George Filis : Citation Profile

Are you George Filis?

University of Patras

22

H index

30

i10 index

1711

Citations

RESEARCH PRODUCTION:

48

Articles

48

Papers

1

Chapters

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 114
   Journals where George Filis has often published
   Relations with other researchers
   Recent citing documents: 485.    Total self citations: 57 (3.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfi186
   Updated: 2021-10-16    RAS profile: 2021-09-14    
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Relations with other researchers

Works with:

Degiannakis, Stavros (33)

Antonakakis, Nikolaos (10)

Chatziantoniou, Ioannis (8)

Bragoudakis, Zacharias (4)

Gabauer, David (4)

Arora, Vipin (3)

Cuñado, Juncal (3)

Pérez de Gracia, Fernando (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 (124)

Ratti, Ronald (46)

Tiwari, Aviral (37)

Zhang, Dayong (33)

Ji, Qiang (33)

Salisu, Afees (30)

Demirer, Riza (29)

Shahzad, Syed Jawad Hussain (29)

Balcilar, Mehmet (27)

Shahbaz, Muhammad (24)

Pierdzioch, Christian (20)

Cites to:

Kilian, Lutz (175)

Degiannakis, Stavros (165)

Hamilton, James (87)

Nguyen, Duc Khuong (79)

Bollerslev, Tim (71)

AROURI, Mohamed (70)

Ratti, Ronald (68)

Diebold, Francis (62)

Antonakakis, Nikolaos (60)

Floros, Christos (59)

Hammoudeh, Shawkat (56)

Main data

Where George Filis has published?

Journals with more than one article published# docs
Energy Economics9
Economic Modelling5
Annals of Tourism Research4
The Energy Journal3
International Review of Financial Analysis3
Scottish Journal of Political Economy3
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, Germany35
BAFES Working Papers / Department of Accounting, Finance & Economic, Bournemouth University6
Working Papers / Bank of Greece2

Recent works citing George Filis (2021 and 2020)

YearTitle of citing document
2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215.

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2021Governance in mitigating the effect of oil wealth on wealth inequality: a cross-country analysis of policy thresholds. (2021). Asongu, Simplice ; Kamguia, Brice ; Nounamo, Yann ; Tadadjeu, Sosson ; Njangang, Henri. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/049.

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2020Burnout syndrome of airline crews during crisis and Covid 19 in the world and Turkey. (2020). OZTURK, Yunus Emre . In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:2:y:2020:i:4:p:36-42.

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2021Governance in mitigating the effect of oil wealth on wealth inequality: a cross-country analysis of policy thresholds. (2021). Asongu, Simplice ; Kamguia, Brice ; Nounamo, Yann ; Tadadjeu, Sosson ; Njangang, Henri. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/049.

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2021Economic policy uncertainty and adaptability in international capital markets. (2021). Tiburcio, Cesar Augusto ; Souza, Paulo Vitor. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:85-100.

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2020Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices. (2020). Yadav, Miklesh ; Sharma, Sudhi. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(623):y:2020:i:2(623):p:289-300.

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2020Effects of Environment-Related Stimulus Policies: An Event Study Approach. (2020). Tamechika, Hanae. In: 2020 Conference (64th), February 12-14, 2020, Perth, Western Australia. RePEc:ags:aare20:305244.

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2021Oil Price Shocks and Economic Growth in Oil-Exporting Countries. (2021). Manera, Matteo ; Ahmadi, Maryam. In: FEEM Working Papers. RePEc:ags:feemwp:311052.

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2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215.

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2020Volatility Transmission between Oil Prices and Stock Prices as a New Source of Instability: Lessons from the UK Experience. (2020). Of, Dundee University ; Robertson, John . In: Asian Journal of Economics and Empirical Research. RePEc:aoj:ajeaer:2020:p:217-223.

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2021.

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2020Does 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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2021Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916.

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2020Sanction or Financial Crisis? An Artificial Neural Network-Based Approach to model the impact of oil price volatility on Stock and industry indices. (2019). Yaghoubi, Nourmohammad ; Tehrani, Reza ; Ezazi, Mohammadesmaeil ; Kokabisaghi, Somayeh. In: Papers. RePEc:arx:papers:1912.04015.

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2020Gaussian process imputation of multiple financial series. (2020). Tobar, Felipe ; Cuevas, Alejandro ; de Wolff, Taco. In: Papers. RePEc:arx:papers:2002.05789.

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2020Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach. (2020). Wang, Shouyang ; Ju-e Guo, ; Bi, Dan ; Suna, Shaolong. In: Papers. RePEc:arx:papers:2002.08021.

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2020Coronavirus and financial volatility: 40 days of fasting and fear. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.04005.

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2020Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.06184.

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2020Do COVID-19 and crude oil prices drive the US economic policy uncertainty?. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.07591.

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2021Using social network and semantic analysis to analyze online travel forums and forecast tourism demand. (2021). Colladon, Fronzetti A ; Innarella, R ; Guardabascio, B. In: Papers. RePEc:arx:papers:2105.07727.

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2021Does Geopolitics Have an Impact on Energy Trade? Empirical Research on Emerging Countries. (2021). Li, Zhenghui ; Yang, Cunyi ; Failler, Pierre. In: Papers. RePEc:arx:papers:2105.11077.

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2021The Governance and Tourism: A Case of Developing Countries. (2021). Haleem, Jaweria ; Ahmad, Tusawar Iftikhar ; Ali, Rana Ejaz. In: Asian Journal of Economic Modelling. RePEc:asi:ajemod:2021:p:199-213.

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2021La evolución cíclica de la economía española en el contexto europeo. (2021). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomezloscos, Ana ; Gadea, Dolores M. In: Occasional Papers. RePEc:bde:opaper:2103.

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2020Spillover effects in international business cycles. (2020). Perez Quiros, Gabriel ; Pacce, Matías ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Papers. RePEc:bde:wpaper:2034.

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2021Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455.

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2021The European growth synchronization through crises and structural changes. (2021). Remzi, Uctum ; Merih, Uctum ; Chu-Ping, Vijverberg. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:6.

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2021Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model. (2021). Chevallier, Julien ; Abderrazak, Dhaoui ; Feng, MA ; Julien, Chevallier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:19:n:3.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2021Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-19.

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2020The Stock Price Impact of Domestic and Foreign Economic Policy Uncertainty: Evidence from China. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00167.

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2020Regional and Interregional Business Cycle Comovement in Europe, Asia, and North America. (2020). Elgahry, Baher Ahmed. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00472.

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2021Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey. (2021). Bozma, Gurkan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00827.

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2020Strategic interactions and price dynamics in the global oil market. (2020). Venditti, Fabrizio ; di Nino, Virginia ; DiNino, Virginia ; Alvarez, Irma Alonso. In: Working Paper Series. RePEc:ecb:ecbwps:20202368.

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2020Spillover effects in international business cycles. (2020). Pacce, Matías ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Working Paper Series. RePEc:ecb:ecbwps:20202484.

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2020Corporate Social Responsibility Practices and Economic Performance in Colombia: The Moderating Effect of Family Control. (2020). Fieldman, Percy Marquina ; Cortes, Diogenes Lagos ; Alzate-Gomez, Juan Diego. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-01-2.

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2020Effects of COVID-19 Pandemic on International Capital Markets. (2020). Tiburcio, Cesar Augusto ; Souza, Paulo Vitor. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2020-06-20.

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2020Dynamic Linkages Between the Oil Spot, Oil Futures, and Stock Markets: Evidence from Dubai. (2020). Alawi, Suha Mahmoud ; Lamouchi, Rim Ammar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-01-50.

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2020Long run Association of Stock Prices and Crude Oil Prices: Evidence from Saudi Arabia. (2020). , Abdulrahman ; Rahman, Abdul. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-02-16.

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2020Relationship between Oil and Stock Markets: Evidence from Pakistan Stock Exchange. (2020). Hanif, Muhammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-19.

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2020Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. (2020). Dritsakis, Nikolaos ; Kartsonakis-Mademlis, Dimitrios. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-05-21.

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2020Impact of Oil Price Shocks on Sectoral Returns in Nigeria Stock Market. (2020). NWAKOBY, Ifeoma ; Onyeke, Chibueze E ; Nnamani, Chidiebere ; Ihegboro, Ifeoma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-27.

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2020The Impact of Oil Price Fluctuations on Saudi Arabia Stock Market: A Vector Error-Correction Model Analysis. (2020). Ayyaf, Nouf Bin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-06-41.

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2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

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2021Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6.

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2021Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis. (2021). Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Dosmakhanbet, Assan ; Syzdykova, Aziza ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-17.

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2021Oil Price Fluctuation and Firm Performance in Developing Economy: Evidence from Oman. (2021). Ali, Yassir Yaqoub ; Mohammed, Shariq ; Bilal, Zaroug Osman. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-46.

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2021Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries. (2021). Hadhek, Zouhaier ; Lafi, Mosbah ; Mrad, Fatma ; Bouazizi, Tarek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-5.

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2021Energy Commodity Price Response to COVID-19: Impact of Epidemic Status, Government Policy, and Stock Market Volatility. (2021). Wielechowski, Michal ; Czech, Katarzyna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-54.

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2021The Impact of Oil Rent, Currency Overvaluation, and Institution Quality, on Economic Growth of Oil-Rich Countries: A Heterogeneous Panel Data Study. (2021). Motameni, Alireza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-59.

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2021Oil Price Fluctuation and Current Accounts: Exploring Mediation Effects for Oil Importing Nations. (2021). Rashid, Abdul ; Haq, Miraj ul ; Bibi, Salma. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-63.

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2021Volatility Spillovers between Oil Prices and Stock Returns in Developing Countries. (2021). Massadikov, Khairulla. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-16.

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2020A decomposition-ensemble approach for tourism forecasting. (2020). Wang, Shouyang ; Qian, Yatong ; Xie, Gang. In: Annals of Tourism Research. RePEc:eee:anture:v:81:y:2020:i:c:s0160738320300359.

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2020Group pooling for deep tourism demand forecasting. (2020). Yang, Yating ; Law, Rob ; Muskat, Birgit ; Li, Gang ; Zhang, Yishuo. In: Annals of Tourism Research. RePEc:eee:anture:v:82:y:2020:i:c:s0160738320300438.

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2020Comovement amongst the demand for New Zealand tourism. (2020). Vatsa, Puneet. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320301092.

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2020Tourism, smart specialisation, growth, and resilience. (2020). Romo, Joo. In: Annals of Tourism Research. RePEc:eee:anture:v:84:y:2020:i:c:s0160738320301390.

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2021The good, the bad and the ugly on COVID-19 tourism recovery. (2021). , Tzung-Cheng ; Polyzos, Stathis ; Fotiadis, Anestis. In: Annals of Tourism Research. RePEc:eee:anture:v:87:y:2021:i:c:s0160738320302619.

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2021Predictivity of tourism demand data. (2021). Law, Rob ; Vu, Huyquan ; Muskat, Birgit ; Li, Gang ; Zhang, Yishuo. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001122.

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2021Forecasting air passenger numbers with a GVAR model. (2021). Zekan, Bozana ; Gunter, Ulrich. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001304.

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2020The moderating role of energy consumption in the carbon emissions-income nexus in middle-income countries. (2020). Smyth, Russell ; Lean, Hooi Hooi ; Ehigiamusoe, Kizito Uyi. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919319026.

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2021Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567.

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2020Coronavirus (COVID-19) — An epidemic or pandemic for financial markets. (2020). Rizvi, Syed Aun R. ; Alam, Nafis ; Aun, Syed ; Ali, Mohsin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020301350.

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2020The COVID-19 global fear index and the predictability of commodity price returns. (2020). Salisu, Afees ; Raheem, Ibrahim ; Akanni, Lateef. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020302136.

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2020Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency. (2020). Chatziantoniou, Ioannis ; Sagitova, Roza ; Kizys, Renatas ; Tzouvanas, Panagiotis. In: The British Accounting Review. RePEc:eee:bracre:v:52:y:2020:i:6:s0890838919300885.

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2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158.

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2021The economics of COVID-19 pandemic: A survey. (2021). Prabheesh, K P ; Padhan, Rakesh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:220-237.

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2021Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Krymova, Ekaterina ; Belomestny, Denis. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206.

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2021Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2020Diversification and optimal hedges for socially responsible investment in Brazil. (2020). Penabad, Maria-Celia ; Lopez-Andion, Carmen ; Iglesias, Ana ; Maside-Sanfiz, Jose Manuel ; Lopez-Penabad, Maria-Celia ; Iglesias-Casal, Ana. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:106-118.

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2020Fiscal policy and stock market efficiency: An ARDL Bounds Testing approach. (2020). stoian, andreea ; Iorgulescu, Filip. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:406-416.

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2020Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the United States experience. (2020). Ehouman, Yao Axel. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:198-217.

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2020Market competition and firms social performance. (2020). Yang, Yung Chiang ; Leong, Chee Kian. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:601-612.

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2020Which types of commodity price information are more useful for predicting US stock market volatility?. (2020). Li, Yan ; Ma, Feng ; Liang, Chao. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:642-650.

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2021Does economic policy uncertainty dampen imports? Commodity-level evidence from India. (2021). Sharma, Chandan ; Paramati, Sudharshan Reddy. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:139-149.

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2021The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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2021Effects of political promotion on local firms’ social responsibility in China. (2021). Jiang, Xiandeng ; Cheng, XU ; Kong, Dongmin. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:418-429.

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2021Intraday return predictability in China’s crude oil futures market: New evidence from a unique trading mechanism. (2021). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:209-219.

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2021How much should we trust five-year averaging to purge business cycle effects? A reassessment of the finance-growth and capital accumulation-unemployment nexus. (2021). Sturn, Simon ; Epstein, Gerald. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:242-256.

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2021Sharing is caring: Spillovers and synchronization of business cycles in the European Union. (2021). Škrinjarić, Tihana ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:25-39.

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2021Growth, institutions and oil dependence: A buffered threshold panel approach. (2021). Souam, Saïd ; Belarbi, Yacine ; Khalfi, Abderaouf ; Hamdi, Fayal. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000584.

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2020Multi-scale interactions between economic policy uncertainty and oil prices in time-frequency domains. (2020). Li, Jianping ; Wang, Jun ; Chen, Xiuwen ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302456.

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2020What do movements in financial traders’ net long positions reveal about aggregate stock returns?. (2020). Dunbar, Kwamie ; Jiang, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818303474.

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2020U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model. (2020). Rouyer, Ellen ; Troy, Carol ; Liang, Chin Chia . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305485.

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2020Dynamic relations between oil and stock market returns: A multi-country study. (2020). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Gamboa-Arbelaez, Juliana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302499.

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2020Spatial spillover effects and risk contagion around G20 stock markets based on volatility network. (2020). Lu, Yang ; Zhuang, Xintian ; Zhang, Weiping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302815.

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2020Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. (2020). Yin, Libo ; Wang, Ziwei ; He, Feng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303055.

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2020Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819303183.

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2020Site visit information content and return predictability: Evidence from China. (2020). Cao, Jiawei ; Yue, Sishi ; Dong, Dayong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819304280.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Forecasting the Chinese stock market volatility with international market volatilities: The role of regime switching. (2020). Wei, YU ; Lei, Likun ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302293.

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2020Visiting the effects of oil price shocks on exchange rates: Quantile-on-quantile and causality-in-quantiles approaches. (2020). Nie, HE ; Mo, Bin ; Feng, Qidi ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300589.

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2020Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. (2020). Yang, Lu ; Xu, Mingli ; Zhu, Jingran ; Wu, Kai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300917.

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2020Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets. (2020). Su, Xianfang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301157.

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2020The effect of economic policy uncertainty on China’s housing market. (2020). Ning, Shao-Lin ; Lin, Wen-Yuan ; Huang, Wei-Ling . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301700.

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2020Retrieving the implicit risk neutral density of WTI options with a semi-nonparametric approach. (2020). Perote, Javier ; Mora-Valencia, Andrés ; Cortes, Lina M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301980.

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2021The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047.

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2021Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

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2021Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry. (2021). Ratti, Ronald ; de Gracia, Fernando Perez ; Kang, Wensheng . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000255.

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2021Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280.

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2021Does oil price variability affect the long memory and weak form efficiency of stock markets in top oil producers and oil Consumers? Evidence from an asymmetric MF-DFA approach. (2021). Vo, Xuan Vinh ; Yoon, Seong-Min ; Lee, Yun-Jung ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000747.

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2020Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). GUPTA, RANGAN ; Sun, Xiaojin. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

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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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2014The effects of oil price shocks on stock market volatility: Evidence from European data.(2014) In: MPRA Paper.
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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence.(2018) In: MPRA Paper.
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2020The (time-varying) Importance of Oil Prices to U.S. Stock Returns: A Tale of Two Beauty-Contests In: The Energy Journal.
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2018Oil price shocks and uncertainty: How stable is their relationship over time?.(2018) In: Economic Modelling.
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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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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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2016Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer? In: Economic Modelling.
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2018Forecasting oil prices: High-frequency financial data are indeed useful In: Energy Economics.
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2016Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries In: International Review of Financial Analysis.
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2018Bilateral business cycle synchronisation in the EMU: What is the role of fiscal policy and government size? In: Working Papers.
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2013Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries In: MPRA Paper.
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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.
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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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2006Testing for Market Efficiency in Emerging Markets In: Journal of Emerging Market Finance.
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2009An Analysis between Implied and Realised Volatility in the Greek Derivative Market In: Journal of Emerging Market Finance.
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2011Option listing, returns and volatility: evidence from Greece In: Applied Financial Economics.
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