//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International review of financial analysis"
~isPartOf:"The energy journal"
~person:"Degiannakis, Stavros"
~person:"Yin, Libo"
~person:"Yoon, Seong-min"
~subject:"Expected shortfall"
~subject:"Oil price"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Ölpreis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Expected shortfall
Oil price
Risk
Stock market
Time series analysis
Ölpreis
Volatility
12
Volatilität
12
ARCH model
7
ARCH-Modell
7
Börsenkurs
5
Estimation
5
Forecasting model
5
Prognoseverfahren
5
Schätzung
5
Share price
5
Aktienmarkt
4
Zeitreihenanalyse
3
Ankündigungseffekt
2
Announcement effect
2
Correlation
2
Devisenmarkt
2
Exchange rate
2
Foreign exchange market
2
Hedging
2
Korrelation
2
Long memory
2
Oil market
2
Oil prices
2
Risikomaß
2
Risk measure
2
Theorie
2
Theory
2
Value-at-risk
2
Volatility forecasting
2
Wechselkurs
2
Welt
2
World
2
Ölmarkt
2
Aktienindex
1
Basel Accord
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
10
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Language
All
English
10
Author
All
Degiannakis, Stavros
Yin, Libo
Yoon, Seong-min
Filis, George
7
Ma, Feng
7
Li, Yan
5
Sun, Qingru
4
Uddin, Mohammed Gazi Salah
4
An, Haizhong
3
Floros, Christos
3
Gao, Xiangyun
3
Guesmi, Khaled
3
Hammoudeh, Shawkat
3
Liang, Chao
3
Lin, Boqiang
3
Wang, Ze
3
Wei, Yu
3
Xiong, Xiong
3
Zhang, Yue-jun
3
Zhu, Huiming
3
Aloui, Chaker
2
Angelidis, Timotheos
2
Antonakakis, Nikolaos
2
Bekiros, Stelios
2
Blomkvist, Magnus
2
Charteris, Ailie
2
Chatziantoniou, Ioannis
2
Ciner, Cetin
2
Dimic, Nebojsa
2
Gong, Xiao-Li
2
Han, Liyan
2
He, Feng
2
Huang, Shupei
2
Ji, Qiang
2
Kizys, Renatas
2
Lau, Chi Keung
2
Liu, Jia
2
Liu, Jing
2
Lu, Xinjie
2
McMillan, David G.
2
Nguyen, Duc Khuong
2
Nikkinen, Jussi
2
more ...
less ...
Published in...
All
International review of financial analysis
The energy journal
Energy economics
15
Applied economics
5
International review of economics & finance : IREF
4
Research in international business and finance
4
Bank of Greece Working Paper
3
Global finance journal
3
Journal of empirical finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
Journal of forecasting
2
Korea and the world economy
2
The Korean economic review
2
Working Paper / Bank of Greece
2
Applied economics letters
1
Applied financial economics
1
Australian economic papers
1
Dae oe gyeong je yeon gu
1
Economic modelling
1
Economics / Discussion papers : the open-access, open-assessment e-journal
1
Economics / Journal articles : the open-access, open-assessment journal
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance and trade : EMFT
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International money and finance
1
Journal of international money and finance
1
Modern economy
1
Pacific-Basin finance journal
1
The journal of the Korean economy
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
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
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:
7
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:
8
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:
9
Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility : international evidence
Degiannakis, Stavros
;
Floros, Christos
;
Dent, Pamela
- In:
International review of financial analysis
27
(
2013
),
pp. 21-33
Persistent link: https://www.econbiz.de/10009736952
Saved in:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->