Konstantinos Gkillas

Konstantinos Gkillas

University of Patras

H-index: 21

Europe-Greece

About Konstantinos Gkillas

Konstantinos Gkillas, With an exceptional h-index of 21 and a recent h-index of 21 (since 2020), a distinguished researcher at University of Patras, specializes in the field of Extreme Value Theory, Financial Econometrics, Volatility, Computational Statistics, Digital Finance.

His recent articles reflect a diverse array of research interests and contributions to the field:

Will you marry my degree? An exploratory quantile regression with many covariates

Volatility spillovers across the spot and futures oil markets after news announcements

COVID-19 and bitcoin realized volatility

Modeling the COVID-19: A case study based on oil futures

Monetary Utility Functions and Risk Functionals

Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data

Estimation of value at risk for copper

Machine Learning Jumps Detection and Volatility Modeling and Forecasting applied in Energy Markets

Konstantinos Gkillas Information

University

Position

___

Citations(all)

1884

Citations(since 2020)

1726

Cited By

650

hIndex(all)

21

hIndex(since 2020)

21

i10Index(all)

37

i10Index(since 2020)

36

Email

University Profile Page

University of Patras

Google Scholar

View Google Scholar Profile

Konstantinos Gkillas Skills & Research Interests

Extreme Value Theory

Financial Econometrics

Volatility

Computational Statistics

Digital Finance

Top articles of Konstantinos Gkillas

Title

Journal

Author(s)

Publication Date

Will you marry my degree? An exploratory quantile regression with many covariates

Applied Economics Letters

George Myron Agiomirgianakis

Konstantinos Gkillas

Anastasia Pseiridis

Nicholas Tsounis

2024/5/20

Volatility spillovers across the spot and futures oil markets after news announcements

The North American Journal of Economics and Finance

George N Apostolakis

Christos Floros

Konstantinos Gkillas

Mark Wohar

2024/1/1

COVID-19 and bitcoin realized volatility

Athanasios Tsagkanos

Despoina Argyropoulou

Konstantinos Gkillas

Maria Tantoula

2023/8/28

Modeling the COVID-19: A case study based on oil futures

Moawia Alghalith

Christos Floros

Theodoros Daglis

Konstantinos Gkillas

2023/8/18

Monetary Utility Functions and Risk Functionals

Christos Floros

Konstantinos Gkillas

Christos Kountzakis

2023/4/5

Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data

Studies in Nonlinear Dynamics & Econometrics

Konstantinos Gkillas

Rangan Gupta

Dimitrios I Vortelinos

2023/3/6

Estimation of value at risk for copper

Journal of Commodity Markets

Konstantinos Gkillas

Christoforos Konstantatos

Spyros Papathanasiou

Mark Wohar

2023/12/1

Machine Learning Jumps Detection and Volatility Modeling and Forecasting applied in Energy Markets

Konstantinos Gkillas

Maria Tantoula

Christina Diakaki

2023/8/28

Corporate R&D intensity and high cash holdings: Post-crisis analysis

Operational Research

Efstathios Magerakis

Konstantinos Gkillas

Christos Floros

George Peppas

2022/9

Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests

Journal of the Operational Research Society

Riza Demirer

Konstantinos Gkillas

Rangan Gupta

Christian Pierdzioch

2022/8/3

Greek government‐debt crisis events and European financial markets: News surprises on Greek bond yields and inter‐relations of European financial markets

International Journal of Finance & Economics

Konstantinos Gkillas

Paraskevi Katsiampa

Dimitrios I Vortelinos

Mark E Wohar

2022/5

Spillovers in higher-order moments of crude oil, gold, and Bitcoin

The Quarterly Review of Economics and Finance

Konstantinos Gkillas

Elie Bouri

Rangan Gupta

David Roubaud

2022/5/1

Discontinuous movements and asymmetries in cryptocurrency markets

The European Journal of Finance

Konstantinos Gkillas

Paraskevi Katsiampa

Christoforos Konstantatos

Athanasios Tsagkanos

2022/2/8

Generalized Johnson Distributions and Risk Functionals

Mathematics

Christos Floros

Konstantinos Gkillas

Christos Kountzakis

2022/9/5

Exchange rate jumps and geopolitical risks

Konstantinos Gkillas Gillas

Rangan Gupta

Christoforos Konstantatos

Dimitrios I Vortelinos

2021

Stochastic Differential Equations in-Spaces

Christos Floros

Konstantinos Gkillas

Christos Kountzakis

2021/7/11

OPEC news and jumps in the oil market

Energy Economics

Konstantinos Gkillas

Rangan Gupta

Christian Pierdzioch

Seong-Min Yoon

2021/4/1

Forecasting realized volatility of bitcoin returns: Tail events and asymmetric loss

The European Journal of Finance

Konstantinos Gkillas

Rangan Gupta

Christian Pierdzioch

2021/11/2

Forecasting realized volatility of bitcoin: The role of the trade war

Computational Economics

Elie Bouri

Konstantinos Gkillas

Rangan Gupta

Christian Pierdzioch

2021/1

Quantile dependencies between discontinuities and time-varying rare disaster risks

The European Journal of Finance

Konstantinos Gkillas

Christos Floros

Muhammad Tahir Suleman

2021/7/3

See List of Professors in Konstantinos Gkillas University(University of Patras)

Co-Authors

H-index: 83
Rangan Gupta

Rangan Gupta

University of Pretoria

H-index: 57
Mark Wohar

Mark Wohar

University of Nebraska at Omaha

H-index: 42
Konstantinos P. Tsagarakis

Konstantinos P. Tsagarakis

Democritus University of Thrace

H-index: 40
Riza Demirer

Riza Demirer

Southern Illinois University Edwardsville

H-index: 29
Costas Siriopoulos

Costas Siriopoulos

Zayed University

H-index: 17
Amaryllis Mavragani

Amaryllis Mavragani

University of Stirling

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