Research

Selected Publications

• Apergis N., Plakandaras V. and Pragidis I (2020) Momentum and reversals in stock markets, International Journal of Finance and Economics., forthcoming.

• Plakandaras V., Gogas P. and Papadimitriou T. (2020) Gold against the machine, Computational Economics, forthcoming.

• Plakandaras V., Gogas P. and Papadimitriou T. (2019) A re-evaluation of the term spread as a leading indicator, International Review of Economics and Finance, vol. 64, pp. 476-492.

• Pragidis I., Tsintzos P. and Plakandaras V. (2018) Asymmetric effects of government spending shocks during the financial cycle, Economic Modelling, vol. 68, pp. 372-387.

• Plakandaras V., Papadimitriou T. and Gogas P. (2015) Forecasting monthly and daily exchange rates with machine learning methodologies, Journal of Forecasting, vol. 34 (7), pp. 560-573.

• Plakandaras V., Gupta R. and Wohar M.E. (2018) UK Macroeconomic Volatility: Historical Evidence Over Seven Centuries, Journal of Policy Modeling, vol. 40 (4), pp. 767-789.

Projects

• Researcher in the Thalis research grant 2011-2015 (MIS 280929) financed by the European Union under the general title “Study and Forecasting of economic time series with machine learning techniques”.

• Researcher in the Horizon 2020 program “PROFIT - Promoting Financial Awareness and Stability” (Grant No 687895) from January 2016 to June 2017.

• Researcher in the Horizon 2020 program “CUTLER - Coastal urban development through the lenses of Resiliency” (Grant No 770469) from January 2018 to December 2020