Konstantinos Metaxoglou
Associate Professor
| Degrees: | B.A. (Macedonia), M.Sc. (UCL), Ph.D. (California at Davis) |
| Phone: | 613-520-2600 x 3755 |
| Email: | konstantinos.metaxoglou@carleton.ca |
| Office: | D-893 Loeb |
| Website: | Browse |
Languages spoken other than English: Greek
Research fields: econometrics, applied industrial organization, empirical financial economics
Expertise:
• 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.