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George Filis

Personal Details

First Name:George
Middle Name:
Last Name:Filis
Suffix:
RePEc Short-ID:pfi186
Terminal Degree:2004 Business School; Faculty of Management; Bournemouth University (from RePEc Genealogy)

Affiliation

Business School
Faculty of Management
Bournemouth University

Bournemouth, United Kingdom
http://business.bournemouth.ac.uk/

: +44 (0) 1202961916

+44 (0) 1202961916
RePEc:edi:bsbouuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Stavros Degiannakis & George Filis & Sofia Panagiotakopoulou, 2018. "Oil Price Shocks and Uncertainty: How stable is their relationship over time?," BAFES Working Papers BAFES13, Department of Accounting, Finance & Economic, Bournemouth University.
  2. Nikolaos Antonakakis & Mina Dragouni & Bruno Eeckels & George Filis, 2018. "The tourism and economic growth enigma: Examining an ambiguous relationship through multiple prisms," BAFES Working Papers BAFES14, Department of Accounting, Finance & Economic, Bournemouth University.
  3. Stavros Degiannakis & George Filis, 2018. "Forecasting European Economic Policy Uncertainty," BAFES Working Papers BAFES15, Department of Accounting, Finance & Economic, Bournemouth University.
  4. Michail Filippidis & George Filis & Christos Floros & Renatas Kizys, 2018. "The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis," BAFES Working Papers BAFES19, Department of Accounting, Finance & Economic, Bournemouth University.
  5. Nikolaos Antonakakis & Juncal Cunado & George Filis & David Gabauer & Fernando Perez de Gracia, 2018. "Oil volatility, oil and gas firms and portfolio diversification," BAFES Working Papers BAFES18, Department of Accounting, Finance & Economic, Bournemouth University.
  6. Degiannakis, Stavros & Filis, George, 2017. "Forecasting oil prices," MPRA Paper 77531, University Library of Munich, Germany.
  7. Degiannakis, Stavros & Filis, George, 2016. "Forecasting oil price realized volatility: A new approach," MPRA Paper 69105, University Library of Munich, Germany.
  8. Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2015. "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," MPRA Paper 72082, University Library of Munich, Germany.
  9. Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2015. "Asset prices regime-switching and the role of inflation targeting monetary policy," MPRA Paper 68666, University Library of Munich, Germany.
  10. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Perez de Gracia, Fernando, 2015. "The Resource Curse Hypothesis Revisited: Evidence from a Panel VAR," MPRA Paper 72085, University Library of Munich, Germany.
  11. Degiannakis, Stavros & Filis, George & Palaiodimos, George, 2015. "Investments and uncertainty revisited: The case of the US economy," MPRA Paper 72083, University Library of Munich, Germany.
  12. Hossein Hassani & Emmanuel Sirimal Silva & Nikolaos Antonakakis & George Filis & Rangan Gupta, 2015. "Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques," Working Papers 201552, University of Pretoria, Department of Economics.
  13. Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2015. "Forecasting implied volatility indices worldwide: A new approach," MPRA Paper 72084, University Library of Munich, Germany.
  14. Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George, 2015. "Forecasting Tourist Arrivals Using Origin Country Macroeconomics," MPRA Paper 68062, University Library of Munich, Germany.
  15. Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," MPRA Paper 80436, University Library of Munich, Germany.
  16. Antonakakis, Nikos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2015. "Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach," MPRA Paper 67419, University Library of Munich, Germany.
  17. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2015. "Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma," MPRA Paper 67422, University Library of Munich, Germany.
  18. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2014. "Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty," Department of Economics Working Papers wuwp166, Vienna University of Economics and Business, Department of Economics.
  19. Degiannakis, Stavros & Duffy, David & Filis, George, 2014. "Business Cycle Synchronisation in EU: A time-varying approach," MPRA Paper 80437, University Library of Munich, Germany.
  20. Degiannakis, Stavros & Duffy, David & Filis, George & Livada, Alexandra, 2014. "Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer?," MPRA Paper 67892, University Library of Munich, Germany.
  21. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence," MPRA Paper 59760, University Library of Munich, Germany.
  22. Stavros Degiannakis & Timotheos Angelidis & George Filis, 2013. "Oil price shocks and volatility do predict stock market regimes," Working Papers 170, Bank of Greece.
  23. Degiannakis, Stavros & Duffy, David & Filis, George, 2013. "Time-varying Business Cycles Synchronisation in Europe," MPRA Paper 52925, University Library of Munich, Germany.
  24. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2013. "Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries," MPRA Paper 48715, University Library of Munich, Germany.
  25. Stavros Degiannakis & George Filis & Renatas Kizys, 2013. "Oil price shocks and stock market volatility: evidence from European data," Working Papers 161, Bank of Greece.
  26. Degiannakis, Stavros & Filis, George & Floros, Christos, 2013. "Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment," MPRA Paper 80495, University Library of Munich, Germany.
  27. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2012. "Dynamic Co-movements between Stock Market Returns and Policy Uncertainty," MPRA Paper 42905, University Library of Munich, Germany.

Articles

  1. Degiannakis, Stavros & Filis, George & Hassani, Hossein, 2018. "Forecasting global stock market implied volatility indices," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 111-129.
  2. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gabauer, David & Perez de Gracia, Fernando, 2018. "Oil volatility, oil and gas firms and portfolio diversification," Energy Economics, Elsevier, vol. 70(C), pages 499-515.
  3. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017. "Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest," International Review of Financial Analysis, Elsevier, vol. 50(C), pages 1-26.
  4. Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2017. "Asset prices regime-switching and the role of inflation targeting monetary policy," Global Finance Journal, Elsevier, vol. 32(C), pages 97-112.
  5. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2017. "Energy consumption, CO2 emissions, and economic growth: An ethical dilemma," Renewable and Sustainable Energy Reviews, Elsevier, vol. 68(P1), pages 808-824.
  6. Hassani, Hossein & Silva, Emmanuel Sirimal & Antonakakis, Nikolaos & Filis, George & Gupta, Rangan, 2017. "Forecasting accuracy evaluation of tourist arrivals," Annals of Tourism Research, Elsevier, vol. 63(C), pages 112-127.
  7. Stavros Degiannakis & George Filis & George Palaiodimos, 2017. "Investments and uncertainty revisited: the case of the US economy," Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4521-4529, September.
  8. Antonakakis, Nikolaos & Cunado, Juncal & Filis, George & Gracia, Fernando Perez de, 2017. "Oil dependence, quality of political institutions and economic growth: A panel VAR approach," Resources Policy, Elsevier, vol. 53(C), pages 147-163.
  9. Ioannis Chatziantoniou & Stavros Degiannakis & Bruno Eeckels & George Filis, 2016. "Forecasting tourist arrivals using origin country macroeconomics," Applied Economics, Taylor & Francis Journals, vol. 48(27), pages 2571-2585, June.
  10. Degiannakis, Stavros & Duffy, David & Filis, George & Livada, Alexandra, 2016. "Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer?," Economic Modelling, Elsevier, vol. 52(PB), pages 551-563.
  11. Nollet, Joscha & Filis, George & Mitrokostas, Evangelos, 2016. "Corporate social responsibility and financial performance: A non-linear and disaggregated approach," Economic Modelling, Elsevier, vol. 52(PB), pages 400-407.
  12. Antonakakis, Nikolaos & Dragouni, Mina & Eeckels, Bruno & Filis, George, 2016. "Tourism and economic growth: Does democracy matter?," Annals of Tourism Research, Elsevier, vol. 61(C), pages 258-264.
  13. Boldanov, Rustam & Degiannakis, Stavros & Filis, George, 2016. "Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 209-220.
  14. Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis, 2016. "Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?," Manchester School, University of Manchester, vol. 84(4), pages 437-481, July.
  15. Dragouni, Mina & Filis, George & Gavriilidis, Konstantinos & Santamaria, Daniel, 2016. "Sentiment, mood and outbound tourism demand," Annals of Tourism Research, Elsevier, vol. 60(C), pages 80-96.
  16. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2015. "Tourism and growth: The times they are a-changing," Annals of Tourism Research, Elsevier, vol. 50(C), pages 165-169.
  17. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2015. "How strong is the linkage between tourism and economic growth in Europe?," Economic Modelling, Elsevier, vol. 44(C), pages 142-155.
  18. Angelidis, Timotheos & Degiannakis, Stavros & Filis, George, 2015. "US stock market regimes and oil price shocks," Global Finance Journal, Elsevier, vol. 28(C), pages 132-146.
  19. Stavros Degiannakis & David Duffy & George Filis, 2014. "Business Cycle Synchronization in EU: A Time-Varying Approach," Scottish Journal of Political Economy, Scottish Economic Society, vol. 61(4), pages 348-370, September.
  20. Broadstock, David C. & Filis, George, 2014. "Oil price shocks and stock market returns: New evidence from the United States and China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 417-433.
  21. Stavros Degiannakis, George Filis, and Renatas Kizys, 2014. "The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
  22. George Filis & Ioannis Chatziantoniou, 2014. "Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 709-729, May.
  23. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2014. "Dynamic spillovers of oil price shocks and economic policy uncertainty," Energy Economics, Elsevier, vol. 44(C), pages 433-447.
  24. Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George, 2013. "Dynamic co-movements of stock market returns, implied volatility and policy uncertainty," Economics Letters, Elsevier, vol. 120(1), pages 87-92.
  25. Degiannakis, Stavros & Filis, George & Floros, Christos, 2013. "Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 175-191.
  26. Chatziantoniou, Ioannis & Duffy, David & Filis, George, 2013. "Stock market response to monetary and fiscal policy shocks: Multi-country evidence," Economic Modelling, Elsevier, vol. 30(C), pages 754-769.
  27. Chatziantoniou, Ioannis & Filis, George & Eeckels, Bruno & Apostolakis, Alexandros, 2013. "Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries," Tourism Management, Elsevier, vol. 36(C), pages 331-341.
  28. Filis, George & Degiannakis, Stavros & Floros, Christos, 2011. "Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries," International Review of Financial Analysis, Elsevier, vol. 20(3), pages 152-164, June.
  29. George Filis & Christos Floros & Bruno Eeckels, 2011. "Option listing, returns and volatility: evidence from Greece," Applied Financial Economics, Taylor & Francis Journals, vol. 21(19), pages 1423-1435.
  30. Filis, George, 2010. "Macro economy, stock market and oil prices: Do meaningful relationships exist among their cyclical fluctuations?," Energy Economics, Elsevier, vol. 32(4), pages 877-886, July.
  31. George Filis, 2009. "An Analysis between Implied and Realised Volatility in the Greek Derivative Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(3), pages 251-263, September.
  32. George Filis & Kyriakos Kentzoglanakis & Christos Floros, 2009. "VAR model training using particle swarm optimisation: evidence from macro-finance data," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 1(1), pages 9-22.
  33. George Filis, 2006. "Testing for Market Efficiency in Emerging Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 5(2), pages 121-133, August.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 26 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (13) 2013-11-16 2014-02-21 2014-04-05 2014-12-13 2015-11-01 2016-03-06 2016-06-25 2016-07-02 2017-03-19 2017-08-06 2018-02-26 2018-04-09 2018-04-09. Author is listed
  2. NEP-FOR: Forecasting (8) 2014-04-05 2015-07-25 2015-12-01 2016-03-06 2016-06-25 2016-07-02 2017-03-19 2018-03-19. Author is listed
  3. NEP-MAC: Macroeconomics (6) 2014-01-24 2014-02-21 2015-11-21 2016-01-18 2016-07-02 2018-03-19. Author is listed
  4. NEP-TUR: Tourism Economics (5) 2013-08-05 2013-08-10 2015-11-01 2015-12-01 2018-02-26. Author is listed
  5. NEP-RMG: Risk Management (4) 2016-06-25 2016-06-25 2017-08-06 2018-04-09
  6. NEP-EEC: European Economics (2) 2014-01-24 2018-03-19
  7. NEP-NET: Network Economics (2) 2016-06-25 2016-06-25
  8. NEP-BEC: Business Economics (1) 2014-01-24
  9. NEP-CBA: Central Banking (1) 2016-01-18
  10. NEP-CMP: Computational Economics (1) 2015-07-25
  11. NEP-ENV: Environmental Economics (1) 2015-11-01
  12. NEP-ETS: Econometric Time Series (1) 2016-06-25
  13. NEP-EUR: Microeconomic European Issues (1) 2013-08-10
  14. NEP-FMK: Financial Markets (1) 2013-11-16
  15. NEP-GRO: Economic Growth (1) 2016-07-02
  16. NEP-MON: Monetary Economics (1) 2016-01-18
  17. NEP-OPM: Open Economy Macroeconomics (1) 2014-01-24
  18. NEP-RES: Resource Economics (1) 2015-11-01

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