| Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries G Filis, S Degiannakis, C Floros International review of financial analysis 20 (3), 152-164, 2011 | 1013 | 2011 |
| The use of GARCH models in VaR estimation T Angelidis, A Benos, S Degiannakis Statistical methodology 1 (1-2), 1-146, 2004 | 468 | 2004 |
| Oil prices and stock markets: A review of the theory and empirical evidence S Degiannakis, G Filis, V Arora The Energy Journal 39 (5), 85-130, 2018 | 266 | 2018 |
| Forecasting oil price realized volatility using information channels from other asset classes S Degiannakis, G Filis Journal of International Money and Finance 76, 28-49, 2017 | 242 | 2017 |
| The effects of oil price shocks on stock market volatility: Evidence from European data S Degiannakis, G Filis, R Kizys The Energy Journal 35 (1), 35-56, 2014 | 231 | 2014 |
| ARCH models for financial applications E Xekalaki, S Degiannakis John Wiley & Sons, 2010 | 201 | 2010 |
| Oil and stock returns: Evidence from European industrial sector indices in a time-varying environment S Degiannakis, G Filis, C Floros Journal of International Financial Markets, Institutions and Money 26, 175-191, 2013 | 196 | 2013 |
| Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries R Boldanov, S Degiannakis, G Filis International Review of Financial Analysis 48, 209-220, 2016 | 165 | 2016 |
| Volatility forecasting: evidence from a fractional integrated asymmetric power ARCH skewed-t model S Degiannakis* Applied Financial Economics 14 (18), 1333-1342, 2004 | 128 | 2004 |
| Oil price shocks and uncertainty: How stable is their relationship over time? S Degiannakis, G Filis, S Panagiotakopoulou Economic Modelling 72, 42-53, 2018 | 119 | 2018 |
| A robust VaR model under different time periods and weighting schemes T Angelidis, A Benos, S Degiannakis Review of Quantitative Finance and Accounting 28, 187-201, 2007 | 108 | 2007 |
| Autoregressive conditional heteroscedasticity (ARCH) models: A review S Degiannakis, E Xekalaki Quality Technology & Quantitative Management 1 (2), 271-324, 2004 | 101 | 2004 |
| US stock market regimes and oil price shocks T Angelidis, S Degiannakis, G Filis Global Finance Journal 28, 132-146, 2015 | 81 | 2015 |
| Volatility forecasting: Intra-day versus inter-day models T Angelidis, S Degiannakis Journal of International Financial Markets, Institutions and Money 18 (5 …, 2008 | 76 | 2008 |
| Forecasting oil prices: High-frequency financial data are indeed useful S Degiannakis, G Filis Energy Economics 76, 388-402, 2018 | 68 | 2018 |
| Forecasting value-at-risk and expected shortfall using fractionally integrated models of conditional volatility: International evidence S Degiannakis, C Floros, P Dent International Review of Financial Analysis 27, 21-33, 2013 | 67 | 2013 |
| Backtesting VaR models: a two-stage procedure T Angelidis, S Degiannakis Journal of Risk Model Validation 1 (2), 1-22, 2007 | 60* | 2007 |
| Business cycle synchronization in EU: A time‐varying approach S Degiannakis, D Duffy, G Filis Scottish Journal of Political Economy 61 (4), 348-370, 2014 | 58 | 2014 |
| Evaluating value‐at‐risk models before and after the financial crisis of 2008: International evidence S Degiannakis, C Floros, A Livada Managerial Finance 38 (4), 436-452, 2012 | 58 | 2012 |
| Modeling risk for long and short trading positions T Angelidis, S Degiannakis The Journal of Risk Finance 6 (3), 226-238, 2005 | 54 | 2005 |
George FilisAssociate Professor in International Economics, University of Patras在 upatras.gr 的电子邮件经过验证
