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~subject:"VAR model"
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VAR model
Volatility
60
Volatilität
55
Oil price
44
Ölpreis
44
Forecasting model
41
Prognoseverfahren
41
ARCH model
33
ARCH-Modell
33
Greece
24
Stock market
24
Aktienmarkt
22
Welt
22
World
22
Griechenland
21
Time series analysis
18
Zeitreihenanalyse
18
VAR-Modell
17
Börsenkurs
16
Capital income
16
Kapitaleinkommen
16
Share price
16
Theorie
16
Theory
16
Oil market
15
Ölmarkt
15
EU countries
14
EU-Staaten
14
Estimation
14
Forecast
14
Prognose
14
Schätzung
14
Oil price shocks
12
Realized volatility
12
USA
11
United States
11
Correlation
10
Korrelation
10
Risikomaß
10
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10
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English
17
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Filis, George
16
Degiannakis, Stavros
7
Chatziantoniou, Ioannis
5
Antonakakis, Nikolaos
4
Floros, Christos
3
Angelidis, Timotheos
1
Arora, Vipin
1
Bragoudakis, Zacharias
1
Broadstock, David C.
1
Degiannakisa, Stavros
1
Dragouni, Mina
1
Duffy, David
1
Eeckels, Bruno
1
Kentzoglanakis, Kyriakos
1
Kiohos, Apostolos
1
Kizys, Renatas
1
Panagiotakopoulou, Sofia
1
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The energy journal
3
Economic modelling
2
Energy economics
2
International review of financial analysis
2
Department of Economics working paper
1
Global finance journal
1
International journal of computational economics and econometrics
1
Journal of economic studies
1
Journal of international financial markets, institutions & money
1
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
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Review of quantitative finance and accounting
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ECONIS (ZBW)
17
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1
Forecasting macroeconomic indicators for Eurozone and Greece: How useful are the oil price assumptions?
Filis, George
;
Degiannakis, Stavros
;
Bragoudakis, Zacharias
-
2022
Persistent link: https://www.econbiz.de/10013262625
Saved in:
2
The effects of oil price shocks on stock market volatility : evidence from European data
Degiannakis, Stavros
;
Filis, George
;
Kizys, Renatas
- In:
The energy journal
35
(
2014
)
1
,
pp. 35-56
Persistent link: https://www.econbiz.de/10010246079
Saved in:
3
Dynamic correlation between stock market and oil prices : the case of oil-importing and oil-exporting countries
Filis, George
;
Degiannakis, Stavros
;
Floros, Christos
- In:
International review of financial analysis
20
(
2011
)
3
,
pp. 152-164
Persistent link: https://www.econbiz.de/10009295790
Saved in:
4
US stock market regimes and oil price shocks
Angelidis, Timotheos
;
Degiannakis, Stavros
;
Filis, George
- In:
Global finance journal
28
(
2015
),
pp. 132-146
Persistent link: https://www.econbiz.de/10011478135
Saved in:
5
Oil prices and stock markets : a review of the theory and empirical evidence
Degiannakis, Stavros
;
Filis, George
;
Arora, Vipin
- In:
The energy journal
39
(
2018
)
5
,
pp. 85-130
Persistent link: https://www.econbiz.de/10011903865
Saved in:
6
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
Saved in:
7
Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices
Degiannakis, Stavros
;
Kiohos, Apostolos
- In:
Journal of economic studies
41
(
2014
)
2
,
pp. 216-232
Persistent link: https://www.econbiz.de/10010259271
Saved in:
8
Macro economy, stock market and oil prices : do meaningful relationships exist among their cyclical fluctuations?
Filis, George
- In:
Energy economics
32
(
2010
)
4
,
pp. 877-886
Persistent link: https://www.econbiz.de/10008779911
Saved in:
9
VAR model training using particle swarm optimisation : evidence from macro-finance data
Filis, George
;
Kentzoglanakis, Kyriakos
;
Floros, Christos
- In:
International journal of computational economics and …
1
(
2009
)
1
,
pp. 9-22
Persistent link: https://www.econbiz.de/10003984919
Saved in:
10
Oil and stock returns : evidence from European industrial sector indices in a time-varying environment
Degiannakisa, Stavros
;
Filis, George
;
Floros, Christos
- In:
Journal of international financial markets, …
26
(
2013
),
pp. 175-191
Persistent link: https://www.econbiz.de/10010234924
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