Christoforos Konstantatos

University of Patras - Business Administration

Patras

Greece

  • University of Patras - Business Administration

SCHOLARLY PAPERS

3

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65

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0

Scholarly Papers (3)

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1.

Extreme Dependencies in the European Banking Sector

Number of pages: 63 Posted: 09 Oct 2019
Konstantinos Gkillas, Christoforos Konstantatos, François Longin and Athanasios Tsagkanos
University of Patras - Department of Management Science and Technology, University of Patras - Business Administration, ESSEC Business School and University of Patras - Business Administration
Downloads 65 (692,240)

Abstract:

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extreme correlation, euro area systemic banks, European sovereign debt crisis, core-periphery

2.

Estimation of Value at Risk for Copper

Journal of Commodity Markets (2023), doi: https://doi.org/10.1016/ j.jcomm.2023.100351.
Posted: 18 Sep 2023
Konstantinos Gkillas, Christoforos Konstantatos, Spyros Papathanasiou and Mark E. Wohar
University of Patras, University of Patras - Business Administration, National and Kapodistrian University of Athens and University of Nebraska at Omaha

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Commodities market; Copper; VaR forecasts; GARCH-Type models; CAViaR; DQR; JEL

3.

International Announcements and Wti Crude Oil Futures: A Case Study of the 2008 Global FInancial Crisis

Journal of Energy Markets, 2019
Posted: 07 Aug 2017 Last Revised: 12 Aug 2019
Konstantinos Gkillas, Christoforos Konstantatos, Athanasios Tsagkanos and Dimitrios I. Vortelinos
University of Patras - Department of Management Science and Technology, University of Patras - Business Administration, University of Patras - Business Administration and University of Lincoln

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WTI Crude Oil Futures, International Announcements, Volatility