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Volatility forecasting and time-varying variance risk premiums in grains commodity markets
Triantafyllou, Athanasios; Dotsis, George; Sarris, … - In: Journal of agricultural economics 66 (2015) 2, pp. 329-357
Persistent link: https://www.econbiz.de/10011299547
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Oil jump tail risk as a driver of inflation dynamics
Ferrara, Laurent; Karadimitropoulou, Aikaterini; … - In: Journal of commodity markets : JCM 36 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10015162604
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Volatility forecasting in commodity markets using macro uncertainty
Bakas, Dimitrios; Triantafyllou, Athanasios - In: Energy economics 81 (2019), pp. 79-94
Persistent link: https://www.econbiz.de/10012172661
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Volatility forecasting in European government bond markets
Özbekler, Ali Gencay; Kontonikas, Alexandros; … - In: International journal of forecasting 37 (2021) 4, pp. 1691-1709
Persistent link: https://www.econbiz.de/10013274332
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The finite sample properties of the GARCH option pricing model
Dotsis, George; Markellos, Raphaēl N. - In: The journal of futures markets 27 (2007) 6, pp. 599-615
Persistent link: https://www.econbiz.de/10003493116