Forecasting oil prices, oil price volatility and economic policy uncertainty

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, 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, 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, 48, 2016, Page(s) 209-220, ISSN 1057-5219
Publisher: Elsevier BV
DOI: 10.1016/j.irfa.2016.10.002