Photo of Konstantinos Metaxoglou

Konstantinos Metaxoglou

Associate Professor

Degrees:B.A. (Macedonia), M.Sc. (UCL), Ph.D. (California at Davis)
Phone:613-520-2600 x 3755
Office:D-893 Loeb

Languages spoken other than English: Greek

Research fields: econometrics, applied industrial organization, empirical financial economics

• discrete-choice demand models
• quantiles with applications in finance
• economics of electricity markets
• state-space modelling

Refereed Publications in the Last 6 Years:

“Productivity Spillovers from Pollution Reduction: Reducing Coal Use Increases Crop Yields,” with
Aaron Smith, American Journal of Agricultural Economics, published on-line, July 2019, pp. 1-23.

“Environmental Implications of Market Structure: Shale Gas and Electricity Markets,” with
Christopher Knittel and Andre Trindade, International Journal of Industrial Organization, 63, 2019,
pp. 511-55.

“Carbon Emissions and Business Cycles,” with Hashmat Khan, Christopher Knittel, and Maya
Papineau, Journal of Macroeconomics, 60, 2019, pp. 1-19.

“Option-Implied Equity Predictions via Entropic Tilting,” with Davide Pettenuzzo and Aaron Smith,
Journal of Financial Econometrics, published online 2018-04-30.

“Forecasting Stock Returns Using Option-Implied State Prices,” with Aaron Smith, Journal of
Financial Econometrics, 15(3), 2017, pp. 427-473.

“State Prices of Conditional Quantiles: New Evidence on Time Variation in the Pricing Kernel,” with
Aaron Smith, Journal of Applied Econometrics, 32(1), 2017, pp. 192–217.

“Working with Data: Two Empiricists’ Perspective,” with Christopher Knittel, Journal of Econometric
Methods (Practitioner’s Corner), published online 2016-03-09.

“Are we fracked? The impact of falling gas prices and the implications for coal-to-gas switching and
carbon emissions,” Oxford Review of Economic Policy, 32(2), 2016, pp. 241-259.

Most Significant Career Research Contributions:

“Efficiency of the California Electricity Reserves Market” (with Aaron Smith), Journal of Applied Econometrics, Volume 22, Number 6, September/October 2007, Pages 1127–1144.

“Maximum Likelihood Estimation of VARMA Models Using a State Space EM Algorithm” (with Aaron Smith), Journal of Time Series Analysis, Volume 28, Number 5, September 2007, Pages 666–685.