Forecasting oil price volatility using spillover effects from uncertainty indices I Chatziantoniou, S Degiannakis, P Delis, G Filis Finance Research Letters 42, 101885, 2021 | 31 | 2021 |
What matters when developing oil price volatility forecasting frameworks? P Delis, S Degiannakis, G Filis Journal of Forecasting 41 (2), 361-382, 2022 | 4 | 2022 |
What should be taken into consideration when forecasting oil implied volatility index? P Delis, S Degiannakis, K Giannopoulos The Energy Journal 44 (5), 2023 | 2 | 2023 |
Can spillover effects provide forecasting gains? The case of oil price volatility I Chatziantoniou, S Degiannakis, P Delis, G Filis | 1 | 2019 |
Volatility modelling of financial markets P Delis Πάντειο Πανεπιστήμιο Κοινωνικών και Πολιτικών Επιστημών. Σχολή Επιστημών …, 2022 | | 2022 |