Κωνσταντίνος Γκίλλας - Publications, H-index & Citations

Κωνσταντίνος Γκίλλας

University of Patras

24H指数

127论文数

2.1K被引数

收录论文 26

发表时间

Price jumps in the FX markets using the quantile frequency VAR connectedness framework 使用分位数频域VAR关联性框架研究外汇市场的价格跳跃

Journal of Asset Management

IF1.4

2026-04-10

OAAI

Apostolakis, George N.; Floros, Christos; Gkillas, Konstantinos

Geopolitical Shocks and Crude Oil Market Tail Risk: Evidence from the Russia-Ukraine Conflict 地缘政治冲击与原油市场尾部风险：来自俄乌冲突的证据

Economies

IF2.1

2026-03-12

PREAI

Basdekis, Charalampos Vasilios; Christopoulos, Apostolos G.; Gkillas, Konstantinos; Grifa, Ludovica

Financial stress volatility dynamics: evidence from a panel garch model of G7 countries 金融压力波动率动态：来自G7国家面板GARCH模型的经验证据

APPLIED ECONOMICS

IF2.1

2025-11-01

PREAI

Apostolakis, George N.; Floros, Christos; Gkillas, Konstantinos; Wohar, Mark

Profitability and risk in cryptocurrency markets: testing the Halloween effect and investment strategies 加密货币市场的盈利能力与风险：检验万圣节效应与投资策略

JOURNAL OF ECONOMIC STUDIES

IF2.4

2025-11-01

PREAI

Vasileiou, Evangelos; Floros, Christos; Gkillas, Konstantinos

Analyzing LinkedIn data to explore the relationships between sustainable development goals, circular economy, and electoral dynamics

SCIENTIFIC REPORTS

IF3.9

2024-11-29

OAAI

Tsagarakis, Konstantinos P.; Daglis, Theodoros; Gkillas, Konstantinos; Mavragani, Amaryllis

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

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2024-01-01

PREAI

Apostolakis, George N.; Floros, Christos; Gkillas, Konstantinos; Wohar, Mark

Estimation of value at risk for copper

JOURNAL OF COMMODITY MARKETS

IF4.5

2023-12-01

PREAI

Gkillas, Konstantinos; Konstantatos, Christoforos; Papathanasiou, Spyros; Wohar, Mark

Financial stress, economic policy uncertainty, and oil price uncertainty

ENERGY ECONOMICS

IF14.2

2021-12-01

PREAI

Apostolakis, George N.; Floros, Christos; Gkillas, Konstantinos; Wohar, Mark

Forecasting power of infectious diseases-related uncertainty for gold realized variance

FINANCE RESEARCH LETTERS

IF6.9

2021-10-01

PREAI

Bouri, Elie; Gkillas, Konstantinos; Gupta, Rangan; Pierdzioch, Christian

Political uncertainty, COVID-19 pandemic and stock market volatility transmission

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY

IF6.1

2021-09-01

PREAI

Apostolakis, George N.; Floros, Christos; Gkillas, Konstantinos; Wohar, Mark

Exploring the role of non-pharmaceutical interventions (NPIs) in flattening the Greek COVID-19 epidemic curve

SCIENTIFIC REPORTS

IF3.9

2021-06-03

OAAI

Mavragani, Amaryllis; Gkillas, Konstantinos

Do economic news releases affect tail risk? Evidence from an emerging market

FINANCE RESEARCH LETTERS

IF6.9

2021-05-01

PREAI

Gkillas, Konstantinos; Konstantatos, Christoforos; Tsagkanos, Athanasios; Siriopoulos, Costas

OPEC news and jumps in the oil market

ENERGY ECONOMICS

IF14.2

2021-04-01

OAAI

Gkillas, Konstantinos; Gupta, Rangan; Pierdzioch, Christian; Yoon, Seong-Min

Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2021-03-01

PREAI

Gkillas, Konstantinos; Konstantatos, Christoforos; Floros, Christos; Tsagkanos, Athanasios

A note on investor happiness and the predictability of realized volatility of gold

FINANCE RESEARCH LETTERS

IF6.9

2021-03-01

OAAI

Bonato, Matteo; Gkillas, Konstantinos; Gupta, Rangan; Pierdzioch, Christian

Day-of-the-week effect and spread determinants: Some international evidence from equity markets

INTERNATIONAL REVIEW OF ECONOMICS & FINANCE

IF5.6

2021-01-01

PREAI

Gkillas, Konstantinos; Vortelinos, Dimitrios I.; Babalos, Vassilios; Wohar, Mark E.

COVID-19 predictability in the United States using Google Trends time series

SCIENTIFIC REPORTS

IF3.9

2020-11-26

OAAI

Mavragani, Amaryllis; Gkillas, Konstantinos

Predictability analysis of the Pound's Brexit exchange rates based on Google Trends data 基于谷歌趋势数据的英镑脱欧汇率可预测性分析

JOURNAL OF BIG DATA

IF6.4

2020-09-18

OAAI

Mavragani, Amaryllis; Gkillas, Konstantinos; Tsagarakis, Konstantinos P.

Forecasting realized gold volatility: Is there a role of geopolitical risks?预测已实现的黄金波动: 是否存在地缘政治风险的作用？

FINANCE RESEARCH LETTERS

IF6.9

2020-07-01

OAAI

Gkillas, Konstantinos; Gupta, Rangan; Pierdzioch, Christian

Investor Happiness and Predictability of the Realized Volatility of Oil Price

SUSTAINABILITY

IF3.3

2020-05-25

OAAI

Bonato, Matteo; Gkillas, Konstantinos; Gupta, Rangan; Pierdzioch, Christian

研究方向