Forecasting oil prices, oil price volatility and economic policy uncertainty

Project Information

ENEFOR

Grant agreement ID: 658494

DOI

10.3030/658494

Project closed

EC signature date 30 March 2015

Start date 6 April 2015

End date 5 April 2017

Funded under

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Total cost

€ 164 653,20

EU contribution

€ 164 653,20

Coordinated by

PANTEIO PANEPISTIMIO KOINONIKON KAIPOLITIKON EPISTIMON
Greece

CORDIS provides links to public deliverables and publications of HORIZON projects.

Links to deliverables and publications from FP7 projects, as well as links to some specific result types such as dataset and software, are dynamically retrieved from OpenAIRE .

Publications

Peer reviewed articles (4)

Oil volatility, oil and gas firms and portfolio diversification

Author(s): Nikolaos Antonakakis, Juncal Cunado, George Filis, David Gabauer, Fernando Perez de Gracia
Published in: Energy Economics, Issue 70, 2018, Page(s) 499-515, ISSN 0140-9883
Publisher: Elsevier BV
DOI: 10.1016/j.eneco.2018.01.023

Oil price shocks and uncertainty: How stable is their relationship over time?

Author(s): Stavros Degiannakis, George Filis, Sofia Panagiotakopoulou
Published in: Economic Modelling, 2018, ISSN 0264-9993
Publisher: Elsevier BV
DOI: 10.1016/j.econmod.2018.01.004

Forecasting oil price realized volatility using information channels from other asset classes

Author(s): Stavros Degiannakis, George Filis
Published in: Journal of International Money and Finance, Issue 76, 2017, Page(s) 28-49, ISSN 0261-5606
Publisher: Pergamon Press Ltd.
DOI: 10.1016/j.jimonfin.2017.05.006

Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries

Author(s): Rustam Boldanov, Stavros Degiannakis, George Filis
Published in: International Review of Financial Analysis, Issue 48, 2016, Page(s) 209-220, ISSN 1057-5219
Publisher: Elsevier BV
DOI: 10.1016/j.irfa.2016.10.002