Konstantinos Gkillas (Gillas) : Citation Profile

Are you Konstantinos Gkillas (Gillas)?

University of Patras

4

H index

2

i10 index

88

Citations

RESEARCH PRODUCTION:

10

Articles

12

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 7
   Journals where Konstantinos Gkillas (Gillas) has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 5 (5.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgk13
   Updated: 2020-05-23    RAS profile: 2019-09-09    
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Relations with other researchers

Works with:

GUPTA, RANGAN (13)

Pierdzioch, Christian (4)

Wohar, Mark (3)

Bouri, Elie (3)

Suleman, Tahir (2)

Siriopoulos, Costas (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Konstantinos Gkillas (Gillas).

Is cited by:

GUPTA, RANGAN (19)

Lau, Chi Keung (4)

Bouri, Elie (4)

Demirer, Riza (4)

McAleer, Michael (3)

Asai, Manabu (3)

Wang, Shixuan (2)

Mardani, Abbas (2)

Mardani, Abbas (2)

Fantazzini, Dean (2)

TSAGARAKIS, KONSTANTINOS (2)

Cites to:

GUPTA, RANGAN (29)

Corsi, Fulvio (13)

Wohar, Mark (13)

Renò, Roberto (12)

Andersen, Torben (12)

Bollerslev, Tim (10)

Caporin, Massimiliano (10)

Diebold, Francis (10)

Santucci de Magistris, Paolo (9)

McAleer, Michael (9)

Rossi, Eduardo (9)

Main data

Where Konstantinos Gkillas (Gillas) has published?

Journals with more than one article published# docs
Finance Research Letters2
Economics Letters2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics12

Recent works citing Konstantinos Gkillas (Gillas) (2019 and 2018)

YearTitle of citing document
2019OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration. (2019). Yoon, Seong-Min ; Lau, Chi Keung ; Gupta, Rangan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23.

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2019A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2019Deep convolutional autoencoder for cryptocurrency market analysis. (2019). Puzyrev, Vladimir. In: Papers. RePEc:arx:papers:1910.12281.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2020Comovement and Instability in Cryptocurrency Markets. (2020). De Pace, Pierangelo ; Rao, Jayant ; DePace, Pierangelo. In: Economics Department, Working Paper Series. RePEc:clm:pomwps:1012.

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2020Common risk factors in the returns on cryptocurrencies. (2020). Liu, Weiyi ; Cui, Guowei ; Liang, Xuan. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:299-305.

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2019Nonlinear dependence in cryptocurrency markets. (2019). Laurini, Márcio ; Chaim, Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:32-47.

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2019Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399.

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2018Booms, busts and heavy-tails: The story of Bitcoin and cryptocurrency markets?. (2018). Fry, John. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:225-229.

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2018Optimal vs naïve diversification in cryptocurrencies. (2018). Platanakis, Emmanouil ; Urquhart, Andrew ; Sutcliffe, Charles. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:93-96.

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2018Return and volatility spillovers among cryptocurrencies. (2018). Koutmos, Dimitrios. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:122-127.

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2019Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376.

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2019Geopolitical risk and oil volatility: A new insight. (2019). Liu, Jing ; Zhang, Yaojie ; Tang, Yingkai ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319303433.

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2019Energy consumption of cryptocurrency mining: A study of electricity consumption in mining cryptocurrencies. (2019). Cui, Haijiao ; Peng, Jinqing ; Li, Nianping ; Wu, Zhibin. In: Energy. RePEc:eee:energy:v:168:y:2019:i:c:p:160-168.

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2019Cryptocurrencies as a financial asset: A systematic analysis. (2019). Yarovaya, Larisa ; Urquhart, Andrew ; Lucey, Brian ; Corbet, Shaen. In: International Review of Financial Analysis. RePEc:eee:finana:v:62:y:2019:i:c:p:182-199.

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2019Portfolio diversification across cryptocurrencies. (2019). Liu, Weiyi. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:200-205.

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2019Are cryptocurrencies connected to forex? A quantile cross-spectral approach. (2019). Baumohl, Eduard. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:363-372.

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2019Volatility co-movement between Bitcoin and Ether. (2019). Katsiampa, Paraskevi. In: Finance Research Letters. RePEc:eee:finlet:v:30:y:2019:i:c:p:221-227.

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2020Non-parametric quantile dependencies between volatility discontinuities and political risk. (2020). Gkillas, Konstantinos ; Vasiliadis, Lavrentios ; Vortelinos, Dimitrios ; Boako, Gideon. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318303829.

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2020On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure. (2020). NG, KOK HAUR ; Chan, Jennifer ; Tan, Shay-Kee. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305105.

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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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2019Forecasting Bitcoin risk measures: A robust approach. (2019). Trucíos, Carlos ; Trucios, Carlos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:836-847.

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2018Improving performance of exchange rate momentum strategy using volatility information. (2018). Zhuang, Chunjuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:741-753.

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2019Cryptocurrencies: Dust in the wind?. (2019). Zhou, Jian ; Pantelous, Athanasios A ; Kontosakos, Vasileios E ; Luo, Min. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:525:y:2019:i:c:p:1063-1079.

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2019Information dominance among hedging assets: Evidence from return and volatility directional spillovers in time and frequency domains. (2019). Shang, Yue ; Wei, QI ; Li, Xiafei ; Liu, Xinchun ; Zeng, Sheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:536:y:2019:i:c:s0378437119314633.

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2019Scandinavia: Towards the European Monetary Union?. (2019). Stoupos, Nikolaos ; Kiohos, Apostolos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:74:y:2019:i:c:p:278-291.

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2019Toward a 100% renewable island: A case study of Ometepes energy mix. (2019). Meza, Carlos German ; Sauer, Ildo Luis ; Rodrigues, Alcantaro ; Amado, Nilton Bispo ; D'Aquino, Camila Agner ; Rodriguez, Catalina Zuluaga. In: Renewable Energy. RePEc:eee:renene:v:132:y:2019:i:c:p:628-648.

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2019Visitors’ preferences of renewable energy options in “green” hotels. (2019). Martinat, S ; Buchecker, M ; Picha, K ; Navratil, J ; Knotek, J ; Brezinova, M ; Svec, R. In: Renewable Energy. RePEc:eee:renene:v:138:y:2019:i:c:p:1065-1077.

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2019Quantitative assessment of energy conservation and renewable energy awareness among variant urban communities of Xiamen, China. (2019). Xu, Lilai ; Hussain, Jafar ; Yan, Ningyu ; Ali, Ghaffar ; Cui, Shenghui ; Huang, Yunfeng. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:109:y:2019:i:c:p:230-238.

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2017Sustainable mobility for campsites: The case of Macchia Lucchese. (2017). del Moretto, Deny ; Branca, Teresa Annunziata ; Colla, Valentina. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:68:y:2017:i:p2:p:1063-1075.

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2017The challenges of tourism to waste-to-energy public-private partnerships. (2017). Arbulu, Italo ; Rey-Maquieira, Javier ; Lozano, Javier. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:72:y:2017:i:c:p:916-921.

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2019Effects of the geopolitical risks on Bitcoin returns and volatility. (2019). Demir, Ender ; Marco, Chi Keung ; Gozgor, Giray ; Aysan, Ahmet Faruk. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:511-518.

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2019Multiresolution analysis and spillovers of major cryptocurrency markets. (2019). Alagidede, Imhotep Paul ; Omane-Adjepong, Maurice. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:191-206.

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2019Do investors herd in cryptocurrencies – and why?. (2019). Wang, Ying ; Kallinterakis, Vasileios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:240-245.

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2019An empirical investigation of volatility dynamics in the cryptocurrency market. (2019). Katsiampa, Paraskevi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:322-335.

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2019News and subjective beliefs: A Bayesian approach to Bitcoin investments. (2019). Flori, Andrea. In: Research in International Business and Finance. RePEc:eee:riibaf:v:50:y:2019:i:c:p:336-356.

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2019Economic News Releases and Financial Markets in South Africa. (2019). Tsagkanos, Athanasios ; Floros, Christos ; Vortelinos, Dimitrios ; Gkillas, Konstantinos. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:112-:d:285205.

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2019The Oil Market Reactions to OPEC’s Announcements. (2019). Failler, Pierre ; Dong, Hao ; Liu, Yue. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:17:p:3238-:d:259961.

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2019Trend Prediction Classification for High Frequency Bitcoin Time Series with Deep Learning. (2019). Shintate, Takuya ; Pichl, Luka . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:17-:d:199465.

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2019Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas. (2019). Duc, Toan Luu. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:52-:d:218986.

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2019An Investigation of Factors Affecting the Willingness to Invest in Renewables among Environmental Students: A Logistic Regression Approach. (2019). Tsantopoulos, Georgios ; Galatsidas, Spyridon ; Karasmanaki, Evangelia. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:18:p:5012-:d:266909.

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2019On the Asymmetries of Sovereign Credit Rating Announcements and Financial Market Development in the European Region. (2019). Olah, Judit ; Ur, Faheem ; Khan, Muhammad Asif ; Pervaiz, Khansa ; Li, Chunling. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6636-:d:290359.

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2019Addressing Energy Poverty through Transitioning to a Carbon-Free Environment. (2019). Tsantopoulos, Georgios ; Karasmanaki, Evangelia ; Lefkeli, Sideri ; Psarra, Maria ; Kalaitzoglou, Niki ; Papadopoulou, Sofia-Despoina. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:9:p:2634-:d:229111.

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2019Energy Management Practices’ Determinants in Greek Enterprises. (2019). Georgakellos, Dimitrios A ; Didaskalou, Eleni A ; Tachmitzaki, Elpida V. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:133-:d:301093.

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2020Decarbonizing the Galapagos Islands: Techno-Economic Perspectives for the Hybrid Renewable Mini-Grid Baltra–Santa Cruz. (2020). Eras-Almeida, Andrea A ; Egido-Aguilera, Miguel A ; Garcia-Alcalde, Enrique ; Caamao, Estefania ; Berendes, Sarah ; Blechinger, Philipp. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:6:p:2282-:d:332601.

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2017Application of Structural Equation Modeling (SEM) to Solve Environmental Sustainability Problems: A Comprehensive Review and Meta-Analysis. (2017). Mardani, Abbas ; Zare, Habib ; Jusoh, Ahmad ; Nilashi, Mehrbakhsh ; Cavallaro, Fausto ; Zavadskas, Edmundas Kazimieras ; Streimikiene, Dalia. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:10:p:1814-:d:114481.

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2020Oil shocks and volatility jumps. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Gkillas, Konstantinos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y.

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2019Influence of environmental practices on brand equity, satisfaction and word of mouth. (2019). Ruiz, Maria Eugenia ; Eri, Maja ; Gil-Saura, Irene ; Moise, Mihaela Simona. In: Journal of Brand Management. RePEc:pal:jobman:v:26:y:2019:i:6:d:10.1057_s41262-019-00160-y.

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2018Bitcoin and hyperdeflation : an optimizing monetary approach. (2018). Sokic, Alexandre. In: MPRA Paper. RePEc:pra:mprapa:90603.

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2019A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2019). Fantazzini, Dean ; Zimin, Stephan. In: MPRA Paper. RePEc:pra:mprapa:95988.

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2018Time-Varying Risk Aversion and Realized Gold Volatility. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:201881.

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2019Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal ; Boubaker, Heni. In: Working Papers. RePEc:pre:wpaper:201941.

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2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951.

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2019Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; GUPTA, RANGAN ; Marco, Chi Keung ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:201966.

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2019A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201978.

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2019Forecasting Bitcoin Returns: Is there a Role for the U.S. – China Trade War?. (2019). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:201980.

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2020Forecasting Realized Volatility of Bitcoin: The Role of the Trade War. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202003.

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2020A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202004.

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2020A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:202010.

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2020Jumps in Geopolitical Risk and the Cryptocurrency Market: The Singularity of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Vo, Xuan Vinh. In: Working Papers. RePEc:pre:wpaper:202015.

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2020The Impacts of Structural Oil Shocks on Macroeconomic Uncertainty: Evidence from a Large Panel of 55 Countries. (2020). GUPTA, RANGAN ; Ji, Qiang ; Sheng, Xin. In: Working Papers. RePEc:pre:wpaper:202024.

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2020A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8.

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2018Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?. (2018). Portugal Duarte, António ; Bação, Pedro ; Srdjan, Redzepagic ; Helder, Sebastio ; Pedro, Bao. In: Scientific Annals of Economics and Business. RePEc:vrs:aicuec:v:65:y:2018:i:2:p:97-117:n:7.

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2019Lévy processes on the cryptocurrency market. (2019). Ziba, Damian. In: Working Papers. RePEc:war:wpaper:2019-15.

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2018An investigation into the dependence structure of major cryptocurrencies. (2018). Saha, Kunal. In: EconStor Preprints. RePEc:zbw:esprep:181878.

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Works by Konstantinos Gkillas (Gillas):

YearTitleTypeCited
2007Temporal Aggregation and the Akaike and Schwarz Model Selection Criteria. Some Monte Carlo Results In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2018An application of extreme value theory to cryptocurrencies In: Economics Letters.
[Full Text][Citation analysis]		article31
2018Financial market activity under capital controls: Lessons from extreme events In: Economics Letters.
[Full Text][Citation analysis]		article1
2016The risk in capital controls In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2018Volatility jumps: The role of geopolitical risks In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2018Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 9		paper
2018Asymmetries in the African financial markets In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article2
2018The properties of realized volatility and realized correlation: Evidence from the Indian stock market In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2011Assessment of practices and technologies of energy saving and renewable energy sources in hotels in Crete In: Renewable Energy.
[Full Text][Citation analysis]		article9
2011Tourists attitudes for selecting accommodation with investments in renewable energy and energy saving systems In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article20
2018Asymmetric and nonlinear inter-relations of US stock indices In: International Journal of Managerial Finance.
[Full Text][Citation analysis]		article0
2018Oil Shocks and Volatility Jumps In: Working Papers.
[Citation analysis]		paper1
2018Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data In: Working Papers.
[Full Text][Citation analysis]		paper0
2018Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements In: Working Papers.
[Citation analysis]		paper0
2018Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? In: Working Papers.
[Citation analysis]		paper2
2019Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss In: Working Papers.
[Citation analysis]		paper2
2019Forecasting realized volatility of bitcoin returns: Tail events and asymmetric loss In: Working Papers.
[Citation analysis]		paper1
2019Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model In: Working Papers.
[Citation analysis]		paper3
2019Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets In: Working Papers.
[Citation analysis]		paper0
2019Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? In: Working Papers.
[Citation analysis]		paper4
2019Trade Uncertainties and the Hedging Abilities of Bitcoin In: Working Papers.
[Citation analysis]		paper2
2019Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains In: Working Papers.
[Full Text][Citation analysis]		paper0

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