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

Bournemouth University
George Filis assesses whether cross-market volatility flows contain important information that can improve the accuracy of oil price realized volatility […]
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Forecasting European Economic Policy Uncertainty

Bournemouth University
Forecasting the economic policy uncertainty in Europe is of huge importance given the on-going debt crisis and the Brexit vote. […]
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Forecasting oil price volatility

Bournemouth University
George Filis is Professor of Financial Economics. He joined the department of Accounting, Finance and Economics in September 2012 as […]
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