4
H index
1
i10 index
69
Citations
Vasilios Sogiakas : Citation Profile
University of Glasgow | RESEARCH PRODUCTION: 14 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2007 - 2019). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vasilios Sogiakas. | Is cited by:
| Cites to:
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Main data
Where Vasilios Sogiakas has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Forecasting | 2 |
| Journal of Economic Integration | 2 |
Recent works citing Vasilios Sogiakas (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309. Full description at Econpapers || Download paper |
| 2024 | Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734. Full description at Econpapers || Download paper |
| 2024 | Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness. (2024). Billah, Syed ; Naeem, Muhammad Abubakr ; Hoque, Mohammad Enamul ; Kapar, Burcu. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003661. Full description at Econpapers || Download paper |
| 2024 | Fintech and financial stability: Evidence from spatial analysis for 25 countries. (2024). You, Kefei ; Koranteng, Barbara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000684. Full description at Econpapers || Download paper |
| 2024 | Oil shocks and financial stability in MENA countries. (2024). Sousa, Ricardo ; Sohag, Kazi ; Elsayed, Ahmed. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000205. Full description at Econpapers || Download paper |
| 2024 | Systemic Financial Risk Forecasting: A Novel Approach with IGSA-RBFNN. (2024). Tian, Yishuai ; Wu, Yifan. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1610-:d:1398620. Full description at Econpapers || Download paper |
| 2025 | Has the outbreak of COVID-19 changed the carbon market?. (2025). Tsai, I-Chun. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:58:y:2025:i:1:d:10.1007_s10644-024-09851-2. Full description at Econpapers || Download paper |
| 2024 | Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. (2024). Lau, Chi Keung ; Elsayed, Ahmed ; Sheng, Xin ; Downing, Gareth ; Marco, Chi Keung. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1804-1819. Full description at Econpapers || Download paper |
Works by Vasilios Sogiakas:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries In: Economic Modelling. [Full Text][Citation analysis] | article | 9 |
| 2015 | Informational efficiency and spurious spillover effects between spot and derivatives markets In: Global Finance Journal. [Full Text][Citation analysis] | article | 7 |
| 2018 | Volatility co-movements and spillover effects within the Eurozone economies: A multivariate GARCH approach using the financial stress index In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 40 |
| 2012 | Derivatives listing strategy In: Journal of Financial Regulation and Compliance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Survival Characteristics and Adjustment of MNE Affiliates in the European Integrated Market In: Ibero America Institute for Econ. Research (IAI) Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2014 | The role of convenience yield in going-private transactions In: CFI Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Spill over effects of futures contracts initiation on the cash market: a regime shift approach In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 1 |
| 2007 | Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2011 | The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization In: Journal of Economic Integration. [Citation analysis] | article | 0 |
| 2019 | Does Divestment Risk Evolution of MNE Subsidiaries Display an Inverse U-Shaped Form? In: Journal of Economic Integration. [Full Text][Citation analysis] | article | 0 |
| 2017 | Basel III impact on the Italian banking sector In: Bulletin of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Efficiency of the UK Stock Exchange In: Journal of Risk & Control. [Full Text][Citation analysis] | article | 0 |
| 2019 | Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2017 | On the implementation of asymmetric VaR models for managing and forecasting market risk In: Journal of Applied Finance & Banking. [Full Text][Citation analysis] | article | 0 |
| 2017 | Option trading for optimizing volatility forecasting In: Journal of Statistical and Econometric Methods. [Full Text][Citation analysis] | article | 0 |
| 2017 | Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets In: Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2018 | The informational content of unconventional monetary policy on precious metal markets In: Journal of Forecasting. [Full Text][Citation analysis] | article | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team