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~person:"Filis, George"
~subject:"Börsenkurs"
~subject:"Estimation"
~subject:"VAR-Modell"
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Börsenkurs
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VAR-Modell
Oil price
42
Ölpreis
42
Volatility
26
Volatilität
26
Welt
17
World
17
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12
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12
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11
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11
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Filis, George
Kilian, Lutz
75
Gupta, Rangan
39
Baumeister, Christiane
33
Ratti, Ronald A.
33
Kang, Wensheng
27
Ma, Feng
25
Manera, Matteo
25
Wang, Yudong
25
Hammoudeh, Shawkat
24
Arouri, Mohamed
20
Ji, Qiang
20
Rault, Christophe
20
Vigfusson, Robert J.
20
Caporale, Guglielmo Maria
19
Bjørnland, Hilde Christiane
18
Narayan, Paresh Kumar
16
Wei, Yu
16
Sheng, Xin
15
Zhou, Xiaoqing
15
Zhu, Huiming
15
Mignon, Valérie
14
Mohaddes, Kamiar
14
Salisu, Afees A.
14
Gil-Alaña, Luis A.
13
McAleer, Michael
13
Nguyen, Duc Khuong
13
Nonejad, Nima
13
Serletis, Apostolos
13
Tiwari, Aviral Kumar
13
Van Robays, Ine
13
Bao Hoang Nguyen
12
Hamilton, James D.
12
Mensi, Walid
12
Sadorsky, Perry A.
12
Wen, Fenghua
12
Wu, Chongfeng
12
Yin, Libo
12
Balcilar, Mehmet
11
Bastianin, Andrea
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Energy economics
3
International review of financial analysis
3
The energy journal
3
Journal of international financial markets, institutions & money
2
Department of Economics working paper
1
Economic modelling
1
Global finance journal
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International journal of banking, accounting and finance
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ECONIS (ZBW)
16
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1
The (time-varying) importance of oil prices to U.S. stock returns : a tale of two beauty-contests
Broadstock, David C.
;
Filis, George
- In:
The energy journal
41
(
2020
)
6
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012546974
Saved in:
2
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis
Filippidis, Michail
;
Kizys, Renatas
;
Filis, George
; …
- In:
International journal of banking, accounting and finance
10
(
2019
)
1
,
pp. 3-38
Persistent link: https://www.econbiz.de/10012051112
Saved in:
3
Dynamic spillovers of oil price shocks and policy uncertainty
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
-
2014
Persistent link: https://www.econbiz.de/10010360804
Saved in:
4
Oil price shocks and uncertainty : how stable is their relationship over time?
Degiannakis, Stavros
;
Filis, George
;
Panagiotakopoulou, …
- In:
Economic modelling
72
(
2018
),
pp. 42-53
Persistent link: https://www.econbiz.de/10012100413
Saved in:
5
Oil volatility, oil and gas firms and portfolio diversification
Antonakakis, Nikolaos
;
Cuñado Eizaguirre, Juncal
; …
- In:
Energy economics
70
(
2018
),
pp. 499-515
Persistent link: https://www.econbiz.de/10011942874
Saved in:
6
Oil prices and stock markets : a review of the theory and empirical evidence
Degiannakis, Stavros
;
Filis, George
;
Arora, Vipin
- In:
The energy journal
39
(
2018
)
5
,
pp. 85-130
Persistent link: https://www.econbiz.de/10011903865
Saved in:
7
Oil shocks and stock markets : dynamic connectedness under the prism of recent geopolitical and economic unrest
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
International review of financial analysis
50
(
2017
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011820653
Saved in:
8
Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam
;
Degiannakis, Stavros
;
Filis, George
- In:
International review of financial analysis
48
(
2016
),
pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
Saved in:
9
US stock market regimes and oil price shocks
Angelidis, Timotheos
;
Degiannakis, Stavros
;
Filis, George
- In:
Global finance journal
28
(
2015
),
pp. 132-146
Persistent link: https://www.econbiz.de/10011478135
Saved in:
10
Oil price shocks and stock market returns : new evidence from the United States and China
Broadstock, David C.
;
Filis, George
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 417-433
Persistent link: https://www.econbiz.de/10011299813
Saved in:
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