Konstantinos Gkillas
University of Patras
H-index: 21
Europe-Greece
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 |