George Filis : Citation Profile

Are you George Filis?

Bournemouth University

14

H index

19

i10 index

739

Citations

RESEARCH PRODUCTION:

38

Articles

31

Papers

RESEARCH ACTIVITY:

   12 years (2006 - 2018). See details.
   Cites by year: 61
   Journals where George Filis has often published
   Relations with other researchers
   Recent citing documents: 186.    Total self citations: 37 (4.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi186
   Updated: 2019-05-18    RAS profile: 2019-05-15    
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Relations with other researchers

Works with:

Degiannakis, Stavros (26)

Antonakakis, Nikolaos (19)

Duffy, David (4)

Cuñado, Juncal (4)

Pérez de Gracia, Fernando (3)

GUPTA, RANGAN (2)

Gabauer, David (2)

Angelidis, Timotheos (2)

Arora, Vipin (2)

Floros, Christos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with George Filis.

Is cited by:

GUPTA, RANGAN (54)

Ratti, Ronald (42)

Kang, Wensheng (27)

Balcilar, Mehmet (18)

Wohar, Mark (15)

Shahbaz, Muhammad (14)

Yoon, Kyung Hwan (13)

Bouri, Elie (13)

Tiwari, Aviral (13)

GUESMI, Khaled (12)

Smyth, Russell (12)

Cites to:

Kilian, Lutz (130)

Hamilton, James (74)

AROURI, Mohamed (54)

Ratti, Ronald (52)

Degiannakis, Stavros (48)

Nguyen, Duc Khuong (45)

Antonakakis, Nikolaos (43)

Diebold, Francis (42)

Baumeister, Christiane (37)

Bollerslev, Tim (37)

Apergis, Nicholas (36)

Main data

Where George Filis has published?

Journals with more than one article published# docs
Economic Modelling5
Energy Economics4
Annals of Tourism Research4
International Review of Financial Analysis3
Scottish Journal of Political Economy2
The Energy Journal2
Journal of Emerging Market Finance2
Applied Economics2
Journal of International Financial Markets, Institutions and Money2
Global Finance Journal2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany19
BAFES Working Papers / Department of Accounting, Finance & Economic, Bournemouth University6
Working Papers / Bank of Greece2

Recent works citing George Filis (2019 and 2018)

YearTitle of citing document
2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

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2018Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Scarcioffolo, Alexandre Ribeiro ; Etienne, Xiaoli L. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976.

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2018“A regional perspective on the accuracy of machine learning forecasts of tourism demand based on data characteristics”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201802.

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2018Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2018How does stock market volatility react to oil shocks?. (2018). Manera, Matteo ; Bastianin, Andrea. In: Papers. RePEc:arx:papers:1811.03820.

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2019The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market. (2019). Usman, Muhammad ; Siddiqui, Danish Ahmed. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2019:p:45-61.

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2018Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Sanin Restrepo, Sebastian ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051.

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2018Return Volatility and Macroeconomic Factors: A Comparison of US and Pakistani Firms. (2018). Jan, Sharif Ullah ; Khan, Hashim . In: Business & Economic Review. RePEc:bec:imsber:v:10:y:2018:i:2:p:1-28.

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2018Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

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2018Reinvestigating the Oil Price–Stock Market Nexus: Evidence from Chinese Industry Stock Returns. (2018). Fang, Sheng ; Egan, Paul G ; Lu, Xinsheng. In: China & World Economy. RePEc:bla:chinae:v:26:y:2018:i:3:p:43-62.

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2018Accounting and Market Value Implications of Business Environmental Initiative: The Case of JSE’s SRI Firms. (2018). Worae, Thomas A ; Ngwakwe, Collins C. In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2018:i:4:p:88-98.

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2018The regional pricing of risk: An empirical investigation of the MENA Region. (2018). Kablan, Akassi ; Belanes, Amel ; Khaled, Khaled. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00990.

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2018Role of Energy on Economy The Case of Micro to Macro Level Analysis. (2018). Sarwar, Suleman ; Khalid, Muqaddas ; Amir, Mehnoor ; Waheed, Rida. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-01019.

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2018Crude oil and equity markets in major European countries: New evidence. (2018). miloudi, anthony ; Benkraiem, Ramzi ; Lahiani, Amine ; van Hoang, Thi Hong. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00237.

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2018Asymmetric Responses of Stock Prices to Money Supply and Oil Prices Shocks in Turkey: New Evidence from a Nonlinear ARDL Approach. (2018). Altintas, Halil ; Yacouba, Kassouri . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-7.

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2018International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-9.

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2018Oil Prices and Stock Market Returns in Oil Exporting Countries: Evidence from Saudi Arabia. (2018). Khamis, Reem ; Hamdan, Allam ; Anasweh, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-36.

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2018The Impact of Oil Price Volatility, Gross Domestic Product, Foreign Direct Investment on Islamic Banking Investments: An Empirical Evidence of The United Arab Emirates. (2018). Tabash, Mosab I ; Khan, Samar H. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-39.

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2018Does economic policy uncertainty affect Tourism?. (2018). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Annals of Tourism Research. RePEc:eee:anture:v:69:y:2018:i:c:p:15-17.

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2018High Speed Rail: Fast tracking tourism in the EU?. (2018). Castillo-Manzano, Jose I ; Garrido-Micho, Jose M ; Pedregal-Tercero, Diego J ; Lopez-Valpuesta, Lourdes ; Castro-Nuo, Mercedes. In: Annals of Tourism Research. RePEc:eee:anture:v:71:y:2018:i:c:p:64-66.

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2019Forecasting tourism demand with denoised neural networks. (2019). Huang, XU ; Heravi, Saeed ; Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:74:y:2019:i:c:p:134-154.

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2019Spatial-temporal forecasting of tourism demand. (2019). Yang, Yang ; Zhang, Honglei. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:106-119.

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2019A review of research on tourism demand forecasting. (2019). Song, Haiyan ; Park, Jinah. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:338-362.

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2019Forecasting campground demand in US national parks. (2019). Rice, William L ; Newman, Peter ; Pan, Bing ; Park, So Young. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:424-438.

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2019Forecasting occupancy rate with Bayesian compression methods. (2019). Tsionas, Mike ; Assaf, George A. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:439-449.

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2017Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain. (2017). Li, Qiming ; Cheng, KE ; Yang, Xiaoguang. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p2:p:1821-1831.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue. In: Applied Energy. RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

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2017Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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2017Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

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2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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2018Relating rule of law and budgetary allocation for tourism: Does per capita income growth make a difference for Indian states?. (2018). Kar, Saibal ; Dutta, Nabamita. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:263-271.

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2019Improving the predictability of the oil–US stock nexus: The role of macroeconomic variables. (2019). Salisu, Afees ; Oloko, Tirimisiyu F ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:153-171.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2018Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States. (2018). Bai, Shuming ; Koong, Kai S. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:12-33.

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2018Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Xu, Mingli ; Tian, Shuairu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137.

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2018The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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2018The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico. (2018). Bermudez, Nancy Areli ; Saucedo, Eduardo ; Delgado, Estefania Bermudez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:266-275.

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2018Which information matters to market risk spreading in Brazil? Volatility transmission modelling using MGARCH-BEKK, DCC, t-Copulas. (2018). de Oliveira, Felipe A ; Da, Cassio ; de Jesus, Diego P ; Maia, Sinezio F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:83-100.

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2018Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach. (2018). Clements, Adam ; Herrera, Rodrigo ; Gonzalez, Sergio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:70-88.

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2018International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach. (2018). Das, Debojyoti ; Kumar, Surya Bhushan. In: Economics Letters. RePEc:eee:ecolet:v:164:y:2018:i:c:p:100-108.

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2018Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data. (2018). GUPTA, RANGAN ; Demirer, Riza. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:36-39.

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2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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2018Oil price shocks and stock return volatility: New evidence based on volatility impulse response analysis. (2018). Eraslan, Sercan ; Ali, Faek Menla. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:59-62.

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2018Geopolitical risks and stock market dynamics of the BRICS. (2018). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Bonato, Matteo. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:295-306.

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2018Liquidity and macroeconomic management in emerging markets. (2018). Chowdhury, Anup ; Anderson, Keith ; Uddin, Moshfique. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:1-24.

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2018Extreme dependence and risk spillovers between oil and Islamic stock markets. (2018). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Al-Yahyaee, Khamis H ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:42-63.

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2018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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2018Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade. (2018). Zhang, Dayong ; Shi, Xunpeng. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:33-41.

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2018Asymmetric impact of oil price on Islamic sectoral stocks. (2018). Lean, Hooi Hooi ; Badeeb, Ramez. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:128-139.

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2018Impact of oil price risk on sectoral equity markets: Implications on portfolio management. (2018). Tiwari, Aviral ; Yoon, Seong-Min ; Mitra, Amarnath ; Jena, Sangram Keshari. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:120-134.

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2018Risk spillover of international crude oil to Chinas firms: Evidence from granger causality across quantile. (2018). Peng, Cheng ; Chen, Xiuyun ; Guo, Yawei ; Zhu, Huiming. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:188-199.

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2018Oil price shocks and the financial performance patterns of logistics service providers. (2018). Hofmann, Erik ; Zinn, Martin ; Toyli, Juuso ; Solakivi, Tomi. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:290-306.

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2018Forecasting the oil futures price volatility: Large jumps and small jumps. (2018). Liu, Jing ; Zhang, Yaojie ; Yang, KE ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:321-330.

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2018Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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2018The prediction of oil price turning points with log-periodic power law and multi-population genetic algorithm. (2018). Cheng, Fangzheng ; Li, Shanling ; Fan, Dandan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:341-355.

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2018The dynamic effects of oil supply shocks on the US stock market returns of upstream oil and gas companies. (2018). Ratti, Ronald ; Kang, Wensheng ; Ewing, Bradley T. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:505-516.

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2018Automobile manufacturers, electric vehicles and the price of oil. (2018). Baur, Dirk G ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:252-262.

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2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386.

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2018The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581.

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2018Explanations for the 2014 oil price decline: Supply or demand?. (2018). Prest, Brian C. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:63-75.

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2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2018Sectoral exposure of financial markets to oil risk factors in BRICS countries. (2018). Dogah, Kingsley E ; Premaratne, Gamini. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:228-256.

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2018High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Luo, Jiawen ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:424-438.

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2018Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). Gogolin, Fabian ; Vigne, Samuel A ; Peat, Maurice ; Lucey, Brian M ; Kearney, Fearghal. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

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2019A novel market efficiency index for energy futures and their term structure risk premiums. (2019). Kuruppuarachchi, Duminda ; Roberts, Helen ; Premachandra, I M. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:23-33.

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2019Oil price shocks and Chinese banking performance: Do country risks matter?. (2019). Lee, Chien-Chiang. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:46-53.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019Do high-frequency stock market data help forecast crude oil prices? Evidence from the MIDAS models. (2019). Zhang, Yue-Jun ; Wang, Jin-Li. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:192-201.

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2019The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:217-234.

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2019Impact of oil price change on airlines stock price and volatility: Evidence from China and South Korea. (2019). Yun, Xiao ; Yoon, Seong-Min. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:668-679.

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2018Coal consumption, urbanization, and trade openness linkage in Indonesia. (2018). Managi, Shunsuke ; Kurniawan, Robi. In: Energy Policy. RePEc:eee:enepol:v:121:y:2018:i:c:p:576-583.

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2019Energy and Food Security: Linkages through Price Volatility. (2019). Taghizadeh-Hesary, Farhad ; Yoshino, Naoyuki ; Rasoulinezhad, Ehsan. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:796-806.

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2017Oil price shocks and Chinas stock market. (2017). Wei, Yanfeng ; Guo, Xiaoying. In: Energy. RePEc:eee:energy:v:140:y:2017:i:p1:p:185-197.

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2018The causality link between energy electricity consumption, CO2 emissions, R&D stocks and economic growth in Mediterranean countries (MCs). (2018). Kahouli, Bassem. In: Energy. RePEc:eee:energy:v:145:y:2018:i:c:p:388-399.

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2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473.

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2018The influence of coal and noncarbohydrate energy consumption on CO2 emissions: Revisiting the environmental Kuznets curve hypothesis for Turkey. (2018). PATA, Uğur. In: Energy. RePEc:eee:energy:v:160:y:2018:i:c:p:1115-1123.

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2018Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:469-486.

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2019Carbon emissions, energy use, real GDP per capita and trade matrix in the Indian economy-an ARDL approach. (2019). Akalpler, Ergin ; Hove, Simbarashe. In: Energy. RePEc:eee:energy:v:168:y:2019:i:c:p:1081-1093.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2018Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis. (2018). Labidi, Chiaz ; Bekiros, Stelios ; Uddin, Gazi Salah ; Hedstrom, Axel ; Lutfur, MD. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:179-211.

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2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?. (2018). Yi, Shuyue ; Wang, Gang-Jin ; Xu, Zishuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:98-114.

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2018The relationship among China’s fuel oil spot, futures and stock markets. (2018). Ping, LI ; Qingchao, Zeng ; Tianna, Yang ; Ziyi, Zhang. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:151-162.

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2018The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets. (2018). Fang, Libing ; Xiong, Cheng ; Yu, Honghai ; Chen, Baizhu. In: Finance Research Letters. RePEc:eee:finlet:v:24:y:2018:i:c:p:56-63.

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2018A combined focused industry and company size investigation of the internationalization-performance relationship: The case of small and medium-sized enterprises (SMEs) within the Swedish wood manufactu. (2018). Hosseini, Mojtaba ; Nord, Tomas ; Brege, Staffan. In: Forest Policy and Economics. RePEc:eee:forpol:v:97:y:2018:i:c:p:110-121.

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2018Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R. In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137.

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2018Multiple days ahead realized volatility forecasting: Single, combined and average forecasts. (2018). Degiannakis, Stavros. In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:41-61.

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2018Can economic policy uncertainty predict stock returns? Global evidence. (2018). Bach, Dinh Hoang ; Tran, Vuong Thao ; Sharma, Susan Sunila. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:134-150.

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2018New insights into the US stock market reactions to energy price shocks. (2018). Shahbaz, Muhammad ; Miloudi, Anthony ; Lahiani, Amine ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:169-187.

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2018Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold. (2018). Junttila, Juha ; Raatikainen, Juhani ; Pesonen, Juho. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:255-280.

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2018Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:57:y:2018:i:c:p:205-230.

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2018The balance sheet effects of oil market shocks: An industry level analysis. (2018). Elfayoumi, Khalid. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:112-127.

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2017Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations. (2017). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:70:y:2017:i:c:p:344-359.

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2017The effects of oil price shocks on U.S. stock order flow imbalances and stock returns. (2017). Tsouknidis, Dimitris ; Savva, Christos ; Lambertides, Neophytos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:137-146.

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2018The impact of oil-market shocks on stock returns in major oil-exporting countries. (2018). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:264-280.

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2018The impact of uncertainty shocks on the volatility of commodity prices. (2018). Bakas, Dimitrios ; Triantafyllou, Athanasios. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:87:y:2018:i:c:p:96-111.

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2018The core‒periphery pattern of European business cycles: A fuzzy clustering approach. (2018). Ahlborn, Markus ; Wortmann, Marcus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:12-27.

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2018What drives economic policy uncertainty in the long and short runs: European and U.S. evidence over several decades. (2018). Saving, Jason ; Duca, John. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:128-145.

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More than 100 citations found, this list is not complete...

Works by George Filis:

YearTitleTypeCited
2014The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data In: The Energy Journal.
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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence In: The Energy Journal.
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2018Oil prices and stock markets: A review of the theory and empirical evidence.(2018) In: BAFES Working Papers.
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2018Oil Price Shocks and Uncertainty: How stable is their relationship over time? In: BAFES Working Papers.
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2018Oil price shocks and uncertainty: How stable is their relationship over time?.(2018) In: Economic Modelling.
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2018The tourism and economic growth enigma: Examining an ambiguous relationship through multiple prisms In: BAFES Working Papers.
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2018Forecasting European Economic Policy Uncertainty In: BAFES Working Papers.
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2019Forecasting European economic policy uncertainty.(2019) In: Scottish Journal of Political Economy.
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2018Oil volatility, oil and gas firms and portfolio diversification In: BAFES Working Papers.
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2018Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics.
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2018The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis In: BAFES Working Papers.
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2016Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? In: Manchester School.
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2014Business Cycle Synchronization in EU: A Time-Varying Approach In: Scottish Journal of Political Economy.
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2014Business Cycle Synchronisation in EU: A time-varying approach.(2014) In: MPRA Paper.
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2013Oil price shocks and stock market volatility: evidence from European data In: Working Papers.
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2013Oil price shocks and volatility do predict stock market regimes In: Working Papers.
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2015Tourism and growth: The times they are a-changing In: Annals of Tourism Research.
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2016Sentiment, mood and outbound tourism demand In: Annals of Tourism Research.
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2016Tourism and economic growth: Does democracy matter? In: Annals of Tourism Research.
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2017Forecasting accuracy evaluation of tourist arrivals In: Annals of Tourism Research.
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2013Stock market response to monetary and fiscal policy shocks: Multi-country evidence In: Economic Modelling.
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2015How strong is the linkage between tourism and economic growth in Europe? In: Economic Modelling.
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2016Corporate social responsibility and financial performance: A non-linear and disaggregated approach In: Economic Modelling.
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2016Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer? In: Economic Modelling.
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2014Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer?.(2014) In: MPRA Paper.
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2013Dynamic co-movements of stock market returns, implied volatility and policy uncertainty In: Economics Letters.
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2018Forecasting global stock market implied volatility indices In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article1
2010Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations? In: Energy Economics.
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2014Dynamic spillovers of oil price shocks and economic policy uncertainty In: Energy Economics.
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2018Forecasting oil prices: High-frequency financial data are indeed useful In: Energy Economics.
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2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article183
2016Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article10
2015Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries.(2015) In: MPRA Paper.
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2017Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries.(2017) In: MPRA Paper.
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2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2015US stock market regimes and oil price shocks In: Global Finance Journal.
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2015US stock market regimes and oil price shocks.(2015) In: MPRA Paper.
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2017Asset prices regime-switching and the role of inflation targeting monetary policy In: Global Finance Journal.
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2015Asset prices regime-switching and the role of inflation targeting monetary policy.(2015) In: MPRA Paper.
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2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article39
2014Oil price shocks and stock market returns: New evidence from the United States and China In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article59
2017Forecasting oil price realized volatility using information channels from other asset classes In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article11
2017Oil dependence, quality of political institutions and economic growth: A panel VAR approach In: Resources Policy.
[Full Text][Citation analysis]		article0
2017Energy consumption, CO2 emissions, and economic growth: An ethical dilemma In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article14
2013Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries In: Tourism Management.
[Full Text][Citation analysis]		article6
2009VAR model training using particle swarm optimisation: evidence from macro-finance data In: International Journal of Computational Economics and Econometrics.
[Full Text][Citation analysis]		article1
2014Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article17
2012Dynamic Co-movements between Stock Market Returns and Policy Uncertainty In: MPRA Paper.
[Full Text][Citation analysis]		paper19
2013Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2013Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries.(2013) In: FIW Working Paper series.
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2013Time-varying Business Cycles Synchronisation in Europe In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2014Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence In: MPRA Paper.
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2015Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach In: MPRA Paper.
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2015Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma In: MPRA Paper.
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2015Forecasting Tourist Arrivals Using Origin Country Macroeconomics In: MPRA Paper.
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2016Forecasting tourist arrivals using origin country macroeconomics.(2016) In: Applied Economics.
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2016Forecasting oil price realized volatility: A new approach In: MPRA Paper.
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2015Investments and uncertainty revisited: The case of the US economy In: MPRA Paper.
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2017Investments and uncertainty revisited: the case of the US economy.(2017) In: Applied Economics.
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2015Forecasting implied volatility indices worldwide: A new approach In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2015The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR In: MPRA Paper.
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2017Forecasting oil prices In: MPRA Paper.
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2013Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment In: MPRA Paper.
[Full Text][Citation analysis]		paper18
2015Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques In: Working Papers.
[Citation analysis]		paper1
2006Testing for Market Efficiency in Emerging Markets In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article0
2009An Analysis between Implied and Realised Volatility in the Greek Derivative Market In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article1
2011Option listing, returns and volatility: evidence from Greece In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2014Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty In: Department of Economics Working Papers.
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2014Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty.(2014) In: Department of Economics Working Paper Series.
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