Stavros K. Stavroglou

University of Edinburgh Business School

Assistant Professor

29 Buccleuch Pl, Edinburgh

Edinburgh, EH8 9JS

United Kingdom

http://https://www.stavroglou.com/#/

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 33,078

SSRN RANKINGS

Top 33,078

in Total Papers Downloads

2,886

SSRN CITATIONS

13

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Causality Networks of Financial Assets

Journal of Network Theory in Finance, Volume 3, Issue 2, pp 17-67, June 2017, DOI: 10.21314/JNTF.2017.029
Number of pages: 73 Posted: 22 Dec 2016 Last Revised: 20 Jul 2017
University of Edinburgh Business School, Monash University - Department of Econometrics & Business Statistics, Financial Network Analytics Ltd and California Institute of Technology
Downloads 801 (58,504)
Citation 3

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Causality, Efficient Market Hypothesis, Network Theory, Bonds, Oil

2.

Hidden Interactions in Financial Markets

Proceedings of the National Academy of Sciences (PNAS) of the United States of America, Volume 116, Issue 22, p. 10646-10651, May 2019, DOI: 10.1073/pnas.1819449116
Number of pages: 33 Posted: 28 Jan 2018 Last Revised: 03 Aug 2020
University of Edinburgh Business School, Monash University - Department of Econometrics & Business Statistics, Boston University - Center for Polymer Studies and California Institute of Technology
Downloads 622 (81,205)
Citation 7

Abstract:

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financial markets; pattern causality; complex systems; sovereign CDS networks; pairs trading

3.

A Novel Causal Risk-Based Decision-Making Methodology: The Case of Coronavirus

Risk Analysis: An International Journal, Volume 41, Issue 5, pp. 814-830, May 2021 DOI: 10.1111/risa.13678
Number of pages: 30 Posted: 10 Aug 2020 Last Revised: 07 Jun 2021
University of Edinburgh Business School, University of Maryland - College Park, University of Liverpool - Management School (ULMS), Monash University - Department of Econometrics & Business Statistics and Boston University - Center for Polymer Studies
Downloads 587 (87,349)

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Decision Making, Risk Quadruplet, Quantitative Analysis, Causality, Coronavirus, US County-level Data

4.

Prometheus Framework for Public Policy Decisions on Environmental Health Risks

Number of pages: 64 Posted: 16 Aug 2023
University of Edinburgh Business School, Monash University - Department of Econometrics & Business Statistics, University of Maryland - College Park, University of Virginia, Environmental Change Institute and Boston University - Center for Polymer Studies
Downloads 423 (129,864)

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Decision Making, Quantitative Analysis, Causality, Air Polution, Climate Change

5.

Unveiling Causal Interactions in Complex Systems

Proceedings of the National Academy of Sciences (PNAS) of the United States of America, Volume 117, Issue 14, p. 7599-7605, March 2020, DOI: 10.1073/pnas.1918269117
Number of pages: 68 Posted: 12 Nov 2020
University of Edinburgh Business School, Monash University - Department of Econometrics & Business Statistics, Boston University - Center for Polymer Studies and California Institute of Technology
Downloads 314 (180,303)
Citation 3

Abstract:

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complex systems, causality, ecosystem, brain, CDS markets

6.

Pricing and Risk Management of Financial and Credit Derivatives For Rare Event Modelling

Number of pages: 70 Posted: 08 Jun 2022 Last Revised: 26 Jan 2024
Middlesex University Business School, Group Risk - Allianz SE, University of Westminster, Monash University - Department of Econometrics & Business Statistics and University of Edinburgh Business School
Downloads 139 (383,585)

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Simulation; Risk management; Rare events; Barrier options; Barrier option hedging; Credit Default Swaps.