Stelios Bekiros
Stelios Bekiros
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TitleCited byYear
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality
SD Bekiros, CGH Diks
Energy Economics 30 (5), 2673-2685, 2008
Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets
SD Bekiros
International Review of Financial Analysis 33, 58-69, 2014
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance
SD Bekiros, DA Georgoutsos
Journal of International Financial Markets, Institutions and Money 15 (3 …, 2005
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method
M Balcilar, S Bekiros, R Gupta
Empirical Economics 53 (3), 879-889, 2017
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing
SD Bekiros, CGH Diks
Journal of macroeconomics 30 (4), 1641-1650, 2008
Impact of speculation and economic uncertainty on commodity markets
P Andreasson, S Bekiros, DK Nguyen, GS Uddin
International review of financial analysis 43, 115-127, 2016
The multiscale causal dynamics of foreign exchange markets
S Bekiros, M Marcellino
Journal of International Money and Finance 33, 282-305, 2013
Oil price forecastability and economic uncertainty
S Bekiros, R Gupta, A Paccagnini
Economics Letters 132, 125-128, 2015
Direction‐of‐change forecasting using a volatility‐based recurrent neural network
SD Bekiros, DA Georgoutsos
Journal of Forecasting 27 (5), 407-417, 2008
Incorporating economic policy uncertainty in US equity premium models: a nonlinear predictability analysis
S Bekiros, R Gupta, A Majumdar
Finance Research Letters 18, 291-296, 2016
Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets
SD Bekiros
European Journal of Operational Research 202 (1), 285-293, 2010
Evolutionary relationships among the Scarabaeini (Coleoptera: Scarabaeidae) based on combined molecular and morphological data
SA Forgie, U Kryger, P Bloomer, CH Scholtz
Molecular Phylogenetics and Evolution 40 (3), 662-678, 2006
On economic uncertainty, stock market predictability and nonlinear spillover effects
S Bekiros, R Gupta, C Kyei
The North American journal of economics and finance 36, 184-191, 2016
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets
S Bekiros, DK Nguyen, LS Junior, GS Uddin
European Journal of Operational Research 256 (3), 945-961, 2017
Business cycle (de) synchronization in the aftermath of the global financial crisis: implications for the Euro area
S Bekiros, DK Nguyen, GS Uddin, B Sjö
Studies in Nonlinear Dynamics & Econometrics 19 (5), 609-624, 2015
Heterogeneous trading strategies with adaptive fuzzy actor–critic reinforcement learning: A behavioral approach
SD Bekiros
Journal of Economic Dynamics and Control 34 (6), 1153-1170, 2010
On the time scale behavior of equity-commodity links: implications for portfolio management
S Bekiros, DK Nguyen, GS Uddin, B Sjö
Journal of international financial markets, institutions and money 41, 30-46, 2016
Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics
SD Bekiros
Journal of Banking & Finance 39, 117-134, 2014
The extreme-value dependence of Asia-Pacific equity markets
SD Bekiros, DA Georgoutsos
Journal of Multinational Financial Management 18 (3), 197-208, 2008
Chaos, randomness and multi-fractality in Bitcoin market
S Lahmiri, S Bekiros
Chaos, solitons & fractals 106, 28-34, 2018
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