Vasilios Sogiakas : Citation Profile

University of Glasgow

4

H index

2

i10 index

81

Citations

RESEARCH PRODUCTION:

14

Articles

3

Papers

RESEARCH ACTIVITY:

   12 years (2007 - 2019). See details.
   Cites by year: 6
   Journals where Vasilios Sogiakas has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 1 (1.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pso179
   Updated: 2026-01-10    RAS profile: 2025-10-11    
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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:

Elsayed, Ahmed (4)

Cronin, David (3)

Cronin, David (3)

Dunne, Peter (3)

Balcilar, Mehmet (3)

Wohar, Mark (3)

Apostolakis, George (2)

Ahelegbey, Daniel Felix (2)

McQuinn, Kieran (2)

Agosto, Arianna (2)

Giudici, Paolo (2)

Cites to:

Engle, Robert (17)

merton, robert (10)

Bollerslev, Tim (7)

Pesaran, Mohammad (5)

Johansen, Soren (5)

Laurent, Sébastien (5)

Joyce, Michael (4)

Hansen, Bruce (4)

Breedon, Francis (4)

Sousa, Ricardo (4)

Stevens, Ibrahim (4)

Main data

Where Vasilios Sogiakas has published?

Journals with more than one article published# docs
Journal of Economic Integration2
Journal of Forecasting2

Recent works citing Vasilios Sogiakas (2025 and 2024)

YearTitle of citing document
2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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2025Energy commodities, metal markets, and money supply: Asymmetric information transmission mechanism of easing and tightening. (2025). Wang, Yu-Min ; Lin, Che-Chun ; Tsai, I-Chun. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225039064.

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2025The role of uncertainty in return spillovers among digital, green, and traditional financial assets: New insights from the shock of unprecedented events. (2025). Zhu, You ; Wang, Gang-Jin ; Xie, Chi ; Zhou, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003126.

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2024Global 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.

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2024Financial 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.

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2024Quantifying 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.

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2024Fintech 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.

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2024Oil 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.

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2025The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks. (2025). Patra, Saswat ; Singh, Abhay Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003752.

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2025Volatility characteristics of stock markets during the US-China trade war. (2025). Yang, Ting. In: International Review of Economics & Finance. RePEc:eee:reveco:v:102:y:2025:i:c:s1059056025004988.

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2025Dynamic spillovers between global financial stress and uncertainties: Evidence from quantile connectedness. (2025). Long, Shaobo ; Li, Zixuan ; Xu, Xiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005933.

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2025Price limits, investor asset allocation, and price volatility: Evidence from China’s registration-based IPO reform. (2025). Shi, Peiyao ; Li, Zixian ; Hou, Wanyue ; Liu, Zhaoda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000133.

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2024Systemic 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.

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2025Has 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.

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2024Do Spot, Futures, and Options Markets Exhibit Price and Volatility Interdependence? Evidence from India. (2024). Mallikarjunappa, T. In: Jindal Journal of Business Research. RePEc:sae:jjlobr:v:13:y:2024:i:1:p:100-117.

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2025Navigating Uncertainty: The Micro-Level Dynamics of Economic Policy Uncertainty and Systemic Financial Risk in China’s Financial Institutions. (2025). Shao, Hualu ; Zhou, Baicheng ; Wang, DI. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-023-01730-x.

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2025Regime-Specific Spillover Effects Between Financial Stress, GCC Stock Markets, Brent Crude Oil, and the Gold Market. (2025). Abbes, Mouna Boujelbne ; Soltani, Hayet. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02209-z.

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2024Exploring 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.

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Works by Vasilios Sogiakas:

YearTitleTypeCited
2015An investigation of systemic stress and interdependencies within the Eurozone and Euro Area countries In: Economic Modelling.
[Full Text][Citation analysis]		article10
2015Informational efficiency and spurious spillover effects between spot and derivatives markets In: Global Finance Journal.
[Full Text][Citation analysis]		article7
2018Volatility 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]		article48
2012Derivatives listing strategy In: Journal of Financial Regulation and Compliance.
[Full Text][Citation analysis]		article0
2013Survival 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]		paper0
2014The role of convenience yield in going-private transactions In: CFI Discussion Papers.
[Full Text][Citation analysis]		paper0
2010Spill 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]		article2
2007Spill Over Effects of Futures Contracts Initiation on the Cash Market: A Comparative Analysis In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2011The EMU Integration Structure and the Spillover Dynamics Towards the IAS Harmonization In: Journal of Economic Integration.
[Citation analysis]		article0
2019Does Divestment Risk Evolution of MNE Subsidiaries Display an Inverse U-Shaped Form? In: Journal of Economic Integration.
[Full Text][Citation analysis]		article1
2017Basel III impact on the Italian banking sector In: Bulletin of Applied Economics.
[Full Text][Citation analysis]		article0
2017Efficiency of the UK Stock Exchange In: Journal of Risk & Control.
[Full Text][Citation analysis]		article0
2019Is stock liquidity transferred and upgraded in acquisitions? Evidence from liquidity synergies in US freeze-outs In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2017On the implementation of asymmetric VaR models for managing and forecasting market risk In: Journal of Applied Finance & Banking.
[Full Text][Citation analysis]		article0
2017Option trading for optimizing volatility forecasting In: Journal of Statistical and Econometric Methods.
[Full Text][Citation analysis]		article0
2017Nonlinearities in the CAPM: Evidence from Developed and Emerging Markets In: Journal of Forecasting.
[Full Text][Citation analysis]		article4
2018The informational content of unconventional monetary policy on precious metal markets In: Journal of Forecasting.
[Full Text][Citation analysis]		article9

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