Konstantinos Gkillas : Citation Profile

Are you Konstantinos Gkillas?

Hellenic Mediterranean University

10

H index

11

i10 index

499

Citations

RESEARCH PRODUCTION:

10

Articles

11

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 41
   Journals where Konstantinos Gkillas has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 4 (0.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgk13
   Updated: 2024-11-04    RAS profile: 2022-05-04    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

GUPTA, RANGAN (6)

Pierdzioch, Christian (3)

Bouri, Elie (2)

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

Is cited by:

GUPTA, RANGAN (111)

Pierdzioch, Christian (53)

Bouri, Elie (29)

Salisu, Afees (23)

Demirer, Riza (19)

Yoon, Seong-Min (10)

Floros, Christos (10)

Ji, Qiang (10)

Bonato, Matteo (10)

Tiwari, Aviral (9)

Lau, Chi Keung (8)

Cites to:

GUPTA, RANGAN (25)

Wohar, Mark (13)

Andersen, Torben (10)

Caporin, Massimiliano (10)

Corsi, Fulvio (10)

Renò, Roberto (9)

Narayan, Paresh (9)

Diebold, Francis (9)

Rossi, Eduardo (9)

Santucci de Magistris, Paolo (9)

Bollerslev, Tim (8)

Main data

Where Konstantinos Gkillas 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 Economics11

Recent works citing Konstantinos Gkillas (2024 and 2023)

YearTitle of citing document
2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801.

Full description at Econpapers || Download paper

2023An econometric modeling of price support: The Bitcoin case. (2023). Kutlu, Levent. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00206.

Full description at Econpapers || Download paper

2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

Full description at Econpapers || Download paper

2024Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019.

Full description at Econpapers || Download paper

2023GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets. (2023). Li, Min-Jian ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000335.

Full description at Econpapers || Download paper

2023Geopolitical risks and investor sentiment: Causality and TVP-VAR analysis. (2023). He, Zhifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000700.

Full description at Econpapers || Download paper

2024Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Shi, Jing ; Guo, Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640.

Full description at Econpapers || Download paper

2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

Full description at Econpapers || Download paper

2023Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model. (2023). Perote, Javier ; Mora-Valencia, Andres ; Jimenez, Ines. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000596.

Full description at Econpapers || Download paper

2023An 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

2023Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890.

Full description at Econpapers || Download paper

2023Attention to oil prices and its impact on the oil, gold and stock markets and their covariance. (2023). Fiszeder, Piotr ; Molnar, Peter ; Fadziski, Marcin. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s014098832300141x.

Full description at Econpapers || Download paper

2023Risk spillovers across geopolitical risk and global financial markets. (2023). Wen, Baoyu ; Zheng, Jinlin ; Shen, Yue ; Wang, Xiaohan ; Jiang, Yaohui. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492.

Full description at Econpapers || Download paper

2023The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Hao ; Xu, Yongan. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005625.

Full description at Econpapers || Download paper

2023Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005984.

Full description at Econpapers || Download paper

2024An empirical study on the response of the energy market to the shock from the artificial intelligence industry. (2024). Lee, Chien-Chiang ; Liu, Hong-Fei. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223030499.

Full description at Econpapers || Download paper

2024Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535.

Full description at Econpapers || Download paper

2024Oil price volatility prediction using out-of-sample analysis – Prediction efficiency of individual models, combination methods, and machine learning based shrinkage methods. (2024). Ullah, Mirzat ; Ming, Kai ; Cheng, Weijin. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224012696.

Full description at Econpapers || Download paper

2023Does geopolitical risk affect firms idiosyncratic volatility? Evidence from China. (2023). Ren, Xiaohang ; Liu, Pei Jose ; Cao, Yuxuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003599.

Full description at Econpapers || Download paper

2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

Full description at Econpapers || Download paper

2024Geopolitical risk and corporate cash Holdings in China: Precautionary motive and agency problem perspectives. (2024). Wu, Haoran ; Wang, Man. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001674.

Full description at Econpapers || Download paper

2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

Full description at Econpapers || Download paper

2023Geopolitical risk and stock market volatility: A global perspective. (2023). Li, Shaofang ; He, Mengxi ; Zhang, Yaojie. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007966.

Full description at Econpapers || Download paper

2023Geopolitical risk and stock liquidity. (2023). Verdoliva, Vincenzo ; Pellegrino, Luigi Raffaele ; Meles, Antonio ; Fiorillo, Paolo. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000612.

Full description at Econpapers || Download paper

2023Intraday volatility predictability in china gold futures market: The case of last half-hour realized volatility forecasting. (2023). Xue, Yinsong ; Lv, Jiamin ; Ye, Chuxin ; Luo, Xingguo. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300394x.

Full description at Econpapers || Download paper

2023Tail risk in the Chinese stock market: An AEV model on the maximal drawdowns. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006669.

Full description at Econpapers || Download paper

2023Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023. (2023). Plakandaras, Vasilios ; Pierdzioch, Christian ; GUPTA, RANGAN ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008735.

Full description at Econpapers || Download paper

2024Geopolitical risk and the dynamics of REITs returns. (2024). Desfleurs, Aurelie ; Coen, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004677.

Full description at Econpapers || Download paper

2023Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030.

Full description at Econpapers || Download paper

2023Global financial stress index and long-term volatility forecast for international stock markets. (2023). Huynh, Luu Duc Toan ; Luo, Qin ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000938.

Full description at Econpapers || Download paper

2023Geopolitical risk and stock market development. (2023). Shahedur, MD ; Boudreau, James W ; Khraiche, Maroula. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001154.

Full description at Econpapers || Download paper

2023Market momentum amplifies market volatility risk: Evidence from China’s equity market. (2023). Huynh, Luu Duc Toan ; Li, Yan ; Liang, Chao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001245.

Full description at Econpapers || Download paper

2023Geopolitical risk, financial constraints, and tax avoidance. (2023). Pham, Thu Phuong ; Haque, Tariq ; Yang, Jiaxin. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001269.

Full description at Econpapers || Download paper

2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

Full description at Econpapers || Download paper

2023Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533.

Full description at Econpapers || Download paper

2024Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703.

Full description at Econpapers || Download paper

2024Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069.

Full description at Econpapers || Download paper

2023Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

Full description at Econpapers || Download paper

2023Natural resources volatility and causal associations for BRICS countries: Evidence from Covid-19 data. (2023). Huixiang, Shi ; Cao, Yanyan. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006080.

Full description at Econpapers || Download paper

2023Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective. (2023). Nakonieczny, Joanna ; Tiwari, Sunil ; Si, Kamel ; Shahzad, Umer ; Nesterowicz, Renata. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s030142072200633x.

Full description at Econpapers || Download paper

2023Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636.

Full description at Econpapers || Download paper

2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

Full description at Econpapers || Download paper

2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.

Full description at Econpapers || Download paper

2023Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659.

Full description at Econpapers || Download paper

2023Dependence and risk management of portfolios of metals and agricultural commodity futures. (2023). Mensi, Walid ; Hanif, Waqas ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Bensaida, Ahmed ; Vo, Xuan Vinh. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002787.

Full description at Econpapers || Download paper

2023Green finance and the socio-politico-economic factors’ impact on the future oil prices: Evidence from machine learning. (2023). Jamaani, Fouad ; Mohsin, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004919.

Full description at Econpapers || Download paper

2023The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Nazif ; Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682.

Full description at Econpapers || Download paper

2023Financing efficiency in natural resource markets mobilizing private and public capital for a green recovery. (2023). Haroon, Muhammad ; Yan, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005524.

Full description at Econpapers || Download paper

2023Impact of natural resources and technology on economic development and sustainable environment – Analysis of resources-energy-growth-environment linkages in BRICS. (2023). Cai, Jiahong ; Zhao, Wenjia ; Liang, Yiyan ; Kuang, Hewu. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005767.

Full description at Econpapers || Download paper

2023Promotion or hindrance? Exploring the bidirectional causality between geopolitical risk and green bonds from an energy perspective. (2023). Liu, LU ; Wen, Cui-Ping ; Wang, Kai-Hua. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723006773.

Full description at Econpapers || Download paper

2023Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries. (2023). Tedeschi, Marco ; Palomba, Giulio ; Foglia, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723007675.

Full description at Econpapers || Download paper

2024The connectedness between uncertainty and exchange rates of oil import countries: new evidence from time and frequency perspective. (2024). Meng, Juan ; Zeng, Haiyu ; Mo, Bin ; Ding, Shaokai. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011091.

Full description at Econpapers || Download paper

2024Asymmetrical connectedness between infectious diseases-related equity market volatility and prices of precious metals. (2024). Raza, Syed Ali ; Zhang, Xiangyu ; Guo, Changrong ; Masood, Amna. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011819.

Full description at Econpapers || Download paper

2024Effect of geopolitical risk on resources prices in the global and Russian-Ukrainian context: A novel Bayesian structural model. (2024). Rauf, Abdur ; Khan, Khalid ; Khurshid, Adnan ; Cifuentes-Faura, Javier. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012473.

Full description at Econpapers || Download paper

2024Geopolitical risk and foreign subsidiary performance of emerging market multinationals. (2024). Zhao, Wenyi ; Xu, Guoquan ; Zhong, Kai ; Tong, Yan ; Li, Xin. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:72:y:2024:i:c:s1042444x2400001x.

Full description at Econpapers || Download paper

2023Oil price uncertainty, financial distress and real economic activities: Evidence from China. (2023). Xiang, Jingjie ; Chen, Hongyi ; Li, LI. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:81:y:2023:i:c:s0927538x23001749.

Full description at Econpapers || Download paper

2023Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices. (2023). Shahbaz, Muhammad ; Mubarak, Muhammad Shujaat ; Ul, Asad. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:388-395.

Full description at Econpapers || Download paper

2023Persistence and long run co-movements across stock market prices. (2023). Martin-Valmayor, Miguel Angel ; Infante, Juan ; Gil-Alana, Luis A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:347-357.

Full description at Econpapers || Download paper

2023Comovement and instability in cryptocurrency markets. (2023). De Pace, Pierangelo ; Rao, Jayant. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:173-200.

Full description at Econpapers || Download paper

2023Oil market shocks and financial instability in Asian countries. (2023). Dagher, Leila ; Hasanov, Fakhri J. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:182-195.

Full description at Econpapers || Download paper

2023Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility. (2023). Wang, LU ; Su, Yuquan ; Yu, Jize ; Hong, Yanran. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:358-368.

Full description at Econpapers || Download paper

2023The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Ji, Qiang ; Kim, Won Joong ; Sheng, Xin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

Full description at Econpapers || Download paper

2024Exploring the ingredients, mixtures, and inclinations of geopolitical risk. (2024). Kannadhasan, M ; Halder, Abhishek ; Tamilselvan, M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:187-206.

Full description at Econpapers || Download paper

2024Do shipping freight markets impact commodity markets?. (2024). Wohar, Mark ; Trabelsi, Nader ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:986-1014.

Full description at Econpapers || Download paper

2023Re-evaluating portfolio diversification and design using cryptocurrencies: Are decentralized cryptocurrencies enough?. (2023). Vo, Xuan Vinh ; Bakry, Walid ; Al-Mohamad, Somar ; Prasad, Mason ; Khaki, Audil. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002094.

Full description at Econpapers || Download paper

2023Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173.

Full description at Econpapers || Download paper

2023New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392.

Full description at Econpapers || Download paper

2023Investment in gold: A bibliometric review and agenda for future research. (2023). Hassan, M. Kabir ; Ashraf, Ali ; Dsouza, Arun ; Pattnaik, Debidutta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002409.

Full description at Econpapers || Download paper

2023Forecasting gold volatility with geopolitical risk indices. (2023). Umar, Muhammad ; Liang, Chao ; Guo, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002434.

Full description at Econpapers || Download paper

2023BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing. (2023). Williams, T H ; Mekelburg, Erik ; Bennett, Donyetta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s027553192300065x.

Full description at Econpapers || Download paper

2024Can a self-exciting jump structure better capture the jump behavior of cryptocurrencies? A comparative analysis with the S&P 500. (2024). Bouri, Elie ; Zhang, Lei ; Chen, Yan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000709.

Full description at Econpapers || Download paper

2023How Elon Musks Twitter activity moves cryptocurrency markets. (2023). Ante, Lennart. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pa:s0040162522006333.

Full description at Econpapers || Download paper

2023Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Dynamic Effects of Climate Policy Uncertainty on Green Bond Volatility: An Empirical Investigation Based on TVP-VAR Models. (2023). Wang, Guodong ; Liu, Ruoyu ; Zhang, Maojun ; Yu, Jiasheng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:2:p:1692-:d:1037260.

Full description at Econpapers || Download paper

2023Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). monteiro, sofia ; Afonso, Antonio ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp03002023.

Full description at Econpapers || Download paper

2023Forecast the Role of GCC Financial Stress on Oil Market and GCC Financial Markets Using Convolutional Neural Networks. (2023). Abbes, Mouna Boujelbene ; Mezghani, Taicir. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:3:d:10.1007_s10690-022-09387-3.

Full description at Econpapers || Download paper

2023Short- and Long-Term Interactions Between Bitcoin and Economic Variables: Evidence from the US. (2023). Bouri, Elie ; Sarker, Provash Kumer ; Wang, Lei. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10247-5.

Full description at Econpapers || Download paper

2023Risk Connectedness Between Green and Conventional Assets with Portfolio Implications. (2023). Tiwari, Aviral Kumar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10296-w.

Full description at Econpapers || Download paper

2023Horizon-Adaptive Extreme Risk Quantification for Cryptocurrency Assets. (2023). Maurer, Frantz ; Tzagkarakis, George. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:3:d:10.1007_s10614-022-10300-3.

Full description at Econpapers || Download paper

2024Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Kassamany, Talie ; Bassil, Charbel ; Harb, Etienne ; Baz, Roland. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7.

Full description at Econpapers || Download paper

2024Public administration reforms for effective energy transition governance: case studies and evaluations. (2024). Huang, Mei ; Mou, Qiuping ; Xian, Xiang. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09688-9.

Full description at Econpapers || Download paper

2023Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking. (2023). Oxley, Les ; Corbet, Shaen. In: Review of Corporate Finance. RePEc:now:jnlrcf:114.00000049.

Full description at Econpapers || Download paper

2023Political Instability and Stock Market: An Event Study. (2023). Khan, Azam Anwar ; Jivani, Tooba ; Ahmed, Faiza. In: Journal of Policy Research (JPR). RePEc:rfh:jprjor:v:9:y:2023:i:2:p:339-345.

Full description at Econpapers || Download paper

2023Cryptocurrency technology revolution: are Bitcoin prices and terrorist attacks related?. (2023). Wang, Xin-Yi ; Chen, BO ; Song, YU. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00445-3.

Full description at Econpapers || Download paper

2023Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets. (2023). Kang, Sang Hoon ; Pham, Linh ; Ko, Hee-Un ; Hanif, Waqas. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00474-6.

Full description at Econpapers || Download paper

2023Stock and oil price returns in international markets: Identifying short and long-run effects. (2023). Mollick, Andre Varella ; Osah, Theophilus Teye. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:1:d:10.1007_s12197-022-09602-x.

Full description at Econpapers || Download paper

2023The Impact of Investor Sentiment on Bitcoin Returns and Conditional Volatilities during the Era of Covid-19. (2023). Guler, Derya. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:24:y:2023:i:3:p:276-289.

Full description at Econpapers || Download paper

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

Works by Konstantinos Gkillas:

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]		article101
2018Financial market activity under capital controls: Lessons from extreme events In: Economics Letters.
[Full Text][Citation analysis]		article3
2016The risk in capital controls In: Finance Research Letters.
[Full Text][Citation analysis]		article3
2018Volatility jumps: The role of geopolitical risks In: Finance Research Letters.
[Full Text][Citation analysis]		article51
2018Volatility Jumps: The Role of Geopolitical Risks.(2018) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 51		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]		article12
2011Assessment of practices and technologies of energy saving and renewable energy sources in hotels in Crete In: Renewable Energy.
[Full Text][Citation analysis]		article13
2011Tourists attitudes for selecting accommodation with investments in renewable energy and energy saving systems In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article27
2017Asymmetric 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]		paper10
2018Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data In: Working Papers.
[Citation analysis]		paper2
2018Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements In: Working Papers.
[Citation analysis]		paper2
2018Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis? In: Working Papers.
[Citation analysis]		paper4
2019Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss In: Working Papers.
[Citation analysis]		paper86
2019Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss In: Working Papers.
[Citation analysis]		paper13
2019Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model In: Working Papers.
[Citation analysis]		paper69
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]		paper73
2019Trade Uncertainties and the Hedging Abilities of Bitcoin In: Working Papers.
[Citation analysis]		paper27

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team