Dr Michael Filippidis


2024

Evaluating Oil Price Forecasts: A Meta-analysis
Filippidis, M., Filis, G. and Magkonis, G. 2024. Evaluating Oil Price Forecasts: A Meta-analysis. The Energy Journal. 45 (2), pp. 71-89. https://doi.org/10.5547/01956574.45.2.mfil

2023

Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis
Filippidis, M., Filis, G., Magkonis, G. and Tzouvanas, P. 2023. Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis. Journal of Futures Markets. 43 (6), pp. 807-825. https://doi.org/10.1002/fut.22414

2021

A closer look into the global determinants of oil price volatility
Filippidis, M., Chatziantoniou, I., Filis, G. and Gabauer, D. 2021. A closer look into the global determinants of oil price volatility. Energy Economics. 95. https://doi.org/10.1016/j.eneco.2020.105092

2021

Energy poverty through the lens of the Energy-Environmental Kuznets Curve Hypothesis
Filippidis, M., Chatziantoniou, I and Tzouvanas, P. 2021. Energy poverty through the lens of the Energy-Environmental Kuznets Curve Hypothesis. Energy Economics. 100. https://doi.org/10.1016/j.eneco.2021.105328

2020

Oil price shocks and EMU sovereign yield spreads
Filippidis, M., Filis, G. and Kizys, R. 2020. Oil price shocks and EMU sovereign yield spreads. Energy Economics. 86. https://doi.org/10.1016/j.eneco.2019.104656

2019

The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis
Filippidis, M., Kizys, R., Filis, G. and Floros, C. 2019. The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis. International Journal of Banking, Accounting and Finance. 10 (1), pp. 3-38. https://doi.org/10.1504/IJBAAF.2019.099309

2025

Geopolitical risk and energy prices
Filippidis, M. and Filis, G. 2025. Forthcoming. Geopolitical risk and energy prices. in: Apergis, N. (ed.) Encyclopedia of Monetary Policy, Financial Markets and Banking Elsevier.

2024

Global determinants of commodity prices: New evidence
Filippidis, M., Jackson, K., Magkonis, G. and Beck, K. 2024. Global determinants of commodity prices: New evidence. 2024 International Conference in Finance, Accounting and Banking. Southampton, UK 06 - 08 Sep 2024

2023

Systemic Risk and Oil Price Volatility Shocks
Filippidis, M., Tzouvanas, P., Filis, G., Chatziantoniou, I. and Colac, G. 2023. Systemic Risk and Oil Price Volatility Shocks . 9th International Symposium on Environment and Energy Finance Issues (ISEFI). IPAG Business School and the Paris Dauphine University, France 25 - 26 May 2023

2023

Systemic Risk and Oil Price Volatility Shocks
Filippidis, M., Tzouvanas, P., Filis, G., Chatziantoniou, I. and Colak, G. 2023. Systemic Risk and Oil Price Volatility Shocks . International Finance and Banking Society (IFABS), Oxford (2023). Oxford 24 - 26 Jul 2023

2023

Systemic Risk and Oil Price Volatility Shocks
Filippidis, M., Tzouvanas, P., Filis, G., Chatziantoniou, I. and Colak, G. 2023. Systemic Risk and Oil Price Volatility Shocks . The International Conference on Sustainability, Environment, and Social Transition in Economics and Finance (SESTEF). Southampton Business School, University of Southampton 14 - 16 Dec 2023

2022

Evaluating oil price forecasts: A meta-analysis
Filippidis, M., Filis, G. and Magkonis, G. 2022. Evaluating oil price forecasts: A meta-analysis. 11th International Research Meeting in Business and Management (IRMBAM). IPAG Business School, online 07 - 09 Jul 2022

2022

Evaluating oil price forecasts: A meta-analysis
Filippidis, M., Filis, G. and Magkonis, G. 2022. Evaluating oil price forecasts: A meta-analysis. 8th International Symposium on Environment and Energy Finance Issues (ISEFI). IPAG Business School and the Paris Dauphine University, France 23 - 24 May 2022

2019

Oil price shocks and EMU sovereign yield spreads
Filippidis, M., Filis, G. and Kizys, R. 2019. Oil price shocks and EMU sovereign yield spreads. 10th International Research Meeting in Business and Management (IRMBAM). IPAG Business School, Nice Campus, France 08 - 10 Jul 2019

2019

Oil price shocks and EMU sovereign yield spreads
Filippidis, M., Filis, G. and Renatas, K. 2019. Oil price shocks and EMU sovereign yield spreads. 7th International Symposium on Environment and Energy Finance Issues (ISEFI). IPAG Business School and the Paris Dauphine University, Paris, France 23 - 25 May 2019

2018

Financial effects of precautionary demand for oil
Filippidis, M., Filis, G. and Kizys, R. 2018. Financial effects of precautionary demand for oil. 16th INFINITI Conference on International Finance. PoznaƄ University of Economics and Business, Poland 11 - 12 Jun 2018

2016

Determinants of the WTI/Brent Oil Futures Differential
Filippidis, M., Filis, G., Floros, C. and Kizys, R. 2016. Determinants of the WTI/Brent Oil Futures Differential. Portsmouth (UK)-Fordham (USA) Conference on Banking and Finance. University of Portsmouth, United Kingdom 24 - 25 Sep 2016

2015

Determinants of the WTI/Brent Oil Futures Differential
Filippidis, M., Filis, G., Floros, C. and Kizys, R. 2015. Determinants of the WTI/Brent Oil Futures Differential. 13th INFINITI Conference on International Finance. University of Ljubljana (Faculty of Economics), Slovenia 08 - 09 Jun 2015


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