Details about Nikolaos Vlastakis

Access statistics for papers by Nikolaos Vlastakis.

Last updated 2026-08-10. Update your information in the RePEc Author Service.

Short-id: pvl13

Working Papers

2025

1. Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?
   Post-Print, HAL View citations (1)
   See also Journal Article Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?, Journal of Futures Markets, John Wiley & Sons, Ltd. (2025) View citations (1) (2025)

2024

2. The term structure of interest rates as predictor of stock market volatility
   Post-Print, HAL
   See also Journal Article The term structure of interest rates as predictor of stock market volatility, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2025) (2025)

2020

3. Measuring Oil Price Shocks
   Essex Finance Centre Working Papers, University of Essex, Essex Business School
4. Oil price uncertainty as a predictor of stock market volatility
   Essex Finance Centre Working Papers, University of Essex, Essex Business School
5. Stock market volatility and jumps in times of uncertainty
   Essex Finance Centre Working Papers, University of Essex, Essex Business School
   See also Journal Article Stock market volatility and jumps in times of uncertainty, Journal of International Money and Finance, Elsevier (2021) View citations (18) (2021)

2019

6. Oil Price Uncertainty and the Macroeconomy
   Essex Finance Centre Working Papers, University of Essex, Essex Business School

Journal Articles

2026

1. Bayesian model averaging with non-conjugate priors
   Journal of Econometrics, 2026, 256, (PB)

2025

2. Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?
   Journal of Futures Markets, 2025, 45, (7), 817-830 View citations (1)
   See also Working Paper Forecasting Oil Price Volatility: Does Oil Price Uncertainty Matter?, Post-Print (2025) View citations (1) (2025)
3. The term structure of interest rates as predictor of stock market volatility
   International Journal of Finance & Economics, 2025, 30, (3), 3212-3229
   See also Working Paper The term structure of interest rates as predictor of stock market volatility, Post-Print (2024) (2024)

2021

4. Stock market volatility and jumps in times of uncertainty
   Journal of International Money and Finance, 2021, 113, (C) View citations (18)
   See also Working Paper Stock market volatility and jumps in times of uncertainty, Essex Finance Centre Working Papers (2020) (2020)
5. The impact of ICT diffusion on sovereign cost of debt
   International Journal of Banking, Accounting and Finance, 2021, 12, (1), 16-51

2018

6. Information demand and stock return predictability
   Journal of International Money and Finance, 2018, 80, (C), 59-74 View citations (29)

2016

7. Corridor Volatility Risk and Expected Returns
   Journal of Futures Markets, 2016, 36, (5), 488-505 View citations (7)

2012

8. Information demand and stock market volatility
   Journal of Banking & Finance, 2012, 36, (6), 1808-1821 View citations (276)

2009

9. How efficient is the European football betting market? Evidence from arbitrage and trading strategies
   Journal of Forecasting, 2009, 28, (5), 426-444 View citations (61)

2008

10. Nonlinear modelling of European football scores using support vector machines
    Applied Economics, 2008, 40, (1), 111-118 View citations (7)