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D-Index & Metrics

Economics and Finance

D-Index
42
Citations
9534
World Ranking
2042
National Ranking
5

Overview

George Filis is affiliated with Bournemouth University in the United Kingdom. Their research spans the fields of Economics, Econometrics and Finance as well as Energy, with a significant focus on subfields such as Economics and Econometrics, General Economics, Econometrics and Finance, Finance, Renewable Energy, Sustainability and the Environment, and General Energy.

The primary topics covered in Filis's work include Market Dynamics and Volatility, Monetary Policy and Economic Impact, Global Energy and Sustainability Research, Energy, Environment, Economic Growth, Financial Risk and Volatility Modeling, Energy, Environment, and Transportation Policies, and Global Financial Crisis and Policies.

Frequent co-authors working alongside Filis include:

  • Stavros Degiannakis
  • Panagiotis Delis
  • Michail Filippidis
  • Ioannis Chatziantoniou
  • David Gabauer

Filis has contributed to several publication venues, appearing most frequently in the following journals:

  • SSRN Electronic Journal
  • Energy Economics
  • The Energy Journal
  • Journal of Forecasting
  • International Review of Economics & Finance

Recent papers authored include:

  • "Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness," 2020, Energy Economics
  • "Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic," 2022, International Review of Economics & Finance
  • "A closer look into the global determinants of oil price volatility," 2021, Energy Economics
  • "Revisiting the resource curse in the MENA region," 2021, Resources Policy
  • "Forecasting realized volatility of agricultural commodities," 2020, International Journal of Forecasting

Filis has also contributed to several working paper publications under the Bank of Greece, including:

  • "Determinants of regional business cycle synchronization in Greece," 2024
  • "Superkurtosis," 2023
  • "Trading VIX on volatility forecasts: another volatility puzzle?", 2025
  • "Forecasting macroeconomic indicators for Eurozone and Greece: how useful are the oil price assumptions?", 2022

Best Publications

  • Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries

    George Filis;Stavros Degiannakis;Christos Floros

  • Corporate social responsibility and financial performance: A non-linear and disaggregated approach

    Joscha Nollet;George Filis;Evangelos Mitrokostas

  • Dynamic co-movements of stock market returns, implied volatility and policy uncertainty

    Nikolaos Antonakakis;Ioannis Chatziantoniou;George Filis

  • Energy consumption, CO2 emissions and economic growth: an ethical dilemma

    Nikolaos Antonakakis;Ioannis Chatziantoniou;George Filis

  • Dynamic spillovers of oil price shocks and economic policy uncertainty

    Nikolaos Antonakakis;Ioannis Chatziantoniou;George Filis

  • Oil price shocks and stock market returns: New evidence from the United States and China

    David Clive Broadstock;David Clive Broadstock;George Filis

  • Macro economy, stock market and oil prices: do meaningful relationships exist among their cyclical fluctuations?

    George Filis

  • Oil volatility, oil and gas firms and portfolio diversification

    Nikolaos Antonakakis;Juncal Cunado;George Filis;David Gabauer

  • Oil prices and stock markets: A review of the theory and empirical evidence

    Stavros Degiannakis;George Filis;Vipin Arora

  • Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence

    Stavros Degiannakis;George Filis;Vipin Arora

  • Forecasting oil price realized volatility using information channels from other asset classes

    Stavros Degiannakis;Stavros Degiannakis;George Filis;George Filis

  • How strong is the linkage between tourism and economic growth in Europe

    Nikolaos Antonakakis;Mina Dragouni;George Filis

  • Stock market response to monetary and fiscal policy shocks: Multi-country evidence

    Ioannis Chatziantoniou;David Duffy;George Filis

  • The effects of oil price shocks on stock market volatility:evidence from European data

    Stavros Degiannakis;George Filis;Renatas Kizys

  • Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest

    Nikolaos Antonakakis;Nikolaos Antonakakis;Nikolaos Antonakakis;Ioannis Chatziantoniou;George Filis;George Filis

  • Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment

    Stavros Degiannakis;George Filis;Christos Floros;Christos Floros

  • Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries

    George Filis;Ioannis Chatziantoniou

  • Forecasting accuracy evaluation of tourist arrivals

    Hossein Hassani;Emmanuel Sirimal Silva;Nikolaos Antonakakis;Nikolaos Antonakakis;Nikolaos Antonakakis;George Filis

  • Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness

    Nikolaos Antonakakis;Juncal Cunado;George Filis;David Gabauer

  • Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries

    Rustam Boldanov;Stavros Degiannakis;Stavros Degiannakis;George Filis

  • Oil prices, tourism income and economic growth: a structural VAR Approach for European Mediterranean countries

    Ioannis Chatziantoniou;George Filis;Bruno Eeckels;Alexandros Apostolakis

  • Oil and Stock Price Returns: Evidence from European Industrial Sector Indices in a Time-Varying Environment

    Stavros Antonios Degiannakis;George N. Filis;Christos Floros

Frequent Co-Authors

Nikolaos Antonakakis
Nikolaos Antonakakis University of Nicosia
Christos Floros
Christos Floros Hellenic Mediterranean University
Juncal Cunado
Juncal Cunado University of Navarra
Fernando Perez de Gracia
Fernando Perez de Gracia University of Navarra
David Gabauer
David Gabauer Lincoln University
Rangan Gupta
Rangan Gupta University of Pretoria

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