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Forecasting global stock market implied volatility indices

Degiannakis, Stavros; Filis, George; Hassani, Hossein - In: Journal of empirical finance 46 (2018), pp. 111-129

Persistent link: https://www.econbiz.de/10012103431

Oil and pump prices: is there any asymmetry in the Greek oil downstream sector?

Bragoudakis, Zacharias; Degiannakis, Stavros; Filis, George - 2019

Persistent link: https://www.econbiz.de/10012119406

The impact of the 2007 global financial crisis on IPO performance in Asian-Pacific emerging markets

Giannopulos, Geōrgios A.; Degiannakis, Stavros; Holt, … - In: Theoretical economics letters 8 (2018) 11, pp. 2640-2672

Persistent link: https://www.econbiz.de/10011911782

Option pricing using high-frequency futures prices

Degiannakis, Stavros; Floros, Christos; Poufinas, Thomas; … - In: Journal of risk 23 (2021) 4, pp. 81-101

Persistent link: https://www.econbiz.de/10012593448

Oil and pump prices : testing their asymmetric relationship in a robust way

Bragoudakis, Zacharias; Degiannakis, Stavros; Filis, George - In: Energy economics 88 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012516212

What matters when developing oil price volatility forecasting frameworks?

Delis, Panagiotis; Degiannakis, Stavros; Filis, George - In: Journal of forecasting 41 (2022) 2, pp. 361-382

Persistent link: https://www.econbiz.de/10012817777

Economic announcements and the 10-year U.S. Treasury : surprising findings without the surprise component

Degiannakis, Stavros; Filis, George; Tsemperlidis, Stefanos - In: Applied economics letters 26 (2019) 15, pp. 1269-1273

Persistent link: https://www.econbiz.de/10012204722

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

On the stationarity of futures hedge ratios

Degiannakis, Stavros; Floros, Christos; Salvador, Enrique; … - In: Operational research : an international journal 22 (2022) 3, pp. 2281-2303

Persistent link: https://www.econbiz.de/10013443633

Oil Price Shocks and Stock Market Volatility : Evidence from European Data

Degiannakis, Stavros; Filis, George; Kizys, Renatas - 2022

The paper investigates the effects of oil price shocks on stock market volatility in Europe by focusing on three measures of volatility, i.e. the conditional, the realised and the implied volatility. The findings suggest that supply-side shocks and oil specific demand shocks do not affect...

Persistent link: https://www.econbiz.de/10013403135

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