EconPapers    
Economics at your fingertips  
 

Details about George Filis

E-mail:
Workplace:Business School, Faculty of Management, Bournemouth University, (more information at EDIRC)

Access statistics for papers by George Filis.

Last updated 2019-09-01. Update your information in the RePEc Author Service.

Short-id: pfi186


Jump to Journal Articles

Working Papers

2019

  1. Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector?
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Oil price volatility forecasts: What do investors need to know?
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Superkurtosis
    MPRA Paper, University Library of Munich, Germany Downloads

2018

  1. Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Forecasting European Economic Policy Uncertainty
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University Downloads
    See also Journal Article in Scottish Journal of Political Economy (2019)
  3. Oil Price Shocks and Uncertainty: How stable is their relationship over time?
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University Downloads View citations (2)
    See also Journal Article in Economic Modelling (2018)
  4. Oil prices and stock markets: A review of the theory and empirical evidence
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University Downloads View citations (3)
    See also Journal Article in The Energy Journal (2018)
  5. Oil volatility, oil and gas firms and portfolio diversification
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University Downloads View citations (2)
    See also Journal Article in Energy Economics (2018)
  6. The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University Downloads
  7. The tourism and economic growth enigma: Examining an ambiguous relationship through multiple prisms
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University Downloads

2017

  1. Forecasting oil prices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2015) Downloads

    See also Journal Article in International Review of Financial Analysis (2016)

2016

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

2015

  1. Asset prices regime-switching and the role of inflation targeting monetary policy
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Global Finance Journal (2017)
  2. Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  4. Forecasting Tourist Arrivals Using Origin Country Macroeconomics
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Applied Economics (2016)
  5. Forecasting implied volatility indices worldwide: A new approach
    MPRA Paper, University Library of Munich, Germany Downloads
  6. Investments and uncertainty revisited: The case of the US economy
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Applied Economics (2017)
  7. The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR
    MPRA Paper, University Library of Munich, Germany Downloads
  8. Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach
    MPRA Paper, University Library of Munich, Germany Downloads
  9. US stock market regimes and oil price shocks
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)
    See also Journal Article in Global Finance Journal (2015)

2014

  1. Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Economic Modelling (2016)
  2. Business Cycle Synchronisation in EU: A time-varying approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article in Scottish Journal of Political Economy (2014)
  3. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
    Department of Economics Working Paper Series, WU Vienna University of Economics and Business Downloads View citations (38)
    Also in Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics (2014) Downloads View citations (33)
  4. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)

2013

  1. Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (27)
  2. Oil price shocks and stock market volatility: evidence from European data
    Working Papers, Bank of Greece Downloads View citations (1)
  3. Oil price shocks and volatility do predict stock market regimes
    Working Papers, Bank of Greece Downloads
  4. Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries
    FIW Working Paper series, FIW Downloads View citations (4)
    Also in MPRA Paper, University Library of Munich, Germany (2013) Downloads View citations (5)
  5. Time-varying Business Cycles Synchronisation in Europe
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2012

  1. Dynamic Co-movements between Stock Market Returns and Policy Uncertainty
    MPRA Paper, University Library of Munich, Germany Downloads View citations (16)

Journal Articles

2019

  1. Economic announcements and the 10-year U.S. Treasury: Surprising findings without the surprise component
    Applied Economics Letters, 2019, 26, (15), 1269-1273 Downloads
  2. Forecasting European economic policy uncertainty
    Scottish Journal of Political Economy, 2019, 66, (1), 94-114 Downloads
    See also Working Paper (2018)

2018

  1. Forecasting global stock market implied volatility indices
    Journal of Empirical Finance, 2018, 46, (C), 111-129 Downloads View citations (2)
  2. Forecasting oil prices: High-frequency financial data are indeed useful
    Energy Economics, 2018, 76, (C), 388-402 Downloads View citations (2)
  3. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence
    The Energy Journal, 2018, Volume 39, (Number 5) Downloads View citations (2)
    See also Working Paper (2018)
  4. Oil price shocks and uncertainty: How stable is their relationship over time?
    Economic Modelling, 2018, 72, (C), 42-53 Downloads View citations (2)
    See also Working Paper (2018)
  5. Oil volatility, oil and gas firms and portfolio diversification
    Energy Economics, 2018, 70, (C), 499-515 Downloads View citations (2)
    See also Working Paper (2018)

2017

  1. Asset prices regime-switching and the role of inflation targeting monetary policy
    Global Finance Journal, 2017, 32, (C), 97-112 Downloads View citations (2)
    See also Working Paper (2015)
  2. Energy consumption, CO2 emissions, and economic growth: An ethical dilemma
    Renewable and Sustainable Energy Reviews, 2017, 68, (P1), 808-824 Downloads View citations (15)
  3. Forecasting accuracy evaluation of tourist arrivals
    Annals of Tourism Research, 2017, 63, (C), 112-127 Downloads View citations (10)
  4. Forecasting oil price realized volatility using information channels from other asset classes
    Journal of International Money and Finance, 2017, 76, (C), 28-49 Downloads View citations (18)
  5. Investments and uncertainty revisited: the case of the US economy
    Applied Economics, 2017, 49, (45), 4521-4529 Downloads
    See also Working Paper (2015)
  6. Oil dependence, quality of political institutions and economic growth: A panel VAR approach
    Resources Policy, 2017, 53, (C), 147-163 Downloads View citations (1)
  7. 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 Downloads View citations (10)

2016

  1. Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?
    Manchester School, 2016, 84, (4), 437-481 Downloads View citations (1)
  2. Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?
    Economic Modelling, 2016, 52, (PB), 551-563 Downloads View citations (6)
    See also Working Paper (2014)
  3. Corporate social responsibility and financial performance: A non-linear and disaggregated approach
    Economic Modelling, 2016, 52, (PB), 400-407 Downloads View citations (14)
  4. Forecasting tourist arrivals using origin country macroeconomics
    Applied Economics, 2016, 48, (27), 2571-2585 Downloads View citations (2)
    See also Working Paper (2015)
  5. Sentiment, mood and outbound tourism demand
    Annals of Tourism Research, 2016, 60, (C), 80-96 Downloads View citations (2)
  6. 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 Downloads View citations (16)
    See also Working Paper (2017)
  7. Tourism and economic growth: Does democracy matter?
    Annals of Tourism Research, 2016, 61, (C), 258-264 Downloads View citations (4)

2015

  1. How strong is the linkage between tourism and economic growth in Europe?
    Economic Modelling, 2015, 44, (C), 142-155 Downloads View citations (19)
  2. Tourism and growth: The times they are a-changing
    Annals of Tourism Research, 2015, 50, (C), 165-169 Downloads View citations (10)
  3. US stock market regimes and oil price shocks
    Global Finance Journal, 2015, 28, (C), 132-146 Downloads View citations (14)
    See also Working Paper (2015)

2014

  1. Business Cycle Synchronization in EU: A Time-Varying Approach
    Scottish Journal of Political Economy, 2014, 61, (4), 348-370 Downloads View citations (13)
    See also Working Paper (2014)
  2. Dynamic spillovers of oil price shocks and economic policy uncertainty
    Energy Economics, 2014, 44, (C), 433-447 Downloads View citations (56)
  3. 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 Downloads View citations (25)
  4. 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 Downloads View citations (72)
  5. The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data
    The Energy Journal, 2014, Volume 35, (Number 1) Downloads View citations (66)

2013

  1. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
    Economics Letters, 2013, 120, (1), 87-92 Downloads View citations (80)
  2. 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 Downloads View citations (54)
  3. Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries
    Tourism Management, 2013, 36, (C), 331-341 Downloads View citations (11)
  4. Stock market response to monetary and fiscal policy shocks: Multi-country evidence
    Economic Modelling, 2013, 30, (C), 754-769 Downloads View citations (19)

2011

  1. 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 Downloads View citations (221)
  2. Option listing, returns and volatility: evidence from Greece
    Applied Financial Economics, 2011, 21, (19), 1423-1435 Downloads View citations (2)

2010

  1. Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?
    Energy Economics, 2010, 32, (4), 877-886 Downloads View citations (60)

2009

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

2006

  1. Testing for Market Efficiency in Emerging Markets
    Journal of Emerging Market Finance, 2006, 5, (2), 121-133 Downloads
 
Page updated 2019-10-14