsevier, vol. 33(1), pages 199-213.

  12. Dimitrios Thomakos & Michail Koubouros, 2008. "The Role of Realized Volatility in the Athens Stock Exchange," Working Papers 0020, University of Peloponnese, Department of Economics.

    Cited by:

    1. Konstantinos Gkillas & Dimitrios Vortelinos & Christos Floros & Alexandros Garefalakis & Nikolaos Sariannidis, 2020. "Greek sovereign crisis and European exchange rates: effects of news releases and their providers," Annals of Operations Research, Springer, vol. 294(1), pages 515-536, November.
    2. Gkillas Konstantinos & Gupta Rangan & Vortelinos Dimitrios I., 2023. "Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 27(1), pages 25-47, February.
    3. Kosmidou, Kyriaki V. & Kousenidis, Dimitrios V. & Negakis, Christos I., 2015. "The impact of the EU/ECB/IMF bailout programs on the financial and real sectors of the ASE during the Greek sovereign crisis," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 440-454.
    4. Dimitrios V Kousenidis & Christos Negakis, 2013. "The Underperformance of Young Closed-End Funds in Greece," Multinational Finance Journal, Multinational Finance Journal, vol. 17(1-2), pages 107-148, March - J.

  13. Hardouvelis, Gikas & Thomakos, Dimitrios D, 2008. "Consumer Confidence and Elections," CEPR Discussion Papers 6701, C.E.P.R. Discussion Papers.

    Cited by:

    1. Dudek, Sławomir, 2008. "Consumer Survey Data and short-term forecasting of households consumption expenditures in Poland," MPRA Paper 19818, University Library of Munich, Germany.
    2. Bahram Adrangi & Joseph Macri, 2011. "Consumer Confidence and Aggregate Consumption Expenditures in the United States," Review of Economics & Finance, Better Advances Press, Canada, vol. 1, pages 1-18, February.
    3. Paulo Reis Mourao & Alina Irina Popescu, 2021. "Discussing the political survival of Romanian ministers since 1989—Do economic conditions matter?," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 29(1), pages 63-93, January.

  14. Politis, Dimitris N & Thomakos, Dimitrios D, 2008. "NoVaS Transformations: Flexible Inference for Volatility Forecasting," University of California at San Diego, Economics Working Paper Series qt982208kx, Department of Economics, UC San Diego.

    Cited by:

    1. Dimitrios Thomakos & Johannes Klepsch & Dimitris N. Politis, 2020. "Model Free Inference on Multivariate Time Series with Conditional Correlations," Stats, MDPI, vol. 3(4), pages 1-26, November.

  15. Kottaridi, Constantina & Papanastassiou, Marina & Pitelis, Christos & Thomakos, Dimitrios, 2008. "The Multinational Corporation and the Global Sourcing of Knowledge: Remodeling Absorptive Capacity," Papers DYNREG35, Economic and Social Research Institute (ESRI).

    Cited by:

    1. Christos N. Pitelis, 2011. "Foreign Direct Investment and Economic Integration," Chapters, in: Miroslav N. Jovanović (ed.), International Handbook on the Economics of Integration, Volume III, chapter 1, Edward Elgar Publishing.
    2. Christos N. Pitelis, 2009. "The Sustainable Competitive Advantage and Catching-up of Nations: FDI, Clusters and the Liability (Asset) of Smallness," Management International Review, Springer, vol. 49(1), pages 95-120, February.

  16. George Papanastasopoulos & Dimitrios Thomakos & Tao Wang, 2007. "Information in Balance Sheets for Future Stock Returns: Evidence from Net Operating Assets," Working Paper series 45_07, Rimini Centre for Economic Analysis.

    Cited by:

    1. Chrysovalantis Gaganis & Iftekhar Hasan & Fotios Pasiouras, 2013. "Efficiency and stock returns: evidence from the insurance industry," Journal of Productivity Analysis, Springer, vol. 40(3), pages 429-442, December.
    2. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla & Masih, A. Mansur M., 2014. "Combining Momentum, Value, and Quality for the Islamic Equity Portfolio: Multi-style Rotation Strategies using Augmented Black Litterman Factor Model," MPRA Paper 56965, University Library of Munich, Germany.
    3. Imam, Shahed & Chan, Jacky & Shah, Syed Zulfiqar Ali, 2013. "Equity valuation models and target price accuracy in Europe: Evidence from equity reports," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 9-19.
    4. Zhengqiang Feng & Siman Xie, 2021. "The DuPont financial indicators and the short‐term market performance of Chinese cross‐border M&As: The moderating role of payment method," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4262-4276, July.

  17. George Papanastasopoulos & Dimitrios D. Thomakos & Tao Wang, 2007. "The Implications of Retained and Distributed Earnings for Future Profitability and Market Mispricing," Working Paper series 46_07, Rimini Centre for Economic Analysis.

    Cited by:

    1. Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao, 2011. "Information in balance sheets for future stock returns: Evidence from net operating assets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 269-282.
    2. Gikas Hardouvelis & George Papanastasopoulos & Dimitrios D. Thomakos & Tao Wang, 2007. "Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation," Working Paper series 47_07, Rimini Centre for Economic Analysis.

  18. Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2006. "Forecasting industry-level CPI and PPI inflation: does exchange rate pass-through matter?," Working Papers eco_2006_10, Deakin University, Department of Economics.

    Cited by:

    1. Nasir, Muhammad Ali, 2020. "Forecasting inflation under uncertainty: The forgotten dog and the frisbee," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
    2. Husaini, Dzul Hadzwan & Lean, Hooi Hooi, 2021. "Asymmetric impact of oil price and exchange rate on disaggregation price inflation," Resources Policy, Elsevier, vol. 73(C).
    3. Šimpach Ondřej & Langhamrová Jitka, 2013. "Forecasting Future Salaries in the Czech Republic Using Stochastic Modelling," Business Systems Research, Sciendo, vol. 4(2), pages 4-16, December.
    4. Husaini, Dzul Hadzwan & Puah, Chin-Hong & Lean, Hooi Hooi, 2019. "Energy subsidy and oil price fluctuation, and price behavior in Malaysia:A time series analysis," Energy, Elsevier, vol. 171(C), pages 1000-1008.

  19. Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2006. "Trade, openness and domestic conflict: an empirical investigation for Latin America," Working Papers eco_2006_02, Deakin University, Department of Economics.

    Cited by:

    1. Dushyant Kumar & Prabal Roy Chowdhury, 2015. "Conflict and development," Discussion Papers 15-05, Indian Statistical Institute, Delhi.
    2. Tereza Nìmeèková & Arshad Hayat, 2022. "Does trade openness improve the quality of domestic institutions? Evidence from Africa," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(4), pages 881-908, December.

Articles

  1. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
    • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    See citations under working paper version above.
  2. Katsagounos, Ilias & Thomakos, Dimitrios D. & Litsiou, Konstantia & Nikolopoulos, Konstantinos, 2021. "Superforecasting reality check: Evidence from a small pool of experts and expedited identification," European Journal of Operational Research, Elsevier, vol. 289(1), pages 107-117.

    Cited by:

    1. Angelopoulos, Spyros & Bendoly, Elliot & Fransoo, Jan C. & Hoberg, Kai & Ou, Carol & Tenhiälä, Antti, 2023. "Digital transformation in operations management: Fundamental change through agency reversal," Other publications TiSEM 373742f5-0b87-4276-9ed6-8, Tilburg University, School of Economics and Management.
    2. Karvetski, Christopher W. & Meinel, Carolyn & Maxwell, Daniel T. & Lu, Yunzi & Mellers, Barbara A. & Tetlock, Philip E., 2022. "What do forecasting rationales reveal about thinking patterns of top geopolitical forecasters?," International Journal of Forecasting, Elsevier, vol. 38(2), pages 688-704.

  3. Papailias, Fotis & Liu, Jiadong & Thomakos, Dimitrios D., 2021. "Return signal momentum," Journal of Banking & Finance, Elsevier, vol. 124(C).

    Cited by:

    1. Piccoli, Pedro & de Castro, Jessica, 2021. "Attention-return relation in the gold market and market states," Resources Policy, Elsevier, vol. 74(C).
    2. Fan, Minyou & Kearney, Fearghal & Li, Youwei & Liu, Jiadong, 2020. "Momentum and the Cross-Section of Stock Volatility," QBS Working Paper Series 2020/01, Queen's University Belfast, Queen's Business School.
    3. Minyou Fan & Youwei Li & Ming Liao & Jiadong Liu, 2022. "A reexamination of factor momentum: How strong is it?," The Financial Review, Eastern Finance Association, vol. 57(3), pages 585-615, August.
    4. Liu, Jiadong & Papailias, Fotis & Quinn, Barry, 2021. "Direction-of-change forecasting in commodity futures markets," International Review of Financial Analysis, Elsevier, vol. 74(C).

  4. Hassani, Hossein & Rua, António & Silva, Emmanuel Sirimal & Thomakos, Dimitrios, 2019. "Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1263-1272.
    See citations under working paper version above.
  5. Kyriazi, Foteini & Thomakos, Dimitrios D. & Guerard, John B., 2019. "Adaptive learning forecasting, with applications in forecasting agricultural prices," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1356-1369.

    Cited by:

    1. Petropoulos, Fotios & Apiletti, Daniele & Assimakopoulos, Vassilios & Babai, Mohamed Zied & Barrow, Devon K. & Ben Taieb, Souhaib & Bergmeir, Christoph & Bessa, Ricardo J. & Bijak, Jakub & Boylan, Joh, 2022. "Forecasting: theory and practice," International Journal of Forecasting, Elsevier, vol. 38(3), pages 705-871.
      • Fotios Petropoulos & Daniele Apiletti & Vassilios Assimakopoulos & Mohamed Zied Babai & Devon K. Barrow & Souhaib Ben Taieb & Christoph Bergmeir & Ricardo J. Bessa & Jakub Bijak & John E. Boylan & Jet, 2020. "Forecasting: theory and practice," Papers 2012.03854, arXiv.org, revised Jan 2022.
    2. Marek Kwas & Alessia Paccagnini & Michal Rubaszek, 2020. "Common factors and the dynamics of cereal prices. A forecasting perspective," CAMA Working Papers 2020-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    3. Omid Abrishambaf & Pedro Faria & Zita Vale & Juan M. Corchado, 2019. "Energy Scheduling Using Decision Trees and Emulation: Agriculture Irrigation with Run-of-the-River Hydroelectricity and a PV Case Study," Energies, MDPI, vol. 12(20), pages 1-21, October.

  6. Prasad Sankar Bhattacharya & Dimitrios D. Thomakos, 2018. "Robust model rankings of forecasting performance," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 37(6), pages 676-690, September.

    Cited by:

    1. Zhou, Zhongbao & Gao, Meng & Liu, Qing & Xiao, Helu, 2020. "Forecasting stock price movements with multiple data sources: Evidence from stock market in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 542(C).
    2. Boldyryev, Stanislav & Gil, Tatyana & Ilchenko, Mariia, 2022. "Environmental and economic assessment of the efficiency of heat exchanger network retrofit options based on the experience of society and energy price records," Energy, Elsevier, vol. 260(C).
    3. Zhou, Zhongbao & Gao, Meng & Xiao, Helu & Wang, Rui & Liu, Wenbin, 2021. "Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources," Omega, Elsevier, vol. 104(C).

  7. Fotis Papailias & Dimitrios D. Thomakos & Jiadong Liu, 2017. "The Baltic Dry Index: cyclicalities, forecasting and hedging strategies," Empirical Economics, Springer, vol. 52(1), pages 255-282, February.
    See citations under working paper version above.
  8. Papailias, Fotis & Thomakos, Dimitrios, 2017. "EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues," International Journal of Forecasting, Elsevier, vol. 33(1), pages 214-229.

    Cited by:

    1. Gillard, Jonathan & Usevich, Konstantin, 2018. "Structured low-rank matrix completion for forecasting in time series analysis," International Journal of Forecasting, Elsevier, vol. 34(4), pages 582-597.
    2. Josu Arteche & Javier García‐Enríquez, 2022. "Singular spectrum analysis for value at risk in stochastic volatility models," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(1), pages 3-16, January.
    3. Wuyue An & Lin Wang & Yu‐Rong Zeng, 2023. "Text‐based soybean futures price forecasting: A two‐stage deep learning approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(2), pages 312-330, March.
    4. Hassani, Hossein & Rua, António & Silva, Emmanuel Sirimal & Thomakos, Dimitrios, 2019. "Monthly forecasting of GDP with mixed-frequency multivariate singular spectrum analysis," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1263-1272.
    5. Kyriazi, Foteini & Thomakos, Dimitrios D. & Guerard, John B., 2019. "Adaptive learning forecasting, with applications in forecasting agricultural prices," International Journal of Forecasting, Elsevier, vol. 35(4), pages 1356-1369.

  9. Papanastasopoulos, Georgios & Thomakos, Dimitrios, 2017. "Managerial discretion, net operating assets and the cross-section of stock returns: Evidence from European countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 47(C), pages 188-210.

    Cited by:

    1. Georgios A. Papanastasopoulos, 2019. "Bloated balance sheets and stock returns: Asymmetries between profit and loss firms," Economics and Business Letters, Oviedo University Press, vol. 8(1), pages 53-61.
    2. Lartey, Theophilus & Uddin, Moshfique & Danso, Albert & Wood, Geoffrey, 2022. "CEO overconfidence and IRS attention," Journal of Financial Stability, Elsevier, vol. 61(C).
    3. Veronika Jezkova & Zuzana Rowland & Veronika Machova & Jan Hejda, 2020. "The Intrinsic Value of an Enterprise Determined by Means of the FCFE Tool," Sustainability, MDPI, vol. 12(21), pages 1-13, October.

  10. Thomakos, Dimitrios D. & Alexopoulos, Thomas A., 2016. "Carbon intensity as a proxy for environmental performance and the informational content of the EPI," Energy Policy, Elsevier, vol. 94(C), pages 179-190.

    Cited by:

    1. Butticè, Vincenzo & Colombo, Massimo G. & Fumagalli, Elena & Orsenigo, Carlotta, 2019. "Green oriented crowdfunding campaigns: Their characteristics and diffusion in different institutional settings," Technological Forecasting and Social Change, Elsevier, vol. 141(C), pages 85-97.
    2. Liu, Jiaguo & Li, Sujuan & Ji, Qiang, 2021. "Regional differences and driving factors analysis of carbon emission intensity from transport sector in China," Energy, Elsevier, vol. 224(C).
    3. Xiaoya Zhu & Yunli Zhu & Xiaohua Meng, 2021. "Government Environmental Information Disclosure and Environmental Performance: Evidence from China," Sustainability, MDPI, vol. 13(12), pages 1-22, June.
    4. Cristiana Tudor, 2022. "The Nexus between Pollution and Obesity and the Magnifying Role of Media Consumption: International Evidence from GMM Systems Estimates," IJERPH, MDPI, vol. 19(16), pages 1-18, August.
    5. Zahir Barahmand & Marianne S. Eikeland, 2022. "Techno-Economic and Life Cycle Cost Analysis through the Lens of Uncertainty: A Scoping Review," Sustainability, MDPI, vol. 14(19), pages 1-22, September.
    6. Yang, Xue & Su, Bin, 2019. "Impacts of international export on global and regional carbon intensity," Applied Energy, Elsevier, vol. 253(C), pages 1-1.
    7. Xu, Bin & Lin, Boqiang, 2016. "A quantile regression analysis of China's provincial CO2 emissions: Where does the difference lie?," Energy Policy, Elsevier, vol. 98(C), pages 328-342.
    8. Jing Niu & Chun-Ping Chang & Xiu-Yun Yang & Jun-Sheng Wang, 2017. "The long-run relationships between energy efficiency and environmental performance: Global evidence," Energy & Environment, , vol. 28(7), pages 706-724, November.
    9. Muhammad Yousaf Raza & Yingchao Chen & Songlin Tang, 2022. "Assessing the Green R&D Investment and Patent Generation in Pakistan towards CO 2 Emissions Reduction with a Novel Decomposition Framework," Sustainability, MDPI, vol. 14(11), pages 1-19, May.
    10. Belaïd, Fateh & Massié, Camille, 2023. "The viability of energy efficiency in facilitating Saudi Arabia's journey toward net-zero emissions," Energy Economics, Elsevier, vol. 124(C).

  11. Dimitrios D. Thomakos & Konstantinos Nikolopoulos, 2015. "Forecasting Multivariate Time Series with the Theta Method," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(3), pages 220-229, April.
    See citations under working paper version above.
  12. Papailias, Fotis & Thomakos, Dimitrios D., 2015. "An improved moving average technical trading rule," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 428(C), pages 458-469.

    Cited by:

    1. Fernando F. Ferreira & A. Christian Silva & Ju-Yi Yen, 2019. "Detailed study of a moving average trading rule," Papers 1907.00212, arXiv.org.
    2. Hyungjun Park & Min Kyu Sim & Dong Gu Choi, 2019. "An intelligent financial portfolio trading strategy using deep Q-learning," Papers 1907.03665, arXiv.org, revised Nov 2019.
    3. Rob Hayward, 2018. "Foreign Exchange Speculation: An Event Study," IJFS, MDPI, vol. 6(1), pages 1-13, February.
    4. Konstandinos Chourmouziadis & Dimitra K. Chourmouziadou & Prodromos D. Chatzoglou, 2021. "Embedding Four Medium-Term Technical Indicators to an Intelligent Stock Trading Fuzzy System for Predicting: A Portfolio Management Approach," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1183-1216, April.
    5. Li, Long & Bao, Si & Chen, Jing-Chao & Jiang, Tao, 2019. "A method to get a more stationary process and its application in finance with high-frequency data of Chinese index futures," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1405-1417.
    6. Chen, Shi & Bao, Si & Zhou, Yu, 2016. "The predictive power of Japanese candlestick charting in Chinese stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 457(C), pages 148-165.

  13. Dimitrios D. Thomakos & Fotis Papailias, 2014. "“Out of Sync”: The Breakdown of Economic Sentiment Cycles in the EU," Review of International Economics, Wiley Blackwell, vol. 22(1), pages 131-150, February.

    Cited by:

    1. Bas Aarle & Cindy Moons, 2017. "Sentiment and Uncertainty Fluctuations and Their Effects on the Euro Area Business Cycle," Journal of Business Cycle Research, Springer;Centre for International Research on Economic Tendency Surveys (CIRET), vol. 13(2), pages 225-251, November.
    2. Fotis Papailias & Dimitrios D. Thomakos, 2013. "The Baltic Dry Index: Cyclicalities, Forecasting and Hedging Strategies," Working Paper series 65_13, Rimini Centre for Economic Analysis.
    3. Andrea Bonilla Bolanos, 2014. "An Examination of the Convergence in the Output of South American Countries: The Influence of the Region’s Integration Projects," Working Papers 1424, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
    4. Petar Sorić & Ivana Lolić & Marija Logarušić, 2022. "Economic Sentiment and Aggregate Activity: A Tale of Two European Cycles," Journal of Common Market Studies, Wiley Blackwell, vol. 60(2), pages 445-462, March.

  14. Vortelinos, Dimitrios I. & Thomakos, Dimitrios D., 2013. "Nonparametric realized volatility estimation in the international equity markets," International Review of Financial Analysis, Elsevier, vol. 28(C), pages 34-45.

    Cited by:

    1. Jan Hanousek & Evžen Kočenda & Jan Novotný, 2016. "Shluková analýza skoků na kapitálových trzích [Cluster Analysis of Jumps on Capital Markets]," Politická ekonomie, Prague University of Economics and Business, vol. 2016(2), pages 127-144.
    2. Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019. "Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains," Working Papers 201965, University of Pretoria, Department of Economics.
    3. Konstantinos Gkillas & Elie Bouri & Rangan Gupta & David Roubaud, 2020. "Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin," Working Papers 202068, University of Pretoria, Department of Economics.

  15. George Dikos & Dimitrios Thomakos, 2012. "Econometric testing of the real option hypothesis: evidence from investment in oil tankers," Empirical Economics, Springer, vol. 42(1), pages 121-145, February.

    Cited by:

    1. Alexandridis, George & Kavussanos, Manolis G. & Kim, Chi Y. & Tsouknidis, Dimitris A. & Visvikis, Ilias D., 2018. "A survey of shipping finance research: Setting the future research agenda," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 115(C), pages 164-212.
    2. Rau, Philipp & Spinler, Stefan, 2016. "Investment into container shipping capacity: A real options approach in oligopolistic competition," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 93(C), pages 130-147.

  16. Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao, 2011. "Accruals and the performance of stock returns following external financing activities," The British Accounting Review, Elsevier, vol. 43(3), pages 214-229.

    Cited by:

    1. Wang, Teng-Shih & Lin, Yi-Mien & Werner, Edward M. & Chang, Hsihui, 2018. "The relationship between external financing activities and earnings management: Evidence from enterprise risk management," International Review of Economics & Finance, Elsevier, vol. 58(C), pages 312-329.
    2. Artikis, Panagiotis G. & Papanastasopoulos, Georgios A., 2016. "Implications of the cash component of earnings for earnings persistence and stock returns," The British Accounting Review, Elsevier, vol. 48(2), pages 117-133.
    3. Nguyen Thi Hoa Hong & Nguyen Thai Anh & Nguyen Tran Viet Hoang & Do Nhat Minh, 2023. "Corporate governance, external financing, and earnings management: new evidence from an emerging market," Future Business Journal, Springer, vol. 9(1), pages 1-22, December.

  17. Dimitrios D. Thomakos & Michail S. Koubouros, 2011. "The Role of Realised Volatility in the Athens Stock Exchange," Multinational Finance Journal, Multinational Finance Journal, vol. 15(1-2), pages 87-124, March - J.
    See citations under working paper version above.
  18. Papanastasopoulos, Georgios & Thomakos, Dimitrios & Wang, Tao, 2011. "Information in balance sheets for future stock returns: Evidence from net operating assets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 269-282.
    See citations under working paper version above.
  19. Thomakos, Dimitrios D. & Wang, Tao, 2010. "'Optimal' probabilistic and directional predictions of financial returns," Journal of Empirical Finance, Elsevier, vol. 17(1), pages 102-119, January.

    Cited by:

    1. James W. Taylor & Keming Yu, 2016. "Using auto-regressive logit models to forecast the exceedance probability for financial risk management," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 1069-1092, October.

  20. Bhattacharya, Prasad S. & Karayalcin, Cem A. & Thomakos, Dimitrios D., 2008. "Exchange rate pass-through and relative prices: An industry-level empirical investigation," Journal of International Money and Finance, Elsevier, vol. 27(7), pages 1135-1160, November.

    Cited by:

    1. Nasir, Muhammad Ali & Vo, Xuan Vinh, 2020. "A quarter century of inflation targeting & structural change in exchange rate pass-through: Evidence from the first three movers," Structural Change and Economic Dynamics, Elsevier, vol. 54(C), pages 42-61.
    2. Nasir, Muhammad Ali, 2020. "Forecasting inflation under uncertainty: The forgotten dog and the frisbee," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
    3. Daniels, Joseph P. & VanHoose, David D., 2013. "Exchange-rate pass through, openness, and the sacrifice ratio," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 131-150.
    4. Deltas, George & Polemis, Michael, 2019. "Exchange Rate vs Foreign Price Pass-through: Evidence from the European Gasoline Market," MPRA Paper 91698, University Library of Munich, Germany.
    5. Chen, Chaoyi & Polemis, Michael & Stengos, Thanasis, 2019. "Can exchange rate pass-through explain the asymmetric gasoline puzzle? Evidence from a pooled panel threshold analysis of the EU," Energy Economics, Elsevier, vol. 81(C), pages 1-12.
    6. Chen, Chaoyi & Polemis, Michael & Stengos, Thanasis, 2018. "On the Examination of Competition in the Petroleum Industry: A Pooled Panel Threshold Analysis," MPRA Paper 89671, University Library of Munich, Germany.

  21. Bhattacharya, Prasad S. & Thomakos, Dimitrios D., 2008. "Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter?," International Journal of Forecasting, Elsevier, vol. 24(1), pages 134-150.
    See citations under working paper version above.
  22. Dimitrios D. Thomakos & Tao Wang & Jingtao Wu & Russell P. Chuderewicz, 2008. "Macroeconomic announcements, intraday covariance structure and asymmetry in the interest rate futures returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 28(9), pages 815-844, September.

    Cited by:

    1. Karali, Berna, 2012. "Do USDA Announcements Affect Comovements Across Commodity Futures Returns?," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(1), pages 1-21, April.
    2. Liu, Qingfu & Hua, Renhai & An, Yunbi, 2016. "Determinants and information content of intraday bid-ask spreads: Evidence from Chinese commodity futures markets," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 135-148.
    3. Liu, Qingfu & An, Yunbi, 2014. "Risk contributions of trading and non-trading hours: Evidence from Chinese commodity futures markets," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 17-29.
    4. Dimitrios I. Vortelinos, 2015. "The Effect of Macro News on Volatility and Jumps," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 425-447, November.
    5. Wang, Nanying & Houston, Jack, 2015. "An intervention analysis on the relationship between futures prices of non-GM and GM contract soybeans in China," 2015 Annual Meeting, January 31-February 3, 2015, Atlanta, Georgia 196842, Southern Agricultural Economics Association.
    6. Herrmann, Klaus & Teis, Stefan & Yu, Weijun, 2014. "Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futures," FAU Discussion Papers in Economics 15/2014, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    7. Kam F. Chan & Philip Gray, 2018. "Volatility jumps and macroeconomic news announcements," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(8), pages 881-897, August.

  23. Monica Escaleras & Dimitrios D. Thomakos, 2008. "Exchange Rate Uncertainty, Sociopolitical Instability and Private Investment: Empirical Evidence from Latin America," Review of Development Economics, Wiley Blackwell, vol. 12(2), pages 372-385, May.

    Cited by:

    1. Masino, Serena, 2013. "Macro-Institutional Instability and the Incentive to Innovate," MPRA Paper 45178, University Library of Munich, Germany.
    2. Grzegorz Tchorek & Michał Brzozowski & Paweł Śliwiński, 2017. "Determinants of capital flows to emerging and advanced economies between 1990 and 2011," Portuguese Economic Journal, Springer;Instituto Superior de Economia e Gestao, vol. 16(1), pages 17-48, April.
    3. Serena Masino, 2012. "Macroeconomic Instability and the Incentive to Innovate," Centre for Growth and Business Cycle Research Discussion Paper Series 167, Economics, The University of Manchester.
    4. Akçay Selçuk & Karasoy Alper, 2020. "Determinants of private investments in Turkey: Examining the role of democracy," Review of Economic Perspectives, Sciendo, vol. 20(1), pages 23-49, March.
    5. Masino, Serena, 2012. "Macroeconomic instability and the incentive to innovate," MPRA Paper 38766, University Library of Munich, Germany.
    6. Masino, Serena, 2012. "Macroeconomic instability and the incentive to innovate," MPRA Paper 38830, University Library of Munich, Germany.
    7. Ravi Batra & Hamid Beladi, 2013. "Foreign Capital and Urban Congestion in Emerging Markets," Review of Development Economics, Wiley Blackwell, vol. 17(4), pages 676-684, November.
    8. Abdi Ali, 2013. "Are property rights institutions and financial development complements or substitutes? The case of private investment," Economics Bulletin, AccessEcon, vol. 33(2), pages 1126-1131.
    9. Erdem Kilic & Veysel Ulusoy, 2015. "Evidence for Financial Contagion in Endogenous Volatile Periods," Review of Development Economics, Wiley Blackwell, vol. 19(1), pages 62-74, February.

  24. Prasad S. Bhattacharya & Dimitrios D. Thomakos, 2007. "Trade, openness, and domestic conflict: An empirical investigation for Latin America," Economics of Peace and Security Journal, EPS Publishing, vol. 2(2), pages 77-80, June.
    See citations under working paper version above.
  25. Kottaridi, Constantina & Thomakos, Dimitrios D., 2007. "Global FDI Convergence Patterns?: Evidence from International Comparisons," Journal of Economic Integration, Center for Economic Integration, Sejong University, vol. 22, pages 1-25.

    Cited by:

    1. Nicholas Apergis & Arusha Cooray, 2016. "Old Wine In A New Bottle: Trade Openness And Fdi Flows—Are The Emerging Economies Converging?," Contemporary Economic Policy, Western Economic Association International, vol. 34(2), pages 336-351, April.
    2. Oana Cristina Popovici & Adrian Cantemir Călin, 2014. "FDI theories. A location-based approach," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 17(53), pages 3-24, September.

  26. Devashish Mitra & Dimitrios Thomakos & Mehmet Ulubasoglu, 2006. "Can we obtain realistic parameter estimates for the `protection for sale' model?," Canadian Journal of Economics, Canadian Economics Association, vol. 39(1), pages 187-210, February.

    Cited by:

    1. Facchini, Giovanni & van Biesebroeck, Johannes & Willmann, Gerald, 2003. "Protection for Sale with Imperfect Rent Capturing," Economics Working Papers 2004-01, Christian-Albrechts-University of Kiel, Department of Economics.
    2. Baybars Karacaovali, 2015. "Varying Political Economy Weights of Protection: The Case of Colombia," Working Papers 201501, University of Hawaii at Manoa, Department of Economics.
    3. Kristy Buzard, 2017. "Trade Agreements in the Shadow of Lobbying," Review of International Economics, Wiley Blackwell, vol. 25(1), pages 21-43, February.
    4. Marianna Belloc, 2007. "Protection for Sale in the EU," Working Papers in Public Economics 100, University of Rome La Sapienza, Department of Economics and Law.
    5. Giovanni Facchini & Marcelo Olarreaga & Peri Silva & Gerald Willmann, 2007. "Substitutability and protectionism: Latin AmericaÕs trade policy and imports from China and India," Working Papers 0705, University of Otago, Department of Economics, revised Apr 2007.
    6. Imai, Susumu & Katayama, Hajime & Krishna, Kala, 2009. "Is protection really for sale? A survey and directions for future research," International Review of Economics & Finance, Elsevier, vol. 18(2), pages 181-191, March.
    7. Kato, Hayato, 2015. "Lobbying and Tax Competition in an Agglomeration Economy: A Reverse Home Market Effect," CCES Discussion Paper Series 56, Center for Research on Contemporary Economic Systems, Graduate School of Economics, Hitotsubashi University.
    8. Hajime Katayama & Susumu Imai & Kala Krishna, 2006. "Protection For Sale Or Surge Protection?," Working Paper 1114, Economics Department, Queen's University.
    9. Lai, Edwin L.-C. & Yan, Isabel K.M., 2013. "Would global patent protection be too weak without international coordination?," Journal of International Economics, Elsevier, vol. 89(1), pages 42-54.
    10. Andrew Jonelis & Wisarut Suwanprasert, 2022. "Protection for sale: evidence from around the world," Public Choice, Springer, vol. 191(1), pages 237-267, April.
    11. Baybars Karacaovali, 2011. "Trade Policy Determinants and Trade Reform in a Developing Country," Fordham Economics Discussion Paper Series dp2011-03, Fordham University, Department of Economics.
    12. Nathan Nunn & Daniel Trefler, 2006. "Putting the Lid on Lobbying: Tariff Structure and Long-Term Growth when Protection is for Sale," NBER Working Papers 12164, National Bureau of Economic Research, Inc.
    13. Olarreaga, Marcelo & Gawande, Kishore & Krishna, Pravin, 2009. "Lobbying competition over trade policy," CEPR Discussion Papers 7305, C.E.P.R. Discussion Papers.
    14. Achim Voss & Mark Schopf, 2018. "Special interest politics: Contribution schedules vs. Nash bargaining," Economics and Politics, Wiley Blackwell, vol. 30(2), pages 256-273, July.
    15. Voß, Achim & Schopf, Mark, 2016. "Special Interest Politicsː Contribution Schedules versus Nash Bargaining," WiSo-HH Working Paper Series 30, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
    16. Etienne Farvaque & Gael Lagadec, 2009. "Electoral Control when Policies are for Sale," CESifo Working Paper Series 2522, CESifo.
    17. Josh Ederington & Jenny Minier, 2008. "Reconsidering the empirical evidence on the Grossman‐Helpman model of endogenous protection," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(2), pages 501-516, May.
    18. Wilfred J. Ethier, 2013. "The Trade Agreement Embarrassment, Second Version," PIER Working Paper Archive 13-049, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Sep 2013.
    19. Rigoberto A. Lopez, 2008. "Does ‘Protection for Sale’ Apply to the US Food Industries?," Journal of Agricultural Economics, Wiley Blackwell, vol. 59(1), pages 25-40, February.
    20. Tasso Adamopoulos, 2008. "Land Inequality and the Transition to Modern Growth," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(2), pages 257-282, April.
    21. Baybars Karacaovali, 2012. "Trade Policy Determinants and Trade Reform in a Developing Country: The Case of Colombia," Working Papers 201220R, University of Hawaii at Manoa, Department of Economics.

  27. Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoğlu, 2004. "Protection versus Promotion: An Empirical Investigation," Economics and Politics, Wiley Blackwell, vol. 16(2), pages 147-162, July.

    Cited by:

    1. Joseph Francis Francois & Douglas Nelson & Annette Pelkmans-Balaoing, 2008. "Endogenous Protection in General Equilibrium: estimating political weights in the EU," Economics working papers 2008-15, Department of Economics, Johannes Kepler University Linz, Austria.
    2. Francois, Joseph, 2014. "Political support for trade policy in the European Union," Papers 889, World Trade Institute.

  28. Thomakos, Dimitrios D. & Guerard, John Jr., 2004. "Naive, ARIMA, nonparametric, transfer function and VAR models: A comparison of forecasting performance," International Journal of Forecasting, Elsevier, vol. 20(1), pages 53-67.

    Cited by:

    1. Laurent Ferrara & Thomas Raffinot, 2008. "A non-parametric method to nowcast the Euro Area IPI," Post-Print halshs-00275769, HAL.
    2. Ye, Haichun & Ashley, Richard & Guerard, John, 2015. "Comparing the effectiveness of traditional vs. mechanized identification methods in post-sample forecasting for a macroeconomic Granger causality analysis," International Journal of Forecasting, Elsevier, vol. 31(2), pages 488-500.
    3. Enders, Walter & Pascalau, Razvan, 2015. "Pretesting for multi-step-ahead exchange rate forecasts with STAR models," International Journal of Forecasting, Elsevier, vol. 31(2), pages 473-487.

  29. Thomakos, Dimitrios D. & Wang, Tao, 2003. "Realized volatility in the futures markets," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 321-353, May.

    Cited by:

    1. Degiannakis, Stavros & Floros, Christos, 2014. "Intra-Day Realized Volatility for European and USA Stock Indices," MPRA Paper 64940, University Library of Munich, Germany, revised Jan 2015.
    2. Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017. "The contribution of jumps to forecasting the density of returns," Post-Print halshs-01442618, HAL.
    3. Degiannakis, Stavros & Floros, Christos, 2013. "Modeling CAC40 volatility using ultra-high frequency data," Research in International Business and Finance, Elsevier, vol. 28(C), pages 68-81.
    4. Tim Bollerslev & Uta Kretschmer & Christian Pigorsch & George Tauchen, 2010. "A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects," Working Papers 10-06, Duke University, Department of Economics.
    5. Christophe Chorro & Florian Ielpo & Benoît Sévi, 2020. "The contribution of intraday jumps to forecasting the density of returns," Post-Print halshs-02505861, HAL.
    6. Souza, Sergio R. & Tabak, Benjamin M. & Cajueiro, Daniel O., 2008. "Long memory testing for Fed Funds Futures’ contracts," Chaos, Solitons & Fractals, Elsevier, vol. 37(1), pages 180-186.
    7. Isao Ishida & Toshiaki Watanabe, 2009. "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model," CARF F-Series CARF-F-145, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    8. David E. Allen & Michael McAleer & Marcel Scharth, 2010. "Realized Volatility Risk," KIER Working Papers 753, Kyoto University, Institute of Economic Research.
    9. David E. Allen & Michael McAleer & Marcel Scharth, 2014. "Asymmetric Realized Volatility Risk," Tinbergen Institute Discussion Papers 14-075/III, Tinbergen Institute.
    10. Duong, Huu Nhan & Kalev, Petko S., 2008. "The Samuelson hypothesis in futures markets: An analysis using intraday data," Journal of Banking & Finance, Elsevier, vol. 32(4), pages 489-500, April.
    11. Andersen, Torben G. & Bollerslev, Tim & Meddahi, Nour, 2011. "Realized volatility forecasting and market microstructure noise," Journal of Econometrics, Elsevier, vol. 160(1), pages 220-234, January.
    12. Torben G. Andersen & Tim Bollerslev & Xin Huang, 2007. "A Reduced Form Framework for Modeling Volatility of Speculative Prices based on Realized Variation Measures," CREATES Research Papers 2007-14, Department of Economics and Business Economics, Aarhus University.
    13. Ahoniemi, Katja & Lanne, Markku, 2010. "Realized volatility and overnight returns," Bank of Finland Research Discussion Papers 19/2010, Bank of Finland.
    14. Andersen, Torben G. & Bollerslev, Tim & Francis X. Diebold,, 2003. "Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility," CFS Working Paper Series 2003/35, Center for Financial Studies (CFS).
    15. Chorro, Christophe & Ielpo, Florian & Sévi, Benoît, 2020. "The contribution of intraday jumps to forecasting the density of returns," Journal of Economic Dynamics and Control, Elsevier, vol. 113(C).
    16. Seul-Ki Park & Ji-Eun Choi & Dong Wan Shin, 2017. "Value at risk forecasting for volatility index," Applied Economics Letters, Taylor & Francis Journals, vol. 24(21), pages 1613-1620, December.
    17. Torben G. Andersen & Tim Bollerslev & Francis X. Diebold, 2007. "Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility," The Review of Economics and Statistics, MIT Press, vol. 89(4), pages 701-720, November.
    18. Michiel de Pooter & Martin Martens & Dick van Dijk, 2008. "Predicting the Daily Covariance Matrix for S&P 100 Stocks Using Intraday Data—But Which Frequency to Use?," Econometric Reviews, Taylor & Francis Journals, vol. 27(1-3), pages 199-229.
    19. Xiang, Ju & Zhu, Xiaoneng, 2014. "Intraday asymmetric liquidity and asymmetric volatility in FTSE-100 futures market," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 134-148.
    20. Francesco Audrino & Simon D. Knaus, 2016. "Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics," Econometric Reviews, Taylor & Francis Journals, vol. 35(8-10), pages 1485-1521, December.
    21. Molnár, Peter, 2012. "Properties of range-based volatility estimators," International Review of Financial Analysis, Elsevier, vol. 23(C), pages 20-29.
    22. Marcel Scharth & Marcelo Cunha Medeiros, 2006. "Asymmetric effects and long memory in the volatility of Dow Jones stocks," Textos para discussão 532, Department of Economics PUC-Rio (Brazil).
    23. Li, Shaoyu & Zheng, Tingguo, 2017. "Modeling spot rate using a realized stochastic volatility model with level effect and dynamic drift☆," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 200-221.
    24. Vortelinos, Dimitrios I., 2010. "The properties of realized correlation: Evidence from the French, German and Greek equity markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(3), pages 273-290, August.
    25. Julien Chevallier, 2011. "Detecting Instability in the Volatility of Carbon Prices," Post-Print hal-00991957, HAL.
    26. Gong, Xu & Lin, Boqiang, 2019. "Modeling stock market volatility using new HAR-type models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 194-211.
    27. Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017. "The contribution of jumps to forecasting the density of returns," Documents de travail du Centre d'Economie de la Sorbonne 17006, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    28. Christian Bontemps & Nour Meddahi, 2002. "Testing Normality: A GMM Approach," CIRANO Working Papers 2002s-63, CIRANO.
    29. Ana-Maria Fuertes & Jose Olmo, 2016. "On Setting Day-Ahead Equity Trading Risk Limits: VaR Prediction at Market Close or Open?," JRFM, MDPI, vol. 9(3), pages 1-20, September.
    30. Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," Working Papers halshs-00387286, HAL.
    31. Degiannakis, Stavros, 2008. "Forecasting Vix," MPRA Paper 96307, University Library of Munich, Germany.
    32. Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," Working Papers hal-04140871, HAL.
    33. Vortelinos, Dimitrios I., 2015. "Out-of-sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini-futures markets," Review of Financial Economics, Elsevier, vol. 27(C), pages 58-67.
    34. José Luis Miralles-Quirós & María Mar Miralles-Quirós, 2021. "Alternative Financial Methods for Improving the Investment in Renewable Energy Companies," Mathematics, MDPI, vol. 9(9), pages 1-25, May.
    35. Ané, Thierry & Métais, Carole, 2009. "The distribution of realized variances: Marginal behaviors, asymmetric dependence and contagion effects," International Review of Financial Analysis, Elsevier, vol. 18(3), pages 134-150, June.
    36. Christophe Chorro & Florian Ielpo & Benoît Sévi, 2020. "The contribution of intraday jumps to forecasting the density of returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02505861, HAL.
    37. Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil price realized volatility using information channels from other asset classes," MPRA Paper 96276, University Library of Munich, Germany.
    38. Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je, 2020. "Volatility forecasting using related markets’ information for the Tokyo stock exchange," Economic Modelling, Elsevier, vol. 90(C), pages 143-158.
    39. Bonato, Matteo & Caporin, Massimiliano & Ranaldo, Angelo, 2012. "Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model," Working Papers on Finance 1211, University of St. Gallen, School of Finance.
    40. Dimitrios I. Vortelinos, 2015. "Out‐of‐sample evaluation of macro announcements, linearity, long memory, heterogeneity and jumps in mini‐futures markets," Review of Financial Economics, John Wiley & Sons, vol. 27(1), pages 58-67, November.
    41. Martin Martens & Dick van Dijk & Michiel de Pooter, 2004. "Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity," Tinbergen Institute Discussion Papers 04-067/4, Tinbergen Institute.
    42. Suhejla Hoiti & Esfandiar Maasoumi & Michael McAleer & Daniel Slottje, 2005. "Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments," DEA Working Papers 14, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    43. Allen, David E. & McAleer, Michael & Scharth, Marcel, 2011. "Monte Carlo option pricing with asymmetric realized volatility dynamics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 81(7), pages 1247-1256.
    44. Degiannakis, Stavros & Filis, George, 2016. "Forecasting oil price realized volatility: A new approach," MPRA Paper 69105, University Library of Munich, Germany.
    45. Stavros Degiannakis & Andreas Andrikopoulos & Timotheos Angelidis & Christos Floros, 2013. "Return dispersion, stock market liquidity and aggregate economic activity," Working Papers 166, Bank of Greece.
    46. Christina Sklibosios Nikitopoulos & Alice Carole Thomas & Jianxin Wang, 2024. "Hedging pressure and oil volatility: Insurance versus liquidity demands," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(2), pages 252-280, February.
    47. Jayawardena, Nirodha I. & Todorova, Neda & Li, Bin & Su, Jen-Je, 2016. "Forecasting stock volatility using after-hour information: Evidence from the Australian Stock Exchange," Economic Modelling, Elsevier, vol. 52(PB), pages 592-608.
    48. Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, November.
    49. Radovan Parrák, 2013. "The Economic Valuation of Variance Forecasts: An Artificial Option Market Approach," Working Papers IES 2013/09, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Aug 2013.
    50. Bertrand B. Maillet & Jean-Philippe R. M�decin, 2010. "Extreme Volatilities, Financial Crises and L-moment Estimations of Tail-indexes," Working Papers 2010_10, Department of Economics, University of Venice "Ca' Foscari".
    51. Degiannakis, Stavros & Xekalaki, Evdokia, 2004. "Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review," MPRA Paper 80487, University Library of Munich, Germany.
    52. Ahoniemi, Katja & Lanne, Markku, 2013. "Overnight stock returns and realized volatility," International Journal of Forecasting, Elsevier, vol. 29(4), pages 592-604.
    53. Liu, Qingfu & Wong, Ieokhou & An, Yunbi & Zhang, Jinqing, 2014. "Asymmetric Information and Volatility Forecasting in Commodity Futures Markets," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 79-97.
    54. Dimitrios Louzis & Spyros Xanthopoulos-Sisinis & Apostolos Refenes, 2011. "Stock index realized volatility forecasting in the presence of heterogeneous leverage effects and long range dependence in the volatility of realized volatility," Post-Print hal-00709559, HAL.
    55. Xin Du & Kai Moriyama & Kumiko Tanaka-Ishii, 2023. "Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation," Papers 2310.14536, arXiv.org.
    56. Wang, Yuanfang & Roberts, Matthew C., 2005. "Realized Volatility in the Agricultural Futures Market," 2005 Annual meeting, July 24-27, Providence, RI 19211, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    57. Torben G. Andersen & Luca Benzoni, 2008. "Realized volatility," Working Paper Series WP-08-14, Federal Reserve Bank of Chicago.

  30. Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoglu, 2002. ""Protection For Sale" In A Developing Country: Democracy Vs. Dictatorship," The Review of Economics and Statistics, MIT Press, vol. 84(3), pages 497-508, August.

    Cited by:

    1. Jean, Sebastien & Laborde, David & Martin, Will, 2008. "Choosing sensitive agricultural products in trade negotiations:," IFPRI discussion papers 788, International Food Policy Research Institute (IFPRI).
    2. Pravin Krishna & Devashish Mitra, 2016. "Reciprocated unilateralism in trade policy," World Scientific Book Chapters, in: The Political Economy of Trade Policy Theory, Evidence and Applications, chapter 3, pages 37-63, World Scientific Publishing Co. Pte. Ltd..
    3. Nordås, Hildegunn Kyvik, 2010. "Business services: a source of comparative advantage," Conference papers 331964, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
    4. Wang, Xiaosong & Li, Kunwang & Xie, Shenxiang & Hou, Jack, 2013. "How is U.S. trade policy towards China determined?," China Economic Review, Elsevier, vol. 27(C), pages 25-36.
    5. Anna Maria Mayda & Rodney D. Ludema & Miaojie Yu & Zhi Yu, 2018. "The political economy of protection in GVCs: Evidence from Chinese micro data," Working Papers gueconwpa~18-18-07, Georgetown University, Department of Economics.
    6. Nauro Campos & Francesco Giovannoni, 2007. "Lobbying, corruption and political influence," Public Choice, Springer, vol. 131(1), pages 1-21, April.
    7. Campos, Nauro & Giovannoni, Francesco, 2008. "Lobbying, Corruption and Other Banes," CEPR Discussion Papers 6962, C.E.P.R. Discussion Papers.
    8. Facchini, Giovanni & van Biesebroeck, Johannes & Willmann, Gerald, 2003. "Protection for Sale with Imperfect Rent Capturing," Economics Working Papers 2004-01, Christian-Albrechts-University of Kiel, Department of Economics.
    9. Susumu Imai & Hajime Katayama & Kala Krishna, 2008. "A Quantile-based Test of Protection for Sale Model," NBER Working Papers 13900, National Bureau of Economic Research, Inc.
    10. Genakos, Christos & Grey, Felix & Ritz, Robert, 2020. "GENERALIZED LINEAR COMPETITION: From pass-through to policy," CEPR Discussion Papers 15127, C.E.P.R. Discussion Papers.
    11. Gawande, Kishore & Hoekman, Bernard, 2006. "Lobbying and agricultural trade policy in the United States," Policy Research Working Paper Series 3819, The World Bank.
    12. Jianxing Lyu & Sören Prehn & Yanjie Zhang & Thomas Glauben & Yinchu Zeng, 2021. "Trade creation, political sensitivity and product exclusions: the political economy of agriculture protection in China’s FTAs," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 65(3), pages 627-657, July.
    13. Yuan Li & Hans-Jörg Schmerer, 2017. "Trade and the New Silk Road: opportunities, challenges, and solutions," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 15(3), pages 205-213, July.
    14. Bellemare, Marc F. & Carnes, Nicholas, 2013. "Why Do Members of Congress Support Agricultural Protection?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 169816, Agricultural and Applied Economics Association.
    15. Patricia Tovar, 2004. "The Effects of Loss Aversion on Trade Policy and the Anti-Trade Bias Puzzle," Econometric Society 2004 North American Summer Meetings 499, Econometric Society.
    16. Matschke, Xenia, 2008. "Costly revenue-raising and the case for favoring import-competing industries," Journal of International Economics, Elsevier, vol. 74(1), pages 143-157, January.
    17. Baybars Karacaovali, 2015. "Varying Political Economy Weights of Protection: The Case of Colombia," Working Papers 201501, University of Hawaii at Manoa, Department of Economics.
    18. Conconi, Paola & Facchini, Giovanni & Zanardi, Maurizio, 2014. "Policymakers' horizon and trade reforms: The protectionist effect of elections," Journal of International Economics, Elsevier, vol. 94(1), pages 102-118.
    19. kishore gawande & hui li, 2005. "Trade Barriers As Bargaining Outcomes," International Trade 0505002, University Library of Munich, Germany.
    20. Baybars Karacaovali, 2011. "Productivity Matters For Trade Policy: Theory And Evidence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(1), pages 33-62, February.
    21. Hélène Ehrhart, 2011. "Assessing the relationship between democracy and domestic taxes in developing countries," CERDI Working papers halshs-00553607, HAL.
    22. Marianna Belloc, 2007. "Protection for Sale in the EU," Working Papers in Public Economics 100, University of Rome La Sapienza, Department of Economics and Law.
    23. Branstetter, Lee G. & Feenstra, Robert C., 2002. "Trade and foreign direct investment in China: a political economy approach," Journal of International Economics, Elsevier, vol. 58(2), pages 335-358, December.
    24. Giovanni Facchini & Marcelo Olarreaga & Peri Silva & Gerald Willmann, 2007. "Substitutability and protectionism: Latin AmericaÕs trade policy and imports from China and India," Working Papers 0705, University of Otago, Department of Economics, revised Apr 2007.
    25. Devashish Mitra & Dimitrios D. Thomakos & Mehmet Ulubaşoğlu, 2006. "Can we obtain realistic parameter estimates for the ‘protection for sale’ model?," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 39(1), pages 187-210, February.
    26. Kee, Hiau Looi & Olarreaga, Marcelo & Silva, Peri, 2004. "Market access for sale : Latin America's lobbying for U.S. tariff preferences," Policy Research Working Paper Series 3198, The World Bank.
    27. Lopez, Rigoberto A. & Matschke, Xenia, 2005. "Food Protection for Sale," Research Reports 25195, University of Connecticut, Food Marketing Policy Center.
    28. Mujahid, Irfan & Kalkuhl, Matthias, 2014. "Do Trade Agreements Increase Food Trade?," 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota 170159, Agricultural and Applied Economics Association.
    29. Yawovi Mawussé Isaac Amedanou & Yannick Bouterige & Bertrand Laporte, 2023. "Institutional and political drivers for copper government take: new evidence for African and Latin American countries," Working Papers hal-04213102, HAL.
    30. Andrey Stoyanov, 2015. "Regional Trade Agreements and Cross-Border Lobbying: Empirical Evidence from the Canada-US Free Trade Agreement Negotiations," Working Papers 2015_4, York University, Department of Economics.
    31. Jessica Decker & Jamus Lim, 2009. "Democracy and trade: an empirical study," Economics of Governance, Springer, vol. 10(2), pages 165-186, April.
    32. Silva, Peri, 2005. "The role of importers and exporters in the determination of the U.S. tariff preferenes granted to Latin America," Policy Research Working Paper Series 3518, The World Bank.
    33. Christian At, 2015. "Shareholder versus Stakeholder Protection and Interest-Group Politics," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 171(3), pages 478-492, September.
    34. Roberto Álvarez & Matías Braun, 2006. "Trade Liberalization, Price Distortions, and Resource Reallocation," Working Papers Central Bank of Chile 374, Central Bank of Chile.
    35. Margolis, Michael & Shogren, Jason F., 2004. "How Trade Politics Affect Invasive Species Control," Discussion Papers 10770, Resources for the Future.
    36. Dutt, Pushan & Mitra, Devashish, 2009. "Explaining Agricultural Distortion Patterns : The Roles of Ideology, Inequality, Lobbying and Public Finance," Agricultural Distortions Working Paper Series 50299, World Bank.
    37. Wilfred J. Ethier, 2006. "Selling Protection for Sale," PIER Working Paper Archive 06-014, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 01 Jun 2006.
    38. Imai, Susumu & Katayama, Hajime & Krishna, Kala, 2009. "Is protection really for sale? A survey and directions for future research," International Review of Economics & Finance, Elsevier, vol. 18(2), pages 181-191, March.
    39. Ms. Giorgia Albertin, 2007. "Will a Regional Bloc Enlarge?," IMF Working Papers 2007/069, International Monetary Fund.
    40. Cavalcanti Ferreira, Pedro & Facchini, Giovanni, 2005. "Trade liberalization and industrial concentration: Evidence from Brazil," The Quarterly Review of Economics and Finance, Elsevier, vol. 45(2-3), pages 432-446, May.
    41. Daniel Berger & William Easterly & Nathan Nunn & Shanker Satyanath, 2010. "Commercial Imperialism? Political Influence and Trade During the Cold War," NBER Working Papers 15981, National Bureau of Economic Research, Inc.
    42. Hélène Ehrhart, 2011. "Assessing the relationship between democracy and domestic taxes in developing countries," Working Papers halshs-00553607, HAL.
    43. Borchert, Ingo & Gootiiz, Batshur & Grover, Arti & Mattoo, Aaditya, 2012. "Landlocked or policy locked ? how services trade protection deepens economic isolation," Policy Research Working Paper Series 5942, The World Bank.
    44. Knobel, A., 2011. "Inter-industry Import Tariff Differences in Russia," Journal of the New Economic Association, New Economic Association, issue 11, pages 64-84.
    45. Ponzetto, Giacomo & Petrova, Maria & Enikolopov, Ruben, 2011. "The Dracula Effect: Voter Information and Trade Policy," CEPR Discussion Papers 8726, C.E.P.R. Discussion Papers.
    46. Gawande, Kishore, 2005. "The structure of lobbying and protection in U.S. agriculture," Policy Research Working Paper Series 3722, The World Bank.
    47. Nuno Limão & Patricia Tovar, 2018. "Policy choice: Theory and evidence from commitment via international trade agreements," World Scientific Book Chapters, in: Policy Externalities and International Trade Agreements, chapter 6, pages 179-198, World Scientific Publishing Co. Pte. Ltd..
    48. Belloc, Marianna, 2015. "Information for sale in the European Union," Journal of Economic Behavior & Organization, Elsevier, vol. 120(C), pages 130-144.
    49. Claire H. Hollweg & Daniel Lederman & Devashish Mitra, 2016. "Structural Reforms and Labour-market Outcomes: International Panel-data Evidence," The World Economy, Wiley Blackwell, vol. 39(7), pages 925-963, July.
    50. Hajime Katayama & Susumu Imai & Kala Krishna, 2006. "Protection For Sale Or Surge Protection?," Working Paper 1114, Economics Department, Queen's University.
    51. Lai, Edwin L.-C. & Yan, Isabel K.M., 2013. "Would global patent protection be too weak without international coordination?," Journal of International Economics, Elsevier, vol. 89(1), pages 42-54.
    52. Ram C. Acharya, 2018. "Endogenous trade policy in general equilibrium: An interaction of redistribution rule, trade openness, and labor market condition," Economics and Politics, Wiley Blackwell, vol. 30(3), pages 423-443, November.
    53. Andrey Stoyanov & Halis Murat Yildiz, 2015. "Preferential versus Multilateral Trade Liberalization and the Role of Political Economy," Working Papers 2015_5, York University, Department of Economics.
    54. Kishore Gawande & Pravin Krishna & Marcelo Olarreaga, 2009. "What Governments Maximize and Why: The View from Trade," NBER Working Papers 14953, National Bureau of Economic Research, Inc.
    55. Giacomo Ponzetto, 2008. "Asymmetric information and trade policy," Economics Working Papers 1253, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2010.
    56. Ashish Chaturvedi & Amihai Glazer, 2005. "Competitive Proposals of Policies by Lobbies," Working Papers 050614, University of California-Irvine, Department of Economics.
    57. Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoĝlu, 2016. "Protection Versus Promotion: An Empirical Investigation," World Scientific Book Chapters, in: The Political Economy of Trade Policy Theory, Evidence and Applications, chapter 12, pages 221-236, World Scientific Publishing Co. Pte. Ltd..
    58. Tyutin, Anton & Zaporozhets, Vera, 2017. "On Legislative Lobbying under Political Uncertainty," TSE Working Papers 17-807, Toulouse School of Economics (TSE).
    59. Antràs, Pol & Padró i Miquel, Gerard, 2011. "Foreign influence and welfare," Journal of International Economics, Elsevier, vol. 84(2), pages 135-148, July.
    60. Xenia Matschke, 2006. "Do Labor Market Imperfections Increase Trade Protection? A Theoretical Investigation," Working papers 2006-12, University of Connecticut, Department of Economics, revised Apr 2007.
    61. Andrew Jonelis & Wisarut Suwanprasert, 2022. "Protection for sale: evidence from around the world," Public Choice, Springer, vol. 191(1), pages 237-267, April.
    62. Kan Yue, 2022. "Non‐tariff measures, product quality and import demand," Economic Inquiry, Western Economic Association International, vol. 60(2), pages 870-900, April.
    63. Yasar, Mahmut, 2013. "Political Influence of Exporting and Import-Competing Firms: Evidence from Eastern European and Central Asian Countries," World Development, Elsevier, vol. 51(C), pages 154-168.
    64. Baybars Karacaovali, 2011. "Trade Policy Determinants and Trade Reform in a Developing Country," Fordham Economics Discussion Paper Series dp2011-03, Fordham University, Department of Economics.
    65. Amrita Saha, 2017. "Trade Policy & Lobbying Effectiveness: Theory and Evidence for India," Working Paper Series 0417, Department of Economics, University of Sussex Business School.
    66. Bown, Chad & Crowley, Meredith A., 2016. "The Empirical Landscape of Trade Policy," CEPR Discussion Papers 11216, C.E.P.R. Discussion Papers.
    67. Michael Margolis & Jason F. Shogren, 2006. "On the Sale of Disguised Protectionism," EcoMod2006 272100060, EcoMod.
    68. Lawley, Chad, 2013. "Protectionism versus risk in screening for invasive species," Journal of Environmental Economics and Management, Elsevier, vol. 65(3), pages 438-451.
    69. Tovar, Patricia, 2011. "Lobbying costs and trade policy," Journal of International Economics, Elsevier, vol. 83(2), pages 126-136, March.
    70. Daron Djerdjian, 2010. "Economics versus politics in trade policy," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 146(2), pages 223-240, June.
    71. Per G. Fredriksson & Xenia Matschke & Jenny Minier, 2008. "For Sale: Trade Policy in Majoritarian Systems," Working papers 2008-20, University of Connecticut, Department of Economics.
    72. Kishore Gawande & Pravin Krishna & Michael J. Robbins, 2004. "Foreign Lobbies and US Trade Policy," NBER Working Papers 10205, National Bureau of Economic Research, Inc.
    73. Graham Mallard, 2014. "Static Common Agency And Political Influence: An Evaluative Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 28(1), pages 17-35, February.
    74. Ethier, Wilfred J., 2007. "The theory of trade policy and trade agreements: A critique," European Journal of Political Economy, Elsevier, vol. 23(3), pages 605-623, September.
    75. Ross Jestrab, 2021. "The effects of domestic labour mobility on trade agreements: Empirical evidence," The World Economy, Wiley Blackwell, vol. 44(8), pages 2238-2283, August.
    76. Damania, Richard & Fredriksson, Per G., 2007. "Trade policy: What's welfare got to do with it?," Economics Letters, Elsevier, vol. 96(1), pages 64-69, July.
    77. Cristina Herghelegiu, 2017. "The political economy of non-tariff measures," Working Papers halshs-01385423, HAL.
    78. Pravin Krishna & Devashish Mitra, 2003. "Reciprocated Unilateralism in Trade Policy: An Interest-Group Approach," NBER Working Papers 9631, National Bureau of Economic Research, Inc.
    79. Michael E. S. Hoffman, 2005. "Political and Public Finance Motives for Tariffs," International Trade 0510016, University Library of Munich, Germany.
    80. Bhaumik, Sumon & Estrin, Saul & Narula, Rajneesh, 2023. "Integrating host-country political heterogeneity into MNE-state bargaining: insights from international political economy," LSE Research Online Documents on Economics 120160, London School of Economics and Political Science, LSE Library.
    81. Karayalcin, Cem & Ulubaşoğlu, Mehmet Ali, 2020. "Romes without empires: Urban concentration, political competition, and economic development," European Journal of Political Economy, Elsevier, vol. 63(C).
    82. Burcin Col & Art Durnev & Alexander Molchanov, 2018. "Foreign Risk, Domestic Problem: Capital Allocation and Firm Performance Under Political Instability," Management Science, INFORMS, vol. 64(5), pages 2102-2125, May.
    83. Achim Voss & Mark Schopf, 2018. "Special interest politics: Contribution schedules vs. Nash bargaining," Economics and Politics, Wiley Blackwell, vol. 30(2), pages 256-273, July.
    84. Changyuan Luo & Jun Zhang, 2010. "China Trade Policy Review: A Political Economy Approach," The World Economy, Wiley Blackwell, vol. 33(11), pages 1390-1413, November.
    85. Fithra Faisal Hastiadi, 2011. "The determinants of east asian regionalism," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, vol. 3(2), pages 13-26, December.
    86. Wilfred J. Ethier & Arye L. Hillman, 2017. "The Politics of International Trade," CESifo Working Paper Series 6456, CESifo.
    87. Bown, Chad P. & Tovar, Patricia, 2011. "Trade liberalization, antidumping, and safeguards: Evidence from India's tariff reform," Journal of Development Economics, Elsevier, vol. 96(1), pages 115-125, September.
    88. Etienne Farvaque & Gael Lagadec, 2009. "Electoral Control when Policies are for Sale," CESifo Working Paper Series 2522, CESifo.
    89. Sonia Naccache, 2008. "The Political Economy of Trade Policy in Tunisia," Working Papers 438, Economic Research Forum, revised 09 Jan 2008.
    90. Aboushady, Nora & Zaki, Chahir, 2023. "Are global value chains for sale? On business-state relations in the MENA region," IDOS Discussion Papers 17/2023, German Institute of Development and Sustainability (IDOS).
    91. Josh Ederington & Jenny Minier, 2008. "Reconsidering the empirical evidence on the Grossman‐Helpman model of endogenous protection," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 41(2), pages 501-516, May.
    92. Richard Damania & Per Fredriksson & Thomas Osang, 2004. "Collusion, Collective Action and Protection: Theory and Evidence," Public Choice, Springer, vol. 121(3), pages 279-308, February.
    93. Marianna Belloc & Paolo Guerrieri, 2008. "Special Interest Groups and Trade Policy in the EU," Open Economies Review, Springer, vol. 19(4), pages 457-478, September.
    94. Gáname, María Cecilia, 2005. "The effects of endogenous protection on the economic landscape," IOB Working Papers 2005.01, Universiteit Antwerpen, Institute of Development Policy (IOB).
    95. Baybars Karacaovali, 2012. "Trade Policy Determinants and Trade Reform in a Developing Country: The Case of Colombia," Working Papers 201220R, University of Hawaii at Manoa, Department of Economics.
    96. kishore gawande & pravin krishna, 2005. "The Political Economy of Trade Policy: Empirical Approaches," International Trade 0503003, University Library of Munich, Germany.
    97. Nuno Limão, 2016. "Preferential Trade Agreements," NBER Working Papers 22138, National Bureau of Economic Research, Inc.

  31. Thomakos, Dimitrios D. & Wang, Tao & Wille, Luc T., 2002. "Modeling daily realized futures volatility with singular spectrum analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 312(3), pages 505-519.

    Cited by:

    1. Arteche, Josu & García-Enríquez, Javier, 2017. "Singular Spectrum Analysis for signal extraction in Stochastic Volatility models," Econometrics and Statistics, Elsevier, vol. 1(C), pages 85-98.
    2. Dimitrios Thomakos, 2008. "Optimal Linear Filtering, Smoothing and Trend Extraction for Processes with Unit Roots and Cointegration," Working Papers 0024, University of Peloponnese, Department of Economics.
    3. Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015. "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper 72084, University Library of Munich, Germany.
    4. Lee, Heera & Bogner, Christina & Lee, Saem & Koellner, Thomas, 2016. "Crop selection under price and yield fluctuation: Analysis of agro-economic time series from South Korea," Agricultural Systems, Elsevier, vol. 148(C), pages 1-11.
    5. Hassani, Hossein & Silva, Emmanuel Sirimal & Gupta, Rangan & Das, Sonali, 2018. "Predicting global temperature anomaly: A definitive investigation using an ensemble of twelve competing forecasting models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 121-139.
    6. M. Atikur Rahman Khan & D.S. Poskitt, 2014. "On The Theory and Practice of Singular Spectrum Analysis Forecasting," Monash Econometrics and Business Statistics Working Papers 3/14, Monash University, Department of Econometrics and Business Statistics.
    7. Lahmiri, Salim, 2018. "Minute-ahead stock price forecasting based on singular spectrum analysis and support vector regression," Applied Mathematics and Computation, Elsevier, vol. 320(C), pages 444-451.
    8. Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2018. "Forecasting global stock market implied volatility indices," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 111-129.
    9. Khan, M. Atikur Rahman & Poskitt, D.S., 2017. "Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application," International Journal of Forecasting, Elsevier, vol. 33(1), pages 199-213.
    10. Md Atikur Rahman Khan & D.S. Poskitt, 2010. "Description Length Based Signal Detection in singular Spectrum Analysis," Monash Econometrics and Business Statistics Working Papers 13/10, Monash University, Department of Econometrics and Business Statistics.
    11. Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek, 2020. "Multiscale characteristics of the emerging global cryptocurrency market," Papers 2010.15403, arXiv.org, revised Mar 2021.
    12. Wei, Yu, 2012. "Forecasting volatility of fuel oil futures in China: GARCH-type, SV or realized volatility models?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(22), pages 5546-5556.
    13. Papailias, Fotis & Thomakos, Dimitrios, 2017. "EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues," International Journal of Forecasting, Elsevier, vol. 33(1), pages 214-229.
    14. Sella Lisa, 2008. "Old and New Spectral Techniques for Economic Time Series," Department of Economics and Statistics Cognetti de Martiis. Working Papers 200809, University of Turin.

  32. Dhrymes, Phoebus J. & Thomakos, Dimitrios D., 1998. "Structural VAR, MARMA and open economy models," International Journal of Forecasting, Elsevier, vol. 14(2), pages 187-198, June.

    Cited by:

    1. Leu, Shawn Chen-Yu, 2011. "A New Keynesian SVAR model of the Australian economy," Economic Modelling, Elsevier, vol. 28(1-2), pages 157-168, January.
    2. De Gooijer, Jan G. & Hyndman, Rob J., 2006. "25 years of time series forecasting," International Journal of Forecasting, Elsevier, vol. 22(3), pages 443-473.
    3. Leu, Shawn, 2004. "A New Keynesian Perspective of Monetary Policy Implementation in Austr alia," Working Papers 1, University of Sydney, School of Economics.
    4. Jan G. De Gooijer & Rob J. Hyndman, 2005. "25 Years of IIF Time Series Forecasting: A Selective Review," Monash Econometrics and Business Statistics Working Papers 12/05, Monash University, Department of Econometrics and Business Statistics.
    5. Allen, P. Geoffrey & Morzuch, Bernard J., 2006. "Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years?," International Journal of Forecasting, Elsevier, vol. 22(3), pages 475-492.
    6. Shawn Chen-Yu Leu, 2006. "A New Keynesian Perspective of Monetary Policy in Australia," Working Papers 2006.01, School of Economics, La Trobe University.

Chapters

  1. Yiolanda Vasilopoulou & Dimitrios D. Thomakos, 2017. "Tax Evasion, Tax Administration, and the Impact of Growth: Tax Enforcement as Regulatory Failure in a High Tax Rates, High Tax Evasion, and Low-Growth Economic Environment," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Dimitrios D. Thomakos & Konstantinos I. Nikolopoulos (ed.), Taxation in Crisis, chapter 8, pages 175-203, Palgrave Macmillan.

    Cited by:

    1. Karen Tumanyants, 2018. "Economic impact of the change in tax rate on small enterprises of manufacturing and construction sectors: Evidence from Russia 2006-2014," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(3), pages 642-658, June.
    2. Bethencourt, Carlos & Kunze, Lars, 2020. "Social norms and economic growth in a model with labor and capital income tax evasion," Economic Modelling, Elsevier, vol. 86(C), pages 170-182.
    3. Leonardo Barros Torres & Gilberto Tadeu Lima & Jaylson Jair da Silveira, 2024. "Endogenous Tax Compliance and Macroeconomic Performance Driven by Satisficing Evolutionary Dynamics," Working Papers, Department of Economics 2024_10, University of São Paulo (FEA-USP).

  2. Platon Monokroussos & Dimitrios Thomakos & Thomas A. Alexopoulos & Eleni Lydia Tsioli, 2017. "The Determinants of Loan Loss Provisions: An Analysis of the Greek Banking System in Light of the Sovereign Debt Crisis," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Platon Monokroussos & Christos Gortsos (ed.), Non-Performing Loans and Resolving Private Sector Insolvency, chapter 9, pages 181-225, Palgrave Macmillan.
    See citations under working paper version above.
  3. Christos K. Tsenes & Dimitrios D. Thomakos, 2017. "The Double Trap: Taxes and Subsidies as Determinants of Economic Growth and the End of the Downward Growth Spiral in Greece," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Dimitrios D. Thomakos & Konstantinos I. Nikolopoulos (ed.), Taxation in Crisis, chapter 14, pages 359-387, Palgrave Macmillan.

    Cited by:

    1. Karen Tumanyants, 2018. "Economic impact of the change in tax rate on small enterprises of manufacturing and construction sectors: Evidence from Russia 2006-2014," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(3), pages 642-658, June.

  4. Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoĝlu, 2016. "Protection Versus Promotion: An Empirical Investigation," World Scientific Book Chapters, in: The Political Economy of Trade Policy Theory, Evidence and Applications, chapter 12, pages 221-236, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  5. Devashish Mitra & Dimitrios D. Thomakos & Mehmet A. Ulubaşoğlu, 2016. "“Protection For Sale” In A Developing Country: Democracy Vs. Dictatorship," World Scientific Book Chapters, in: The Political Economy of Trade Policy Theory, Evidence and Applications, chapter 9, pages 163-174, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.
  6. Devashish Mitra & Dimitrios D. Thomakos & Mehmet Ulubaşoğlu, 2016. "Can we obtain realistic parameter estimates for the ‘protection for sale’ model?," World Scientific Book Chapters, in: The Political Economy of Trade Policy Theory, Evidence and Applications, chapter 10, pages 175-198, World Scientific Publishing Co. Pte. Ltd..
    See citations under working paper version above.

Books

  1. Dimitrios D. Thomakos & Konstantinos I. Nikolopoulos (ed.), 2017. "Taxation in Crisis," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-3-319-65310-5, September.

    Cited by:

    1. Zacharia Zabsonre, 2023. "Steuern und Wirtschaftswachstum in der UEMOA [Taxes and economic growth in the WAEMU]," Post-Print hal-04116532, HAL.
    2. Janina Kotlinska & Marian Zukowski & Pawel Marzec & Jaroslaw Kuspit & Zdzislaw A. Blasiak, 2020. "Household Consumption and VAT Revenue in Poland," European Research Studies Journal, European Research Studies Journal, vol. 0(Special 2), pages 580-605.
    3. Karen Tumanyants, 2018. "Economic impact of the change in tax rate on small enterprises of manufacturing and construction sectors: Evidence from Russia 2006-2014," Business and Economic Horizons (BEH), Prague Development Center, vol. 14(3), pages 642-658, June.
    4. Athanasios ANASTASIOU & Vasiliki KREMASTIOTI, 2021. "The impact of taxation on growth: the case of Greece," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(627), S), pages 285-293, Summer.
    5. Bethencourt, Carlos & Kunze, Lars, 2020. "Social norms and economic growth in a model with labor and capital income tax evasion," Economic Modelling, Elsevier, vol. 86(C), pages 170-182.

  2. Dimitrios D. Thomakos & Platon Monokroussos & Konstantinos I. Nikolopoulos (ed.), 2015. "A Financial Crisis Manual," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-1-137-44830-9, September.

    Cited by:

    1. Michael G. Arghyrou, 2015. "The Greek Crisis and Financial Assistance Programmes: An Evaluation," CESifo Working Paper Series 5591, CESifo.

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