Konstantinos Gkillas

Dr. Konstantinos Gkillas (Gillas) graduated with first-class honors (9.40/10) with a BSc in Economics from the University of Crete with a specialization in Quantitative Methods in Economics. He holds an MSc in Actuarial Science and Risk Management from the University of Piraeus and a Ph.D. in Quantitative Finance from the University of Patras. He teaches at the Department of Management Science and Technology of the University of Patras and at the School of Social Science of the Hellenic Open University.

Articles by Konstantinos Gkillas

Original research

Option pricing using high-frequency futures prices

The authors examine two potential routes to improve the outcome of option pricing: extracting the variance from futures prices instead of the underlying asset prices, and calculating the variance in different frequencies with intraday data instead of…

20 May 2021

Original research

International announcements and West Texas Intermediate crude oil futures: a case study on the 2008 global financial crisis

The authors examine the impact of international monetary policy and professionals' announcements on West Texas Intermediate crude oil futures.

25 Jun 2020

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