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~person:"Filis, George"
~person:"Ohnsorge, Franziska"
~subject:"Commodity derivative"
~subject:"VAR-Modell"
~type:"article"
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Commodity derivative
VAR-Modell
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30
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16
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Filis, George
Ohnsorge, Franziska
Ma, Feng
27
Wang, Yudong
18
Gupta, Rangan
15
Ji, Qiang
15
Kilian, Lutz
15
Serletis, Apostolos
15
Wei, Yu
15
Kang, Wensheng
12
Zhang, Yaojie
12
Hammoudeh, Shawkat
11
Ratti, Ronald A.
11
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10
Bouri, Elie
8
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8
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8
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8
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8
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7
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7
Manera, Matteo
7
Nguyen, Duc Khuong
7
Perez de Gracia, Fernando
7
Sheng, Xin
7
Zhang, Yue-jun
7
Degiannakis, Stavros
6
Dutta, Anupam
6
Kaufmann, Robert Kurt
6
Lau, Chi Keung
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Liang, Chao
6
McAleer, Michael
6
Moosa, Imad A.
6
Sadorsky, Perry A.
6
Wang, Lu
6
Yin, Libo
6
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5
Chatziantoniou, Ioannis
5
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5
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Energy economics
5
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1
International journal of banking, accounting and finance
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1
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1
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ECONIS (ZBW)
11
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1
Understanding the global drivers of inflation : how important are oil prices?
Ha, Jongrim
;
Kose, M. Ayhan
;
Ohnsorge, Franziska
; …
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014487424
Saved in:
2
The WTI/Brent oil futures price differential and the globalisation-regionalisation hypothesis
Filippidis, Michail
;
Kizys, Renatas
;
Filis, George
; …
- In:
International journal of banking, accounting and finance
10
(
2019
)
1
,
pp. 3-38
Persistent link: https://www.econbiz.de/10012051112
Saved in:
3
Futures-based forecasts : how useful are they for oil price volatility forecasting?
Chatziantoniou, Ioannis
;
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
81
(
2019
),
pp. 639-649
Persistent link: https://www.econbiz.de/10012172881
Saved in:
4
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:
5
Forecasting oil prices : high-frequency financial data are indeed useful
Degiannakis, Stavros
;
Filis, George
- In:
Energy economics
76
(
2018
),
pp. 388-402
Persistent link: https://www.econbiz.de/10011976685
Saved in:
6
Forecasting oil price realized volatility using information channels from other asset classes
Degiannakis, Stavros
;
Filis, George
- In:
Journal of international money and finance
76
(
2017
),
pp. 28-49
Persistent link: https://www.econbiz.de/10011788055
Saved in:
7
Oil shocks and stock markets : dynamic connectedness under the prism of recent geopolitical and economic unrest
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
International review of financial analysis
50
(
2017
),
pp. 1-26
Persistent link: https://www.econbiz.de/10011820653
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
Dynamic spillovers of oil price shocks and economic policy uncertainty
Antonakakis, Nikolaos
;
Chatziantoniou, Ioannis
;
Filis, …
- In:
Energy economics
44
(
2014
),
pp. 433-447
Persistent link: https://www.econbiz.de/10010457145
Saved in:
10
Financial and monetary policy responses to oil price shocks : evidence from oil-importing and oil-exporting countries
Filis, George
;
Chatziantoniou, Ioannis
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 709-729
Persistent link: https://www.econbiz.de/10010433514
Saved in:
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