30 citations · 59 across the 8 of their papers we have counts for
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q-fin.ST2017★ 1 cited
Using nonlinear stochastic and deterministic (chaotic tools) to test the EMH of two Electricity Markets the case of Italy and Greece
George P Papaioannou, Christos Dikaiakos, Anargyros Dramountanis +2
Utilization of non-linear tools to characterize the state of development of the electricity markets in Italy and Greece. This is equivalent to testing the Efficient Market Hypothes…
q-fin.ST2017
Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece
Panagiotis G. Papaioannou, George P. Papaioannou, Kostas Siettos +2
Liberalization of electricity markets has increasingly created the need for understanding the volatility and correlation structure between electricity and financial markets. This w…