Anastasios Panagiotelis

Assoc Professor

20082020

Research output per year

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Research Output

When did it go wrong? The case of Greek sovereign debt

Sarafidis, V., Panagiotelis, A. & Panagiotidis, T., 1 Jan 2017, The Greek Debt Crisis: In Quest of Growth in Times of Austerity. Floros, C. & Chatziantoniou, I. (eds.). 1st ed. Cham Switzerland: Palgrave Macmillan, p. 1-35 35 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

Probabilistic forecast reconciliation with applications to wind power and electric load

Jeon, J., Panagiotelis, A. & Petropoulos, F., Dec 2019, In : European Journal of Operational Research. 279, 2, p. 364-379 16 p.

Research output: Contribution to journalArticleResearchpeer-review

3 Citations (Scopus)

Pair copula constructions for multivariate discrete data

Panagiotelis, A. N., Czado, C. & Joe, H., 2012, In : Journal of the American Statistical Association. 107, 499, p. 1063 - 1072 10 p.

Research output: Contribution to journalArticleResearchpeer-review

67 Citations (Scopus)

Model selection for discrete regular vine copulas

Panagiotelis, A., Czado, C., Joe, H. & Stöber, J., 1 Feb 2017, In : Computational Statistics and Data Analysis. 106, p. 138-152 15 p.

Research output: Contribution to journalArticleResearchpeer-review

12 Citations (Scopus)

Macroeconomic forecasting for Australia using a large number of predictors

Panagiotelis, A., Athanasopoulos, G., Hyndman, R. J., Jiang, B. & Vahid, F., 1 Apr 2019, In : International Journal of Forecasting. 35, 2, p. 616-633 18 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Hierarchical Forecasting

Athanasopoulos, G., Gamakumara, P., Panagiotelis, A., Hyndman, R. J. & Affan, M., 2020, Macroeconomic Forecasting in the Era of Big Data: Theory and Practice. Fuleky, P. (ed.). 1st ed. Cham Switzerland: Springer, p. 689-719 31 p. (Advanced Studies in Theoretical and Applied Econometrics; vol. 52).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

From Amazon to Apple: Modeling online retail sales, purchase incidence, and visit behavior

Panagiotelis, A. N., Smith, M. S. & Danaher, P. J., 2014, In : Journal of Business & Economic Statistics. 32, 1, p. 14 - 29 16 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Bayesian skew selection for multivariate models

Panagiotelis, A. & Smith, M., 2010, In : Computational Statistics and Data Analysis. 54, 7, p. 1824 - 1839 16 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Bayesian inference for the one-factor copula model

Tan, B. K., Panagiotelis, A. & Athanasopoulos, G., 2019, In : Journal of Computational and Graphical Statistics. 28, 1, p. 155-173 19 p.

Research output: Contribution to journalArticleResearchpeer-review

Bayesian identification, selection and estimation of semiparametric functions in high-dimensional additive models

Panagiotelis, A. & Smith, M., 2008, In : Journal of Econometrics. 143, 2, p. 291 - 316 26 p.

Research output: Contribution to journalArticleResearchpeer-review

47 Citations (Scopus)

Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions

Panagiotelis, A. & Smith, M., 2008, In : International Journal of Forecasting. 24, 4, p. 710 - 727 18 p.

Research output: Contribution to journalArticleResearchpeer-review

67 Citations (Scopus)

A forecast reconciliation approach to cause-of-death mortality modeling

Li, H., Li, H., Lu, Y. & Panagiotelis, A., May 2019, In : Insurance: Mathematics and Economics. 86, p. 122-133 12 p.

Research output: Contribution to journalArticleResearchpeer-review