Articles in Refereed Journals

• Gillas, K., Konstantakatos C., Tsagkanos, A. & Siriopoulos, C. (2020). Do economic news releases affect tail risk? Evidence from an emerging market. Finance Research Letters, 101727.
• Mavragani, A., Gillas, K. & Tsagarakis, K. P. (2020). Predictability analysis of the Pound’s Brexit exchange rates based on Google Trends data. Journal of Big Data, Forthcoming.
• Magerakis, E., Gillas, K., Tsagkanos A. & Syriopoulos, K. (2020). Firm size does matter: New evidence on the determinants of cash holdings. Journal of Risk and Financial Management, 13, 163.
• Gillas, K., Floros, C. & Suleman T. (2020). Quantile dependencies between discontinuities and time-varying rare disaster risks. European Journal of Finance, Forthcoming.
• Bouri, E., Gillas, K., Gupta, R. & Pierdzioch C. (2020). Forecasting realized volatility of Bitcoin. The role of the trade war. Computational Economics, Forthcoming.
• Floros, C., Gillas, K., Konstantakatos C. & Tsagkanos, A. (2020). Realized measures to explain volatility changes over time. Journal of Risk and Financial Management, 13, 125.
• Bonato, M., Gillas, K., Gupta, R. & Pierdzioch C. (2020). A note on investor happiness and the predictability of realized volatility of gold. Finance Research Letters, Forthcoming.
• Bonato, M., Gillas, K., Gupta, R. & Pierdzioch C. (2020). Investor happiness and predictability of the realized volatility of oil price. Sustainability, 12, 4309.
• Bouri, E., Gillas, K., Gupta, R. & Kyei, E. (2020). Policy uncertainty and jumps in advanced equity markets. Journal of Risk, Forthcoming.
• Alghalith, M., Floros, C. & Gillas, K. (2020). Estimating stochastic volatility under the assumption of stochastic volatility of volatility. Risks, 8(2), 35.
• Tiwari, A., Goodness, A., Gupta, R. & Gillas, K. (2020). Gold-Oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-Switching time-varying copula model. Energy Economics, 88, 104748.
• Gillas, K., Gupta, R. & Pierdzioch C. (2020). Forecasting realized oil-price volatility: The Role of financial stress and asymmetric loss. Journal of International Money and Finance, 104(2020), 102137.
• Gillas, K., Vortelinos, D., Floros, C. & Tsagkanos, A. (2019). Economic news releases and financial markets in South Africa. Economies, 7, 112, 1-13.
• Gillas, K., Tsagkanos, A., Svingou, A. & Siriopoulos, C. (2019). Uncertainty in Euro area and the bond spreads. Physica A: Statistical Mechanics and its Applications, 537, 122643.
• Gillas, K., Gupta, R., Marco Lau, C. K. & Suleman T. (2020). Jumps beyond the realms of cricket: India’s performance in one day internationals and stock market movements. Journal of Applied Statistics, 47(6), 1109-1127.
• Gillas, K., Gupta, R. & Pierdzioch C. (2020). Forecasting realized gold volatility: Is there a role of geopolitical risks? Finance Research Letters, 35(2020), 101280.
• Demirer, R., Gillas, K., Gupta, R. & Pierdzioch, C. (2019). Time-varying risk aversion and realized gold volatility. The North American Journal of Economics and Finance, 50, 101048.
• Gillas, K., Konstantakatos C., Tsagkanos, A. & Vortelinos, D. (2020). International announcements and WTI crude oil futures: A case study of the 2008 global financial crisis. Journal of Energy Markets, 13(2), 25-62.
• Gillas, K., Tsagkanos, A. & Vortelinos, D. (2019). Integration and risk contagion in financial crises: Evidence from international stock markets. Journal of Business Research, 104, 350-365.
• Gillas, K., Gupta, R. & Pierdzioch C. (2019). Forecasting (downside and upside) realized exchange-rate volatility: Is there a role for realized skewness and kurtosis? Physica A: Statistical Mechanics and its Applications, 121867(532).
• Gillas, K., Vortelinos, D., Floros, C., Garefalakis A., & Sariannidis N. (2019). Greek sovereign crisis and European exchange rates: effects of news releases and their providers. Annals of Operations Research, forthcoming.
• Gillas, K., Boako, G., Vortelinos, D., & Vasiliadis L. (2018). Non-parametric quantile dependencies between volatility discontinuities and political risk. Finance Research Letters, forthcoming.
• Gillas, K., Gupta, R., & Wohar, M. E. (2018). Oil shocks and volatility jumps. Review of Quantitative Finance and Accounting, forthcoming.
• Gillas, K., & Longin, F. (2018). Financial market activity under capital controls: lessons from extreme events. Economics Letters, 171C, 10-13.
• Gillas, K., Floros, C., Konstantakatos C., & Vortelinos, D. (2018). Abnormal returns and systemic risk: evidence from a non-parametric bootstrap framework during the European sovereign debt crises. International Journal of Computational Economics and Econometrics, forthcoming.
• Gillas, K., Vortelinos, D. & Suleman T. (2018). Asymmetries in the African Financial markets. Journal of Multinational Financial Management, 45, 72-87.
• Gillas, K., Gupta, R., & Wohar, M. E. (2018). Volatility jumps: The role of geopolitical risks. Finance Research Letters, 27, 247-258.
• Gillas, K., & Katsiampa, P. (2018). An application of extreme value theory to cryptocurrencies. Economics Letters, 164C, 109-111.
• Vortelinos, D., Gillas, K., Konstantakatos C., & Peppas G. (2018). The efficiency in liquidity measures during the US monetary announcements. Theoretical Economics Letters, 8(1), 98-110. Special Issue: Financial Economics.
• Vortelinos, D. & Gillas, K. (2017). Reaction of EU stock markets to ECB policy interventions. International Journal of Banking, Accounting and Finance, 10(1), 39-66. Special Issue: Recent developments in Global Financial Markets.
• Gillas, K., Vortelinos, D. & Saha S. (2017). The properties of realized volatility and realized correlation: evidence from the Indian stock market. Physica A: Statistical Mechanics and its Applications, 492(2018), 343-359.
• Vortelinos, D., Gillas, K., Siriopoulos, K. & Svingou, A. (2017). Asymmetric and nonlinear inter-relations of US stock indices. International Journal of Managerial Finance, 14(1), 78-129.
• Vortelinos, D. & Gillas, K. (2017). Intraday realized volatility forecasting and announcements. International Journal of Banking, Accounting and Finance, 9(1), 88-118.
• Vortelinos, D.,  Gillas, K., & Alexopoulos, G. (2016). Structure theories: Panel data evidence from the United Kingdom. Journal of Accounting and Taxation, 8(7), 81-100.
• Vortelinos, D., & Gillas, K. (2016). The effect of the European Economic news releases to the US financial markets in the crisis period. Investment Management and Financial Innovations, 13(4), 31-55. Available at SSRN.
• Gillas, K., Tsagkanos, A., & Siriopoulos, C. (2016). The risk in capital controls. Finance Research Letters, 19, 261-266.
• Zografakis, N., Gillas, K., Pollaki, A., Profylienou, M., Bounialetou, F., & Tsagarakis, K. P. (2011). Assessment of practices and technologies of energy saving and renewable energy sources in hotels in Crete. Renewable Energy, 36(5), 1323-1328.
• Tsagarakis, K. P., Bounialetou, F., Gillas, K., Profylienou, M., Pollaki, A., & Zografakis, N. (2011). Tourists’ attitudes for selecting accommodation with investments in renewable energy and energy saving systems. Renewable and Sustainable Energy Reviews, 15(2), 1335-1342.
• Gillas, K., Pagalou, M.D., Sifaki, E., & Tsafaraki., E. (2011). A Study on the long-run benefits of diversification in the stock markets of Greece, the UK and the US. Journal of Computational Optimization in Economics and Finance. 2(1), 13-14. Available at SSRN.
• Gillas, K., & Maurokoukoulakis, M. (2008). Linkages between the USA and the Pan-European equity markets. Business Journal for Entrepreneurs, 2008(2),  53-67. Available at SSRN.
• Gillas, K., & Tserkezos, D. (2007). Tuesday the 13th: Evidence from the Athens stocks exchange. Conflict Resolution and Negotiation Journal, 2012(4), 180-188. Available at SSRN.
• Xanthos, G., Gillas, K., & Tserkezos D. (2007). Temporal aggregation and the Akaike and Schwarz model selection criteria. Some Monte Carlo results, Economics Bulletin, 28(8), A1.

Conferences

• Is Bitcoin the new digital Gold? Evidence from extreme price movements in financial markets. International Risk Management Conference 2019, Milan, Italy (2019).
• Quantile dependencies between volatility discontinuities and rare disaster risks: Robustness across jump measures. 9th International Conference of the Financial Engineering and Banking Society, Prague, Czech Republic (2019).
• Realized volatility spillovers between US spot and futures during the ECB events. 23^th International Conference on Macroeconomic Analysis and International Finance, Rethymno, Greece (2019).
• Quantile dependencies between volatility discontinuities and rare disaster risks: Robustness across jump measures. 7th Spring Conference of the Multinational Finance Society, Chania, Greece (2019).
• Capital structures of US market Firms and its determinants during different macroeconomic states and various leverage levels. 9th National Conference of the Financial Engineering and Banking Society Athens, Greece (2018).
• Is Bitcoin the new digital Gold? Evidence from extreme price movements in financial markets. Mathematics for Industry: Blockchain and Cryptocurrencies, Manchester, UK (2018)
• Capital structures of US market Firms and its determinants during different macroeconomic states and various leverage levels. 6th PhD Meeting in Economics. Thessaloniki, Greece (2018).
• Instability Dependencies under Extreme Events: Evidence from the European Banking Sector during the European Sovereign Debt Crisis. 22th International Conference on Macroeconomic Analysis and International Finance. Rethymno, Greece (2018).
• Univariate and multivariate volatility spillover analysis: The importance of jumps in variances and covariances. Cryptocurrency Research Conference 2018, Cambridge, UK (2018).
• The impact of financial crisis on the capital structure of firms using a rolling quantile regression: evidence from Greece. 16th Annual Hellenic Finance and Accounting Association Conference. Athens, Greece (2017).
• Liquidity of emerging financial markets and US economic news. Development Economics Conference 2017. Issues of Economic and Financial Market Reforms and Development in Emerging Markets. Lincoln, UK (2017).
• Modelling the impact of monetary interventions of Fed on liquidity of emerging financial markets: a quantile regression approach. The 5th Vietnam International Conference in Finance. Vietnam (2017).
• Integration, contagion and risk contagion in financial crises: Evidence from international stock markets. Annual Conference of European Financial Management Association.  Athens, Greece (2017).
• Instability spillovers under extreme events. Evidence from the European banks during the European sovereign debt crisis. 15th Annual Hellenic Finance and Accounting Association Conference. Thessaloniki, Greece (2016).
• Reaction of EU stock markets to ECB policy interventions. Portsmouth-Fordham Conference on Banking & Finance. Portsmouth, UK  (2016).
• The Stochastic Behaviour of the Systematic Risk. Evidence from the US Stock Market. 6th National Conference of the Financial Engineering and Banking Society. Athens, Greece (2015).
• The Stochastic Behaviour of the Systematic Risk. Evidence from the US Stock Market. 14th Annual Hellenic Finance and Accounting Association Conference. Athens, Greece (2015).
• A Study on the Long-Run Benefits of Diversification in the Stock Markets of Greece, the UK and the US. 11th International Conference on Macroeconomic Analysis and International Finance. Rethymno, Greece (2007).

 Other Publications

• Vortelinos, D., Gillas, K., Floros, C. & Vasiliadis, L. (2019). Forecasting tourism demand in Europe. Operational Research in Agriculture and Tourism – New Technologies and Innovations. Springer, 107-129.
• Vortelinos, D., Gillas, K. & Floros, C. (2017). The impact of Greek economic news on European financial markets. Evidence from the European sovereign debt crisis. The Greek Debt Crisis: In Quest of Growth in Times of Austerity, Springer International Publishing, 219-283.
• Gillas, K., & Tserkezos, D. (2008). Flexible Exchange Traded Funds . To Vima. In Greek.

Working Papers

• Asymmetric Exceedance-Time Model: An Optimal Threshold Approach Based on Extreme Value Theory. Available at SSRN. University of Patras, School of Business Administration, Department of Business Administration.
• Instability spillovers under extreme events. Evidence from the European banks during the European sovereign debt crisis. University of Patras, School of Business Administration, Department of Business Administration.
• The Stochastic Behaviour of the Systematic Risk. Evidence from the US Stock Market. University of Patras, School of Business Administration, Department of Business Administration.