Dr Christos Floros : Citation Profile


Are you Dr Christos Floros?

9

H index

8

i10 index

596

Citations

RESEARCH PRODUCTION:

56

Articles

17

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 39
   Journals where Dr Christos Floros has often published
   Relations with other researchers
   Recent citing documents: 260.    Total self citations: 16 (2.61 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfl33
   Updated: 2020-04-04    RAS profile: 2019-11-20    
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Relations with other researchers


Works with:

Degiannakis, Stavros (12)

Filis, George (6)

Antonakakis, Nikolaos (4)

Tan, Yong (4)

Chatziantoniou, Ioannis (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Dr Christos Floros.

Is cited by:

Degiannakis, Stavros (58)

Filis, George (51)

Ratti, Ronald (19)

Kang, Wensheng (12)

GUESMI, Khaled (12)

Guesmi, Khaled (11)

Tiwari, Aviral (11)

Basher, Syed (10)

Antonakakis, Nikolaos (9)

Yoon, Kyung Hwan (8)

Joëts, Marc (8)

Cites to:

Bollerslev, Tim (46)

Engle, Robert (28)

Diebold, Francis (23)

Kilian, Lutz (22)

Degiannakis, Stavros (21)

Hamilton, James (20)

Andersen, Torben (19)

Hansen, Peter (16)

Van Doorslaer, Eddy (15)

AROURI, Mohamed (14)

Wagstaff, Adam (13)

Main data


Where Dr Christos Floros has published?


Journals with more than one article published# docs
International Review of Financial Analysis5
Managerial Finance4
Studies in Economics and Finance3
Global Finance Journal3
Journal of Economic Studies3
Journal of International Financial Markets, Institutions and Money2
International Journal of Applied Econometrics and Quantitative Studies2
Applied Financial Economics2
Journal of Risk Finance2
Global Business and Economics Review2
International Journal of Managerial Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany13

Recent works citing Dr Christos Floros (2019 and 2018)


YearTitle of citing document
2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. (2018). Filis, George ; Degiannakis, Stavros ; Arora, Vipin. In: The Energy Journal. RePEc:aen:journl:ej39-5-filis.

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2017An Empirical Evaluation of Hedging Effectiveness of Crude Palm Oil Futures Market in Malaysia. (2017). Islam, Mohd Aminul . In: International Journal of Economics and Financial Research. RePEc:arp:ijefrr:2017:p:303-314.

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2018Evaluation of Long Memory on the Malaysia Exchange Rate Market. (2018). Khairi, Sitishalizamohd ; Zahid, Zalina ; Sheikh, Siti Aida ; Ibrahim, Atikullah. In: The Journal of Social Sciences Research. RePEc:arp:tjssrr:2018:p:653-656.

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2017The Impact of Digital Financial Services on Firms Performance: a Literature Review. (2017). Weigand, Hans ; Abbasi, Tariq . In: Papers. RePEc:arx:papers:1705.10294.

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2017Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas ; Papaioannou, George P. In: Papers. RePEc:arx:papers:1708.07063.

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2019A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index. (2019). Volchenkov, Dimitri ; Shirvani, Abootaleb. In: Papers. RePEc:arx:papers:1911.01826.

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2019Sanction 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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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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2019Determinants of Bank Profitability: Evidence from Commercial Banks of Bangladesh. (2019). Rana, Md Shohel ; Islam, Shafiqul. In: Journal of Asian Business Strategy. RePEc:asi:joabsj:2019:p:174-183.

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2019Intellectual Capital: Its Impact on Financial Performance and Financial Stability of Ghanaian Banks. (2019). Duho, King Carl Tornam ; Onumah, Joseph Mensah . In: Athens Journal of Business & Economics. RePEc:ate:journl:ajbev5i3-4.

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2019Forecasting the Colombian Unemployment Rate Using Labour Force Flows. (2019). Zarate-Solano, Hector M ; Lasso-Valderrama, Francisco. In: Borradores de Economia. RePEc:bdr:borrec:1073.

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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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2017The Role of U.S. Market on International Risk-Return Tradeoff Relations. (2017). Sun, Licheng ; Najand, Mohammad ; Meng, Liang . In: The Financial Review. RePEc:bla:finrev:v:52:y:2017:i:3:p:499-526.

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2017A REVIEW ON THE EVOLUTION OF CALENDAR ANOMALIES. (2017). Satish, Kumar . In: Studies in Business and Economics. RePEc:blg:journl:v:12:y:2017:i:1:p:95-109.

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2018Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE. In: Global Economy Journal. RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

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2017How cultural and contextual variables affect the disclosure and transparency of pro-forma indicators. (2017). Di Lascio, F. Marta L. ; Visani, Franco ; Marta, F ; Gardini, Silvia . In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps41.

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2018A Replication of “Bank Competition and Financial Stability: Much Ado About Nothing?” (Journal of Economic Surveys, 2016). (2018). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Working Papers in Economics. RePEc:cbt:econwp:18/18.

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2017Modelling Realized Volatility in Electricity Spot Prices: New insights and Application to the Japanese Electricity Market. (2017). Zarraga, Ainhoa ; Muniainy, Peru ; Ciarreta, Aitor. In: ISER Discussion Paper. RePEc:dpr:wpaper:0991.

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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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2018Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities. (2018). Buberkoku, Onder. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-03-6.

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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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2018The Imact of Capital, Concentration, Size and Liquidity on Banking Industry Performance in Nigeria. (2018). Obilikwu, James. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-04-8.

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2019Volatility Spillovers among the Cryptocurrency Time Series. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-7.

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2017Does Oil Prices Uncertainty Affect Stock Returns in Russia: A Bivariate Generalized Autoregressive Conditional Heteroskedasticity-in-Mean Approach. (2017). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-04-27.

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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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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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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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2017A framework for evaluating global national energy security. (2017). Wang, Qiang ; Zhou, Kan . In: Applied Energy. RePEc:eee:appene:v:188:y:2017:i:c:p:19-31.

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2017The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun. In: Applied Energy. RePEc:eee:appene:v:194:y:2017:i:c:p:667-678.

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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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2019The risk return relationship: Evidence from index returns and realised variances. (2019). Yang, Minxian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:107:y:2019:i:c:5.

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2019Health expenditure and FDI in Europe. (2019). Gitto, Lara ; Giammanco, Maria Daniela. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:62:y:2019:i:c:p:255-267.

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2017Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach. (2017). Salisu, Afees ; Isah, Kazeem. In: Economic Modelling. RePEc:eee:ecmode:v:66:y:2017:i:c:p:258-271.

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2018Oil price shocks and uncertainty: How stable is their relationship over time?. (2018). Filis, George ; Degiannakis, Stavros ; Panagiotakopoulou, Sofia. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:42-53.

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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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2019The January effect in the foreign exchange market: Evidence for seasonal equity carry trades. (2019). Salimi Namin, Fatemeh ; girardin, eric. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:422-439.

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2017The impacts of competition and shadow banking on profitability: Evidence from the Chinese banking industry. (2017). Tan, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:89-106.

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2018Chinese bank efficiency during the global financial crisis: A combined approach using satisficing DEA and Support Vector Machines☆. (2018). Chen, Zhongfei ; Wanke, Peter ; Matousek, Roman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:43:y:2018:i:c:p:71-86.

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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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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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2019Competition, efficiency and stability: An empirical study of East Asian commercial banks. (2019). My, Hanh Thi ; Robert, W ; Anwar, Sajid ; Phan, Hien Thu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305473.

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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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2019Basel III liquidity rules: The implications for bank lending growth in Africa. (2019). Adesina, Kolade Sunday. In: Economic Systems. RePEc:eee:ecosys:v:43:y:2019:i:2:6.

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2017Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

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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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2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

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2017The impact of crude oil prices on financial market indicators: copula approach. (2017). KÜÇÜKÖZMEN, CUMHUR ; Selcuk-Kestel, Sevtap A ; Kuukozmen, Cokun C ; Kayalar, Derya Ezgi . In: Energy Economics. RePEc:eee:eneeco:v:61:y:2017:i:c:p:162-173.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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2017A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets. (2017). Raza, Syed ; Boubaker, Heni. In: Energy Economics. RePEc:eee:eneeco:v:64:y:2017:i:c:p:105-117.

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2017Dynamic relationship of oil price shocks and country risks. (2017). Lee, Chien-Chiang ; Ning, Shao-Lin. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:571-581.

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2017Nonparametric panel data model for crude oil and stock market prices in net oil importing countries. (2017). Smyth, Russell ; Zhang, Xibin ; Silvapulle, Param ; Fenech, Jean-Pierre. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:255-267.

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2017Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries. (2017). Tziogkidis, Panagiotis ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:440-453.

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2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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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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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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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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2018Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. (2018). Ji, Qiang ; Uddin, Gazi Salah ; Nehler, Henrik ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:115-126.

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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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2019A novel market efficiency index for energy futures and their term structure risk premiums. (2019). Roberts, Helen ; Premachandra, I M ; Kuruppuarachchi, Duminda. 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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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). Yoon, Seong-Min ; Yun, Xiao. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:668-679.

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2019Connectedness of economic policy uncertainty and oil price shocks in a time domain perspective. (2019). Yang, Lu. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:219-233.

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2019Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States. (2019). Ma, Feng ; Xu, Weiju ; Zhang, Bing ; Chen, Wang. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:310-320.

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2019Risk spillovers between oil and stock markets: A VAR for VaR analysis. (2019). Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:524-535.

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2019Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis. (2019). Tiwari, Aviral ; Hamdi, Besma ; Alqahtani, Faisal ; Aloui, Mouna. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:536-552.

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2019Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes. (2019). Heni, Boubaker ; Souhir, Ben Amor ; Lotfi, Belkacem. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:635-655.

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2019Financialization, fundamentals, and the time-varying determinants of US natural gas prices. (2019). Zhang, Dayong ; Broadstock, David Clive ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:707-719.

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2019Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hoque, Ariful ; Hassan, Kamrul ; Gasbarro, Dominic. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:950-969.

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2019Crude oil price shocks and hedging performance: A comparison of volatility models. (2019). Cho, Hoon ; Chun, Dohyun ; Kim, Jihun. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:1132-1147.

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2019Spillovers between oil and stock returns in the US energy sector: Does idiosyncratic information matter?. (2019). Zhang, Dayong ; Ma, Yan-Ran ; Pan, Jiaofeng ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:536-544.

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2019Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables. (2019). Kemp, Alexander ; Liu, Jingzhen. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:672-686.

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2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach. (2019). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:119-143.

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2019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Hammoudeh, Shawkat ; Balcilar, Mehmet. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s030142151930518x.

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2019Transmission of shocks and contagion from U.S. to MENA equity markets: The role of oil and gas markets. (2019). Goutte, Stéphane ; Jamali, Ibrahim ; Guesmi, Khaled ; Abid, Ilyes. In: Energy Policy. RePEc:eee:enepol:v:134:y:2019:i:c:s0301421519305403.

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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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2019Volatility spillover impact of world oil prices on leading Asian energy exporting and importing economies’ stock returns. (2019). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:188:y:2019:i:c:s0360544219316962.

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2017Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data. (2017). Degiannakis, Stavros ; Potamia, Artemis . In: International Review of Financial Analysis. RePEc:eee:finana:v:49:y:2017:i:c:p:176-190.

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2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. (2017). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:1-26.

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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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2018Does institutional quality condition the effect of bank regulations and supervision on bank stability? Evidence from emerging and developing economies. (2018). Kalyvas, Antonios ; Nguyen, Thanh Cong ; Bermpei, Theodora. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:255-275.

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2017Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index. (2017). Luo, Xingguo ; Qin, Shihua . In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:29-34.

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2017How does the stock market value bank diversification? Evidence from Vietnam. (2017). Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:101-104.

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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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2018On the transmission of spillover risks between the housing market, the mortgage and equity REITs markets, and the stock market. (2018). Damianov, Damian S ; Elsayed, Ahmed H. In: Finance Research Letters. RePEc:eee:finlet:v:27:y:2018:i:c:p:193-200.

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2019Profitability shocks and recovery in time of crisis evidence from European banks. (2019). di Battista, Maria Luisa ; Cucinelli, Doriana ; Bongini, Paola ; Nieri, Laura. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:233-239.

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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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2019Stock market integration between the UK and the US: Evidence over eight decades. (2019). Casalin, Fabrizio ; Aladesanmi, Olalekan ; Metcalf, Hugh . In: Global Finance Journal. RePEc:eee:glofin:v:41:y:2019:i:c:p:32-43.

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2018Financial protection in Europe: a systematic review of the literature and mapping of data availability. (2018). Yerramilli, Pooja ; Thomson, Sarah ; Fernandez, Oscar . In: Health Policy. RePEc:eee:hepoli:v:122:y:2018:i:5:p:493-508.

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2018The effect of capital ratios on the risk, efficiency and profitability of banks: Evidence from OECD countries. (2018). Bitar, Mohammad ; Walker, Thomas ; Pukthuanthong, Kuntara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:227-262.

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

Works by Dr Christos Floros:


YearTitleTypeCited
2006Integration and Volatility Spillovers in African Equity Markets: Evidence from Namibia and South Africa In: The African Finance Journal.
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article3
2018The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis In: BAFES Working Papers.
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paper0
2014A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification In: Manchester School.
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article9
2014A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification.(2014) In: MPRA Paper.
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2013Return dispersion, stock market liquidity and aggregate economic activity In: Working Papers.
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paper1
2004Stock Returns and Inflation in Greece In: Applied Econometrics and International Development.
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article7
2004Seasonaility and Cointegration in the Fishing Industry of Conrwall In: International Journal of Applied Econometrics and Quantitative Studies.
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article1
2005Forecasting the UK Unemployment Rate: Model Comparisons In: International Journal of Applied Econometrics and Quantitative Studies.
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article3
2014Calendar anomalies in cash and stock index futures: International evidence In: Economic Modelling.
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article6
2014Re-examining the risk–return relationship in Europe: Linear or non-linear trade-off? In: Journal of Empirical Finance.
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article9
2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries In: International Review of Financial Analysis.
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article258
2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 258
paper
2013Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence In: International Review of Financial Analysis.
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article14
2013Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 14
paper
2013Financial crises, the decoupling–recoupling hypothesis, and the risk premium on the Greek stock index futures market In: International Review of Financial Analysis.
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article0
2016Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom In: International Review of Financial Analysis.
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article8
2016Dynamic spillover effects in futures markets: UK and US evidence In: International Review of Financial Analysis.
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article8
2016Intra-day realized volatility for European and USA stock indices In: Global Finance Journal.
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article7
2015Intra-Day Realized Volatility for European and USA Stock Indices.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 7
paper
2017Asset prices regime-switching and the role of inflation targeting monetary policy In: Global Finance Journal.
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article2
2015Asset prices regime-switching and the role of inflation targeting monetary policy.(2015) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
paper
2018Risk, competition and efficiency in banking: Evidence from China In: Global Finance Journal.
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article2
2016Out of pocket payments and social health insurance for private hospital care: Evidence from Greece In: Health Policy.
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article3
2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment In: Journal of International Financial Markets, Institutions and Money.
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article63
2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 63
paper
2013Risk, capital and efficiency in Chinese banking In: Journal of International Financial Markets, Institutions and Money.
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article29
2018Macroeconomic and financing determinants of out of pocket payments in health care: Evidence from selected OECD countries In: Journal of Policy Modeling.
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article0
2013Modeling CAC40 volatility using ultra-high frequency data In: Research in International Business and Finance.
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article2
2013Modeling CAC40 Volatility Using Ultra-high Frequency Data.(2013) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
paper
2013Market power, stability and performance in the Chinese banking industry In: Economic Issues Journal Articles.
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article2
2003Development of a Computable General Equilibrium (CGE) Model for Fisheries In: EcoMod2004.
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paper0
2016Volatility, trading volume and open interest in futures markets In: International Journal of Managerial Finance.
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article2
2007The use of GARCH models for the calculation of minimum capital risk requirements: International evidence In: International Journal of Managerial Finance.
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article3
2011Dynamic relationships between Middle East stock markets In: International Journal of Islamic and Middle Eastern Finance and Management.
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article0
2010The impact of the Athens Olympic Games on the Athens Stock Exchange In: Journal of Economic Studies.
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article3
2012Bank profitability and inflation: the case of China In: Journal of Economic Studies.
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article18
2014Econometric investigation of internet banking adoption in Greece In: Journal of Economic Studies.
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article0
2012Testing dominant theories and assumptions in behavioral finance In: Journal of Risk Finance.
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article0
2015A note on dynamic hedging: Empirical evidence from FTSE-100 and S&P 500 futures markets In: Journal of Risk Finance.
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article0
2008The monthly and trading month effects in Greek stock market returns: 1996-2002 In: Managerial Finance.
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article7
2008The influence of the political elections on the course of the Athens Stock Exchange 1996-2002 In: Managerial Finance.
[Full Text][Citation analysis]
article0
2008The efficiency of Greek stock index futures market In: Managerial Finance.
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article0
2012Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence In: Managerial Finance.
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article3
2012Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence.(2012) In: MPRA Paper.
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paper
2017The profitability of Chinese banks: impacts of risk, competition and efficiency In: Review of Accounting and Finance.
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article11
2007Long memory in the Portuguese stock market In: Studies in Economics and Finance.
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article7
2011On the relationship between weather and stock market returns In: Studies in Economics and Finance.
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article5
2012Stock market volatility and bank performance in China In: Studies in Economics and Finance.
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article7
2008LONG MEMORY IN EXCHANGE RATES: INTERNATIONAL EVIDENCE In: The International Journal of Business and Finance Research.
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article4
2015Number of ATMs, IT investments, bank profitability and efficiency in Greece In: Global Business and Economics Review.
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article1
2016Efficiency, leverage and profitability: the case of Greek manufacturing sector In: Global Business and Economics Review.
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article0
2009VAR model training using particle swarm optimisation: evidence from macro-finance data In: International Journal of Computational Economics and Econometrics.
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article1
2009Internet banking services and fees: the case of Greece In: International Journal of Electronic Finance.
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article0
2011Hedging with a generalised basis risk: empirical results In: International Journal of Financial Markets and Derivatives.
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article0
2013How the internet affects the financial performance of Greek banks In: International Journal of Financial Services Management.
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article1
2014Risk, profitability, and competition: evidence from the Chinese banking industry In: Journal of Developing Areas.
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article4
2005Price Linkages Between the US, Japan and UK Stock Markets In: Financial Markets and Portfolio Management.
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article4
2017Combined social and private health insurance versus catastrophic out of pocket payments for private hospital care in Greece In: International Journal of Health Economics and Management.
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article1
2014Dynamic Spillover Effects in Futures Markets In: MPRA Paper.
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paper1
2015Dynamic Connectedness of UK Regional Property Prices In: MPRA Paper.
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paper0
2013Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment In: MPRA Paper.
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paper38
2010Hedge Ratios in South African Stock Index Futures In: MPRA Paper.
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.() In: .
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2010VIX Index in Interday and Intraday Volatility Models In: MPRA Paper.
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paper0
2014Simplified option pricing techniques In: DUTH Research Papers in Economics.
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2019SIMPLIFIED OPTION PRICING TECHNIQUES.(2019) In: Annals of Financial Economics (AFE).
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2008Stock market returns and the temperature effect: new evidence from Europe In: Applied Financial Economics Letters.
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article5
2004Hedge ratios in Greek stock index futures market In: Applied Financial Economics.
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article11
2011Option listing, returns and volatility: evidence from Greece In: Applied Financial Economics.
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article1
2012Bank profitability and GDP growth in China: a note In: Journal of Chinese Economic and Business Studies.
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article9

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2020. Contact: CitEc Team