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Details about George Filis

Workplace:Department of Economics, University of Patras, (more information at EDIRC)

Access statistics for papers by George Filis.

Last updated 2023-12-15. Update your information in the RePEc Author Service.

Short-id: pfi186


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Working Papers

2023

  1. Superkurtosis
    Working Papers, Bank of Greece Downloads
    Also in MPRA Paper, University Library of Munich, Germany (2019) Downloads
    MPRA Paper, University Library of Munich, Germany (2019) Downloads

    See also Journal Article Superkurtosis, Journal of Money, Credit and Banking, Blackwell Publishing (2023) Downloads (2023)

2022

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

2021

  1. Revisiting the resource curse in the MENA region
    Post-Print, HAL View citations (23)
    Also in MPRA Paper, University Library of Munich, Germany (2020) Downloads

    See also Journal Article Revisiting the resource curse in the MENA region, Resources Policy, Elsevier (2021) Downloads View citations (26) (2021)

2020

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

2019

  1. Can spillover effects provide forecasting gains? The case of oil price volatility
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Forecasting European Economic Policy Uncertainty
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)
    Also in BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University (2018) Downloads

    See also Journal Article Forecasting European economic policy uncertainty, Scottish Journal of Political Economy, Scottish Economic Society (2019) Downloads View citations (14) (2019)
  3. Forecasting Realized Volatility of Agricultural Commodities
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article Forecasting realized volatility of agricultural commodities, International Journal of Forecasting, Elsevier (2022) Downloads View citations (13) (2022)
  4. Futures-based forecasts: How useful are they for oil price volatility forecasting?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (12)
    See also Journal Article Futures-based forecasts: How useful are they for oil price volatility forecasting?, Energy Economics, Elsevier (2019) Downloads View citations (11) (2019)
  5. Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    Also in Working Papers, Bank of Greece (2019) Downloads
  6. Oil price volatility forecasts: What do investors need to know?
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Oil price volatility forecasts: What do investors need to know?, Journal of International Money and Finance, Elsevier (2022) Downloads View citations (8) (2022)

2018

  1. 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 Downloads
  2. Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Oil Price Shocks and Uncertainty: How stable is their relationship over time?
    MPRA Paper, University Library of Munich, Germany Downloads View citations (76)
    Also in BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University (2018) Downloads View citations (76)

    See also Journal Article Oil price shocks and uncertainty: How stable is their relationship over time?, Economic Modelling, Elsevier (2018) Downloads View citations (76) (2018)
  4. Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (117)
    Also in BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University (2018) Downloads View citations (119)

    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) Downloads View citations (120) (2018)
  5. Oil volatility, oil and gas firms and portfolio diversification
    BAFES Working Papers, Department of Accounting, Finance & Economic, Bournemouth University Downloads View citations (144)
    See also Journal Article Oil volatility, oil and gas firms and portfolio diversification, Energy Economics, Elsevier (2018) Downloads View citations (113) (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
    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) Downloads View citations (2) (2019)
  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 View citations (1)

2017

  1. Forecasting oil price realized volatility using information channels from other asset classes
    MPRA Paper, University Library of Munich, Germany Downloads View citations (177)
    See also Journal Article Forecasting oil price realized volatility using information channels from other asset classes, Journal of International Money and Finance, Elsevier (2017) Downloads View citations (178) (2017)
  2. Forecasting oil prices
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  3. 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 Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries, International Review of Financial Analysis, Elsevier (2016) Downloads View citations (92) (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 Asset prices regime-switching and the role of inflation targeting monetary policy, Global Finance Journal, Elsevier (2017) Downloads View citations (7) (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 Forecasting tourist arrivals using origin country macroeconomics, Applied Economics, Taylor & Francis Journals (2016) Downloads View citations (15) (2016)
  5. Forecasting implied volatility indices worldwide: A new approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
  6. Investments and uncertainty revisited: The case of the US economy
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article Investments and uncertainty revisited: the case of the US economy, Applied Economics, Taylor & Francis Journals (2017) Downloads View citations (2) (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 (37)
    See also Journal Article US stock market regimes and oil price shocks, Global Finance Journal, Elsevier (2015) Downloads View citations (37) (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 Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?, Economic Modelling, Elsevier (2016) Downloads View citations (15) (2016)
  2. Business Cycle Synchronisation in EU: A time-varying approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (24)
    See also Journal Article Business Cycle Synchronization in EU: A Time-Varying Approach, Scottish Journal of Political Economy, Scottish Economic Society (2014) Downloads View citations (33) (2014)
  3. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics Downloads View citations (163)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) Downloads View citations (169)
  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 (11)
  5. The effects of oil price shocks on stock market volatility: Evidence from European data
    MPRA Paper, University Library of Munich, Germany Downloads View citations (131)
    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) Downloads View citations (147) (2014)

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 (79)
  2. Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment
    MPRA Paper, University Library of Munich, Germany Downloads View citations (107)
    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) Downloads View citations (99) (2013)
  3. Oil price shocks and stock market volatility: evidence from European data
    Working Papers, Bank of Greece Downloads View citations (6)
  4. Oil price shocks and volatility do predict stock market regimes
    Working Papers, Bank of Greece Downloads View citations (1)
  5. Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)
  6. Time-varying Business Cycles Synchronisation in Europe
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2012

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

2011

  1. Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (454)
    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) Downloads View citations (429) (2011)

Journal Articles

2024

  1. Business Cycles Synchronization: Literature Review
    Journal of Economic Analysis, 2024, 3, (4), 222-249 Downloads

2023

  1. 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 Downloads View citations (19)
  2. Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis
    Journal of Futures Markets, 2023, 43, (6), 807-825 Downloads
  3. Oil price assumptions for macroeconomic policy
    Energy Economics, 2023, 117, (C) Downloads View citations (1)
    See also Working Paper Oil price assumptions for macroeconomic policy, MPRA Paper (2020) Downloads View citations (1) (2020)
  4. Superkurtosis
    Journal of Money, Credit and Banking, 2023, 55, (8), 2061-2091 Downloads
    See also Working Paper Superkurtosis, Working Papers (2023) Downloads (2023)

2022

  1. Forecasting realized volatility of agricultural commodities
    International Journal of Forecasting, 2022, 38, (1), 74-96 Downloads View citations (13)
    See also Working Paper Forecasting Realized Volatility of Agricultural Commodities, MPRA Paper (2019) Downloads View citations (3) (2019)
  2. Oil price volatility forecasts: What do investors need to know?
    Journal of International Money and Finance, 2022, 123, (C) Downloads View citations (8)
    See also Working Paper Oil price volatility forecasts: What do investors need to know?, MPRA Paper (2019) Downloads (2019)
  3. What matters when developing oil price volatility forecasting frameworks?
    Journal of Forecasting, 2022, 41, (2), 361-382 Downloads View citations (1)

2021

  1. A closer look into the global determinants of oil price volatility
    Energy Economics, 2021, 95, (C) Downloads View citations (36)
  2. Forecasting oil price volatility using spillover effects from uncertainty indices
    Finance Research Letters, 2021, 42, (C) Downloads View citations (13)
  3. Oil and currency volatilities: Co‐movements and hedging opportunities
    International Journal of Finance & Economics, 2021, 26, (2), 2351-2374 Downloads View citations (1)
  4. Oil price volatility is effective in predicting food price volatility. Or is it?
    The Energy Journal, 2021, Volume 42, (Number 6) Downloads View citations (4)
  5. Revisiting the resource curse in the MENA region
    Resources Policy, 2021, 73, (C) Downloads View citations (26)
    See also Working Paper Revisiting the resource curse in the MENA region, Post-Print (2021) View citations (23) (2021)

2020

  1. Fiscal policy, government size and EMU business cycle synchronization
    Scottish Journal of Political Economy, 2020, 67, (2), 201-222 Downloads View citations (4)
  2. Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness
    Energy Economics, 2020, 91, (C) Downloads View citations (42)
  3. Oil and pump prices: Testing their asymmetric relationship in a robust way
    Energy Economics, 2020, 88, (C) Downloads View citations (7)
  4. Oil price shocks and EMU sovereign yield spreads
    Energy Economics, 2020, 86, (C) Downloads View citations (18)
  5. 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 Downloads View citations (3)

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 View citations (1)
  2. Forecasting European economic policy uncertainty
    Scottish Journal of Political Economy, 2019, 66, (1), 94-114 Downloads View citations (14)
    See also Working Paper Forecasting European Economic Policy Uncertainty, MPRA Paper (2019) Downloads View citations (14) (2019)
  3. Futures-based forecasts: How useful are they for oil price volatility forecasting?
    Energy Economics, 2019, 81, (C), 639-649 Downloads View citations (11)
    See also Working Paper Futures-based forecasts: How useful are they for oil price volatility forecasting?, MPRA Paper (2019) Downloads View citations (12) (2019)
  4. The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis
    International Journal of Banking, Accounting and Finance, 2019, 10, (1), 3-38 Downloads View citations (2)
    See also Working Paper The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis, BAFES Working Papers (2018) Downloads (2018)

2018

  1. Forecasting global stock market implied volatility indices
    Journal of Empirical Finance, 2018, 46, (C), 111-129 Downloads View citations (23)
  2. Forecasting oil prices: High-frequency financial data are indeed useful
    Energy Economics, 2018, 76, (C), 388-402 Downloads View citations (36)
  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 (120)
    See also Working Paper Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence, MPRA Paper (2018) Downloads View citations (117) (2018)
  4. Oil price shocks and uncertainty: How stable is their relationship over time?
    Economic Modelling, 2018, 72, (C), 42-53 Downloads View citations (76)
    See also Working Paper Oil Price Shocks and Uncertainty: How stable is their relationship over time?, MPRA Paper (2018) Downloads View citations (76) (2018)
  5. Oil volatility, oil and gas firms and portfolio diversification
    Energy Economics, 2018, 70, (C), 499-515 Downloads View citations (113)
    See also Working Paper Oil volatility, oil and gas firms and portfolio diversification, BAFES Working Papers (2018) Downloads View citations (144) (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 (7)
    See also Working Paper Asset prices regime-switching and the role of inflation targeting monetary policy, MPRA Paper (2015) Downloads (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 (83)
  3. Forecasting accuracy evaluation of tourist arrivals
    Annals of Tourism Research, 2017, 63, (C), 112-127 Downloads View citations (39)
  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 (178)
    See also Working Paper Forecasting oil price realized volatility using information channels from other asset classes, MPRA Paper (2017) Downloads View citations (177) (2017)
  5. Investments and uncertainty revisited: the case of the US economy
    Applied Economics, 2017, 49, (45), 4521-4529 Downloads View citations (2)
    See also Working Paper Investments and uncertainty revisited: The case of the US economy, MPRA Paper (2015) Downloads View citations (2) (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 (43)
  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 (101)

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 (8)
  2. Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?
    Economic Modelling, 2016, 52, (PB), 551-563 Downloads View citations (15)
    See also Working Paper Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer?, MPRA Paper (2014) Downloads View citations (1) (2014)
  3. Corporate social responsibility and financial performance: A non-linear and disaggregated approach
    Economic Modelling, 2016, 52, (PB), 400-407 Downloads View citations (124)
  4. Forecasting tourist arrivals using origin country macroeconomics
    Applied Economics, 2016, 48, (27), 2571-2585 Downloads View citations (15)
    See also Working Paper Forecasting Tourist Arrivals Using Origin Country Macroeconomics, MPRA Paper (2015) Downloads (2015)
  5. Sentiment, mood and outbound tourism demand
    Annals of Tourism Research, 2016, 60, (C), 80-96 Downloads View citations (33)
  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 (92)
    See also Working Paper Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries, MPRA Paper (2017) Downloads (2017)
  7. Tourism and economic growth: Does democracy matter?
    Annals of Tourism Research, 2016, 61, (C), 258-264 Downloads View citations (18)

2015

  1. How strong is the linkage between tourism and economic growth in Europe?
    Economic Modelling, 2015, 44, (C), 142-155 Downloads View citations (66)
  2. Tourism and growth: The times they are a-changing
    Annals of Tourism Research, 2015, 50, (C), 165-169 Downloads View citations (22)
  3. US stock market regimes and oil price shocks
    Global Finance Journal, 2015, 28, (C), 132-146 Downloads View citations (37)
    See also Working Paper US stock market regimes and oil price shocks, MPRA Paper (2015) Downloads View citations (37) (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 (33)
    See also Working Paper Business Cycle Synchronisation in EU: A time-varying approach, MPRA Paper (2014) Downloads View citations (24) (2014)
  2. Dynamic spillovers of oil price shocks and economic policy uncertainty
    Energy Economics, 2014, 44, (C), 433-447 Downloads View citations (250)
  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 (70)
  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 (193)
  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 (147)
    See also Working Paper The effects of oil price shocks on stock market volatility: Evidence from European data, MPRA Paper (2014) Downloads View citations (131) (2014)

2013

  1. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
    Economics Letters, 2013, 120, (1), 87-92 Downloads View citations (278)
  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 (99)
    See also Working Paper Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment, MPRA Paper (2013) Downloads View citations (107) (2013)
  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 (37)
  4. Stock market response to monetary and fiscal policy shocks: Multi-country evidence
    Economic Modelling, 2013, 30, (C), 754-769 Downloads View citations (47)

2012

  1. Tourism Income and Economic Growth in Greece: Empirical Evidence from Their Cyclical Components
    Tourism Economics, 2012, 18, (4), 817-834 Downloads View citations (24)

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 (429)
    See also Working Paper Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries, MPRA Paper (2011) Downloads View citations (454) (2011)
  2. Option listing, returns and volatility: evidence from Greece
    Applied Financial Economics, 2011, 21, (19), 1423-1435 Downloads View citations (3)

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 (129)

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 (4)
  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

Chapters

2014

  1. Business Cycles Synchronisation between the European Monetary Union and Poland
    Palgrave Macmillan View citations (8)
 
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