George Filis

Bournemouth University

Associate Professor in Financial Economics

Fern Barrow

Poole BH12 5BB, Dorset BH8 8EB

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

377

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Oil And Asset Classes Implied Volatilities: Dynamic Connectedness And Investment Strategies

Number of pages: 40 Posted: 17 Jun 2019
Webster University - Webster Vienna Private University, University of Navarra, Bournemouth University, Software Competence Center Hagenberg and University of Navarra
Downloads 210 (202,435)
Citation 5

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Dynamic connectedness; hedging strategies; volatility portfolios; oil prices; stock market indices

2.

Forecasting Realized Volatility of Agricultural Commodities

Degiannakis, Stavros; Filis, George; Klein, Tony; Walther, Thomas (2020): Forecasting Realized Volatility of Agricultural Commodities in: International Journal of Forecasting, Vol. 38, No. 1, pp. 74-96. DOI: 10.1016/j.ijforecast.2019.08.011
Number of pages: 48 Posted: 07 Sep 2019 Last Revised: 31 Jan 2022
Department of Economic and Regional Development, Panteion University of Political and Social Sciences, Bournemouth University, Queen's University Belfast - Queen's Management School and Utrecht University - School of Economics
Downloads 76 (428,152)
Citation 1

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Agricultural Commodities, Realized Volatility, Median Realized Volatility, Heterogeneous Autoregressive model, Forecasting

3.

What Matters When Developing Oil Price Volatility Forecasting Frameworks?

USAEE Working Paper No. 20-446
Number of pages: 46 Posted: 14 May 2020
Panteion University of Athens - Department of Economic and Regional Development, Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Bournemouth University
Downloads 53 (511,846)

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HAR model, realized volatility, Oil price implied volatility index, multi-step ahead forecasts, time-varying parameter model

4.

Oil and Pump Prices: Is There Any Asymmetry in the Greek Oil Downstream Sector?

Number of pages: 27 Posted: 05 Sep 2019
Bank of Greece, Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Bournemouth University
Downloads 18 (718,671)
Citation 1

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oil price shocks, fuel prices, asymmetric responses, rockets and feathers, pass-through

5.

Oil Price Shocks and Stock Market Volatility: Evidence from European Data

Bank of Greece Working Paper No. 161
Number of pages: 41 Posted: 11 Aug 2022
Bank of Greece - Economic Research Department, Bournemouth University and University of Southampton, Southampton Business School, Department of Banking and Finance
Downloads 8 (841,826)

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Conditional Volatility, Realised Volatility, Implied Volatility, Oil Price Shocks, SVAR

6.

Oil Price Shocks and Volatility Do Predict Stock Market Regimes

Bank of Greece Working Paper No. 170
Number of pages: 32 Posted: 11 Aug 2022
Bank of Greece - Economic Research Department, University of Peloponnese and Bournemouth University
Downloads 7 (831,331)

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Decomposition of shocks, oil price shocks, oil price volatility, regime switching, stock market volatility, US stock market

7.

Mind the Gap: New Insights into the Dynamic Relationship between Tourism Flows and Tourism Expenditure in the UK

Number of pages: 40 Posted: 26 Apr 2022
Coventry University, affiliation not provided to SSRN and Bournemouth University
Downloads 5 (841,826)

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Tourism-growth nexus, Tourism flows, Tourism expenditure, Feedback effect, EMA model, Crisis

8.

Oil Price Assumptions for Macroeconomic Policy

Number of pages: 44 Posted: 25 Mar 2022
Stavros Antonios Degiannakis and George Filis
Department of Economic and Regional Development, Panteion University of Political and Social Sciences and Bournemouth University
Downloads 0 (908,984)

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Conditional forecasting, oil price forecasts, MIDAS, core inflation, inflation expectations.