Stavros Degiannakis : Citation Profile

Bank of Greece (99% share)
Panteion University of Social and Political Sciences (1% share)

19

H index

31

i10 index

1962

Citations

RESEARCH PRODUCTION:

74

Articles

82

Papers

1

Books

7

Chapters

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 93
   Journals where Stavros Degiannakis has often published
   Relations with other researchers
   Recent citing documents: 186.    Total self citations: 95 (4.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pde735
   Updated: 2025-07-05    RAS profile: 2025-06-08    
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Relations with other researchers

Works with:

Filis, George (17)

Delis, Panagiotis (7)

Chatziantoniou, Ioannis (3)

Bragoudakis, Zacharias (2)

Floros, Christos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Stavros Degiannakis.

Is cited by:

GUPTA, RANGAN (121)

Pierdzioch, Christian (53)

Filis, George (51)

Salisu, Afees (44)

Zhang, Yaojie (39)

Tiwari, Aviral (35)

Ratti, Ronald (30)

Demirer, Riza (30)

Wang, Yudong (22)

Shahzad, Syed Jawad Hussain (22)

Antonakakis, Nikolaos (22)

Cites to:

Bollerslev, Tim (222)

Filis, George (152)

Kilian, Lutz (138)

Andersen, Torben (133)

Diebold, Francis (107)

Engle, Robert (84)

Giot, Pierre (79)

Hansen, Peter (77)

Laurent, Sébastien (70)

Floros, Christos (64)

Nguyen, Duc Khuong (63)

Main data

Where Stavros Degiannakis has published?

Journals with more than one article published# docs
International Review of Financial Analysis4
Energy Economics4
Scottish Journal of Political Economy3
Journal of Applied Statistics3
Economic Modelling3
Journal of Forecasting3
Applied Economics3
The Energy Journal3
Global Finance Journal3
Research in International Business and Finance3
Journal of Economic Studies2
Applied Financial Economics2
International Journal of Computational Economics and Econometrics2
Journal of International Money and Finance2
Applied Financial Economics Letters2
Journal of International Financial Markets, Institutions and Money2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany70
Working Papers / Bank of Greece8
BAFES Working Papers / Department of Accounting, Finance & Economic, Bournemouth University3

Recent works citing Stavros Degiannakis (2025 and 2024)

YearTitle of citing document
2025Time-Series Foundation Model for Value-at-Risk Forecasting. (2025). Kanniainen, Juho ; Pasricha, Puneet ; Goel, Anubha. In: Papers. RePEc:arx:papers:2410.11773.

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2025The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:2503.06603.

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2024Assessing the long-term impact of macroeconomic and environment dynamics: Does sustainable energy production shape the environmental landscape of south ASIAN nations?. (2024). Waris, Umra ; Sri, Pallavi. In: Energy Technologies and Environment. RePEc:bba:j00006:v:2:y:2024:i:1:p:14-31:d:319.

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2024The Role of Oscillations in Macroeconomic and Financial Factors in the Production of Renewable Energy: A Case Study of Selected South Asian Economies. (2024). Ali, Shahid. In: Energy Technologies and Environment. RePEc:bba:j00006:v:2:y:2024:i:3:p:1-16:d:339.

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2024IMPACT OF CRUDE OIL PRICE VOLATILITY ON INDIAN STOCK MARKET RETURNS: A QUANTILE REGRESSION APPROACH. (2024). Munawwara, Zubair. In: Economic Annals. RePEc:beo:journl:v:69:y:2024:i:242:p:93-128.

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2024Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Li, Shan ; Wang, LU ; Liang, Chao. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

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2024Is research on hedge fund performance published selectively? A quantitative survey. (2024). Novak, Jiri ; Irsova, Zuzana ; Havranek, Tomas ; Yang, Fan. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1085-1131.

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2024Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233.

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2024The Relationship Between Stock Performance and Money Supply Based on VAR Model in the Context of E-commerce. (2024). Lianshi, Qiu. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:12:n:1013.

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2024The Impact of Crude Oil Price Shock: Evidence from Bangladesh. (2024). Shen, Qian ; Bhuyan, Rafiqul ; Saha, Joti ; Hossain, Mohammad Sogir. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-28.

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2024Crude Oil Prices and the Egyptian Economy Evidence from the Stock Market. (2024). Bataineh, Khaled. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-41.

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2024Examining the Relationship between Oil Prices and Stock Returns: Evidence from OECD Countries. (2024). Ozyesil, Mustafa ; Tembelo, Havane. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-31.

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2024Reinvestigating the Oil Dependency of the GCC Countries€™ Stock Market: A Regime-Switching Cointegration Approach. (2024). Razaq, Yousef Abdul ; Ebadi, Esmaeil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-39.

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2024The Asymmetric Effects of Oil Prices on Stock Returns: Evidence from Hanoi Stock Exchange, Vietnam. (2024). Doan, Nhien Tuyet ; Friday, Swint H ; Kim, Anh Thi ; Truong, Loc Dong. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-24.

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2024Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). You, Zhe ; Gong, Mengqi ; Wang, Longle ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2024Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources. (2024). Vellucci, Pierluigi ; Mastroeni, Loretta ; Mazzoccoli, Alessandro. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:184:y:2024:i:c:s0960077924005575.

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2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Liu, Ying ; Wen, Long ; Song, Haiyan. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

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2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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2024Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870.

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2024Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

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2024Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets. (2024). Lau, Wee Yeap ; Go, You-How. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001037.

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2024Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model. (2024). Chen, Yan ; Zhang, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001608.

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2025Twitter-based market uncertainty and global stock volatility predictability. (2025). Zhou, Mingtao ; Ma, Yong ; Li, Shuaibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001815.

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2025Oil price shocks, economic policy uncertainty and China’s producer price index: Evidence from quantile regression analysis. (2025). Qin, Yun ; Zhang, Zitao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000397.

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2024Machine learning in bank merger prediction: A text-based approach. (2024). Leledakis, George ; Katsafados, Apostolos ; Fergadiotis, Manos ; Androutsopoulos, Ion ; Pyrgiotakis, Emmanouil G. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:783-797.

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2024Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wu, You ; Luo, Qin ; Wang, Jiqian ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

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2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Balash, Vladimir ; Faizliev, Alexey. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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2024Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China. (2024). Wu, Ji ; Chen, Longxuan ; Hao, Jing. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300748x.

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2024Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Lopez, Raquel ; Sevillano, Maria Caridad ; Jareo, Francisco ; Esparcia, Carlos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Abedin, Mohammad Zoynul ; Abdou, Hussein A ; Ibrahim, Bassam A ; Elamer, Ahmed A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245.

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2024Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zeng, Qing ; Zhong, Juandan ; Zhang, Jixiang. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

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2024Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Nielsen, Joshua. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403.

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2024Forecasting of clean energy market volatility: The role of oil and the technology sector. (2024). Lyócsa, Štefan ; Lyocsa, Tefan ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001592.

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2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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2024Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Yang, Yimin ; Pei, Xiaoyun ; Zhang, Hua ; Li, Hailing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s014098832400183x.

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2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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2024More is better? The impact of predictor choice on the INE oil futures volatility forecasting. (2024). Tang, Xiaoping ; Fu, Tong ; Feng, Lingbing ; Huang, Dasen. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002482.

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2024Assessing the baseline model of WTI oil and stock returns under financial volatility and spillover effects. (2024). Attilio, Luccas Assis ; Mollick, Andre Varella. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003517.

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2024Energy transition and non-energy firms’ financial performance: Do markets value capability-based energy transition strategies?. (2024). Sirin, Selahattin Murat ; Yilmaz, Berna N. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003669.

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2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Zhu, Xuening ; Sheng, Lin Wen ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626.

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2024Time-varying effects of structural oil price shocks on financial market uncertainty. (2024). Geng, Jiang-Bo ; Yang, Junqi ; Liang, Ziwei. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006182.

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2024Connectedness between international oil and Chinas new energy industry chain: A time-frequency analysis based on TVP-VAR model. (2024). Xu, Fang ; Deng, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006625.

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2024Forecasting carbon futures returns using feature selection and Markov chain with sample distribution. (2024). Zhang, Weiguo ; Xu, Weijun ; Zhao, Yuan ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006704.

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2024Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753.

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2024Geopolitical risk and energy price crash risk. (2024). Apergis, Nicholas ; Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006832.

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2024What drives the uranium sector risk? The role of attention, economic and geopolitical uncertainty. (2024). Todorova, Neda ; Lycsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006881.

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2025The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107.

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2025Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375.

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2025Conditional threshold effects of stock market volatility on crude oil market volatility. (2025). Hamori, Shigeyuki ; Motegi, Kaiji. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s014098832500012x.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2025Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise. (2025). Billah, Mabruk ; Hoque, Mohammad Enamul ; Elsayed, Ahmed H. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001665.

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2024In-situ pyrolysis of oil shale in pressured semi-closed system: Insights into products characteristics and pyrolysis mechanism. (2024). Zhang, XU ; Guo, Wei ; Deng, Sunhua ; Pan, Junfan ; Zhu, Chaofan. In: Energy. RePEc:eee:energy:v:286:y:2024:i:c:s0360544223030025.

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2024Does oil price volatility matter for the US transportation industry?. (2024). Uddin, Gazi ; Rothovius, Timo ; Azoury, Nehme ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Hasanov, Akram ; Khajimuratov, Nizomjon Shukurullaevich ; Qizi, Madina Mansur ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2024Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Kliber, Agata ; Eza, Pavel. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224008090.

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2024What drives the high-risk spillover of benchmark oil prices into Chinas LNG market?. (2024). Pan, Yue ; Zhang, Xiaokong ; Tian, Lingyue ; Wang, Jiaoyan ; Chai, Jian. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s036054422402334x.

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2024Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400.

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2024Volatility spillovers among economic policy uncertainty, energy and carbon markets—The quantile time-frequency perspective. (2024). Liu, Xutang ; Jiang, Wei ; Dong, Lingfei ; Zou, Liming. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224024575.

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2024Extreme downside risk connectedness between green energy and stock markets. (2024). Alomari, Mohammed ; el Khoury, Rim ; Mensi, Walid ; Vo, Xuan Vinh ; Kang, Sang Hoon. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032535.

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2025The transmission of coal price shock to Chinese industry: Sub-sectors and regions heterogeneity. (2025). Lin, Boqiang ; Lan, Tianxu. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001136.

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2024The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Uddin, Gazi ; Hao, Zhu Shi ; Sheng, Lin Wen ; Sen, Ding. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Volatility prediction for the energy sector with economic determinants: Evidence from a hybrid model. (2024). Wang, Yuejing ; Jiang, Ying ; Liu, Xiaoquan ; Ye, Wuyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000267.

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2024VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Qiu, Zhiguo ; Nakata, Keiichi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346.

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2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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2024Enhancing cryptocurrency market volatility forecasting with daily dynamic tuning strategy. (2024). lucey, brian ; Feng, Lingbing ; Qi, Jiajun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001716.

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2024Energy finance research: What happens beneath the literature?. (2024). Yang, Yuanqi ; Kou, Mingting ; Zhang, Menglin ; Shao, Hanqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s105752192400334x.

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2024Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430.

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2024Attractiveness of clean energy stocks in Europe. (2024). Zkan, Ayegl Ukun ; Sanin, Maria Eugenia. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005301.

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2024Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173.

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2024Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446.

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2025Model specification for volatility forecasting benchmark. (2025). Zhang, Yaojie ; He, Mengxi ; Wen, Danyan ; Wang, Yudong. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007828.

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2024Forecasting US Stock Market Volatility: Evidence from ESG and CPU indices. (2024). Ghani, Usman ; Qin, Quande ; Zhu, BO. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011832.

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2024How useful are energy-related uncertainty for oil price volatility forecasting?. (2024). Zhang, Xiaoyun ; Guo, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013259.

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2024Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic. (2024). Zhang, Lili ; Zhong, Juandan. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301334x.

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2024Video apps user engagement and stock market volatility: Evidence from China. (2024). Jixiang, Zhang ; Feng, MA. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348.

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2024Dynamics of persistence in Brazilian economic uncertainty, expectation, and confidence indexes. (2024). de Freitas, Mateus Gonzalez ; de Oliveira, Guilherme. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012996.

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2025The digital economy and the resilience of enterprise exports: Supply chain stability as a mediator. (2025). Yang, Wen ; Cui, Kai. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016799.

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2025Modeling gasoline price volatility. (2025). Ormos, Mihály ; Kamocsai, Lszl. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016866.

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2024The impact of oil shocks on the stock market. (2024). Jimenez-Rodriguez, Rebeca ; Castro, Cesar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000395.

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2024COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies. (2024). Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000775.

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2025Fuel price surges and rising inflation expectations in the Euro Area. (2025). Morão, Hugo. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701724000994.

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2024From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations. (2024). Benkraiem, Ramzi ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000143.

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2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

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2025Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility?. (2025). Suardi, Sandy ; Hou, Ai Jun ; Hasselgren, Anton ; Xu, Caihong ; Ye, Xiaoxia. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:141-152.

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2025Forecasting realized volatility with spillover effects: Perspectives from graph neural networks. (2025). Cucuringu, Mihai ; Dong, Xiaowen ; Zhang, Chao ; Pu, Xingyue. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:377-397.

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2024Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks. (2024). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:222:y:2024:i:c:p:294-313.

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2024Measuring the impact of climate risk on renewable energy stock volatility: A case study of G20 economies. (2024). Huynh, Luu Duc Toan ; Damette, Olivier ; Wang, LU ; Toan, Luu Duc ; Zhang, LI ; Liang, Chao. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:223:y:2024:i:c:p:168-184.

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2024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

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2024The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x.

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2024Assessing factors influencing renewable energy deployment and the role of natural resources in MENA countries. (2024). Saqib, Najia ; Nureen, Naila ; Rehman, Mubeen Abdur ; Wang, Lingyan ; Li, Biqing ; Amin, Azka. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011285.

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2024Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Du, HE ; Zhang, Chunguang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723011698.

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2024Asymmetric linkages among fintech, oil prices, governance, and growth in Southeast Asian economies. (2024). Yang, Ziqi ; Liu, Dongwang. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301228x.

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2024Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters. (2024). Msofe, Zulkifr Abdallah ; Chen, Yufeng ; Wang, Chuwen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002162.

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2024The interconnectedness between crude oil prices and stock returns in G20 countries. (2024). Rath, Badri ; Behera, Chinmaya. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003179.

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2024Does economic and climate policy uncertainty matter the oil market?. (2024). Tao, Ran ; Lobon, Oana-Ramona ; Liu, Fangying ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005555.

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2024Analysis of crude oil and gold price volatility and their correlation during socio-economic crises. (2024). Liang, Jinhua ; Ullah, Inam. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006780.

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More than 100 citations found, this list is not complete...

Works by Stavros Degiannakis:

YearTitleTypeCited
2014The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data In: The Energy Journal.
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2014The effects of oil price shocks on stock market volatility: Evidence from European data.(2014) In: MPRA Paper.
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2014The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data.(2014) In: The Energy Journal.
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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence In: The Energy Journal.
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2018Oil prices and stock markets: A review of the theory and empirical evidence.(2018) In: BAFES Working Papers.
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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence.(2018) In: MPRA Paper.
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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence.(2018) In: The Energy Journal.
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2021Oil price volatility is effective in predicting food price volatility. Or is it? In: The Energy Journal.
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2021Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it?.(2021) In: The Energy Journal.
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2022Forecasting the Oil Volatility Index Using Factors of Uncertainty In: Asian Journal of Economics and Empirical Research.
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2018Oil Price Shocks and Uncertainty: How stable is their relationship over time? In: BAFES Working Papers.
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2018Oil price shocks and uncertainty: How stable is their relationship over time?.(2018) In: Economic Modelling.
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2018Oil Price Shocks and Uncertainty: How stable is their relationship over time?.(2018) In: MPRA Paper.
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2018Forecasting European Economic Policy Uncertainty In: BAFES Working Papers.
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2019Forecasting European economic policy uncertainty.(2019) In: Scottish Journal of Political Economy.
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2019Forecasting European Economic Policy Uncertainty.(2019) In: MPRA Paper.
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2024Business Cycles Synchronization: Literature Review In: Journal of Economic Analysis.
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2014A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification In: Manchester School.
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2014A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification.(2014) In: MPRA Paper.
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2014Business Cycle Synchronization in EU: A Time-Varying Approach In: Scottish Journal of Political Economy.
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2014Business Cycle Synchronisation in EU: A time-varying approach.(2014) In: MPRA Paper.
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2024Determinants of regional business cycle synchronization in Greece In: Scottish Journal of Political Economy.
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2024Determinants of regional business cycle synchronization in Greece.(2024) In: Working Papers.
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2013Oil price shocks and stock market volatility: evidence from European data In: Working Papers.
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2013Return dispersion, stock market liquidity and aggregate economic activity In: Working Papers.
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2013Oil price shocks and volatility do predict stock market regimes In: Working Papers.
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2022Forecasting macroeconomic indicators for Eurozone and Greece: How useful are the oil price assumptions? In: Working Papers.
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2023The D-model for GDP nowcasting In: Working Papers.
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2023The D-model for GDP nowcasting.(2023) In: Swiss Journal of Economics and Statistics.
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2023Superkurtosis In: Working Papers.
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2019Superkurtosis.(2019) In: MPRA Paper.
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2019Superkurtosis.(2019) In: MPRA Paper.
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[Full Text][Citation analysis]		paper14
2005Evaluating volatility forecasts in option pricing in the context of a simulated options market In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article5
2005Evaluating Volatility Forecasts in Option Pricing in the Context of a Simulated Options Market.(2005) In: MPRA Paper.
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2013Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process In: Economic Modelling.
[Full Text][Citation analysis]		article12
2013Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process.(2013) In: MPRA Paper.
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2013Realized Volatility or Price Range: Evidence from a discrete simulation of the continuous time diffusion process.(2013) In: MPRA Paper.
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2016Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer? In: Economic Modelling.
[Full Text][Citation analysis]		article13
2014Business Cycle Synchronisation in EMU: Can Fiscal Policy Bring Member-Countries Closer?.(2014) In: MPRA Paper.
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2018Forecasting global stock market implied volatility indices In: Journal of Empirical Finance.
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2023Oil price assumptions for macroeconomic policy In: Energy Economics.
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2020Oil price assumptions for macroeconomic policy.(2020) In: MPRA Paper.
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2018Forecasting oil prices: High-frequency financial data are indeed useful In: Energy Economics.
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2019Futures-based forecasts: How useful are they for oil price volatility forecasting? In: Energy Economics.
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2019Futures-based forecasts: How useful are they for oil price volatility forecasting?.(2019) In: MPRA Paper.
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2020Oil and pump prices: Testing their asymmetric relationship in a robust way In: Energy Economics.
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2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries In: International Review of Financial Analysis.
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2011Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries.(2011) In: MPRA Paper.
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2013Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article19
2013Forecasting Value-at-Risk and Expected Shortfall using Fractionally Integrated Models of Conditional Volatility: International Evidence.(2013) In: MPRA Paper.
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2016Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries In: International Review of Financial Analysis.
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2015Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries.(2015) In: MPRA Paper.
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2017Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries.(2017) In: MPRA Paper.
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2017Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data In: International Review of Financial Analysis.
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2016Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: inter-day versus intra-day data.(2016) In: MPRA Paper.
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2021Forecasting oil price volatility using spillover effects from uncertainty indices In: Finance Research Letters.
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2015US stock market regimes and oil price shocks In: Global Finance Journal.
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2015US stock market regimes and oil price shocks.(2015) In: MPRA Paper.
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2016Intra-day realized volatility for European and USA stock indices In: Global Finance Journal.
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2015Intra-Day Realized Volatility for European and USA Stock Indices.(2015) In: MPRA Paper.
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2018Multiple days ahead realized volatility forecasting: Single, combined and average forecasts In: Global Finance Journal.
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2018Multiple Days Ahead Realized Volatility Forecasting: Single, Combined and Average Forecasts.(2018) In: MPRA Paper.
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2008Volatility forecasting: Intra-day versus inter-day models In: Journal of International Financial Markets, Institutions and Money.
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2008Volatility forecasting: Intra-day versus inter-day models.(2008) In: MPRA Paper.
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2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment In: Journal of International Financial Markets, Institutions and Money.
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2013Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment.(2013) In: MPRA Paper.
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2022Forecasting realized volatility of agricultural commodities In: International Journal of Forecasting.
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2019Forecasting Realized Volatility of Agricultural Commodities.(2019) In: MPRA Paper.
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2022Oil price volatility forecasts: What do investors need to know? In: Journal of International Money and Finance.
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2019Oil price volatility forecasts: What do investors need to know?.(2019) In: MPRA Paper.
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2017Forecasting oil price realized volatility using information channels from other asset classes In: Journal of International Money and Finance.
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2017Forecasting oil price realized volatility using information channels from other asset classes.(2017) In: MPRA Paper.
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2013Modeling CAC40 volatility using ultra-high frequency data In: Research in International Business and Finance.
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2013Modeling CAC40 Volatility Using Ultra-high Frequency Data.(2013) In: MPRA Paper.
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2017Hedge fund returns under crisis scenarios: A holistic approach In: Research in International Business and Finance.
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2016Hedge Fund Returns under Crisis Scenarios: A Holistic Approach.(2016) In: MPRA Paper.
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2017The one-trading-day-ahead forecast errors of intra-day realized volatility In: Research in International Business and Finance.
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2022An alternative approach to detect earnings management to meet or beat benchmarks In: Journal of Accounting Literature.
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2014Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices In: Journal of Economic Studies.
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2014Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices In: Journal of Economic Studies.
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2014Multivariate modelling of 10-day-ahead VaR and dynamic correlation for worldwide real estate and stock indices.(2014) In: MPRA Paper.
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2005Modeling risk for long and short trading positions In: Journal of Risk Finance.
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2005Modeling Risk for Long and Short Trading Positions.(2005) In: MPRA Paper.
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2015A Probit Model for the State of the Greek GDP Growth.(2015) In: MPRA Paper.
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2017Forecasting oil prices In: MPRA Paper.
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2007Backtesting VaR Models: A Τwo-Stage Procedure In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2007Backtesting VaR Models: A Τwo-Stage Procedure.(2007) In: MPRA Paper.
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This paper has nother version. Agregated cites: 6		paper
Backtesting VaR models:a two-stage procedure.() In: Journal of Risk Model Validation.
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This paper has nother version. Agregated cites: 6		article
2008Volatility forecasting: intra-day vs. inter-day models In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2012Evaluating Value-at-Risk Models before and after the Financial Crisis of 2008: International Evidence In: MPRA Paper.
[Full Text][Citation analysis]		paper13
2008Rolling-sampled parameters of ARCH and Levy-stable models In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2008Rolling-sampled parameters of ARCH and Levy-stable models.(2008) In: Applied Economics.
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2008ARFIMAX and ARFIMAX-TARCH Realized Volatility Modeling In: MPRA Paper.
[Full Text][Citation analysis]		paper20
2008ARFIMAX and ARFIMAX-TARCH realized volatility modeling.(2008) In: Journal of Applied Statistics.
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This paper has nother version. Agregated cites: 20		article
2005Predictability and Model Selection in the Context of ARCH Models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2005Predictability and model selection in the context of ARCH models.(2005) In: Applied Stochastic Models in Business and Industry.
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2004Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review In: MPRA Paper.
[Full Text][Citation analysis]		paper21
2004Forecasting Realized Intra-day Volatility and Value at Risk: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013Oil and stock price returns: Evidence from European industrial sector indices in a time-varying environment In: MPRA Paper.
[Full Text][Citation analysis]		paper75
2018Economic announcements and the 10-year US Treasury bond: Surprising findings without the surprise component. In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Oil and pump prices: Is there any asymmetry in the Greek oil downstream sector? In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2019Can spillover effects provide forecasting gains? The case of oil price volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018The Impact of the 2007 Global Financial Crisis on IPO Performance in Asian-Pacific Emerging Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2010Hedge Ratios in South African Stock Index Futures In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2010Hedge Ratios in South African Stock Index Futures.(2010) In: Journal of Emerging Market Finance.
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2010VIX Index in Interday and Intraday Volatility Models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2008Forecasting Vix In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2008SPEC Model Selection Algorithm for ARCH Models: an Options Pricing Evaluation Framework In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2008SPEC model selection algorithm for ARCH models: an options pricing evaluation framework.(2008) In: Applied Financial Economics Letters.
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This paper has nother version. Agregated cites: 0		article
2007Assessing the Performance of a Prediction Error Criterion Model Selection Algorithm in the Context of ARCH Models In: MPRA Paper.
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2007Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models.(2007) In: Applied Financial Economics.
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2007Simulated Evidence on the Distribution of the Standardized One-Step-Ahead Prediction Errors in ARCH Processes In: MPRA Paper.
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2007Simulated evidence on the distribution of the standardized one-step-ahead prediction errors in ARCH processes.(2007) In: Applied Financial Economics Letters.
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2004Volatility Forecasting: Evidence from a Fractional Integrated Asymmetric Power ARCH Skewed-t Model In: MPRA Paper.
[Full Text][Citation analysis]		paper41
2004Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model.(2004) In: Applied Financial Economics.
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2004The Use of GARCH Models in VaR Estimation In: MPRA Paper.
[Full Text][Citation analysis]		paper93
Option pricing using high-frequency futures prices In: Journal of Risk.
[Full Text][Citation analysis]		article0
2019Economic announcements and the 10-year U.S. Treasury: Surprising findings without the surprise component In: Applied Economics Letters.
[Full Text][Citation analysis]		article1
2021Oil and currency volatilities: Co‐movements and hedging opportunities In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article1
2022What matters when developing oil price volatility forecasting frameworks? In: Journal of Forecasting.
[Full Text][Citation analysis]		article1
2025Trading VIX on Volatility Forecasts: Another Volatility Puzzle? In: Journal of Forecasting.
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