1. "On Measuring Competiton in the Ship Management Industry",
Journal of Shipping and Trade, 10 (8). 2025 pdf
2. "Multiscale SUR Estimation of Systematic Risk",
Studies in Nonlinear Dynamics and Econometrics, 29 (2), 2025. Link
3. "Hedonic Decomposition of Beer Prices: Consumer Ratings and Quantity Discounts",
International Journal of the Economics of Business, 31(1), 1-23, 2024. Link
4. "Switching Costs and Geographic Price Discrimination in the Ship Management Industry",
International Journal of Shipping and Transport Logistics, Vol. 17, No. 4, 414-450, 2023. pdf
5. "Retail Distribution Evaluation in Brand Level Sales Response Models",
Journal of Marketing Analytics, 11, 366-378, 2023. pdf
6. "Precious Metals Comovements in Turbulent Times: COVID-19 and the Ukrainian Conflict",
Journal of Risk and Financial Management, 16(5), 280, 2023. pdf
7. "Multiscale Partial Correlation Clustering of Stock Market Returns",
Journal of Risk and Financial Management, 15(1), 24, 2022 . pdf
8. "Wavelet Multidimensional Scaling Analysis of European Economic Sentiment Indicators",
Journal of Classification, 38(3): 443-480, 2021 . pdf
9. "The Systematic Risk of Gold at Different Time-scales",
Economics Bulletin, 39 (2): 1215 - 1227, 2019. pdf
10. "Determinants of Ship Management Fees",
chapter 10 in P. M. Panayides (Ed.),
Routledge Handbook of Maritime Management, 2019. Link
11. Discussion of “Should we Sample a Time Series More Frequently?: Decision Support via Multirate Spectrum
Estimation” by G.P. Nason, B. Powell, D. Elliott and P.A. Smith.
Journal of the Royal Statistical Society: Series A, 180 (2): 353-407, 2017. Link
12. "Case Study: Shipping Trend Estimation and Prediction via Multiscale Variance Stabilisation",
Journal of Applied Statistics 44 (15): 2672 - 2684, 2017 (with Guy P. Nason). pdf
13. "Market Concentration and Nonlinear Pricing in European Banking",
Journal of Economics and Business 85 (May-June): 1-12, 2016. Link
14. "Channel Concentration and Retail Prices: Evidence from the Traditional Cheese Market of Cyprus",
Journal of Agricultural and Food Industrial Organization 14 (1): 109–119, 2016 (with Anna G. Markidou). Link
15. "National Sentiment and Consumer Choice: The Iraq War and Sales of US Products in Arab Countries",
Scandinavian Journal of Economics 117 (3): 769 - 1048, 2015 (with Sofronis Clerides and Peter Davis). Link
16. "A Wavelet Smoothing Method to Improve Conditional Sales Forecasting",
Journal of the Operational Research Society 66 (5): 832–844, 2015. Link
17. "Multiscale Analysis of the Liquidity Effect in the UK Economy",
Computational Economics 45 (4): 615-633, 2015. Link
18. "Investing in Gold: Individual Asset Risk in the Long-Run",
Finance Research Letters 11 (4): 369-374, 2014. Link
19. "Time Scale Evaluation of Economic Forecasts",
Economics Letters 123 (3): 279-281, 2014. Link
20. " Do More Forecasts Always Improve Averages of Model Forecasts? Evidence From Reports Published by HM Treasury",
Operations Research Insight 26 (4): 234-241, 2013. Link
21. "Determinants of Retail Wine Prices: Evidence From Cyprus",
Empirical Economics 45 (1): 267- 280, 2013 (with Anna G. Markidou). Link
22. "Forecasting Brand Sales with Wavelet Decompositions of Related Causal Series",
International Journal of Business Forecasting and Marketing Intelligence, 1 (2): 95 - 110, 2009. Link
23. "Regression Analysis of Marketing Time Series: A Wavelet Approach With Some Frequency Domain
Insights", Review of Marketing Science 7 (1): 2, 2009. Link
24. "Wavelet Instruments for Efficiency Gains in Generalized Method of Moment Models",
Studies in Nonlinear Dynamics and Econometrics 11 (4): 4, 2007 (with Theofanis Sapatinas). pdf
1. "Cost Function Modeling in Ship Management Operations", 2025.
2. "Wavelet Estimation of Time-Varying Systematic Risk", 2025.
3. "Excess liquidity and the deposi facility - €STR spread", 2025.
OTHER RESEARCH REPORTS
1. "Mean Squared Prediction Error Reduction with Instrumental Variables",
Central Bank of Cyprus, working paper, 2016. pdf
2. "Measuring Market Power in the Banking Industry in the Presence of Opportunity Cost",
Central Bank of Cyprus, Mimeo, 2013. pdf
3. "Denoised Least Squares Forecasting of GDP Changes Using Indexes of Consumer and Business Sentiment",
Bank for International Settlements, IFC Bulletin, No. 34, November 2011, pp. 383-392. pdf
4. "Increasing Marketing Accuracy: Wavelet Based Forecasting Techniques",
ESOMAR, Congress 2006 - Foresight: The Predictive Power of Research.
5. "Market Concentration and Nonlinear Pricing: Evidence from Detergents Prices in Six Countries",
University of Cyprus, Working Paper, 2006 (with Sofronis Clerides). pdf