Selected Publications
4* ABS
1. Globally Flexible Functional Forms: The Neural Distance Function, European Journal of Operational Research, Vol. 206, No. 2, 456-469, 2010 (with Tsionas, E. & Vouldis, A.) [ABS 4*] [American Mathematical Society List] [Australian Mathematical Society List, Rank A].
2. Global approximation to arbitrary cost functions: A Bayesian approach with application to US banking, European Journal of Operational Research, Vol. 241, No. 1, 148-160, 2015 (with Tsionas, E., Vouldis, A., and Konstantakis, K.) [ABS 4*] [American Mathematical Society List] [Australian Mathematical Society List, Rank A].
3. Tourism Expenditures and Crisis Transmission: A General Equilibrium GVAR Analysis with Network Theory, Annals of Tourism Research, Vol. 66, 74-94, 2017 (with Konstantakis, K & Soklis, G.) [ABS 4*].
4. Multivariate stochastic volatility with large and moderate shocks, Journal of the Royal Statistical Society, Vol. 182(3), 887-917, 2019 (with Tsionas, E.G. & Izzeldin, M.) [ABS 4*] [American Mathematical Society List] [Australian Mathematical Society List, Rank A].
3* ABS
5. Measurement of R&D Multipliers: The Case of Greece, Journal of Technology Transfer, Vol. 30, No. 3, 327-332, 2005 (with Belegri-Roboli, A.) [ABS 3*].
6. Measuring Technological Change in Greece, Journal of Technology Transfer, Vol. 31, No. 6, 663-671, 2006 (with Belegeri-Roboli, A.) [ABS 3*].
7. Joseph Schumpeter and the German Historical School, Cambridge Journal of Economics, Oxford University Press, Vol. 33, No. 3, 495-516, 2009 (with Milios, J.) [ABS 3*].
8. Modelling Spillover Effects of Public Transportation Means: An Intra-modal GVAR Approach for Athens, Transportation Research Part E, Vol. 82, 1-18, 2015 (with Konstantakis, K., Milioti, C., & Karlaftis, M.) [ABS 3*] [Australian Mathematical Society List, Rank A].
9. Non-Linearities in Financial Bubbles: Theory and Bayesian Evidence from S&P500, Journal of Financial Stability, Vol. 24, 61-70, 2016 (with Tsionas, E.G., & Konstantakis, K.) [ABS 3*].
10. Bayesian GVAR with k-Endogenous Dominants & Input–Output Weights: Financial and Trade Channels in Crisis Transmission for BRICs , Journal of International Financial Markets, Institutions and Money, Vol. 42, 1-26, 2016 (with Tsionas, E.G., & Konstantakis, K.) [ABS 3*].
11. Debt Dynamics in Europe: A Network General Equilibrium GVAR Approach Journal of Economic Dynamics and Control, 43, 15-26, 2018 (with Konstantakis, K. & Tsionas, E.G.) [ABS 3*] [American Mathematical Society List].
12. Bank Deposits and Google Searches in a Crisis Economy: Bayesian Non-linear Evidence for Greece (2009-2015), International Journal of Finance and Economics, Vol. 26 (4), 5408-5424, 2021 (with Tsionas, E.G. Konstantakis, K. & Paraskeuopoulou, D.), https://doi.org/10.1002/ijfe.2072. [ABS 3*].
13. Supply Chains and Fake News: A novel Input-Output Neural Network approach for the US Food Sector, Annals of Operations Research, 2022 (with Konstantakis, K.N., Melissaropoulos I.G., Cheilas, P., & Xidonas, P.), https://doi.org/10.1007/s10479-022-04817-x [ABS 3*] [Australian Mathematical Society List, Rank B].
14. Carbon emissions and sustainability in Covid-19’s waves: evidence from a two-state dynamic Markov-switching regression (MSR) model, Annals of Operations Research, 2023 (with Konstantakis, K.N., Xidonas, P. and Yfanti, S.) https://doi.org/10.1007/s10479-023-05184-x [ABS 3*] [Australian Mathematical Society List, Rank B].
15. The Euro to Dollar Exchange Rate in the Covid-19 era: Evidence from Spectral Causality and Markov-Switching estimation, International Journal of Finance and Economics, 1-9, 2023 (with Konstantakis, K.N., Melissaropoulos, I.G., and Daglis, T.) https://doi.org/10.1002/ijfe.2524 [ABS 3*].
16. Solar Events and the US Energy Sector: A Novel Sectoral Spillover GVAR Approach Introducing Indirect GIRFs (IGIRFs), Annals of Operations Research, 2023 (with Daglis, T., Konstantakis K.N., Xidonas, P. & Zopounidis, C.) https://doi.org/10.1007/s10479-023-05471-7 [ABS 3*] [Australian Mathematical Society List, Rank B].
17. Gold and CoVid-19: Uncovering the Safe Haven Hypothesis with Dynamic MSR Modeling, International Review of Financial Analysis 2023, 89, 102858 (with Konstantakis, K.N., Xidonas, P. & Goutte, S.) [ABS 3*].
18. Energy firms in China towards resilience: A dynamic quantile connectedness approach, Energy Economics, Volume 139, 107921, 2024 (with Koulmas, P., Konstantakis, K. N., Karadimitropoulou, A. & Karkalakos, S.) [ABS 3*].
19. Introducing the GVAR-GARCH model: Evidence from financial markets, Journal of International Financial Markets, Institutions & Money, Volume 91, 101936, 2024 (with Prelorentzos, A.-G. N., Konstantakis, K. N., Xidonas, P., Goutte, S. & Thomakos, D.) [ABS 3*].
20. Solar Weather Dynamics and the US Economy: A Comprehensive GVAR Perspective, Review of Quantitative Finance and Accounting, 63, 955–977, 2024 (with Daglis, T., Konstantakis, K. N., Xidonas, P. & Samitas, A.) [ABS 3*].
21. Responsible artificial intelligence for measuring efficiency: a neural production specification, Annals of Operations Research, https://doi.org/10.1007/s10479-024-05929-2, 2024 (with Konstantakis, K. N., Xidonas, P., Prelorentzos, A.-G. N. & Samitas, A.) [ABS 3*] [Australian Mathematical Society List, Rank B].