17
H index
23
i10 index
1429
Citations
Bank of Greece (99% share) | 17 H index 23 i10 index 1429 Citations RESEARCH PRODUCTION: 56 Articles 78 Papers 1 Books 7 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Stavros Degiannakis. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 70 |
Working Papers / Bank of Greece | 4 |
BAFES Working Papers / Department of Accounting, Finance & Economic, Bournemouth University | 3 |
Year | Title of citing document | |
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2021 | . Full description at Econpapers || Download paper | |
2022 | Predicting bubble bursts in oil prices using mixed causal-noncausal models. (2019). Hecq, Alain ; Voisin, Elisa. In: Papers. RePEc:arx:papers:1911.10916. Full description at Econpapers || Download paper | |
2022 | What Data Augmentation Do We Need for Deep-Learning-Based Finance?. (2021). Imajo, Kentaro ; Minami, Kentaro ; Ziyin, Liu. In: Papers. RePEc:arx:papers:2106.04114. Full description at Econpapers || Download paper | |
2021 | Stochastic volatility model with range-based correction and leverage. (2021). Kurose, Yuta. In: Papers. RePEc:arx:papers:2110.00039. Full description at Econpapers || Download paper | |
2021 | La evolución cíclica de la economía española en el contexto europeo. (2021). Gómez-Loscos, Ana ; Alvarez, Luis ; Gomezloscos, Ana ; Gadea, Dolores M. In: Occasional Papers. RePEc:bde:opaper:2103. Full description at Econpapers || Download paper | |
2021 | Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:73:y:2021:i:3:p:432-455. Full description at Econpapers || Download paper | |
2022 | Macroeconomic policy coordination and the European business cycle: Accounting for model uncertainty and reverse causality. (2022). Beck, Krzysztof. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:74:y:2022:i:4:p:1095-1114. Full description at Econpapers || Download paper | |
2022 | Oil price shocks and stock market anomalies. (2022). Ji, Qiang ; Tu, Jun ; Sun, Licheng ; Zhu, Zhaobo. In: Financial Management. RePEc:bla:finmgt:v:51:y:2022:i:2:p:573-612. Full description at Econpapers || Download paper | |
2022 | Economic Sentiment and Aggregate Activity: A Tale of Two European Cycles. (2022). Sorić, Petar ; Lolić, Ivana ; Logarui, Marija. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:2:p:445-462. Full description at Econpapers || Download paper | |
2022 | Euro Area: Towards a European Common Bond? – Empirical Evidence from the Sovereign Debt Markets. (2022). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Journal of Common Market Studies. RePEc:bla:jcmkts:v:60:y:2022:i:4:p:1019-1046. Full description at Econpapers || Download paper | |
2021 | Capital mobility and the synchronization of business cycles: Evidence from the European Union. (2021). Beck, Krzysztof. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:4:p:1065-1079. Full description at Econpapers || Download paper | |
2022 | Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185. Full description at Econpapers || Download paper | |
2021 | The European growth synchronization through crises and structural changes. (2021). Remzi, Uctum ; Merih, Uctum ; Chu-Ping, Vijverberg. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:1:p:17:n:6. Full description at Econpapers || Download paper | |
2021 | Monetary Policy and Business Cycle Synchronization in Europe. (2021). MESTRE, Roman ; Odry, Remi. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-19. Full description at Econpapers || Download paper | |
2021 | Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6. Full description at Econpapers || Download paper | |
2022 | Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques. (2022). Datta, Radhika Prosad ; Mandal, Koushik. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-23. Full description at Econpapers || Download paper | |
2022 | Quantifying information transfer between Commodities and Implied Volatilities in the Energy Markets: A Multi-frequency Approach. (2022). Adam, Anokye M ; Junior, Peterson Owusu ; Asafo-Adjei, Emmanuel ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-53. Full description at Econpapers || Download paper | |
2022 | Oil Price Volatility and Equity Valuation of Listed Energy Companies in Nigeria: A Panel ARDL Model. (2022). Fasanu, Eyitemi Ayomikun ; Hassan, Christiana Onyohu ; Erhi, Moses Akpesiri ; Urhie, Ese ; Okodua, Henry. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-54. Full description at Econpapers || Download paper | |
2022 | ‘Modelling’ UK tourism demand using fashion retail sales. (2022). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000792. Full description at Econpapers || Download paper | |
2021 | Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers || Download paper | |
2021 | Why business cycles diverge? Structural evidence from the European Union. (2021). Beck, Krzysztof. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001986. Full description at Econpapers || Download paper | |
2021 | Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158. Full description at Econpapers || Download paper | |
2022 | The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372. Full description at Econpapers || Download paper | |
2022 | The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505. Full description at Econpapers || Download paper | |
2022 | COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715. Full description at Econpapers || Download paper | |
2022 | The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309. Full description at Econpapers || Download paper | |
2021 | Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206. Full description at Econpapers || Download paper | |
2021 | Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784. Full description at Econpapers || Download paper | |
2021 | Asymmetries in the transmission of oil price shocks to inflation in the eurozone. (2021). Hierro, Luis A ; Garzon, Antonio J. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002546. Full description at Econpapers || Download paper | |
2022 | When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870. Full description at Econpapers || Download paper | |
2021 | How much should we trust five-year averaging to purge business cycle effects? A reassessment of the finance-growth and capital accumulation-unemployment nexus. (2021). Sturn, Simon ; Epstein, Gerald. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:242-256. Full description at Econpapers || Download paper | |
2021 | Sharing is caring: Spillovers and synchronization of business cycles in the European Union. (2021). Škrinjarić, Tihana ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:25-39. Full description at Econpapers || Download paper | |
2021 | The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047. Full description at Econpapers || Download paper | |
2021 | Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry. (2021). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000255. Full description at Econpapers || Download paper | |
2021 | Oil price shocks and credit spread: Structural effect and dynamic spillover. (2021). Xie, Rui ; Liu, Cenjie ; Jiang, Yong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000905. Full description at Econpapers || Download paper | |
2022 | Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks?. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163. Full description at Econpapers || Download paper | |
2022 | Evolving United States stock market volatility: The role of conventional and unconventional monetary policies. (2022). GUPTA, RANGAN ; Balcilar, Mehmet ; Ji, Qiang ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000249. Full description at Econpapers || Download paper | |
2022 | Time-varying risk aversion and renminbi exchange rate volatility: Evidence from CARR-MIDAS model. (2022). Zhang, Huanming ; Xie, Haibin ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000559. Full description at Econpapers || Download paper | |
2022 | Time-frequency effect of crude oil and exchange rates on stock markets in BRICS countries: Evidence from wavelet quantile regression analysis. (2022). Ye, Fangyu ; Wu, Hao ; Hau, Liya ; Yu, Dongwei ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000602. Full description at Econpapers || Download paper | |
2021 | Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863. Full description at Econpapers || Download paper | |
2021 | The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930. Full description at Econpapers || Download paper | |
2021 | Oil shocks and stock market volatility: New evidence. (2021). Zhu, BO ; Wang, Jiqian ; Ma, Feng ; Lu, Xinjie. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004394. Full description at Econpapers || Download paper | |
2021 | Predicting the return on the spot price of crude oil out-of-sample by conditioning on news-based uncertainty measures: Some new empirical results. (2021). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004977. Full description at Econpapers || Download paper | |
2021 | Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis. (2021). Tiwari, Aviral ; Shahbaz, Muhammad ; Jiao, Zhilun ; Aikins, Emmanuel Joel ; Trabelsi, Nader. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005120. Full description at Econpapers || Download paper | |
2021 | Do oil-price shocks predict the realized variance of U.S. REITs?. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Epni, Ouzhan ; Bonato, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005429. Full description at Econpapers || Download paper | |
2022 | Oil price volatility predictability: New evidence from a scaled PCA approach. (2022). Ma, Feng ; Liang, Chao ; He, Feng ; Guo, Yangli. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005648. Full description at Econpapers || Download paper | |
2022 | What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?. (2022). Tsouknidis, Dimitris ; Clerides, Sofronis ; Lambertides, Neophytos ; Krokida, Styliani-Iris. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005880. Full description at Econpapers || Download paper | |
2022 | Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x. Full description at Econpapers || Download paper | |
2022 | Strategic interactions and price dynamics in the global oil market. (2022). Alonso Alvarez, Irma ; Venditti, Fabrizio ; di Nino, Virginia ; Dinino, Virginia ; Alonso-Alvarez, Irma. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988321005867. Full description at Econpapers || Download paper | |
2022 | Oil shocks and corporate social responsibility. (2022). al Mamun, Mohammed Abdullah ; Wong, Jin Boon ; Hasan, Mostafa Monzur. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000639. Full description at Econpapers || Download paper | |
2022 | Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification. (2022). Tiwari, Aviral ; Hammoudeh, Shawkat ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000731. Full description at Econpapers || Download paper | |
2022 | Different strokes for different folks: The case of oil shocks and emerging equity markets. (2022). Raheem, Ibrahim D. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000780. Full description at Econpapers || Download paper | |
2022 | Oil shocks and BRIC markets: Evidence from extreme quantile approach. (2022). Karim, Sitara ; Senthilkumar, Arunachalam ; Pham, Linh ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001104. Full description at Econpapers || Download paper | |
2022 | Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001128. Full description at Econpapers || Download paper | |
2022 | The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638. Full description at Econpapers || Download paper | |
2022 | Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?. (2022). Li, Xiafei ; Guo, Qiang ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001244. Full description at Econpapers || Download paper | |
2022 | Forecasting volatility of EUA futures: New evidence. (2022). Umar, Muhammad ; Liang, Chao ; Huang, Yisu ; Guo, Xiaozhu. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001918. Full description at Econpapers || Download paper | |
2022 | World oil price impacts on country-specific fuel markets: Evidence of a muted global rebound effect. (2022). Shelby, Michael ; Gonzalez, Manuel ; Larson, Justin ; Jones, Jason ; Galperin, Diana ; Wood, Dallas. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001931. Full description at Econpapers || Download paper | |
2022 | Implications of clean energy, oil and emissions pricing for the GCC energy sector stock. (2022). Nasir, Muhammad Ali ; Chaudhuri, Kausik ; Alkathery, Mohammed A. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200278x. Full description at Econpapers || Download paper | |
2022 | Oil beta uncertainty and global stock returns. (2022). Demirer, Riza ; Chen, Chun-Da. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s014098832200305x. Full description at Econpapers || Download paper | |
2021 | The role of oil as a determinant of stock market interdependence: The case of the USA and GCC. (2021). Herbst, Patrick ; Ziadat, Salem Adel ; McMillan, David G. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000074. Full description at Econpapers || Download paper | |
2021 | Oil prices, policy uncertainty and travel and leisure stocks in China. (2021). Dong, Xuesong ; Chen, Jinyu ; Qin, Yun. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000177. Full description at Econpapers || Download paper | |
2021 | Oil shocks and equity markets: The case of GCC and BRICS economies. (2021). Zaremba, Adam ; Trabelsi, Nader ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000608. Full description at Econpapers || Download paper | |
2021 | Asymmetric effects of oil shocks on carbon allowance price: Evidence from China. (2021). Wen, Fenghua ; Zhou, Min ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000888. Full description at Econpapers || Download paper | |
2021 | Forecasting selected energy commodities prices with Bayesian dynamic finite mixtures. (2021). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001882. Full description at Econpapers || Download paper | |
2021 | Oil shocks and corporate payouts. (2021). Hasan, Mostafa Monzur ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002218. Full description at Econpapers || Download paper | |
2021 | Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814. Full description at Econpapers || Download paper | |
2022 | The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526. Full description at Econpapers || Download paper | |
2022 | Degree of connectedness and the transfer of news across the oil market and the European stocks. (2022). Kliber, Agata. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pc:s0360544221024191. Full description at Econpapers || Download paper | |
2022 | Asymmetric effects of oil shocks on economic policy uncertainty. (2022). Lusta, Abdulmula ; Aimer, Najmi. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221029613. Full description at Econpapers || Download paper | |
2022 | Detrended cross-correlation analysis in quantiles between oil price and the US stock market. (2022). Mokni, Khaled ; Ben-Salha, Ousama. In: Energy. RePEc:eee:energy:v:242:y:2022:i:c:s0360544221031674. Full description at Econpapers || Download paper | |
2021 | A comprehensive look at stock return predictability by oil prices using economic constraint approaches. (2021). Wahab, M. I. M., ; Lu, Xinjie ; Wang, Ruoxin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002258. Full description at Econpapers || Download paper | |
2022 | Do heterogeneous oil price shocks really have different effects on earnings management?. (2022). Lin, Boqiang ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003203. Full description at Econpapers || Download paper | |
2022 | Investor sentiment and stock volatility: New evidence. (2022). Wang, Chao ; Zhang, Wei Guo ; Gong, Xue. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000084. Full description at Econpapers || Download paper | |
2022 | The crisis alpha of managed futures: Myth or reality?. (2022). Mende, Alexander ; Frommel, Michael ; Asif, Raheel. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000242. Full description at Econpapers || Download paper | |
2022 | Oil price uncertainty and corporate cash holdings: Global evidence. (2022). Alsubaiei, Bader Jawid ; Alomran, Abdulaziz Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000837. Full description at Econpapers || Download paper | |
2022 | The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000941. Full description at Econpapers || Download paper | |
2022 | VIX term structure forecasting: New evidence based on the realized semi-variances. (2022). Qiao, Gaoxiu ; Yang, Jiyu ; Jiang, Gongyue. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001600. Full description at Econpapers || Download paper | |
2022 | Natural gas volatility predictability in a data-rich world. (2022). Huang, Dengshi ; Li, Pan ; Ma, Feng ; Lu, Fei. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200179x. Full description at Econpapers || Download paper | |
2022 | Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect. (2022). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002137. Full description at Econpapers || Download paper | |
2022 | Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally.. (2022). Zhang, Zehui ; Xu, Jin ; Ma, Feng ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002538. Full description at Econpapers || Download paper | |
2022 | A Value-at-Risk forecastability indicator in the framework of a Generalized Autoregressive Score with “Asymmetric Laplace Distribution”. (2022). Roxana, Ioan ; Maria, Dima Tefana ; Bogdan, Dima. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002154. Full description at Econpapers || Download paper | |
2022 | Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321003809. Full description at Econpapers || Download paper | |
2022 | Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model. (2022). Bufalo, Michele ; Orlando, Giuseppe. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004888. Full description at Econpapers || Download paper | |
2022 | Systemic risk-sharing framework of cryptocurrencies in the COVID–19 crisis. (2022). Rahman, Molla Ramizur ; Nguyen, Duc Khuong ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s154461232200099x. Full description at Econpapers || Download paper | |
2022 | Global tail risk and oil return predictability. (2022). Ma, Feng ; Lu, Xinjie ; Zeng, Qing ; Qian, Lihua. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322001027. Full description at Econpapers || Download paper | |
2021 | Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach. (2021). Salisu, Afees ; GUPTA, RANGAN. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028319303503. Full description at Econpapers || Download paper | |
2022 | Price sensitivity of the consumer-investor: Evidence from energy prices and mutual fund fees. (2022). Gupta-Mukherjee, Swasti ; Mi, Hae. In: Global Finance Journal. RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000934. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Khan, Muhammad A ; Adekoya, Oluwasegun B ; Oliyide, Johnson A. In: International Economics. RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150. Full description at Econpapers || Download paper | |
2021 | Improving the predictability of stock returns with global financial cycle and oil price in oil-exporting African countries. (2021). Adekoya, Oluwasegun ; Oduyemi, Gabriel O ; Akinseye, Ademola B ; Ogunbowale, Gideon O. In: International Economics. RePEc:eee:inteco:v:168:y:2021:i:c:p:166-181. Full description at Econpapers || Download paper | |
2022 | Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100192x. Full description at Econpapers || Download paper | |
2022 | High-frequency connectedness between Bitcoin and other top-traded crypto assets during the COVID-19 crisis. (2022). Ziba, Damian ; Yarovaya, Larisa ; Katsiampa, Paraskevi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000610. Full description at Econpapers || Download paper | |
2022 | Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models. (2022). Hou, Chenghan ; Ji, Qiang ; Klein, Tony ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:51-73. Full description at Econpapers || Download paper | |
2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph | |
2022 | How do oil prices affect emerging market sovereign bond spreads?. (2022). Lin, Tzu-Yu ; Huang, Shiangtsz ; Chen, Shiu-Sheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001036. Full description at Econpapers || Download paper | |
2021 | Energy commodities and advanced stock markets: A post-crisis approach. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309181. Full description at Econpapers || Download paper | |
2021 | Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies. (2021). Vo, Xuan Vinh ; Kang, Sang Hoon ; Shafiullah, Muhammad ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000192. Full description at Econpapers || Download paper | |
2021 | Counterfactual shock in energy commodities affects stock market dynamics: Evidence from the United States. (2021). Sarkodie, Samuel Asumadu ; Ahmed, Maruf Yakubu. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000982. Full description at Econpapers || Download paper | |
2021 | Forecasting crude oil real prices with averaging time-varying VAR models. (2021). Drachal, Krzysztof. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002555. Full description at Econpapers || Download paper | |
2021 | Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. (2021). Shi, Xunpeng ; Zhou, Yuqin ; Ding, Zhihua ; Wu, Shan ; Zhai, Pengxiang ; Liu, Zhenhua. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003901. Full description at Econpapers || Download paper | |
2021 | Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic. (2021). Owusu Junior, Peterson ; Adam, Anokye M ; Boateng, Ebenezer. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003986. Full description at Econpapers || Download paper | |
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2021 | Oil and currency volatilities: Co?movements and hedging opportunities In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2022 | What matters when developing oil price volatility forecasting frameworks? In: Journal of Forecasting. [Full Text][Citation analysis] | article | 0 |
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