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D-Index & Metrics

Economics and Finance

D-Index
49
Citations
8257
World Ranking
1457
National Ranking
31

Overview

Stelios D. Bekiros is affiliated with the European University Institute in Italy. Their research spans multiple disciplines with a primary focus on Economics, Econometrics and Finance, as well as Computer Science. Within these fields, Bekiros's work is concentrated in areas including Economics and Econometrics, Statistical and Nonlinear Physics, Finance, Computer Networks and Communications, and Control and Systems Engineering.

The scientist's main research topics cover a diverse range of subjects related to complex systems and dynamics. These include:

  • Complex Systems and Time Series Analysis
  • Market Dynamics and Volatility
  • Chaos Control and Synchronization
  • Neural Networks Stability and Synchronization
  • Financial Risk and Volatility Modeling
  • Fractional Differential Equations Solutions
  • Nonlinear Dynamics and Pattern Formation

Bekiros has contributed extensively to academic publications with frequent appearances in venues such as:

  • Chaos Solitons & Fractals
  • Mathematics
  • Entropy
  • Fractals
  • SSRN Electronic Journal

Their recent papers illustrate a breadth of study within energy markets, financial systems, and the impact of societal factors on these domains. Notable publications include:

  • A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series (2020, Energy)
  • The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets (2020, Chaos Solitons & Fractals)
  • The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization (2020, Chaos Solitons & Fractals)
  • Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak (2020, Chaos Solitons & Fractals)
  • How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? (2023, Energy Economics)

The scientist collaborates frequently with other researchers, highlighting ongoing partnerships in their work. Frequent co-authors include:

  • Hadi Jahanshahi
  • Salim Lahmiri
  • Ayman A. Aly
  • Qijia Yao
  • Amin Yousefpour

Best Publications

  • A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series

    Seçkin Karasu;Aytaç Altan;Stelios Bekiros;Stelios Bekiros;Wasim Ahmad

  • The relationship between crude oil spot and futures prices: cointegration, linear and nonlinear causality

    Stelios D. Bekiros;Cees G.H. Diks

  • Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques

    Aytaç Altan;Seçkin Karasu;Stelios Bekiros;Stelios Bekiros

  • Cryptocurrency forecasting with deep learning chaotic neural networks

    Salim Lahmiri;Stelios Bekiros

  • The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method

    Mehmet Balcilar;Stelios Bekiros;Rangan Gupta

  • Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets

    Stelios D. Bekiros;Stelios D. Bekiros

  • The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets.

    Salim Lahmiri;Stelios Bekiros;Stelios Bekiros

  • Black swan events and safe havens: The role of gold in globally integrated emerging markets

    Stelios D. Bekiros;Sabri Boubaker;Duc Khuong Nguyen;Gazi Salah Uddin

  • Impact of speculation and economic uncertainty on commodity markets

    Pierre Andreasson;Stelios D. Bekiros;Duc Khuong Nguyen;Gazi Salah Uddin

  • A fractional-order hyper-chaotic economic system with transient chaos

    Amin Yousefpour;Hadi Jahanshahi;Jesus M. Munoz-Pacheco;Stelios Bekiros;Stelios Bekiros

  • Chaos, randomness and multi-fractality in Bitcoin market

    Salim Lahmiri;Stelios D. Bekiros

  • Long-range memory, distributional variation and randomness of bitcoin volatility

    Salim Lahmiri;Stelios D. Bekiros;Antonio Salvi

  • Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets☆

    Stelios D. Bekiros;Stelios D. Bekiros;Duc Khuong Nguyen;Leonidas Sandoval Junior;Gazi Salah Uddin

  • Oil price forecastability and economic uncertainty

    Stelios D. Bekiros;Rangan Gupta;Alessia Paccagnini

  • Herding behavior, market sentiment and volatility : will the bubble resume?

    Stelios D. Bekiros;Mouna Jlassi;Brian Lucey;Kamel Naoui

  • A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization

    Hadi Jahanshahi;Amin Yousefpour;Zhouchao Wei;Raúl Alcaraz

  • How social imbalance and governance quality shape policy directives for energy transition in the OECD countries?

    Unknown

  • The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization

    Shu-Bo Chen;Hadi Jahanshahi;Oumate Alhadji Abba;J.E. Solís-Pérez

  • Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak

    Amin Yousefpour;Hadi Jahanshahi;Stelios Bekiros;Stelios Bekiros

  • On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller

    Hadi Jahanshahi;Samaneh Sadat Sajjadi;Stelios Bekiros;Ayman A. Aly

  • Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance

    Stelios D. Bekiros;Dimitris A. Georgoutsos

  • Incorporating economic policy uncertainty in US equity premium models : a nonlinear predictability analysis

    Stelios D. Bekiros;Rangan Gupta;Anandamayee Majumdar

Frequent Co-Authors

Gazi Salah Uddin
Gazi Salah Uddin Linköping University
Salim Lahmiri
Salim Lahmiri Concordia University
Rangan Gupta
Rangan Gupta University of Pretoria
Syed Jawad Hussain Shahzad
Syed Jawad Hussain Shahzad Montpellier Business School
Duc Khuong Nguyen
Duc Khuong Nguyen Pôle Universitaire Léonard de Vinci
Massimiliano Marcellino
Massimiliano Marcellino Bocconi University
José Francisco Gómez-Aguilar
José Francisco Gómez-Aguilar National Technological Institute of Mexico
David Roubaud
David Roubaud Montpellier Business School
Sabri Boubaker
Sabri Boubaker EM Normandie
Mark E. Wohar
Mark E. Wohar University of Nebraska at Omaha

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