Nickolaos Tzeremes
Biographic Data
| ID | 9113392 |
|---|---|
| NAME | Nickolaos Tzeremes |
| GIVEN NAMES | Nickolaos |
| FAMILY NAME | Tzeremes |
| SIGNATURE | TZEREMES N |
| AFFILIATIONS | University of Thessaly |
| ORCID | 0000-0002-6938-3404 |
| VERIFIED | Yes |
| TOTAL WORKS | 9 |
| TOTAL CITATIONS | 1 |
| AUTHOR COUNT | 9 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2009 |
| LATEST PUBLICATION YEAR | 2026 |
| H-INDEX | 1 |
Airline stocks and Travel & Leisure sector conditions
The Travel and Leisure (T&L) sector and the airline industry are deeply interconnected parts of global financial markets. Understanding how T&L conditions shape airline stock returns across different market phases is essential for sound investment and risk management decisions. We hypothesize a bidirectional and asymmetric relationship that intensifies under extreme market conditions and over shorter time horizons. Using 1193 synchronized daily o…
Exploring the research impact of Professor Efthymios (Mike) Tsionas
This paper provides a literature review of Professor Efthymios (Mike) Tsionas’ influential contributions to the fields of econometrics and tourism economics. Tsionas’ research spans a broad spectrum of methodological advancements and empirical analyses, focusing particularly on Bayesian inference, stochastic frontier models, and efficiency and productivity estimation. In econometrics, Tsionas’ work has significantly advanced the understanding and…
Hotels’ occupancy rates and convergence
The scope of this study is to unravel possible convergence clubs regarding the occupancy rates of the hotel industry in the US states in the aftermath of the first COVID-19 pandemic wave. For this reason, the underlying paper resorts to the application of the generic convergence algorithm developed in Phillips and Sul (2007) for a sample of 50 US states over the daily period ranging from 01.12.2019 to 26.07.2020. The empirical analysis supports t…
ARDL bounds test for cointegration
This paper replicates the UK earnings equation using the autoregressive distributed lag (ARDL) modeling approach and the bounds test for cointegration by Pesaran et al. ( Journal of Applied Econometrics , 2001, 16(3), 289–326). The findings from the narrow sense fully replicate the original results using the open‐source language R and the ARDL package. In the wide sense replication, augmented data are employed, thus extending the end period from …
Productivity in the Hotel Industry
In the literature, it is highlighted that the deterministic nature of the data envelopment analysis–based productivity measures makes them sensitive to sample characteristics. However, the majority of the related empirical studies ignore the potential bias in their data envelopment analysis–based productivity estimations. This article illustrates how the order-α quantile-type estimators can be applied to construct a robust version of the Malmquis…
Financial centres' competitiveness and economic convergence
This study analyses the gaps in financial centres' competitiveness and their impact on regional economic convergence in 23 European Union Member States during the period of the Global Financial Crisis. In particular, we explore the economic convergence and divergence patterns among regions from two different perspectives across the selected European Union Member States and within each country. From a methodological viewpoint, we apply a fully non…
Measuring Sustainability Efficiency Using a Two‐Stage Data Envelopment Analysis Approach
In this article, we apply an additive two‐stage data envelopment analysis estimator on a panel of 20 countries with advanced economies for the time period 1990–2011 in order to create a composite sustainability efficiency index. We use a window‐based approach in order to study the countries over the years. The sustainability efficiency index is decomposed into production efficiency and eco‐efficiency indicators. The results reveal inequalities am…
Oil consumption and economic efficiency
Exploring the existence of Kuznets curve in countries' environmental efficiency using DEA window analysis
Financial centres' competitiveness and economic convergence
This study analyses the gaps in financial centres' competitiveness and their impact on regional economic convergence in 23 European Union Member States during the period of the Global Financial Crisis. In particular, we explore the economic convergence and divergence patterns among regions from two different perspectives across the selected European Union Member States and within each country. From a methodological viewpoint, we apply a fully non…
Exploring the existence of Kuznets curve in countries' environmental efficiency using DEA window analysis
Oil consumption and economic efficiency
Measuring Sustainability Efficiency Using a Two‐Stage Data Envelopment Analysis Approach
In this article, we apply an additive two‐stage data envelopment analysis estimator on a panel of 20 countries with advanced economies for the time period 1990–2011 in order to create a composite sustainability efficiency index. We use a window‐based approach in order to study the countries over the years. The sustainability efficiency index is decomposed into production efficiency and eco‐efficiency indicators. The results reveal inequalities am…
Financial centres' competitiveness and economic convergence
This study analyses the gaps in financial centres' competitiveness and their impact on regional economic convergence in 23 European Union Member States during the period of the Global Financial Crisis. In particular, we explore the economic convergence and divergence patterns among regions from two different perspectives across the selected European Union Member States and within each country. From a methodological viewpoint, we apply a fully non…
Productivity in the Hotel Industry
In the literature, it is highlighted that the deterministic nature of the data envelopment analysis–based productivity measures makes them sensitive to sample characteristics. However, the majority of the related empirical studies ignore the potential bias in their data envelopment analysis–based productivity estimations. This article illustrates how the order-α quantile-type estimators can be applied to construct a robust version of the Malmquis…
ARDL bounds test for cointegration
This paper replicates the UK earnings equation using the autoregressive distributed lag (ARDL) modeling approach and the bounds test for cointegration by Pesaran et al. ( Journal of Applied Econometrics , 2001, 16(3), 289–326). The findings from the narrow sense fully replicate the original results using the open‐source language R and the ARDL package. In the wide sense replication, augmented data are employed, thus extending the end period from …
Hotels’ occupancy rates and convergence
The scope of this study is to unravel possible convergence clubs regarding the occupancy rates of the hotel industry in the US states in the aftermath of the first COVID-19 pandemic wave. For this reason, the underlying paper resorts to the application of the generic convergence algorithm developed in Phillips and Sul (2007) for a sample of 50 US states over the daily period ranging from 01.12.2019 to 26.07.2020. The empirical analysis supports t…
Exploring the research impact of Professor Efthymios (Mike) Tsionas
This paper provides a literature review of Professor Efthymios (Mike) Tsionas’ influential contributions to the fields of econometrics and tourism economics. Tsionas’ research spans a broad spectrum of methodological advancements and empirical analyses, focusing particularly on Bayesian inference, stochastic frontier models, and efficiency and productivity estimation. In econometrics, Tsionas’ work has significantly advanced the understanding and…
Airline stocks and Travel & Leisure sector conditions
The Travel and Leisure (T&L) sector and the airline industry are deeply interconnected parts of global financial markets. Understanding how T&L conditions shape airline stock returns across different market phases is essential for sound investment and risk management decisions. We hypothesize a bidirectional and asymmetric relationship that intensifies under extreme market conditions and over shorter time horizons. Using 1193 synchronized daily o…
Economics (8 works) · Econometrics (5 works) · Macroeconomics (4 works) · Computer Science (3 works) · Data envelopment analysis (3 works) · Efficiency Analysis Using DEA (3 works) · Engineering (3 works) · Mathematics (3 works) · Statistics (3 works) · Aviation Industry Analysis and Trends (2 works)