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~isPartOf:"The energy journal"
~person:"Andersen, Torben"
~person:"Degiannakis, Stavros"
~person:"Hammoudeh, Shawkat"
~person:"Yoon, Seong-min"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~subject:"Volatilität"
~subject:"Ölpreis"
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Oil price
Prognoseverfahren
Risk
Stock market
Time series analysis
Volatilität
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Volatility
5
Zeitreihenanalyse
3
ARCH model
2
ARCH-Modell
2
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Long memory
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Andersen, Torben
Degiannakis, Stavros
Hammoudeh, Shawkat
Yoon, Seong-min
Filis, George
4
Blomkvist, Magnus
2
Dimic, Nebojsa
2
Hadsell, Lester
2
Manera, Matteo
2
Nicolini, Marcella
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Pierru, Axel
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Serletis, Apostolos
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Shawky, Hany A.
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Smith, James L.
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Du, Xiaodong
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The energy journal
Energy economics
26
Working paper / National Bureau of Economic Research, Inc.
15
Journal of econometrics
12
The North American journal of economics and finance : a journal of financial economics studies
10
Applied economics
8
International review of financial analysis
8
CREATES research paper
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Journal of international financial markets, institutions & money
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International review of economics & finance : IREF
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Global COE Hi-Stat discussion paper series
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Handbook of financial time series
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International economic review
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Journal of empirical finance
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ECONIS (ZBW)
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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
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:
3
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:
4
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:
5
Long memory in oil and refined products markets
Choi, Kyongwook
;
Hammoudeh, Shawkat
- In:
The energy journal
30
(
2009
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10003842673
Saved in:
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