27
H index
42
i10 index
3058
Citations
University of Patras | 27 H index 42 i10 index 3058 Citations RESEARCH PRODUCTION: 59 Articles 52 Papers 1 Chapters RESEARCH ACTIVITY: 17 years (2006 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pfi186 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with George Filis. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 36 |
BAFES Working Papers / Department of Accounting, Finance & Economic, Bournemouth University | 6 |
Working Papers / Bank of Greece | 4 |
Year | Title of citing document | |
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2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308. Full description at Econpapers || Download paper | |
2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
2023 | The Contribution of Tourism in National Economies: Evidence of Greece. (2023). Polyzos, Serafeim ; Tsiotas, Dimitrios ; Kalantzi, Olga. In: Papers. RePEc:arx:papers:2302.13121. Full description at Econpapers || Download paper | |
2023 | Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. (2023). Dong, Xiaowen ; Cucuringu, Mihai ; Pu, Xingyue ; Zhang, Chao. In: Papers. RePEc:arx:papers:2308.01419. Full description at Econpapers || Download paper | |
2023 | The moderating effect of innovation on the relationship between environmental and financial performance: Evidence from high emitters in Australia. (2023). Jubb, Christine ; Moradimotlagh, Amir ; Wedari, Linda Kusumaning. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:32:y:2023:i:1:p:654-672. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2023 | Oil and the Stock Market Revisited: A mixed functional VAR approach. (2023). Bjørnland, Hilde ; Cross, Jamie L ; Chang, Yoosoon ; Bjrnland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0114. Full description at Econpapers || Download paper | |
2023 | Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8. Full description at Econpapers || Download paper | |
2023 | Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269. Full description at Econpapers || Download paper | |
2023 | Energy News Shocks and their Propagation to Renewable and Fossil Fuels Use. (2023). Puch, Luis ; Guinea, Laurentiu ; Ruiz, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:37355. Full description at Econpapers || Download paper | |
2023 | Shifting the Focus to Measurement: A Review of Socially Responsible Investing and Sustainability Indicators. (2023). Geissdoerfer, Martin ; Koenigsmarck, Markus. In: Publications of Darmstadt Technical University, Institute for Business Studies (BWL). RePEc:dar:wpaper:136617. Full description at Econpapers || Download paper | |
2023 | Do Methane Gas Prices Interact with Stock Indices?. (2023). Wainberg, Dorin ; Iuga, Iulia Cristina ; Hada, Teodor ; Barbuta-Misu, Nicoleta. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:90-100. Full description at Econpapers || Download paper | |
2023 | Oil Price Changes and Stock Market Performance in UAE: Evidence of Cointegration Persists in Economic Diversification era. (2023). Mohammed, Zahra ; Majumdar, Sudipa ; Banerjee, Rachna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-58. Full description at Econpapers || Download paper | |
2023 | Modeling and Mediating the Interaction between Oil Prices and Economic Sectors Advancement: The Case of Middle East. (2023). Samara, Husni ; Almaharmeh, Mohammaad ; Aladwan, Mohammad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-5. Full description at Econpapers || Download paper | |
2023 | The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63. Full description at Econpapers || Download paper | |
2023 | Relationship between Oil Prices and Russia Exchange Indices: Analysis of Frequency Causality. (2023). Muradzada, Imangulu ; Akbulaev, Nurkhodzha ; Hasanov, Ziyadhan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-05-64. Full description at Econpapers || Download paper | |
2023 | On the Time-varying Correlations and Hedging Effectiveness: An Analysis of Crude Oil, Gold, and Stock Market. (2023). Santhosh, P K ; Sahadudheen, I. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-37. Full description at Econpapers || Download paper | |
2023 | The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45. Full description at Econpapers || Download paper | |
2023 | Renewable Energy Use in Green Hotels for Sustainability: A Systematic Review. (2023). Muneenam, Umaporn ; Ghimire, Bhawani Thapa ; Techato, Kuaanan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-65. Full description at Econpapers || Download paper | |
2023 | Oil Shocks, Monetary Policy, and Stock Returns: A Case of Oil-based Economy. (2023). , Abdullah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-7. Full description at Econpapers || Download paper | |
2023 | Tourism and economic output: Do asymmetries matter?. (2023). Kocak, Emrah ; Okumus, Fevzi. In: Annals of Tourism Research. RePEc:eee:anture:v:100:y:2023:i:c:s0160738323000439. Full description at Econpapers || Download paper | |
2023 | Consumption of pop culture and tourism demand: Through the lens of herding behaviour. (2023). Li, Matthew ; Hosany, Sameer ; Seetaram, Neelu ; Lim, Sungkyu. In: Annals of Tourism Research. RePEc:eee:anture:v:99:y:2023:i:c:s016073832300004x. Full description at Econpapers || Download paper | |
2023 | Emotions and stock market anomalies: A systematic review. (2023). Verma, Shubhangi ; Rao, Purnima ; Kumar, Satish ; Goodell, John W. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000557. Full description at Econpapers || Download paper | |
2023 | Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83. Full description at Econpapers || Download paper | |
2023 | Tourism, sustainability, and the economy in Bangladesh: The innovation connection amidst Covid-19. (2023). Taghizadeh-Hesary, Farhad ; Amin, Sakib Bin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:153-167. Full description at Econpapers || Download paper | |
2023 | On the identification of the oil-stock market relationship. (2023). Panagiotidis, Theodore ; Arampatzidis, Ioannis. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003947. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and information intermediary: The case of short seller. (2023). Wang, Xiaoming. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003984. Full description at Econpapers || Download paper | |
2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper | |
2023 | Does country sustainability improve firm ESG reporting transparency? The moderating role of firm industry and CSR engagement. (2023). Pham, Linh ; Phuong, Thanh Thi ; van Hoang, Thi Hong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001633. Full description at Econpapers || Download paper | |
2023 | GVC trade and business cycle synchronization between China and belt-road countries. (2023). Cheng, Shixiong ; Zhao, Jiaqi ; Yu, Chunjiao. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002298. Full description at Econpapers || Download paper | |
2023 | Oil price uncertainty and carbon management system quality. (2023). Elsayih, Jibriel ; Bugshan, Abdullah. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000356. Full description at Econpapers || Download paper | |
2023 | A spatial panel quantile model with unobserved heterogeneity. (2023). Lu, Lina ; Li, Kunpeng ; Ando, Tomohiro. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:191-213. Full description at Econpapers || Download paper | |
2023 | Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249. Full description at Econpapers || Download paper | |
2023 | Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547. Full description at Econpapers || Download paper | |
2023 | Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385. Full description at Econpapers || Download paper | |
2023 | Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122. Full description at Econpapers || Download paper | |
2023 | Forecasting tail risk measures for financial time series: An extreme value approach with covariates. (2023). Prokhorov, Artem ; Yin, Jessica Wai ; Leung, Henry ; James, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:29-50. Full description at Econpapers || Download paper | |
2023 | Which is leading: Renewable or brown energy assets?. (2023). bouoiyour, jamal ; Bouri, Elie ; Gauthier, Marie. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322004686. Full description at Econpapers || Download paper | |
2023 | The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734. Full description at Econpapers || Download paper | |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper | |
2023 | An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965. Full description at Econpapers || Download paper | |
2023 | On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041. Full description at Econpapers || Download paper | |
2023 | Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000294. Full description at Econpapers || Download paper | |
2023 | Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312. Full description at Econpapers || Download paper | |
2023 | Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x. Full description at Econpapers || Download paper | |
2023 | The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609. Full description at Econpapers || Download paper | |
2023 | The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x. Full description at Econpapers || Download paper | |
2023 | Higher-order moments and co-moments contribution to spillover analysis and portfolio risk management. (2023). Bouri, Elie ; Nekhili, Ramzi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000944. Full description at Econpapers || Download paper | |
2023 | The effect of oil implied volatility and geopolitical risk on GCC stock sectors under various market conditions. (2023). Kassm, Christina Abou ; Hammoud, Rami ; Bouri, Elie. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001159. Full description at Econpapers || Download paper | |
2023 | Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305. Full description at Econpapers || Download paper | |
2023 | Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330. Full description at Econpapers || Download paper | |
2023 | Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561. Full description at Econpapers || Download paper | |
2023 | Dependence between the GCC energy equities, global clean energy and emission markets: Evidence from wavelet analysis. (2023). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001573. Full description at Econpapers || Download paper | |
2023 | Asymmetric impact of oil price on current account balance: Evidence from oil importing countries. (2023). Taghizadeh-Hesary, Farhad ; Gao, Zhennan ; Mohsin, Muhammad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002475. Full description at Econpapers || Download paper | |
2023 | Managerial performance and oil price shocks. (2023). Zhang, Qin ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002621. Full description at Econpapers || Download paper | |
2023 | Climate change and fossil fuel prices: A GARCH-MIDAS analysis. (2023). Salisu, Afees ; Nmadu, Yaaba B ; Tumala, Mohammed M. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002906. Full description at Econpapers || Download paper | |
2023 | A new multilayer network for measuring interconnectedness among the energy firms. (2023). Zhang, Xiaotong ; Tang, Rui ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x. Full description at Econpapers || Download paper | |
2023 | Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274. Full description at Econpapers || Download paper | |
2023 | Big oil in the transition or Green Paradox? A capital market approach. (2023). Todorova, Neda ; Baur, Dirk G. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003353. Full description at Econpapers || Download paper | |
2023 | The macroeconomic effects of oil price uncertainty. (2023). Abiad, Abdul ; Qureshi, Irfan A. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003377. Full description at Econpapers || Download paper | |
2023 | Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468. Full description at Econpapers || Download paper | |
2023 | Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511. Full description at Econpapers || Download paper | |
2023 | Risk network of global energy markets. (2023). Uddin, Gazi ; Okhrin, Yarema ; Rahman, Md Lutfur ; Jayasekera, Ranadeva ; Yahya, Muhammad ; Luo, Tianqi. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003808. Full description at Econpapers || Download paper | |
2023 | Is the digital economy conducive to the development of renewable energy in Asia?. (2023). Dong, Kangyin ; Wang, Jianda. In: Energy Policy. RePEc:eee:enepol:v:173:y:2023:i:c:s0301421522006000. Full description at Econpapers || Download paper | |
2023 | Crude oil, international trade and political stability: Do network relations matter?. (2023). Cappelli, Federica ; Vellucci, Pierluigi ; Carnazza, Giovanni. In: Energy Policy. RePEc:eee:enepol:v:176:y:2023:i:c:s0301421523000642. Full description at Econpapers || Download paper | |
2023 | Government instruments for community renewable energy in northern and Indigenous communities. (2023). Fitzpatrick, Patricia ; Belcher, Ken ; Poelzer, Greg ; Noble, Bram ; Leonhardt, Renata. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001453. Full description at Econpapers || Download paper | |
2023 | Are resource-rich countries less responsive to global warming? Oil wealth and climate change policy. (2023). Woldemichael, Andinet ; Njangang, Henri ; Tadadjeu, Sosson. In: Energy Policy. RePEc:eee:enepol:v:182:y:2023:i:c:s0301421523003592. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756. Full description at Econpapers || Download paper | |
2023 | Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744. Full description at Econpapers || Download paper | |
2023 | Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054. Full description at Econpapers || Download paper | |
2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper | |
2023 | Heterogeneous impacts of oil prices on Chinas stock market: Based on a new decomposition method. (2023). Ai, Chunrong ; Xu, Jie ; Liu, Feng. In: Energy. RePEc:eee:energy:v:268:y:2023:i:c:s0360544223000385. Full description at Econpapers || Download paper | |
2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper | |
2023 | Explaining and modeling the mediating role of energy consumption between financial development and carbon emissions. (2023). Akan, Taner. In: Energy. RePEc:eee:energy:v:274:y:2023:i:c:s0360544223007065. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045. Full description at Econpapers || Download paper | |
2023 | Forecasting global stock market volatilities in an uncertain world. (2023). Zhang, Ting ; Wang, Gang-Jin ; Zeng, Zhi-Jian ; Xie, Chi ; Li, Zhao-Chen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004136. Full description at Econpapers || Download paper | |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper | |
2023 | Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479. Full description at Econpapers || Download paper | |
2023 | Co-movement between commodity and equity markets revisited—An application of the Thick Pen method. (2023). Lee, Seungho ; Durand, Robert B ; Gronwald, Marc ; Wadud, Sania. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000844. Full description at Econpapers || Download paper | |
2023 | Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Elsayed, Ahmed ; Wang, Gang-Jin ; Uddin, Gazi Salah ; Naifar, Nader. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187. Full description at Econpapers || Download paper | |
2023 | Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369. Full description at Econpapers || Download paper | |
2023 | Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758. Full description at Econpapers || Download paper | |
2023 | Investigating the nature of interaction between crypto-currency and commodity markets. (2023). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Galariotis, Emilios. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002065. Full description at Econpapers || Download paper | |
2023 | Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247. Full description at Econpapers || Download paper | |
2023 | Examining the volatility of soybean market in the MIDAS framework: The importance of bagging-based weather information. (2023). Xu, Weiju ; Ma, Weichun ; Wu, Rui ; Wang, LU. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002363. Full description at Econpapers || Download paper | |
2023 | Do green bond and green stock markets boom and bust together? Evidence from China. (2023). Dai, Liang ; Guo, Dawei ; Su, Xianfang. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002600. Full description at Econpapers || Download paper | |
2023 | Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework. (2023). Urquhart, Andrew ; Duan, Kun ; Gao, DA ; Feng, Hao. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002727. Full description at Econpapers || Download paper | |
2023 | Oil price uncertainty, workplace misconduct, and cash holding. (2023). Amin, Md Ruhul ; Mazumder, Sharif ; Rahman, Md Showaib. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002739. Full description at Econpapers || Download paper | |
2023 | Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Shah, Adil Ahmad ; Yarovaya, Larisa ; Abrar, Afsheen ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855. Full description at Econpapers || Download paper | |
2023 | State transformation of information spillover in asset markets and effective dynamic hedging strategies. (2023). Tsai, I-Chun ; Lin, Che-Chun ; Wang, Yu-Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002880. Full description at Econpapers || Download paper | |
2023 | Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022. Full description at Econpapers || Download paper | |
2023 | The volatility connectedness between agricultural commodity and agri businesses: Evidence from time-varying extended joint approach. (2023). Taskin, Dilvin ; Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007310. Full description at Econpapers || Download paper | |
2023 | Does inclusion of GARCH variance in deep learning models improve financial contagion prediction?. (2023). Mangalagiri, Jayasree ; Rayadurgam, Vikram Chandramouli. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000818. Full description at Econpapers || Download paper | |
2023 | Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009. Full description at Econpapers || Download paper | |
2023 | Time-frequency relationship between energy imports, energy prices, exchange rate, and policy uncertainties in India: Evidence from wavelet quantile correlation approach. (2023). Gopinathan, R ; Jalal, Rubia. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003525. Full description at Econpapers || Download paper | |
2023 | Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets. (2023). McMillan, David G ; Kambouroudis, Dimos ; Korkusuz, Burak. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003641. Full description at Econpapers || Download paper | |
2023 | Network analysis of international financial markets contagion based on volatility indexes. (2023). Zhuang, Chengkai ; Zhang, Xuan ; Ouyang, Ruolan ; Lin, Weinan. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004117. Full description at Econpapers || Download paper | |
2023 | Deal! Market reactions to the agreement on the EU Covid-19 recovery fund. (2023). ap Gwilym, Owain ; Molyneux, Philip ; Pancotto, Livia. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000578. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2014 | The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data In: The Energy Journal. [Full Text][Citation analysis] | article | 116 |
2014 | The effects of oil price shocks on stock market volatility: Evidence from European data.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
2018 | Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence In: The Energy Journal. [Full Text][Citation analysis] | article | 99 |
2018 | Oil prices and stock markets: A review of the theory and empirical evidence.(2018) In: BAFES Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | paper | |
2018 | Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 99 | paper | |
2020 | The (time-varying) Importance of Oil Prices to U.S. Stock Returns: A Tale of Two Beauty-Contests In: The Energy Journal. [Full Text][Citation analysis] | article | 3 |
2021 | Oil price volatility is effective in predicting food price volatility. Or is it? In: The Energy Journal. [Full Text][Citation analysis] | article | 3 |
2018 | Oil Price Shocks and Uncertainty: How stable is their relationship over time? In: BAFES Working Papers. [Full Text][Citation analysis] | paper | 66 |
2018 | Oil price shocks and uncertainty: How stable is their relationship over time?.(2018) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | article | |
2018 | Oil Price Shocks and Uncertainty: How stable is their relationship over time?.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 66 | paper | |
2018 | The tourism and economic growth enigma: Examining an ambiguous relationship through multiple prisms In: BAFES Working Papers. [Full Text][Citation analysis] | paper | 1 |
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2019 | Forecasting European economic policy uncertainty.(2019) In: Scottish Journal of Political Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2019 | Forecasting European Economic Policy Uncertainty.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2018 | Oil volatility, oil and gas firms and portfolio diversification In: BAFES Working Papers. [Full Text][Citation analysis] | paper | 117 |
2018 | Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 117 | article | |
2018 | The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis In: BAFES Working Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis.(2019) In: International Journal of Banking, Accounting and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2016 | Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? In: Manchester School. [Full Text][Citation analysis] | article | 8 |
2014 | Business Cycle Synchronization in EU: A Time-Varying Approach In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 27 |
2014 | Business Cycle Synchronisation in EU: A time-varying approach.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | paper | |
2020 | Fiscal policy, government size and EMU business cycle synchronization In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 4 |
2013 | Oil price shocks and stock market volatility: evidence from European data In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2013 | Oil price shocks and volatility do predict stock market regimes In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2022 | Forecasting macroeconomic indicators for Eurozone and Greece: How useful are the oil price assumptions? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Superkurtosis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2019 | Superkurtosis.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2019 | Superkurtosis.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Superkurtosis.(2023) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2015 | Tourism and growth: The times they are a-changing In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 18 |
2016 | Sentiment, mood and outbound tourism demand In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 33 |
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2017 | Forecasting accuracy evaluation of tourist arrivals In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 36 |
2013 | Stock market response to monetary and fiscal policy shocks: Multi-country evidence In: Economic Modelling. [Full Text][Citation analysis] | article | 41 |
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2016 | Corporate social responsibility and financial performance: A non-linear and disaggregated approach In: Economic Modelling. [Full Text][Citation analysis] | article | 112 |
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2014 | Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer?.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2013 | Dynamic co-movements of stock market returns, implied volatility and policy uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 246 |
2018 | Forecasting global stock market implied volatility indices In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 15 |
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2020 | Oil price assumptions for macroeconomic policy.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2010 | Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations? In: Energy Economics. [Full Text][Citation analysis] | article | 104 |
2014 | Dynamic spillovers of oil price shocks and economic policy uncertainty In: Energy Economics. [Full Text][Citation analysis] | article | 216 |
2018 | Forecasting oil prices: High-frequency financial data are indeed useful In: Energy Economics. [Full Text][Citation analysis] | article | 27 |
2019 | Futures-based forecasts: How useful are they for oil price volatility forecasting? In: Energy Economics. [Full Text][Citation analysis] | article | 10 |
2019 | Futures-based forecasts: How useful are they for oil price volatility forecasting?.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2020 | Oil price shocks and EMU sovereign yield spreads In: Energy Economics. [Full Text][Citation analysis] | article | 16 |
2020 | Oil and pump prices: Testing their asymmetric relationship in a robust way In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
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2011 | Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 415 |
2011 | Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 415 | paper | |
2016 | Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 84 |
2015 | Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2017 | Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 84 | paper | |
2017 | Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 84 |
2021 | Forecasting oil price volatility using spillover effects from uncertainty indices In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
2015 | US stock market regimes and oil price shocks In: Global Finance Journal. [Full Text][Citation analysis] | article | 32 |
2015 | US stock market regimes and oil price shocks.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2017 | Asset prices regime-switching and the role of inflation targeting monetary policy In: Global Finance Journal. [Full Text][Citation analysis] | article | 7 |
2015 | Asset prices regime-switching and the role of inflation targeting monetary policy.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2013 | Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 85 |
2013 | Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2014 | Oil price shocks and stock market returns: New evidence from the United States and China In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 171 |
2022 | Forecasting realized volatility of agricultural commodities In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 12 |
2019 | Forecasting Realized Volatility of Agricultural Commodities.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2022 | Oil price volatility forecasts: What do investors need to know? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
2019 | Oil price volatility forecasts: What do investors need to know?.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2017 | Forecasting oil price realized volatility using information channels from other asset classes In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 141 |
2017 | Forecasting oil price realized volatility using information channels from other asset classes.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 141 | paper | |
2017 | Oil dependence, quality of political institutions and economic growth: A panel VAR approach In: Resources Policy. [Full Text][Citation analysis] | article | 40 |
2021 | Revisiting the resource curse in the MENA region In: Resources Policy. [Full Text][Citation analysis] | article | 19 |
2021 | Revisiting the resource curse in the MENA region.(2021) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2020 | Revisiting the Resource Curse in the MENA region.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2017 | Energy consumption, CO2 emissions, and economic growth: An ethical dilemma In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 83 |
2023 | Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
2013 | Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries In: Tourism Management. [Full Text][Citation analysis] | article | 30 |
2009 | VAR model training using particle swarm optimisation: evidence from macro-finance data In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 1 |
2018 | Bilateral business cycle synchronisation in the EMU: What is the role of fiscal policy and government size? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 49 |
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2012 | Dynamic Co-movements between Stock Market Returns and Policy Uncertainty In: MPRA Paper. [Full Text][Citation analysis] | paper | 18 |
2013 | Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
2013 | Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries.(2013) In: FIW Working Paper series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2013 | Time-varying Business Cycles Synchronisation in Europe In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2014 | Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
2015 | Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Forecasting Tourist Arrivals Using Origin Country Macroeconomics In: MPRA Paper. [Full Text][Citation analysis] | paper | 14 |
2016 | Forecasting tourist arrivals using origin country macroeconomics.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
2016 | Forecasting oil price realized volatility: A new approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2015 | Investments and uncertainty revisited: The case of the US economy In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2017 | Investments and uncertainty revisited: the case of the US economy.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2015 | Forecasting implied volatility indices worldwide: A new approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2015 | The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2017 | Forecasting oil prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2013 | Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment In: MPRA Paper. [Full Text][Citation analysis] | paper | 63 |
2018 | Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component. In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector? In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2019 | Can spillover effects provide forecasting gains? The case of oil price volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques In: Working Papers. [Citation analysis] | paper | 1 |
2006 | Testing for Market Efficiency in Emerging Markets In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 0 |
2009 | An Analysis between Implied and Realised Volatility in the Greek Derivative Market In: Journal of Emerging Market Finance. [Full Text][Citation analysis] | article | 4 |
2012 | Tourism Income and Economic Growth in Greece: Empirical Evidence from Their Cyclical Components In: Tourism Economics. [Full Text][Citation analysis] | article | 20 |
2019 | Economic announcements and the 10-year U.S. Treasury: Surprising findings without the surprise component In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2011 | Option listing, returns and volatility: evidence from Greece In: Applied Financial Economics. [Full Text][Citation analysis] | article | 3 |
2014 | Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 141 |
2014 | Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty.(2014) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 141 | paper | |
2021 | Oil and currency volatilities: Co?movements and hedging opportunities In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
2022 | What matters when developing oil price volatility forecasting frameworks? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
2023 | Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
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