Details about Konstantinos Gkillas
Access statistics for papers by Konstantinos Gkillas.
Last updated 2022-05-04. Update your information in the RePEc Author Service.
Short-id: pgk13
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Working Papers
2019
- Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?
Working Papers, University of Pretoria, Department of Economics View citations (18)
- Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss
Working Papers, University of Pretoria, Department of Economics View citations (19)
- Forecasting Realized Volatility of Bitcoin Returns: Tail Events and Asymmetric Loss
Working Papers, University of Pretoria, Department of Economics View citations (3)
- Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model
Working Papers, University of Pretoria, Department of Economics View citations (6)
- Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Trade Uncertainties and the Hedging Abilities of Bitcoin
Working Papers, University of Pretoria, Department of Economics View citations (6)
2018
- Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?
Working Papers, University of Pretoria, Department of Economics View citations (3)
- Jumps Beyond the Realms of Cricket: India’s Performance in One Day Internationals and Stock Market Movements
Working Papers, University of Pretoria, Department of Economics View citations (1)
- Oil Shocks and Volatility Jumps
Working Papers, University of Pretoria, Department of Economics View citations (5)
- Uncertainty and Volatility Jumps in the Pound-Dollar Exchange Rate: Evidence from Over One Century of Data
Working Papers, University of Pretoria, Department of Economics View citations (2)
- Volatility Jumps: The Role of Geopolitical Risks
Working Papers, University of Pretoria, Department of Economics View citations (53)
See also Journal Article Volatility jumps: The role of geopolitical risks, Finance Research Letters, Elsevier (2018) View citations (41) (2018)
Journal Articles
2018
- An application of extreme value theory to cryptocurrencies
Economics Letters, 2018, 164, (C), 109-111 View citations (101)
- Asymmetries in the African financial markets
Journal of Multinational Financial Management, 2018, 45, (C), 72-87 View citations (2)
- Financial market activity under capital controls: Lessons from extreme events
Economics Letters, 2018, 171, (C), 10-13 View citations (3)
- The properties of realized volatility and realized correlation: Evidence from the Indian stock market
Physica A: Statistical Mechanics and its Applications, 2018, 492, (C), 343-359 View citations (12)
- Volatility jumps: The role of geopolitical risks
Finance Research Letters, 2018, 27, (C), 247-258 View citations (41)
See also Working Paper Volatility Jumps: The Role of Geopolitical Risks, Working Papers (2018) View citations (53) (2018)
2017
- Asymmetric and nonlinear inter-relations of US stock indices
International Journal of Managerial Finance, 2017, 14, (1), 78-129
2016
- The risk in capital controls
Finance Research Letters, 2016, 19, (C), 261-266 View citations (5)
2011
- Assessment of practices and technologies of energy saving and renewable energy sources in hotels in Crete
Renewable Energy, 2011, 36, (5), 1323-1328 View citations (13)
- Tourists' attitudes for selecting accommodation with investments in renewable energy and energy saving systems
Renewable and Sustainable Energy Reviews, 2011, 15, (2), 1335-1342 View citations (27)
2007
- Temporal Aggregation and the Akaike and Schwarz Model Selection Criteria. Some Monte Carlo Results
Economics Bulletin, 2007, 28, (8), A0
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