Dr. Mike Tsionas
Research themes :
Econometrics, Applied Econometrics, Bayesian Technique in Time Series and Panel Data, Efficiency and Productivity and Banking Models
Teaching department :
Finance, Control and Law
Selected Intellectual Contributions
Tsionas M.G. & Filippas D. Forthcoming. Measures of global sensitivity in linear programming: Applications in banking sector. Annals of Operations Research. https://doi.org/10.1007/s10479-021-03980-x
Tsionas M.G. Forthcoming. Optimal combinations of stochastic frontier and data envelopment analysis models. European Journal of Operational Research. https://doi.org/10.1016/j.jom.2018.10.001
Tsionas M.G. 2021. Bayesian forecasting with the structural damped trend model. International Journal of Production Economics, 234: 108046.
Tsionas M.G. Forthcoming. Multi-criteria optimization in regression. Annals of Operations Research.
Mamatzakins E. & Tsionas M.G. Forthcoming. Making inference of British household’s happiness efficiency: A Bayesian latent model. European Journal of Operation Research. https://doi.org/10.1016/j.ejor.2021.01.031
Khan C. & Tsionas M.G. 2021. Constraints in models of production and cost via slack-based measures. Empirical Economics, 60(3).
Tsionas M.G. & Apergis N. Forthcoming. Another look at Contagion across US and European financial markets: Evidence from the CDS markets. International Journal of Finance and Economics.
Rezitis A., Rokopanos A. & Tsionas M.G. 2021. Investigating dynamic price co-movements in the international milk market using copulas: the role of trade agreements. Economic Modelling, 95: 215-227.
Karakaplan M., Kutlu L.& Tsionas M.G. Forthcoming. A solution to log of dependent variables with negative observations. Journal of Productivity Analysis.