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Biography

George Filis: BSc (Hons) in Accounting and Finance (University of Wales, Newport), MA in Financial Services (Bournemouth University), Ph.D. in Financial Derivatives (Bournemouth University).

George is Professor of Financial Economics. He joined the department of Accounting, Finance and Economics in September 2012 as Senior Lecturer. His main teaching interests include money, banking and financial economics. His main research interests include energy economics, financial economics, business cycles and tourism economics. He has published in a number of internationally recognised academic journals including the Journal of International Money and Finance, Energy Economics, Energy Journal, Economics Letters, Journal of Empirical Finance, Annals of Tourism Research and Journal of Travel Research, among others. He acts as a reviewer for a number of highly ranked academic journals, including Oxford Bulletin of Economics and Statistics, Energy Economics, Energy Journal, Journal of Banking and Finance and Economics Letters...

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Research

My current research revolves around the areas of energy economics, financial economics, macro-finance modelling, business cycles and tourism economics. Over the last few years my research focuses on the modelling and forecasting of oil prices and oil price volatility. However, I am also interested in the effects of oil prices shocks in the economy and the stock market. Furthermore, I am researching on the propagation and transmission mechanisms among macroeconomic, financial and energy variables. My research also focuses on the tourism-growth relationship.

Journal Articles

Chapters

  • Filis, G. and Broadstock, D., 2015. Energy prices, sectoral indices and regulation. In: Dorsman, A., Westerman, W. and Simpson, J.L., eds. Energy Technology and Valuation Issues. Springer.
  • Filis, G. and Letza, S., 2014. Business cycles synchronisation between the European Monetary Union and Poland. In: Holscher, J. and Tomann, H., eds. Studies in Economic Transition. Palgrave MacMillan.
  • Catterall, R. and Filis, G., 2009. Economic Growth and Climate Change: An Irreconcilable Dilemma? In: Brox, J. and Baltas, N., eds. The Global Economics of a Changing Environment. North Waterloo Academic Press, 253-267.

Conferences

  • Filis, G., Degiannakis, S., Lloyd, T. and Yarlik, M., 2018. Forecasting oil price volatility: The role of Mixed-Frequency-Data (MIDAS) model. In: 41st IAEE International Conference 10-13 June 2018 Groningen, Netherlands.
  • Filippidis, M., Filis, G. and Kizys, R., 2018. Financial Effects Of Precautionary Demand For Oil. In: 16th INFINITI Conference on International Finance 11-12 June 2018 Poznan, Poland.
  • Yarlik, M., Filis, G., Degiannakis, S. and Lloyd, T., 2018. Forecasting oil price volatility: The role of Mixed-Frequency-Data (MIDAS) model. In: 6th International Symposium on Energy and Finance Issues 24-25 May 2018 Paris, France.
  • Degiannakis, S. and Filis, G., 2017. Forecasting economic policy uncertainty. In: The Sixteenth Annual EEFS Conference 22-25 June 2017 University of Ljubljana, Ljubljana.
  • Degiannakis, S. and Filis, G., 2017. Forecasting oil prices. In: 5th International Symposium on Energy and Finance Issues 22-23 May 2017 Paris, France.
  • Broadstock, D. and Filis, G., 2017. A shocking truth about oil shocks and stock returns. In: 2nd Hellenic Association of Energy Economics international conference 18-20 May 2017 Athens, Greece.
  • Olstad, A., Filis, G. and Degiannakis, S., 2016. Risk management strategies for oil and currency volatility portfolios. In: 7th National Conference of the Financial Engineering and Banking Society 19-20 December 2016 Athens University of Economics and Business, Greece.
  • Degiannakis, S. and Filis, G., 2016. Forecasting oil price realized volatility: A new approach. In: Energy & Commodity Finance Conference 2016 23-24 June 2016 Paris, France.
  • Degiannakis, S. and Filis, G., 2016. Forecasting oil price realized volatility: A new approach. In: Energy and Commodity Finance Conference 23-24 June 2016 ESSEC Business School (Paris, France).
  • Degiannakis, S. and Filis, G., 2016. Forecasting oil price realized volatility: A new approach. In: 4th International Symposium on Energy and Finance Issues 24-25 March 2016 Paris, France.
  • Antonakakis, N., Chatziantoniou, I. and Filis, G., 2015. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest. In: The 13th INFINITI Conference on International Finance 8-9 June 2015 Ljubljana, Slovenia.
  • Antonakakis, N., Chatziantoniou, I. and Filis, G., 2015. Stock markets and oil shocks: Spillover effects during geopolitical and economic unrest. In: International Conference on Energy prices: macroeconomic and financial impacts 4-5 June 2015 University of Paris Ouest, Nanterre- La Défense, Paris, France.
  • Degiannakis, S., Filis, G. and Palaiodimos, G., 2015. Investments and uncertainty in the US: A time varying relationship. In: 17th Annual Conference of the Network for Economic Research (INFER) 21-23 May 2015 University of Bedfordshire, Luton, UK.
  • Antonakakis, N., Chatziantoniou, I. and Filis, G., 2015. Dynamic structural spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. In: International Association for Applied Econometrics 2015 Annual Conference 25-27 June 2015 University of Macedonia, Thessaloniki, Greece.
  • Antonakakis, N., Chatziantoniou, I. and Filis, G., 2014. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. In: Winter 2014 Conference of the Multinational Finance Society 14-16 December 2014 Athens, Greece.
  • Antonakakis, N., Chatziantoniou, I. and Filis, G., 2014. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. In: 5th National Conference of the Financial Engineering & Banking Society 19-20 December 2014 Athens, Greece.
  • Antonakakis, N., Chatziantoniou, I. and Filis, G., 2014. Dynamic spillovers of oil price shocks and policy uncertainty. In: 10th BMRC-DEMS Conference on Macro and Financial Economics/Econometrics 28-30 May 2014 Brunel University.
  • Antonakakis, N., Chatziantoniou, I. and Filis, G., 2014. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. In: International Association for Applied Econometrics (IAAE) 2014 Annual Conference 26-28 June 2014 Queen Mary University of London.
  • Antonakakis, N., Chatziantoniou, I. and Filis, G., 2014. Business Cycle Spillovers in the EU15: What is the Message Transmitted by the Periphery? In: 18th Annual International Conference on Macroeconomic Analysis and International Finance 29-31 May 2014 University of Crete.
  • Angelidis, T., Degiannakis, S. and Filis, G., 2014. Oil Price Shocks and Volatility can Predict Stock Market Regimes. In: 21st Annual Conference of the Multinational Finance Society 29 June-1 July 2014 Prague.
  • Degiannakis, S., Filis, G. and Floros, C., 2013. Oil Prices and Industrial Sector Indices. In: 20th Annual Conference of the Multinational Finance Society 30 June-3 July 2013 Izmir, Turkey.
  • Filis, G., 2013. Time-varying correlation between oil price shocks and stock market returns. In: 45th Annual Money Macro and Finance Conference 11-13 September 2013 Queen Mary University of London, London, UK.
  • Broadstock, D. and Filis, G., 2013. The Responsiveness of Market Portfolios to Oil Price Shocks of Different Types: Evidence from China and the USA. In: Chinese Economists Society Annual Conference 8-10 June 2013 Chengdu, China.
  • Degiannakis, S. and Filis, G., 2012. The effects of oil price shocks on stock market volatility. In: 10th INFINITI Conference on International Finance 11-12 June 2012 Trinity College, Dublin, Ireland.
  • Degiannakis, S., Duffy, D. and Filis, G., 2011. EU business cycle synchronisation over time. In: 25th Annual conference of the Irish Economic Association 14-16 April 2011 Limerick, Ireland.
  • Filis, G. and Chatziantoniou, I., 2011. THE IMPACT OF OIL PRICE INNOVATIONS ON THE RELATIONSHIP BETWEEN TOURISM AND ECONOMIC GROWTH: A STRUCTURAL VECTOR AUTO-REGRESSIVE APPROACH FOR EUROMED COUNTRIES. 2132.
  • Degiannakis, S., Filis, G. and Floros, C., 2010. Stock market and oil prices: Dynamic correlation in oil-importing and oil-exporting countries. In: 8th INFINITI Conference on International Finance 14-15 June 2010 Trinity College, Dublin, Ireland.

Others

  • Filis, G., 2016. Ownership and Control of Oil: Explaining Policy Choices across Producing Countries. Published.

PhD Students

  • Spencer Barnett. Arbitrage in mergers and acquisitions
  • Frazer Ball. An Investigation into bloodstock as an alternative asset class for investment purposes
  • Noah Nzeribe. Microfinance institutions and capital structure
  • Azadeh Pazouki. Oil price shocks, oil price volatility and government spending
  • Wansu Hu. Essays in capital structure in China.
  • Mehmet Yarlik. Forecasting Oil Price Volatility: The Role of New Approaches

Profile of Teaching PG

  • MSc dissertations supervision
  • Financial Markets
  • Money and Banking

Profile of Teaching UG

  • Research projects supervision

Invited Lectures

  • Forecasting oil prices, Coventry University, November 2017
  • Forecasting oil prices, Polytechnic University of Hong Kong, February 2017
  • Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma, University of Southampton, February 2017
  • Forecasting oil price volatility: A new approach, Bank of Greece, Greece, November 2016.
  • The resource curse hypothesis: Oil and democracy, Kingston University, UK, May 2016.
  • Tourism and economic growth revisited: Empirical evidence from a Panel VAR approach, Canterbury Christ Church University, UK, March 2016.
  • Forecasting oil price volatility: A new approach, Athens University of Eco- nomics and Business, Greece, February 2016.
  • Spillover effects between oil shocks and stock markets, University of Amsterdam, Netherlands, May 2015.
  • Investments and uncertainty: A macroeconomic perspective, University of Ulster, UK, May 2015.
  • Oil prices and stock market returns: Time-varying spillover effects, Panteion University, Greece, April 2015.

Grants

  • Objective-based forecast evaluations for crude oil volatility (FOROIL) (European Union’s Horizon 2020 research and innovation programme (grant agreement no. 746025), 01 Aug 2017). In Progress
  • Oil and food price volatility: An empirical investigation based on ultra-high frequency data (Bournemouth University QR funding, 01 Jan 2017). Completed
  • Forecasting oil prices, oil price volatility and economic policy uncertainty (ENEFOR) (European Union’s Horizon 2020 research and innovation programme (grant agreement No 658494), 06 Apr 2015). Completed
  • Corporate Social Responsibility and Firms Performance (University of Portsmouth, 01 Oct 2013). Completed
  • The effect of GDP on stock market behaviour and stock market integration (University of Winchester, 24 Sep 2006). Completed

External Responsibilities

  • Coventry University, External Examiner
  • University of Ulster, External examiner
  • University of Winchester, External Examiner

Public Engagement & Outreach Activities

  • Festival of Learning (2014) - "Boom, bust and bubbles: How the stock market works" session (co-organiser with Prof. Jens Holscher)

Qualifications

  • BSc (Hons) in Accounting and Finance (University of Wales, 1998)
  • MA in Financial Services (Bournemouth University, 1999)
  • PhD in Financial Derivatives (Bournemouth University, 2004)

Honours

  • Outstanding Reviewer Award (Energy Economics journal, 2015)
  • Outstanding Reviewer Award (Energy Economics, International Review of Financial Analysis, Energy Policy, Quarterly Review of Economics and Finance, 2017) (2017)
  • Outstanding Reviewer Award (Economic Modelling, 2016) (2016)
  • Top 5% Economists in the Last Ten Years according to IDEAS (https://ideas.repec.org/top/top.person.all10.html) (2017)

Memberships

  • Euro Area Business Cycle Network (EABCN), Member (2013-),
  • European Economic Association, Member (2011-),
  • Higher Education Academy, Fellow (2010-),
  • International Association for Energy Economics, Member (2012-),
  • Royal Economic Society, Member (2012-),
The data on this page was last updated at 04:08 on December 15, 2018.