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Researcher profile

Degiannakis Stavros

Degiannakis Stavros

Economic Analysis and Research Department
Research Interests
  • Financial Economics
  • International Economics
  • Mathematical and Quantitative Methods

2025

2024

  • Working Papers

    Determinants of regional business cycle synchronization in Greece

    15/05/2024
    WP 329, May 2024
    Authors:
    Abstract

2023

  • Working Papers

    Forecasting VIX: Τhe illusion of forecast evaluation criteria

    24/07/2023
    Νο. 322, June 2023
    Authors:
    Abstract
  • Working Papers

    Superkurtosis

    21/04/2023
    No. 318, April 2023
    Authors:
    Abstract
  • Working Papers

    The D-model for GDP nowcasting

    20/04/2023
    Νο. 317, April 2023
    Authors:
    Abstract

2022

2019

2014

  • Working Papers

    Oil price shocks and volatility do predict stock market regimes

    20/02/2014
    No. 170, December 2013  
    Authors:
    Abstract
  • Working Papers

    Return dispersion, stock market liquidity and aggregate economic activity

    02/01/2014
    No. 166, November 2013
    Authors:
    Abstract
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  • Superkurtosis

    2023
    Journal of Money Credit and Banking, forthcoming
    Authors:

  • Oil price volatility forecasts: What do investors need to know?

    2022
    Journal of International Money and Finance, 2022,​123
    Authors:

  • Stock market as a nowcasting indicator for real investment

    2022
    Journal of Forecasting, 41(5)
    Authors:

  • Stock market as a nowcasting indicator for real investment

    2022
    International Journal of Forecasting, 38(1)
    Authors:

  • What matters when developing oil price volatility forecasting frameworks?

    2022
    Journal of Forecasting, 41(2)
    Authors:

  • Oil price volatility is effective in predicting food price volatility. Or is it?

    2021
    Energy Journal, 42(6)
    Authors:

  • Oil and currency volatilities: Co-movements and hedging opportunities

    2021
    International Journal of Finance and Economics, 2021, 26 (2)
    Authors:

  • Futures-based forecasts: How useful are they for oil price volatility forecasting?

    2019
    Energy Economics, 81
    Authors:

  • Forecasting global stock market implied volatility indices

    2018
    Journal of Empirical Finance, 46
    Authors:

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

    2017
    Journal of International Money and Finance, 2017, 76
    Authors:
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