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Oil price assumptions for macroeconomic policy

Degiannakis, Stavros; Filis, George - In: Energy economics 117 (2023), pp. 1-16

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Modelling and forecasting high frequency financial data

Degiannakis, Stavros; Floros, Christos - 2015

Introduction to high frequency financial modelling -- Intra-day realized volatility measures -- Methods of volatility estimation and forecasting -- Multiple model comparison and hypothesis framework construction -- Realized volatility forecasting - applications -- Recent methods: a review --...

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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

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Forecasting global stock market implied volatility indices

Degiannakis, Stavros; Filis, George; Hassani, Hossein - In: Journal of empirical finance 46 (2018), pp. 111-129

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Multiple days ahead realized volatility forecasting : single, combined and average forecasts

Degiannakis, Stavros - In: Global finance journal 36 (2018), pp. 41-61

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Forecasting tourist arrivals using origin country macroeconomics

Chatziantoniou, Ioannis; Degiannakis, Stavros; Eeckels, … - In: Applied economics 48 (2016) 25/27, pp. 2571-2585

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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

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The one-trading-day-ahead forecast errors of intra-day realized volatility

Degiannakis, Stavros - In: Research in international business and finance 42 (2017), pp. 1298-1314

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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

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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

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