5
H index
4
i10 index
174
Citations
Vasiliki Skintzi : Citation Profile
University of the Peloponnese | RESEARCH PRODUCTION: 11 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2005 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Vasiliki Skintzi. | Is cited by:
| Cites to:
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Main data
Where Vasiliki Skintzi has published?
| Journals with more than one article published | # docs |
|---|---|
| International Review of Financial Analysis | 3 |
| Applied Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Vasiliki Skintzi (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Time-Consistent Asset Allocation for Risk Measures in a L\evy Market. (2023). Stadje, Mitja ; Fiessinger, Felix. In: Papers. RePEc:arx:papers:2305.09471. Full description at Econpapers || Download paper |
| 2024 | Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103. Full description at Econpapers || Download paper |
| 2024 | Market risk modeling with option-implied covariances and score-driven dynamics. (2024). Pia, Marco ; Herrera, Rodrigo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000615. Full description at Econpapers || Download paper |
| 2023 | Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109. Full description at Econpapers || Download paper |
| 2023 | The risk spillover of high carbon enterprises in China: Evidence from the stock market. (2023). Yin, Hua ; Zhu, Pingheng ; Wu, Baohui ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004371. Full description at Econpapers || Download paper |
| 2023 | Liquidity spillovers in the global stock markets: Lessons for risk management. (2023). Marquez, Vicente A ; Ferreira, Guillermo ; Muoz, Jorge A. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000911. Full description at Econpapers || Download paper |
| 2023 | Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715. Full description at Econpapers || Download paper |
| 2023 | Oil futures volatility prediction: Bagging or combination?. (2023). Zhang, Jixiang ; Ma, Feng ; Lyu, Zhichong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:457-467. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | A good hedge or safe haven? The hedging ability of Chinas commodity futures market under extreme market conditions. (2023). Xiong, Tao ; Huang, Huilian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:968-1035. Full description at Econpapers || Download paper |
Works by Vasiliki Skintzi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | Illiquidity, return and risk in G7 stock markets: Interdependencies and spillovers In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 17 |
| 2012 | Illiquidity, return and risk in G7 stock markets: interdependencies and spillovers.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2016 | Realized hedge ratio: Predictability and hedging performance In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2019 | Determinants of stock-bond market comovement in the Eurozone under model uncertainty In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 17 |
| 2017 | Determinants of stock-bond market comovement in the Eurozone under model uncertainty.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2006 | Volatility spillovers and dynamic correlation in European bond markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 73 |
| 2016 | On the predictability of model-free implied correlation In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 4 |
| 2007 | Evaluation of correlation forecasting models for risk management In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2017 | High- and Low-Frequency Correlations in European Government Bond Spreads and Their Macroeconomic Drivers In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 5 |
| 2022 | Statistical and economic performance of combination methods for forecasting crude oil price volatility In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2024 | Uncertainty indices and stock market volatility predictability during the global pandemic: evidence from G7 countries In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Predictive ability and economic gains from volatility forecast combinations In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
| 2005 | Implied correlation index: A new measure of diversification In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 43 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team