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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
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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
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Oil and asset classes implied volatilities : investment strategies and hedging effectiveness
Antonakakis, Nikolaos; Cuñado Eizaguirre, Juncal; … - In: Energy economics 91 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012518750
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A closer look into the global determinants of oil price volatility
Chatziantoniou, Ioannis; Filippidis, Michail; Filis, George - In: Energy economics 95 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012816544
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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
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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