Multiple days ahead realized volatility forecasting: Single, combined and average forecasts. Global Finance Journal, 36, 41–61. Διαβάστε περισσότερα για το Multiple days ahead realized volatility forecasting: Single, combined and average forecasts. Global Finance Journal, 36, 41–61.
Investments and uncertainty revisited: the case of the US economy. Applied Economics, 49(45), 4521–4529. Διαβάστε περισσότερα για το Investments and uncertainty revisited: the case of the US economy. Applied Economics, 49(45), 4521–4529.
Hedge fund returns under crisis scenarios: A holistic approach. Research in International Business and Finance, 42, 1196–1207. Διαβάστε περισσότερα για το Hedge fund returns under crisis scenarios: A holistic approach. Research in International Business and Finance, 42, 1196–1207.
Forecasting oil price realized volatility using information channels from other asset classes. Journal of International Money and Finance, 76, 28–49. Διαβάστε περισσότερα για το Forecasting oil price realized volatility using information channels from other asset classes. Journal of International Money and Finance, 76, 28–49.
Forecasting global stock market implied volatility indices. Journal of Empirical Finance, 46, 111-129. Διαβάστε περισσότερα για το Forecasting global stock market implied volatility indices. Journal of Empirical Finance, 46, 111-129.
Forecasting Oil Price Volatility: The Role of Mixed-Frequency-Data (MIDAS) Model Transforming Energy Markets, 41st IAEE International Conference, Jun 10-13, 2018. Διαβάστε περισσότερα για το Forecasting Oil Price Volatility: The Role of Mixed-Frequency-Data (MIDAS) Model Transforming Energy Markets, 41st IAEE International Conference, Jun 10-13, 2018.
Oil price shocks and uncertainty: How stable is their relationship over time? Economic Modelling, 72, 42–53. Διαβάστε περισσότερα για το Oil price shocks and uncertainty: How stable is their relationship over time? Economic Modelling, 72, 42–53.
Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. Energy Journal, 39(5). Διαβάστε περισσότερα για το Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence. Energy Journal, 39(5).
Forecasting European economic policy uncertainty. Scottish Journal of Political Economy, 66(1), 94-114. Διαβάστε περισσότερα για το Forecasting European economic policy uncertainty. Scottish Journal of Political Economy, 66(1), 94-114.
HSAR: An R Package for Integrated Spatial Econometric and Multilevel Modelling. Διαβάστε περισσότερα για το HSAR: An R Package for Integrated Spatial Econometric and Multilevel Modelling.
