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