Konstantinos Gkillas (Gillas) : Citation Profile

Are you Konstantinos Gkillas (Gillas)?

University of Patras

7

H index

5

i10 index

162

Citations

RESEARCH PRODUCTION:

10

Articles

12

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 13
   Journals where Konstantinos Gkillas (Gillas) has often published
   Relations with other researchers
   Recent citing documents: 67.    Total self citations: 5 (2.99 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgk13
   Updated: 2021-03-01    RAS profile: 2019-09-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

GUPTA, RANGAN (13)

Pierdzioch, Christian (4)

Bouri, Elie (3)

Wohar, Mark (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 (48)

Pierdzioch, Christian (19)

Bouri, Elie (10)

Demirer, Riza (10)

Salisu, Afees (8)

Lau, Chi Keung (6)

McAleer, Michael (5)

Yoon, Seong-Min (5)

Asai, Manabu (5)

Vo, Xuan Vinh (3)

Tiwari, Aviral (3)

Cites to:

GUPTA, RANGAN (29)

Corsi, Fulvio (13)

Wohar, Mark (13)

Renò, Roberto (12)

Andersen, Torben (12)

Caporin, Massimiliano (10)

Diebold, Francis (10)

Bollerslev, Tim (10)

Santucci de Magistris, Paolo (9)

Rossi, Eduardo (9)

Narayan, Paresh (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) (2021 and 2020)

YearTitle of citing document
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.

Full description at Econpapers || Download paper

2020From code to market: Network of developers and correlated returns of cryptocurrencies. (2020). Baronchelli, Andrea ; Gallo, Angela ; Lepri, Bruno ; Alessandretti, Laura ; Lucchini, Lorenzo. In: Papers. RePEc:arx:papers:2004.07290.

Full description at Econpapers || Download paper

2020Tracking change-points in multivariate extremes. (2020). Leonelli, Manuele ; de Carvalho, Miguel ; Rossi, Alex. In: Papers. RePEc:arx:papers:2011.05067.

Full description at Econpapers || Download paper

2020Trade uncertainties and the hedging abilities of Bitcoin. (2020). GUPTA, RANGAN ; Bouri, Elie ; Gkillas, Konstantinos. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12173.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Good vibes only: The crypto-optimistic behavior. (2020). Caferra, Rocco. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303348.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet. (2020). Vo, Xuan Vinh ; Nasir, Muhammad Ali ; Nguyen, Thong Trung ; Duc, Toan Luu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301716.

Full description at Econpapers || Download paper

2020Investigating tail-risk dependence in the cryptocurrency markets: A LASSO quantile regression approach. (2020). Yao, Kai ; Chevapatrakul, Thanaset ; Nguyen, Linh Hoang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:333-355.

Full description at Econpapers || Download paper

2020Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876.

Full description at Econpapers || Download paper

2020Moments-based spillovers across gold and oil markets. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Wang, Shixuan ; Marco, Chi Keung. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301390.

Full description at Econpapers || Download paper

2020The impacts of structural oil shocks on macroeconomic uncertainty: Evidence from a large panel of 45 countries. (2020). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302802.

Full description at Econpapers || Download paper

2020Asymmetric mean reversion of Bitcoin price returns. (2020). Corbet, Shaen ; Katsiampa, Paraskevi. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306136.

Full description at Econpapers || Download paper

2020Time-frequency co-movement of cryptocurrency return and volatility: Evidence from wavelet coherence analysis. (2020). Zhu, Huiming ; Qiao, Xingzhi ; Hau, Liya. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s105752192030185x.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Estimating the expected shortfall of cryptocurrencies: An evaluation based on backtesting. (2020). Mora, Juan ; Leon, Angel ; Acereda, Beatriz. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319300741.

Full description at Econpapers || Download paper

2020Bitcoin futures: An effective tool for hedging cryptocurrencies. (2020). Sebastião, Helder ; Godinho, Pedro ; Sebastio, Helder. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319301849.

Full description at Econpapers || Download paper

2020The volatility surprise of leading cryptocurrencies: Transitory and permanent linkages. (2020). lucey, brian ; Roubaud, David ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303137.

Full description at Econpapers || Download paper

2020Do Asian emerging stock markets react to international economic policy uncertainty and geopolitical risk alike? A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305014.

Full description at Econpapers || Download paper

2020Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948.

Full description at Econpapers || Download paper

2020Hedging geopolitical risk with precious metals. (2020). Smales, Lee ; Baur, Dirk G. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s037842662030090x.

Full description at Econpapers || Download paper

2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075.

Full description at Econpapers || Download paper

2020The effects of geopolitical risks on the stock dynamics of Chinas rare metals: A TVP-VAR analysis. (2020). Chen, Jin-Yu ; Huang, Jian-Bai ; Zhou, Mei-Jing. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309183.

Full description at Econpapers || Download paper

2020Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718.

Full description at Econpapers || Download paper

2020Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Ajmi, Ahdi Noomen ; Mokni, Khaled ; Youssef, Manel ; Hammoudeh, Shawkat. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515.

Full description at Econpapers || Download paper

2020Intraday return predictability: Evidence from commodity ETFs and their related volatility indices. (2020). Bouri, Elie ; Xu, Yahua ; Wen, Zhuzhu ; Saeed, Tareq. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s030142072030862x.

Full description at Econpapers || Download paper

2020Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308680.

Full description at Econpapers || Download paper

2020The predictive power of oil price shocks on realized volatility of oil: A note. (2020). GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874.

Full description at Econpapers || Download paper

2020When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Ahmad, Wasim ; Awasthi, Kritika ; Phani, B V ; Rahman, Abdul. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

Full description at Econpapers || Download paper

2020Economic policy uncertainty and the Bitcoin-US stock nexus. (2020). Vo, Xuan Vinh ; Ajmi, Ahdi Noomen ; Bouri, Elie ; Mokni, Khaled. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x20300451.

Full description at Econpapers || Download paper

2021Does Bitcoin or gold react to financial stress alike? Evidence from the U.S. and China. (2021). Wang, Peijin ; Zhang, Hongwei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:629-648.

Full description at Econpapers || Download paper

2020Forecasting Value-at-Risk of Cryptocurrencies with RiskMetrics type models. (2020). Gözgör, Giray ; Liu, Wei ; Gozgor, Giray ; Marco, Chi Keung ; Semeyutin, Artur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301240.

Full description at Econpapers || Download paper

2020The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273.

Full description at Econpapers || Download paper

2021Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic. (2021). Tiwari, Aviral ; Leyva-De, Dante I ; Aikins, Emmanuel Joel. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:163:y:2021:i:c:s0040162520312609.

Full description at Econpapers || Download paper

2020Geopolitical risk and corporate cash holdings in the shipping industry. (2020). Maneenop, Sakkakom ; Kotcharin, Suntichai. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:136:y:2020:i:c:s1366554519308816.

Full description at Econpapers || Download paper

2020Infectious Diseases, Market Uncertainty and Oil Market Volatility. (2020). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Bouri, Elie. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4090-:d:395806.

Full description at Econpapers || Download paper

2020Long Memory in the Volatility of Selected Cryptocurrencies: Bitcoin, Ethereum and Ripple. (2020). Altintig, Ayca Z ; Atikka, Ozgur ; Okur, Mustafa ; Soylu, Pinar Kaya. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:107-:d:364466.

Full description at Econpapers || Download paper

2020Realized Measures to Explain Volatility Changes over Time. (2020). Tsagkanos, Athanasios ; Konstantatos, Christoforos ; Gkillas, Konstantinos ; Floros, Christos. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:125-:d:371152.

Full description at Econpapers || Download paper

2020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Bonato, Matteo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539.

Full description at Econpapers || Download paper

2020Examination of Individual Preferences for Green Hotels in Crete. (2020). Kourgiantakis, Markos ; Jaffry, Shabbar ; Apostolakis, Alexandros. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8294-:d:425142.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Working Papers. RePEc:hal:wpaper:hal-02507184.

Full description at Econpapers || Download paper

2020The VaR comparison of the fresh investment toolBITCOIN with other conventional investment tools, gold, stock exchange (BIST100) and foreign currencies (EUR/USD VS TRL). (2020). Karahanoglu, Ilhami. In: Eastern Journal of European Studies. RePEc:jes:journl:y:2020:v:11:p:160-181.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Predicting firm-level volatility in the United States: the role of monetary policy uncertainty. (2020). Kyei, Clement ; GUPTA, RANGAN ; Demirer, Riza ; Clance, Matthew. In: Economics and Business Letters. RePEc:ove:journl:aid:14497.

Full description at Econpapers || Download paper

2020The dynamic effects of globalization process in analysing N-shaped tourism led growth hypothesis. (2020). Sinha, Avik ; Driha, Oana M ; Balsalobre-Lorente, Daniel. In: MPRA Paper. RePEc:pra:mprapa:100078.

Full description at Econpapers || Download paper

2020The effects of tourism and globalization over environmental degradation in developed countries. (2020). Sinha, Avik ; Shahbaz, Muhammad ; Driha, Oana M ; Balsalobre-Lorente, Daniel. In: MPRA Paper. RePEc:pra:mprapa:100092.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202009.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104.

Full description at Econpapers || Download paper

2020Geopolitical Risks and Historical Exchange Rate Volatility of the BRICS. (2020). Salisu, Afees ; GUPTA, RANGAN ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:2020105.

Full description at Econpapers || Download paper

2020Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value?. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza. In: Working Papers. RePEc:pre:wpaper:2020107.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The Role of Global Economic Conditions in Forecasting Gold Market Volatility: Evidence from a GARCH-MIDAS Approach. (2020). Salisu, Afees ; Bouri, Elie ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202043.

Full description at Econpapers || Download paper

2020Forecasting Oil Volatility Using a GARCH-MIDAS Approach: The Role of Global Economic Conditions. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202051.

Full description at Econpapers || Download paper

2020OPEC News and Jumps in the Oil Market. (2020). Yoon, Seong-Min ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:202053.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Regime specific spillover across cryptocurrencies and the role of COVID-19. (2021). Saeed, Tareq ; Kang, Sang Hoon ; Bouri, Elie ; Hussain, Syed Jawad. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00210-4.

Full description at Econpapers || Download paper

2021Forecasting and trading cryptocurrencies with machine learning under changing market conditions. (2021). Godinho, Pedro ; Sebastio, Helder. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00217-x.

Full description at Econpapers || Download paper

2020A place next to Satoshi: foundations of blockchain and cryptocurrency research in business and economics. (2020). Ante, Lennart. In: Scientometrics. RePEc:spr:scient:v:124:y:2020:i:2:d:10.1007_s11192-020-03492-8.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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]		article47
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]		article18
2018Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 18		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]		article6
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]		article23
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]		paper5
2018Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data In: Working Papers.
[Full Text][Citation analysis]		paper1
2018Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements In: Working Papers.
[Citation analysis]		paper1
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]		paper18
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]		paper9
2019Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets In: Working Papers.
[Citation analysis]		paper1
2019Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks? In: Working Papers.
[Citation analysis]		paper13
2019Trade Uncertainties and the Hedging Abilities of Bitcoin In: Working Papers.
[Citation analysis]		paper5
2019Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains In: Working Papers.
[Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team