//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Degiannakis, Stavros"
~subject:"Forecasting model"
~subject:"Implied volatility"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Warenterminmarkt"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Forecasting model
Implied volatility
Time series analysis
Commodity derivative
4
Oil price
4
Prognoseverfahren
4
Rohstoffderivat
4
Volatility
4
Volatilität
4
Ölpreis
4
Forecast
3
Prognose
3
Welt
3
World
3
ARCH model
2
ARCH-Modell
2
Brent crude oil
2
Erdöl
2
Petroleum
2
Realized volatility
2
Zeitreihenanalyse
2
Asset classes
1
Crude oil
1
Crude oil futures
1
Dynamic model averaging
1
EIA forecasts
1
Forecasting
1
Futures-based forecasts
1
HAR
1
HAR modeling
1
Intra-day data
1
Long memory
1
MIDAS
1
Oil market
1
Oil price forecasting
1
Risk management
1
Theorie
1
Theory
1
Trading strategies
1
Volatility forecasting
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Degiannakis, Stavros
Ma, Feng
26
Wei, Yu
11
McAleer, Michael
10
Zhang, Yaojie
10
Chang, Chia-Lin
9
Lu, Xinjie
8
García, Philip
7
Ji, Qiang
7
Kilian, Lutz
7
Prokopczuk, Marcel
7
Wang, Yudong
7
Caporale, Guglielmo Maria
6
Ciferri, Davide
6
Girardi, Alessandro
6
Irwin, Scott H.
6
Liang, Chao
6
Liu, Jing
6
Luo, Jiawen
6
Nielsen, Morten Ørregaard
6
Xu, Yahua
6
Algieri, Bernardina
5
Baumeister, Christiane
5
Chevallier, Julien
5
Coibion, Olivier
5
Cotter, John
5
Eyiah-Donkor, Emmanuel
5
Hamilton, James D.
5
Huang, Dengshi
5
Liu, Zhenya
5
Potì, Valerio
5
Roengchai Tansuchat
5
Wang, Shixuan
5
Wu, Jing Cynthia
5
Chen, Wang
4
Chinn, Menzie David
4
Dolatabadi, Sepideh
4
Hu, Conghui
4
Jiang, Ying
4
Klein, Tony
4
more ...
less ...
Published in...
All
Energy economics
2
Journal of international money and finance
1
The energy journal
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
What should be taken into consideration when forecasting oil implied volatility index?
Delis, Panagiotis
;
Degiannakis, Stavros
;
Giannopoulos, …
- In:
The energy journal
44
(
2023
)
5
,
pp. 231-249
Persistent link: https://www.econbiz.de/10014380730
Saved in:
2
Futures-based forecasts : how useful are they for oil price volatility forecasting?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
81
(
2019
),
pp. 639-649
Persistent link: https://www.econbiz.de/10012172881
Saved in:
3
Forecasting oil prices : high-frequency financial data are indeed useful
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
76
(
2018
),
pp. 388-402
Persistent link: https://www.econbiz.de/10011976685
Saved in:
4
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->