King's College London

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Dr Fotios Papailias

  1. The Baltic Dry Index: cyclicalities, forecasting and hedging strategies

    Papailias, F., Thomakos, D. D. & Liu, J., 1 Feb 2017, In : The Empirical Economics Letters. 52, 1, p. 255-282

    Research output: Contribution to journalArticle

  2. EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues

    Papailias, F. & Thomakos, D., 1 Jan 2017, In : INTERNATIONAL JOURNAL OF FORECASTING. 33, 1, p. 214-229

    Research output: Contribution to journalArticle

  3. Forecasting long memory series subject to structural change: A two-stage approach

    Papailias, F. & Fruet Dias, G., Oct 2015, In : INTERNATIONAL JOURNAL OF FORECASTING. 31, 4, p. 1056-1066

    Research output: Contribution to journalArticle

  4. An improved moving average technical trading rule

    Papailias, F. & Thomakos, D. D., 1 Jun 2015, In : PHYSICA A. 428, p. 458-469

    Research output: Contribution to journalArticle

  5. Covariance averaging for improved estimation and portfolio allocation

    Papailias, F. & Thomakos, D. D., 1 Feb 2015, In : Financial Markets and Portfolio Management. 29, 1, p. 31-59

    Research output: Contribution to journalArticle

  6. "Out of Sync": The Breakdown of Economic Sentiment Cycles in the EU

    Thomakos, D. D. & Papailias, F., 1 Feb 2014, In : International Review of Economics. 22, 1, p. 131-150

    Research output: Contribution to journalArticle

  7. MOMENTUM TRADING IN NEW YORK STOCK EXCHANGE (NYSE) ENERGY STOCKS

    Thomakos, D. D. & Papailias, F., 27 Dec 2013, In : International Journal of Energy and Statistics. 01, 04, p. 243-256

    Research output: Contribution to journalArticle

  8. TRADING ENERGY ETFs WITH AN IMPROVED MOVING AVERAGE STRATEGY

    Papailias, F. & Thomakos, D. D., 1 Mar 2013, In : International Journal of Energy and Statistics. 01, 01, p. 31-43

    Research output: Contribution to journalArticle

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