Stavros Degiannakis : Citation Profile

Panteion University of Social and Political Sciences

21

H index

33

i10 index

2426

Citations

RESEARCH PRODUCTION:

76

Articles

88

Papers

1

Books

7

Chapters

RESEARCH ACTIVITY:

   21 years (2004 - 2025). See details.
   Cites by year: 115
   Journals where Stavros Degiannakis has often published
   Relations with other researchers
   Recent citing documents: 209.    Total self citations: 98 (3.88 %)

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   Permalink: http://citec.repec.org/pde735
   Updated: 2026-06-27    RAS profile: 2026-06-08    
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Relations with other researchers

Works with:

Filis, George (21)

Delis, Panagiotis (7)

Chatziantoniou, Ioannis (3)

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 (166)

Filis, George (66)

Pierdzioch, Christian (65)

Salisu, Afees (64)

Ji, Qiang (41)

Zhang, Yaojie (40)

Tiwari, Aviral (39)

Demirer, Riza (39)

Ratti, Ronald (39)

Antonakakis, Nikolaos (30)

Shahzad, Syed Jawad Hussain (26)

Cites to:

Bollerslev, Tim (229)

Filis, George (153)

Kilian, Lutz (145)

Andersen, Torben (140)

Diebold, Francis (112)

Engle, Robert (86)

Giot, Pierre (80)

Hansen, Peter (77)

Laurent, Sébastien (70)

Floros, Christos (66)

Nguyen, Duc Khuong (64)

Main data

Where Stavros Degiannakis has published?

Journals with more than one article published# docs
Energy Economics5
International Review of Financial Analysis4
The Energy Journal4
Scottish Journal of Political Economy3
Global Finance Journal3
Research in International Business and Finance3
Applied Economics3
Economic Modelling3
Journal of Forecasting3
Journal of Applied Statistics3
Applied Financial Economics Letters2
Journal of International Financial Markets, Institutions and Money2
Journal of International Money and Finance2
International Journal of Forecasting2
International Journal of Computational Economics and Econometrics2
Applied Financial Economics2
Journal of Economic Studies2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany72
Working Papers / Bank of Greece12
BAFES Working Papers / Department of Accounting, Finance & Economic, Bournemouth University3

Recent works citing Stavros Degiannakis (2026 and 2025)

YearTitle of citing document
2025The Influence of Global Crude Oil Prices on Banking Sector Profitability: Panel Evidence from Selected Economies. (2025). Huang, Fei-Ming ; Mwanjilinji, Emmanuel Ezekiel. In: Asian Journal of Applied Economics. RePEc:ags:thkase:401162.

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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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2025Quantitative Risk Management in Volatile Markets with an Expectile-Based Framework for the FTSE Index. (2025). Oketunji, Abiodun Finbarrs. In: Papers. RePEc:arx:papers:2507.13391.

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2025Fusing Narrative Semantics for Financial Volatility Forecasting. (2025). Zohren, Stefan ; Vryonides, Chris ; Kaiser, Marcus ; Hwang, Yoontae ; Kong, Yaxuan ; Oomen, Roel. In: Papers. RePEc:arx:papers:2510.20699.

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2025Standard and stressed value at risk forecasting using dynamic Bayesian networks. (2025). Kruger, Ryan ; Toerien, Francois ; Gross, Eden. In: Papers. RePEc:arx:papers:2512.05661.

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2026Two-Step Regularized HARX to Measure Volatility Spillovers in Multi-Dimensional Systems. (2026). Mallory, Mindy L. In: Papers. RePEc:arx:papers:2601.03146.

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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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2025Investigating the Synchronization of Business and Growth Cycles in Maghreb Countries: A Dynamic MS‐BVAR Analysis. (2025). Bouattour, Mariem ; Helali, Kamel. In: African Development Review. RePEc:bla:afrdev:v:37:y:2025:i:2:n:e70018.

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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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2026Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index. (2026). Nima, Nonejad. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:18:y:2026:i:1:p:1-47:n:1002.

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2025Dynamic correlation between the green hydrogen market and commodities, stock markets, oil, and Bitcoin: A DCC approach. (2025). Pereira, Eder Jal. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00189.

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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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2025Quantifying rainfall-induced climate risk in rainfed agriculture: A volatility-based time series study from semi-arid India. (2025). Mukhoti, Sujay ; Ghosh, Soham ; Sharma, Pritee. In: Agricultural Water Management. RePEc:eee:agiwat:v:319:y:2025:i:c:s0378377425004895.

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2026Post-pandemic tourism forecasting with ensemble RNN. (2026). Tan, Zhi Qin ; Li, Yunpeng. In: Annals of Tourism Research. RePEc:eee:anture:v:116:y:2026:i:c:s0160738325002051.

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2025Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

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2025Crude oil price shocks and idiosyncratic risk: Implications for business groups. (2025). Lee, Chi-Chuan ; Tiwari, Aviral Kumar ; Tripathi, Nitya Nand. In: Journal of Asian Economics. RePEc:eee:asieco:v:100:y:2025:i:c:s1049007825001319.

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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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2025Dynamic risk spillovers between crude oil futures and the Chinese stock market under exogenous shocks: A refined analysis with stock clustering. (2025). Sui, Cong ; Jia, Boxiang ; Zhao, Wenjie ; Guo, Hongyue. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000681.

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2025Oil price shocks and green bond spreads: Evidence from China. (2025). Wang, Xiangjin ; Lan, Qiujun ; Ge, Linnan ; Li, Jingxin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:87:y:2025:i:c:p:178-190.

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2025How does geopolitical risk affect tail risk contagion in global stock markets༟. (2025). Cheng, Zhengtao ; Zhong, Xin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:1770-1788.

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2025Regime-dependent volatility spillover asymmetry in Shanghai and Hong Kong stock markets with forecasting and portfolio inferences. (2025). Wang, Xuewu ; Lin, Wensheng. In: Economic Modelling. RePEc:eee:ecmode:v:152:y:2025:i:c:s0264999325002639.

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2025Forecasting energy commodity returns: Can weak factors and nonlinearity help?. (2025). Ma, Yong ; Liu, Xiaojun. In: Economic Modelling. RePEc:eee:ecmode:v:153:y:2025:i:c:s0264999325002901.

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2026Decoding synchronization of cycles between BRICS and the U.S.: Patterns and drivers. (2026). Tuteja, Divya ; Dua, Pami. In: Economic Modelling. RePEc:eee:ecmode:v:155:y:2026:i:c:s0264999325003864.

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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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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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2025The link between energy prices and stock markets in European Union countries. (2025). Grecu, Robert Adrian ; Lessmann, Stefan ; Pele, Daniel Traian ; Cramer, Alexandru Adrian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000609.

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2025Asymmetric impact of global crude oil on Chinese sectors and optimal portfolio strategies: An analysis of the higher-order moment tail risk spillovers. (2025). Li, Xinran ; Cheng, Sheng ; Liang, Ruibin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000737.

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2025Do oil price changes contain useful predictive information about the U.S. bear stock market?. (2025). Lee, Wei-Ming ; Wu, Shue-Jen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001044.

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2025What could have been? A synthetic control evaluation of the effect of the Economic and Monetary Union on the net external wealth of periphery member states. (2025). Cabral, Ricardo ; Sobreira, Nuno ; Alcobia, Joao. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:3:s0939362525000056.

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2025Cross-market volatility forecasting with attention-based spatial–temporal graph convolutional networks. (2025). Zhou, Yang ; Gong, Jue ; Wang, Gang-Jin ; Xie, Chi. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000611.

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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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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 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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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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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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2025Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172.

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2025Forecasting the volatility of crude oil futures market: Does the simple 5-minute RV hold up?. (2025). Yang, Zhidan ; Luo, YA ; Yi, Heling ; Ke, Rui ; Qin, Zhilong ; Lyu, Yongjian. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003330.

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2025Geopolitical risk, energy market volatility, and corporate energy dependence: The role of green Total factor productivity and decentralized top management team network. (2025). Tian, Zhihong ; Li, Songsong ; Gao, Daquan. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500369x.

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2025European financial markets, energy returns and geopolitical risk: A frequency domain spectral analysis. (2025). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Kotsompolis, Giorgos ; Prelorentzos, Arsenios-Georgios N ; Xidonas, Panos. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006838.

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2025Modelling for insight: Does oil price uncertainty have directional predictability for travel and leisure firms?. (2025). Saurav, Sumit ; Das, Debojyoti ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007145.

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2025Energy uncertainty and corporate bankruptcy risk: International evidence. (2025). Kannadhasan, M ; Halder, Abhishek. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007352.

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2025Oil price expectations in explosive phases. (2025). Kruse-Becher, Robinson ; Letixerant, Philip. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325007339.

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2026Energy market connectedness: A tale of two crises. (2026). Obojska, Lidia ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s0140988325006140.

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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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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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2025Assessing the turbulence: Wavelet coherence and causality analysis of energy price volatility and exchange rate instability. (2025). Afshan, Sahar ; Sharif, Arshian ; Shams, Syed ; Sarker, Tapan ; Razi, Ummara. In: Energy. RePEc:eee:energy:v:331:y:2025:i:c:s0360544225025903.

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2025Disentangling market drivers and macro uncertainty risks in crude oil futures pricing: A multi-scale quantile regression and causal forest approach. (2025). Zhu, Junhua ; Zhang, Aixin ; Wang, Feng ; Liu, Jia ; Yu, Xiaobing ; Mao, Yaqi. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225029044.

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2025Forecasting crude oil prices: A Gated Recurrent Unit-based nonlinear Granger Causality model. (2025). Zhang, Dayong ; Lu, Quanying ; Guo, Mengzhuo ; Lin, Qingyuan ; Liang, Qian. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s105752192500211x.

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2025Stock market volatility and oil shocks: A study of G7 economies. (2025). Cadena-Silva, Javier Patricio ; Sanz, Jos Ngel ; Rodrguez, Jos Miguel. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925003059.

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2025Analysing art as a safe-haven asset in times of crisis. (2025). Dimitriou, Dimitrios ; Corbet, Shaen ; Tsioutsios, Alexandros. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002819.

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2025What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701.

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2025Oil price uncertainty, exchange rate volatility, and African stock markets: A nonparametric quantile-on-quantile analysis. (2025). Chen, Yufeng ; Msofe, Zulkifr Abdallah ; Wang, Chuwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004727.

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2025Forecasting climate-sensitive industries volatility: A regime-switching GARCH-MIDAS approach with multiple climate risk indicators. (2025). Qin, Quande ; Ghani, Maria. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004995.

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2026Energy market volatility prediction: Does climate risk matter?. (2026). Tang, Yusui ; Guo, Yangli ; Cao, Jiawei. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008130.

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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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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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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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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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2025Forecasting the BRICS stock returns with best subset regressions. (2025). Ciner, Cetin. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003022.

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2025Shortages and machine-learning forecasting of oil returns volatility: 1900–2024. (2025). GUPTA, RANGAN ; Karmakar, Sayar ; Somani, Dhanashree ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005975.

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2025Effects of oil shocks on global securitized real estate markets. (2025). Yunus, Nafeesa. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325001369.

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2025Sino-American relations and gold market volatility. (2025). Wu, Bangzheng. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006397.

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2026Directional spillover effect and realized volatility forecasting: An extreme market regime switching model. (2026). Qu, Yong ; Yuan, Ying ; Wang, Xueqing. In: Finance Research Letters. RePEc:eee:finlet:v:87:y:2026:i:c:s1544612325023608.

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2025Systemic risk and oil price volatility shocks. (2025). Filis, George ; Filippidis, Michail ; Colak, Gonul ; Chatziantoniou, Ioannis ; Tzouvanas, Panagiotis. In: Journal of Financial Stability. RePEc:eee:finsta:v:79:y:2025:i:c:s1572308925000610.

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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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2025Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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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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2026Carpe diem: Can daily oil prices improve model-based forecasts of the real price of crude oil?. (2026). Snudden, Stephen ; Ellwanger, Reinhard ; Benmoussa, Amor Aniss. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:281-295.

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2025Food price stabilization: theory and lessons from experience. (2025). Rashid, Shahidur ; Minot, Nicholas ; Dorosh, Paul. In: Food Policy. RePEc:eee:jfpoli:v:137:y:2025:i:c:s0306919225001502.

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2026Your fear is (partly) mine: the role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning. (2026). Kutan, Ali ; Feng, Lingbing ; Shi, Jingyi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:160:y:2026:i:c:s0261560625002025.

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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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2025The effect of oil prices on the US shipping stock prices: The mediating role of freight rates and economic indicators. (2025). Merika, Anna ; Andrikopoulos, Andreas ; Stoupos, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000182.

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2025Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization. (2025). Lai, Yu-Sheng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000236.

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2025Supply and Demand shocks: the short-term and long-term drivers of oil price uncertainty. (2025). Bermpei, Theodora ; Triantafyllou, Athanasios. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:39:y:2025:i:c:s240585132500039x.

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2025Testing the efficiency of oil price forecast revisions in times of COVID-19 and the Russia–Ukraine conflict. (2025). Iregui, Ana ; Otero, Jess ; Nez, Hctor M. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000571.

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2025News-based equity market uncertainty aligned: An informative predictor for gold market volatility. (2025). Ma, Yong ; Li, Shuaibing. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000662.

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2025The macroeconomic impact of asymmetric uncertainty shocks. (2025). Jentsch, Carsten ; Rieger, Jonas ; Schmidt, Torsten ; Blagov, Boris ; Mller, Henrik. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000106.

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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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2018Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence 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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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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2018Oil prices and stock markets: A review of the theory and empirical evidence In: BAFES Working Papers.
[Full Text][Citation analysis]		paper166
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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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.
[Full Text][Citation analysis]		article3
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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2023Superkurtosis.(2023) In: Journal of Money, Credit and Banking.
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2023Forecasting VIX: The illusion of forecast evaluation criteria In: Working Papers.
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2023Forecasting VIX: the illusion of forecast evaluation criteria.(2023) In: Economics and Business Letters.
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2025Disaggregating VIX In: Working Papers.
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2025Disaggregating VIX.(2025) In: International Journal of Forecasting.
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2025Navigating crude oil volatility forecasts: assessing the contribution of geopolitical risk In: Working Papers.
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2007Backtesting VaR Models: An Expected Shortfall Approach In: Working Papers.
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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]		article14
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]		article15
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.
[Full Text][Citation analysis]		article489
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]		article22
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.
[Full Text][Citation analysis]		article103
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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2016The one-trading-day-ahead forecast errors of intra-day realized volatility.(2016) In: MPRA Paper.
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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 In: IJFS.
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2015A Probit Model for the State of the Greek GDP Growth.(2015) In: MPRA Paper.
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2009Is PEAD a consequence of the presence of the cognitive bias of self-attribution in investors expectations regarding permanent earnings? Evidence from Athens Stock Exchange In: International Journal of Computational Economics and Econometrics.
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2009Is PEAD a consequence of the presence of the cognitive bias of self-attribution in investors’ expectations regarding permanent earnings? Evidence from Athens Stock Exchange.(2009) In: MPRA Paper.
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2020On the Stationarity of Futures Hedge Ratios In: MPRA Paper.
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2021What should be taken into consideration when forecasting oil implied volatility index? In: MPRA Paper.
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2015Forecasting Tourist Arrivals Using Origin Country Macroeconomics In: MPRA Paper.
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