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~isPartOf:"International review of financial analysis"
~isPartOf:"The energy journal"
~person:"Degiannakis, Stavros"
~person:"Dimic, Nebojsa"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Expected shortfall"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
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Expected shortfall
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Degiannakis, Stavros
Dimic, Nebojsa
Yin, Libo
Yoon, Seong-min
Filis, George
7
Ma, Feng
7
Li, Yan
5
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
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An, Haizhong
3
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International review of financial analysis
The energy journal
Energy economics
15
Applied economics
5
Research in international business and finance
5
International review of economics & finance : IREF
4
Bank of Greece Working Paper
3
Global finance journal
3
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3
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3
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1
Oil price uncertainty and M&A activity
Barrows, Samuel D.
;
Blomkvist, Magnus
;
Dimic, Nebojsa
; …
- In:
The energy journal
44
(
2023
)
4
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014323787
Saved in:
2
Oil price uncertainty and IPOs
Blomkvist, Magnus
;
Dimic, Nebojsa
;
Vulanovic, Milos
- In:
The energy journal
44
(
2023
)
6
,
pp. 43-64
Persistent link: https://www.econbiz.de/10014449810
Saved in:
3
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:
4
Do dividends signal safety? : evidence from China
Nie, Jing
;
Yin, Libo
- In:
International review of financial analysis
82
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013426163
Saved in:
5
Oil price volatility is effective in predicting food price volatility : or is it?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
The energy journal
42
(
2021
)
6
,
pp. 25-48
Persistent link: https://www.econbiz.de/10013172737
Saved in:
6
Economic fundamentals or investor perceptions? : the role of uncertainty in predicting long-term cryptocurrency volatility
Fang, Tong
;
Su, Zhi
;
Yin, Libo
- In:
International review of financial analysis
71
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012439776
Saved in:
7
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:
8
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rate : inter-day versus intra-day data
Degiannakis, Stavros
;
Potamia, Artemis
- In:
International review of financial analysis
49
(
2017
),
pp. 176-190
Persistent link: https://www.econbiz.de/10011741290
Saved in:
9
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
Saved in:
10
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
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