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Details about Konstantinos Gkillas (Gillas)

E-mail:
Homepage:http://gillas.gr
Workplace:Department of Business Administration, University of Patras, (more information at EDIRC)

Access statistics for papers by Konstantinos Gkillas (Gillas).

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

Short-id: pgk13


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Working Papers

2019

  1. Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?
    Working Papers, University of Pretoria, Department of Economics
  2. Forecasting Realized Oil-Price Volatility: The Role of Financial Stress and Asymmetric Loss
    Working Papers, University of Pretoria, Department of Economics
  3. Forecasting realized volatility of bitcoin returns: Tail events and asymmetric loss
    Working Papers, University of Pretoria, Department of Economics
  4. 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 (1)
  5. Monetary Policy Uncertainty and Volatility Jumps in Advanced Equity Markets
    Working Papers, University of Pretoria, Department of Economics Downloads
  6. Spillovers in Higher-Order Moments of Bitcoin, Gold, and Oil
    Working Papers, University of Pretoria, Department of Economics Downloads
  7. Trade Uncertainties and the Hedging Abilities of Bitcoin
    Working Papers, University of Pretoria, Department of Economics Downloads

2018

  1. 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 (1)
  2. 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
  3. Oil Shocks and Volatility Jumps
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  4. 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 Downloads
  5. Volatility Jumps: The Role of Geopolitical Risks
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in Finance Research Letters (2018)

Journal Articles

2018

  1. An application of extreme value theory to cryptocurrencies
    Economics Letters, 2018, 164, (C), 109-111 Downloads View citations (16)
  2. Asymmetric and nonlinear inter-relations of US stock indices
    International Journal of Managerial Finance, 2018, 14, (1), 78-129 Downloads
  3. Asymmetries in the African financial markets
    Journal of Multinational Financial Management, 2018, 45, (C), 72-87 Downloads
  4. Financial market activity under capital controls: Lessons from extreme events
    Economics Letters, 2018, 171, (C), 10-13 Downloads
  5. 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 Downloads View citations (1)
  6. Volatility jumps: The role of geopolitical risks
    Finance Research Letters, 2018, 27, (C), 247-258 Downloads View citations (4)
    See also Working Paper (2018)

2016

  1. The risk in capital controls
    Finance Research Letters, 2016, 19, (C), 261-266 Downloads View citations (2)

2011

  1. Assessment of practices and technologies of energy saving and renewable energy sources in hotels in Crete
    Renewable Energy, 2011, 36, (5), 1323-1328 Downloads View citations (5)
  2. Tourists' attitudes for selecting accommodation with investments in renewable energy and energy saving systems
    Renewable and Sustainable Energy Reviews, 2011, 15, (2), 1335-1342 Downloads View citations (17)

2007

  1. Temporal Aggregation and the Akaike and Schwarz Model Selection Criteria. Some Monte Carlo Results
    Economics Bulletin, 2007, 28, (8), A0 Downloads
 
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