Stavros Degiannakis *

Economics and Econometrics · 2004–2020

A researcher in the Science corpus: 13 papers; trusts 190 researchers and is trusted by 52 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 453 citations into it; #1,596 of 23,481 by trust here, #1,674 by citations
• Finance — 182 citations into it; #2,452 of 10,518 by trust here, #4,599 by citations
• Renewable Energy, Sustainability and the Environment — 154 citations into it; #405 of 5,212 by trust here, #1,654 by citations
• Management Science and Operations Research — 23 citations into it
• Statistics and Probability — 15 citations into it
• General Energy — 10 citations into it; #51 of 115 by trust here, #50 by citations
• Artificial Intelligence — 6 citations into it
• Optimization & Training — 6 citations into it

Whom Stavros Degiannakis * trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Lutz Kilian
3. Tim Bollerslev
4. George Filis
5. P. R. Hansen
6. Torben G. Andersen
7. Mohamed Arouri
8. Perry Sadorsky
9. Halbert White
10. Christiane Baumeister

Who trusts Stavros Degiannakis * overall

1. George Filis
2. R. Brooks
3. Rustam Boldanov
4. Nikolaos Antonakakis
5. D. Broadstock
6. Wensheng Kang
7. Feng Ma
8. Guiglielmo Maria Caporale
9. Perry Sadorsky
10. A. Bastianin

Papers from Stavros Degiannakis *'s perspective

Ordered by how strongly the researchers Stavros Degiannakis * trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Dynamic Conditional Correlation
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
6. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
7. A Reality Check for Data Snooping
8. MODELING AND FORECASTING REALIZED VOLATILITY
9. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
10. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)

Their papers

• Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011) — 792 citations
• Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries (2016) — 139 citations
• Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment (2013) — 169 citations
• Forecasting oil price realized volatility using information channels from other asset classes (2017) — 262 citations
• The Use of GARCH Models in VaR Estimation (2004) — 314 citations
• Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model (2004) — 89 citations
• Forecasting global stock market implied volatility indices (2018) — 49 citations
• Forecasting realized volatility of agricultural commodities (2020) — 54 citations
• Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018) — 256 citations
• Oil price shocks and uncertainty: How stable is their relationship over time? (2018) — 127 citations
• The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data (2014) — 178 citations
• ARCH Models for Financial Applications (2010) — 120 citations
• Autoregressive Conditional Heteroscedasticity (ARCH) Models: A Review (2004) — 70 citations