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Stavros Degiannakis

Institution: Panteion University of Social

Primary Field: Energy (weighted toward more recent publications)

Homepage: https://scholar.google.com/citations?user=aEnFrQwAAAAJ&hl=en

First Publication: 2008

Most Recent: 2025

RePEc ID: pde735 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 3.36 4.20 0.00 7.57 -
Last 10 Years 0.00 8.07 5.89 1.51 15.47 -
All Time 0.00 8.07 6.56 2.69 17.32 -

Publication Statistics

Raw Publications 22
Coauthorship-Adjusted Count 15.99

Publications (22)

Year Article Journal Tier Authors
2025 Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk Energy Economics A 3
2025 Disaggregating VIX International Journal of Forecasting B 2
2023 What Should be Taken into Consideration when Forecasting Oil Implied Volatility Index? The Energy Journal B 3
2023 Oil price assumptions for macroeconomic policy Energy Economics A 2
2023 Superkurtosis Journal of Money, Credit, and Banking B 4
2022 Forecasting realized volatility of agricultural commodities International Journal of Forecasting B 4
2022 Oil price volatility forecasts: What do investors need to know? Journal of International Money and Finance B 2
2021 Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? The Energy Journal B 4
2020 Oil and pump prices: Testing their asymmetric relationship in a robust way Energy Economics A 3
2019 Futures-based forecasts: How useful are they for oil price volatility forecasting? Energy Economics A 3
2018 Oil price shocks and uncertainty: How stable is their relationship over time? Economic Modeling C 3
2018 Forecasting oil prices: High-frequency financial data are indeed useful Energy Economics A 2
2018 Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence The Energy Journal B 3
2018 Forecasting global stock market implied volatility indices Journal of Empirical Finance C 3
2017 Forecasting oil price realized volatility using information channels from other asset classes Journal of International Money and Finance B 2
2017 Investments and uncertainty revisited: the case of the US economy Applied Economics C 3
2016 Forecasting tourist arrivals using origin country macroeconomics Applied Economics C 4
2016 Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer? Economic Modeling C 4
2014 The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data The Energy Journal B 3
2014 A Monte Carlo Simulation Approach to Forecasting Multi-period Value-at-Risk and Expected Shortfall Using the FIGARCH-skT Specification The Manchester School C 3
2013 Realized volatility or price range: Evidence from a discrete simulation of the continuous time diffusion process Economic Modeling C 2
2008 Rolling-sampled parameters of ARCH and Levy-stable models Applied Economics C 3