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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
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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
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Time-varying correlation between oil and stock market volatilities : evidence from oil-importing and oil-exporting countries
Boldanov, Rustam; Degiannakis, Stavros; Filis, George - In: International review of financial analysis 48 (2016), pp. 209-220
Persistent link: https://www.econbiz.de/10011624489
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Oil price shocks and uncertainty : how stable is their relationship over time?
Degiannakis, Stavros; Filis, George; Panagiotakopoulou, … - In: Economic modelling 72 (2018), pp. 42-53
Persistent link: https://www.econbiz.de/10012100413
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Forecasting realized volatility of agricultural commodities
Degiannakis, Stavros; Filis, George; Klein, Tony; … - In: International journal of forecasting 38 (2022) 1, pp. 74-96
Persistent link: https://www.econbiz.de/10013347759
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The one-trading-day-ahead forecast errors of intra-day realized volatility
Degiannakis, Stavros - In: Research in international business and finance 42 (2017), pp. 1298-1314
Persistent link: https://www.econbiz.de/10011761003
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Multiple days ahead realized volatility forecasting : single, combined and average forecasts
Degiannakis, Stavros - In: Global finance journal 36 (2018), pp. 41-61
Persistent link: https://www.econbiz.de/10012125013
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Modeling CAC40 volatility using ultra-high frequency data
Degiannakis, Stavros; Floros, Christos - In: Research in international business and finance 28 (2013), pp. 68-81
Persistent link: https://www.econbiz.de/10009725156
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Realized volatility or price range : evidence from a discrete simulation of the continuous time diffusion process
Degiannakis, Stavros; Livada, Alexandra - In: Economic modelling 30 (2013), pp. 212-216
Persistent link: https://www.econbiz.de/10009703683
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Intra-day realized volatility for European and USA Stock indices
Degiannakis, Stavros; Floros, Christos - In: Global finance journal 29 (2016), pp. 24-41
Persistent link: https://www.econbiz.de/10011714562