Details about George Filis

Access statistics for papers by George Filis.

Last updated 2024-09-04. Update your information in the RePEc Author Service.

Short-id: pfi186

Working Papers

2024

1. Determinants of regional business cycle synchronization in Greece
   Working Papers, Bank of Greece

2023

2. Superkurtosis
   Working Papers, Bank of Greece
   Also in MPRA Paper, University Library of Munich, Germany (2019)
   MPRA Paper, University Library of Munich, Germany (2019)
   See also Journal Article Superkurtosis, Journal of Money, Credit and Banking, Blackwell Publishing (2023) (2023)

2022

3. Forecasting macroeconomic indicators for Eurozone and Greece: How useful are the oil price assumptions?
   Working Papers, Bank of Greece

2021

4. Revisiting the resource curse in the MENA region
   Post-Print, HAL View citations (27)
   Also in MPRA Paper, University Library of Munich, Germany (2020)
   See also Journal Article Revisiting the resource curse in the MENA region, Resources Policy, Elsevier (2021) View citations (30) (2021)

2020

5. Oil price assumptions for macroeconomic policy
   MPRA Paper, University Library of Munich, Germany View citations (1)
   See also Journal Article Oil price assumptions for macroeconomic policy, Energy Economics, Elsevier (2023) View citations (2) (2023)

2019

6. Can spillover effects provide forecasting gains? The case of oil price volatility
   MPRA Paper, University Library of Munich, Germany
7. Forecasting European Economic Policy Uncertainty
   MPRA Paper, University Library of Munich, Germany View citations (14)
   Also in BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University (2018)
   See also Journal Article Forecasting European economic policy uncertainty, Scottish Journal of Political Economy, Scottish Economic Society (2019) View citations (14) (2019)
8. Forecasting Realized Volatility of Agricultural Commodities
   MPRA Paper, University Library of Munich, Germany View citations (3)
   See also Journal Article Forecasting realized volatility of agricultural commodities, International Journal of Forecasting, Elsevier (2022) View citations (19) (2022)
9. Futures-based forecasts: How useful are they for oil price volatility forecasting?
   MPRA Paper, University Library of Munich, Germany View citations (14)
   See also Journal Article Futures-based forecasts: How useful are they for oil price volatility forecasting?, Energy Economics, Elsevier (2019) View citations (12) (2019)
10. Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector?
    MPRA Paper, University Library of Munich, Germany View citations (2)
    Also in Working Papers, Bank of Greece (2019)
11. Oil price volatility forecasts: What do investors need to know?
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Oil price volatility forecasts: What do investors need to know?, Journal of International Money and Finance, Elsevier (2022) View citations (11) (2022)

2018

12. Bilateral business cycle synchronisation in the EMU: What is the role of fiscal policy and government size?
    Working Papers, International Network for Economic Research - INFER
13. Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component
    MPRA Paper, University Library of Munich, Germany
14. Oil Price Shocks and Uncertainty: How stable is their relationship over time?
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University View citations (82)
    Also in MPRA Paper, University Library of Munich, Germany (2018) View citations (82)
    See also Journal Article Oil price shocks and uncertainty: How stable is their relationship over time?, Economic Modelling, Elsevier (2018) View citations (82) (2018)
15. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence
    MPRA Paper, University Library of Munich, Germany View citations (135)
    Also in BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University (2018) View citations (137)
    See also Journal Article Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence, The Energy Journal, International Association for Energy Economics (2018) View citations (138) (2018)
16. Oil volatility, oil and gas firms and portfolio diversification
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University View citations (166)
    See also Journal Article Oil volatility, oil and gas firms and portfolio diversification, Energy Economics, Elsevier (2018) View citations (131) (2018)
17. The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University
    See also Journal Article The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis, International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd (2019) View citations (2) (2019)
18. The tourism and economic growth enigma: Examining an ambiguous relationship through multiple prisms
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University View citations (1)

2017

19. Forecasting oil price realized volatility using information channels from other asset classes
    MPRA Paper, University Library of Munich, Germany View citations (194)
    See also Journal Article Forecasting oil price realized volatility using information channels from other asset classes, Journal of International Money and Finance, Elsevier (2017) View citations (195) (2017)
20. Forecasting oil prices
    MPRA Paper, University Library of Munich, Germany View citations (4)
21. Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries
    MPRA Paper, University Library of Munich, Germany
    Also in MPRA Paper, University Library of Munich, Germany (2015)
    See also Journal Article Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries, International Review of Financial Analysis, Elsevier (2016) View citations (95) (2016)

2016

22. Forecasting oil price realized volatility: A new approach
    MPRA Paper, University Library of Munich, Germany View citations (1)

2015

23. Asset prices regime-switching and the role of inflation targeting monetary policy
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Asset prices regime-switching and the role of inflation targeting monetary policy, Global Finance Journal, Elsevier (2017) View citations (7) (2017)
24. Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma
    MPRA Paper, University Library of Munich, Germany
25. Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques
    Working Papers, University of Pretoria, Department of Economics View citations (1)
26. Forecasting Tourist Arrivals Using Origin Country Macroeconomics
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Forecasting tourist arrivals using origin country macroeconomics, Applied Economics, Taylor & Francis Journals (2016) View citations (16) (2016)
27. Forecasting implied volatility indices worldwide: A new approach
    MPRA Paper, University Library of Munich, Germany View citations (1)
28. Investments and uncertainty revisited: The case of the US economy
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Investments and uncertainty revisited: the case of the US economy, Applied Economics, Taylor & Francis Journals (2017) View citations (3) (2017)
29. The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR
    MPRA Paper, University Library of Munich, Germany
30. Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach
    MPRA Paper, University Library of Munich, Germany
31. US stock market regimes and oil price shocks
    MPRA Paper, University Library of Munich, Germany View citations (38)
    See also Journal Article US stock market regimes and oil price shocks, Global Finance Journal, Elsevier (2015) View citations (37) (2015)

2014

32. Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer?
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?, Economic Modelling, Elsevier (2016) View citations (15) (2016)
33. Business Cycle Synchronisation in EU: A time-varying approach
    MPRA Paper, University Library of Munich, Germany View citations (25)
    See also Journal Article Business Cycle Synchronization in EU: A Time-Varying Approach, Scottish Journal of Political Economy, Scottish Economic Society (2014) View citations (34) (2014)
34. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business View citations (181)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) View citations (183)
35. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
    MPRA Paper, University Library of Munich, Germany View citations (11)
36. The effects of oil price shocks on stock market volatility: Evidence from European data
    MPRA Paper, University Library of Munich, Germany View citations (143)
    See also Journal Article The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data, The Energy Journal, International Association for Energy Economics (2014) View citations (159) (2014)

2013

37. Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment
    MPRA Paper, University Library of Munich, Germany View citations (81)
38. Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
    MPRA Paper, University Library of Munich, Germany View citations (109)
    See also Journal Article Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment, Journal of International Financial Markets, Institutions and Money, Elsevier (2013) View citations (107) (2013)
39. Oil price shocks and stock market volatility: evidence from European data
    Working Papers, Bank of Greece View citations (6)
40. Oil price shocks and volatility do predict stock market regimes
    Working Papers, Bank of Greece View citations (1)
41. Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries
    MPRA Paper, University Library of Munich, Germany View citations (9)
42. Time-varying Business Cycles Synchronisation in Europe
    MPRA Paper, University Library of Munich, Germany View citations (3)

2012

43. Dynamic Co-movements between Stock Market Returns and Policy Uncertainty
    MPRA Paper, University Library of Munich, Germany View citations (18)

2011

44. Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
    MPRA Paper, University Library of Munich, Germany View citations (463)
    See also Journal Article Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries, International Review of Financial Analysis, Elsevier (2011) View citations (428) (2011)

Journal Articles

2024

1. Business Cycles Synchronization: Literature Review
   Journal of Economic Analysis, 2024, 3, (4), 222-249
2. Evaluating Oil Price Forecasts: A Meta-analysis
   The Energy Journal, 2024, 45, (2), 71-89 View citations (2)

2023

3. Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic
   International Review of Economics & Finance, 2023, 83, (C), 114-123 View citations (24)
4. Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis
   Journal of Futures Markets, 2023, 43, (6), 807-825 View citations (1)
5. Oil price assumptions for macroeconomic policy
   Energy Economics, 2023, 117, (C) View citations (2)
   See also Working Paper Oil price assumptions for macroeconomic policy, MPRA Paper (2020) View citations (1) (2020)
6. Superkurtosis
   Journal of Money, Credit and Banking, 2023, 55, (8), 2061-2091
   See also Working Paper Superkurtosis, Working Papers (2023) (2023)

2022

7. Forecasting realized volatility of agricultural commodities
   International Journal of Forecasting, 2022, 38, (1), 74-96 View citations (19)
   See also Working Paper Forecasting Realized Volatility of Agricultural Commodities, MPRA Paper (2019) View citations (3) (2019)
8. Oil price volatility forecasts: What do investors need to know?
   Journal of International Money and Finance, 2022, 123, (C) View citations (11)
   See also Working Paper Oil price volatility forecasts: What do investors need to know?, MPRA Paper (2019) (2019)
9. What matters when developing oil price volatility forecasting frameworks?
   Journal of Forecasting, 2022, 41, (2), 361-382 View citations (2)

2021

10. A closer look into the global determinants of oil price volatility
    Energy Economics, 2021, 95, (C) View citations (43)
11. Forecasting oil price volatility using spillover effects from uncertainty indices
    Finance Research Letters, 2021, 42, (C) View citations (15)
12. Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it?
    The Energy Journal, 2021, 42, (6), 25-48 View citations (2)
    Also in The Energy Journal, 2021, Volume 42, (Number 6) (2021) View citations (8)
13. Oil and currency volatilities: Co‐movements and hedging opportunities
    International Journal of Finance & Economics, 2021, 26, (2), 2351-2374 View citations (1)
14. Revisiting the resource curse in the MENA region
    Resources Policy, 2021, 73, (C) View citations (30)
    See also Working Paper Revisiting the resource curse in the MENA region, Post-Print (2021) View citations (27) (2021)

2020

15. Fiscal policy, government size and EMU business cycle synchronization
    Scottish Journal of Political Economy, 2020, 67, (2), 201-222 View citations (4)
16. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness
    Energy Economics, 2020, 91, (C) View citations (57)
17. Oil and pump prices: Testing their asymmetric relationship in a robust way
    Energy Economics, 2020, 88, (C) View citations (8)
18. Oil price shocks and EMU sovereign yield spreads
    Energy Economics, 2020, 86, (C) View citations (21)
19. The (time-varying) Importance of Oil Prices to U.S. Stock Returns: A Tale of Two Beauty-Contests
    The Energy Journal, 2020, Volume 41, (Number 6), 1-32 View citations (3)
    Also in The Energy Journal, 2020, 41, (6), 1-32 (2020)

2019

20. Economic announcements and the 10-year U.S. Treasury: Surprising findings without the surprise component
    Applied Economics Letters, 2019, 26, (15), 1269-1273 View citations (1)
21. Forecasting European economic policy uncertainty
    Scottish Journal of Political Economy, 2019, 66, (1), 94-114 View citations (14)
    See also Working Paper Forecasting European Economic Policy Uncertainty, MPRA Paper (2019) View citations (14) (2019)
22. Futures-based forecasts: How useful are they for oil price volatility forecasting?
    Energy Economics, 2019, 81, (C), 639-649 View citations (12)
    See also Working Paper Futures-based forecasts: How useful are they for oil price volatility forecasting?, MPRA Paper (2019) View citations (14) (2019)
23. The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis
    International Journal of Banking, Accounting and Finance, 2019, 10, (1), 3-38 View citations (2)
    See also Working Paper The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis, BAFES Working Papers (2018) (2018)

2018

24. Forecasting global stock market implied volatility indices
    Journal of Empirical Finance, 2018, 46, (C), 111-129 View citations (25)
25. Forecasting oil prices: High-frequency financial data are indeed useful
    Energy Economics, 2018, 76, (C), 388-402 View citations (37)
26. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence
    The Energy Journal, 2018, Volume 39, (Number 5) View citations (138)
    Also in The Energy Journal, 2018, 39, (5), 85-130 (2018) View citations (12)
    See also Working Paper Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence, MPRA Paper (2018) View citations (135) (2018)
27. Oil price shocks and uncertainty: How stable is their relationship over time?
    Economic Modelling, 2018, 72, (C), 42-53 View citations (82)
    See also Working Paper Oil Price Shocks and Uncertainty: How stable is their relationship over time?, BAFES Working Papers (2018) View citations (82) (2018)
28. Oil volatility, oil and gas firms and portfolio diversification
    Energy Economics, 2018, 70, (C), 499-515 View citations (131)
    See also Working Paper Oil volatility, oil and gas firms and portfolio diversification, BAFES Working Papers (2018) View citations (166) (2018)

2017

29. Asset prices regime-switching and the role of inflation targeting monetary policy
    Global Finance Journal, 2017, 32, (C), 97-112 View citations (7)
    See also Working Paper Asset prices regime-switching and the role of inflation targeting monetary policy, MPRA Paper (2015) (2015)
30. Energy consumption, CO2 emissions, and economic growth: An ethical dilemma
    Renewable and Sustainable Energy Reviews, 2017, 68, (P1), 808-824 View citations (84)
31. Forecasting accuracy evaluation of tourist arrivals
    Annals of Tourism Research, 2017, 63, (C), 112-127 View citations (42)
32. Forecasting oil price realized volatility using information channels from other asset classes
    Journal of International Money and Finance, 2017, 76, (C), 28-49 View citations (195)
    See also Working Paper Forecasting oil price realized volatility using information channels from other asset classes, MPRA Paper (2017) View citations (194) (2017)
33. Investments and uncertainty revisited: the case of the US economy
    Applied Economics, 2017, 49, (45), 4521-4529 View citations (3)
    See also Working Paper Investments and uncertainty revisited: The case of the US economy, MPRA Paper (2015) View citations (2) (2015)
34. Oil dependence, quality of political institutions and economic growth: A panel VAR approach
    Resources Policy, 2017, 53, (C), 147-163 View citations (47)
35. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
    International Review of Financial Analysis, 2017, 50, (C), 1-26 View citations (106)

2016

36. Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?
    Manchester School, 2016, 84, (4), 437-481 View citations (8)
37. Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?
    Economic Modelling, 2016, 52, (PB), 551-563 View citations (15)
    See also Working Paper Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer?, MPRA Paper (2014) View citations (1) (2014)
38. Corporate social responsibility and financial performance: A non-linear and disaggregated approach
    Economic Modelling, 2016, 52, (PB), 400-407 View citations (143)
39. Forecasting tourist arrivals using origin country macroeconomics
    Applied Economics, 2016, 48, (27), 2571-2585 View citations (16)
    See also Working Paper Forecasting Tourist Arrivals Using Origin Country Macroeconomics, MPRA Paper (2015) (2015)
40. Sentiment, mood and outbound tourism demand
    Annals of Tourism Research, 2016, 60, (C), 80-96 View citations (34)
41. Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries
    International Review of Financial Analysis, 2016, 48, (C), 209-220 View citations (95)
    See also Working Paper Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries, MPRA Paper (2017) (2017)
42. Tourism and economic growth: Does democracy matter?
    Annals of Tourism Research, 2016, 61, (C), 258-264 View citations (19)

2015

43. How strong is the linkage between tourism and economic growth in Europe?
    Economic Modelling, 2015, 44, (C), 142-155 View citations (69)
44. Tourism and growth: The times they are a-changing
    Annals of Tourism Research, 2015, 50, (C), 165-169 View citations (23)
45. US stock market regimes and oil price shocks
    Global Finance Journal, 2015, 28, (C), 132-146 View citations (37)
    See also Working Paper US stock market regimes and oil price shocks, MPRA Paper (2015) View citations (38) (2015)

2014

46. Business Cycle Synchronization in EU: A Time-Varying Approach
    Scottish Journal of Political Economy, 2014, 61, (4), 348-370 View citations (34)
    See also Working Paper Business Cycle Synchronisation in EU: A time-varying approach, MPRA Paper (2014) View citations (25) (2014)
47. Dynamic spillovers of oil price shocks and economic policy uncertainty
    Energy Economics, 2014, 44, (C), 433-447 View citations (270)
48. Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries
    Review of Quantitative Finance and Accounting, 2014, 42, (4), 709-729 View citations (74)
49. Oil price shocks and stock market returns: New evidence from the United States and China
    Journal of International Financial Markets, Institutions and Money, 2014, 33, (C), 417-433 View citations (210)
50. The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data
    The Energy Journal, 2014, Volume 35, (Number 1) View citations (159)
    Also in The Energy Journal, 2014, 35, (1), 35-56 (2014) View citations (11)
    See also Working Paper The effects of oil price shocks on stock market volatility: Evidence from European data, MPRA Paper (2014) View citations (143) (2014)

2013

51. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
    Economics Letters, 2013, 120, (1), 87-92 View citations (290)
52. Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
    Journal of International Financial Markets, Institutions and Money, 2013, 26, (C), 175-191 View citations (107)
    See also Working Paper Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment, MPRA Paper (2013) View citations (109) (2013)
53. Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries
    Tourism Management, 2013, 36, (C), 331-341 View citations (38)
54. Stock market response to monetary and fiscal policy shocks: Multi-country evidence
    Economic Modelling, 2013, 30, (C), 754-769 View citations (51)

2012

55. Tourism Income and Economic Growth in Greece: Empirical Evidence from Their Cyclical Components
    Tourism Economics, 2012, 18, (4), 817-834 View citations (26)

2011

56. Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
    International Review of Financial Analysis, 2011, 20, (3), 152-164 View citations (428)
    See also Working Paper Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries, MPRA Paper (2011) View citations (463) (2011)
57. Option listing, returns and volatility: evidence from Greece
    Applied Financial Economics, 2011, 21, (19), 1423-1435 View citations (3)

2010

58. Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?
    Energy Economics, 2010, 32, (4), 877-886 View citations (137)

2009

59. An Analysis between Implied and Realised Volatility in the Greek Derivative Market
    Journal of Emerging Market Finance, 2009, 8, (3), 251-263 View citations (4)
60. VAR model training using particle swarm optimisation: evidence from macro-finance data
    International Journal of Computational Economics and Econometrics, 2009, 1, (1), 9-22 View citations (1)

2006

61. Testing for Market Efficiency in Emerging Markets
    Journal of Emerging Market Finance, 2006, 5, (2), 121-133

Chapters

2014

1. Business Cycles Synchronisation between the European Monetary Union and Poland
   Palgrave Macmillan View citations (9)