|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:
Most Significant Career Research Contributions:
“Efficiency of the California Electricity Reserves Market” (with Aaron Smith), Journal of Applied Econometrics, Vol. 22, No. 6 (September/October 2007), pp. 1127–1144.
“Maximum Likelihood Estimation of VARMA Models Using a State Space EM Algorithm” (with Aaron Smith), Journal of Time Series Analysis, Vol. 28, No. 5 (September 2007), pp. 666–685.