George Filis

Bournemouth University

Associate Professor in Financial Economics

Fern Barrow

Poole BH12 5BB, Dorset BH8 8EB

United Kingdom

SCHOLARLY PAPERS

6

DOWNLOADS

346

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (6)

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 200 (209,087)
Citation 5

Abstract:

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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 70 (442,378)
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 (505,981)

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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 (708,542)
Citation 1

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

5.

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 (826,016)

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

6.

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 (890,735)

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