Panagiotis Delis, PhD
Adjunct Lecturer, University of Piraeus
Econometrician, Bank of Greece
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Welcome to my website!
I am an Adjunct Lecturer in University of Piraeus and an Econometrician at Bank of Greece. My research interests are in the areas of Macro-financial Econometrics and Risk Management. More specifically, my Post-Doc research focuses on developing forecasting and nowcasting models. Moreover, I have been involved in several core banking related projects during my professional experience at the European Central Bank, Bank of Greece and Big4 Consultancy firms. Finally, I have been served as a member of several ESCB policy working groups, such as the Working Group on Forecasting, Working Group on Econometric Modelling, Task Force on Stress Testing, Backtesting Network and Market Risk Benchmarking Network.
Contact:
Email: pandelis@unipi.gr, pandelis22@yahoo.gr
Linkedin: https://www.linkedin.com/in/panagiotis-delis-phd-61a1aa136/
To download my CV click here.
Publications
Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk (with S. Degiannakis and G. Filis). Energy Economics, 2025, 148, 108594. (https://www.sciencedirect.com/science/article/abs/pii/S0140988325004189)
Trading VIX on volatility forecasts: Another volatility puzzle? (with S. Degiannakis, G. Filis and G. Giannopoulos). Journal of Forecasting, 2025, 44(4), 1602-1618. (https://onlinelibrary.wiley.com/doi/abs/10.1002/for.3257)
Determinants of regional business cycle synchronization in Greece. (with S. Degiannakis, G. Filis, T. Palaskas and C. Stoforos). Scottish Journal of Political Economy, 2024, 71 (5), 685-704. (https://onlinelibrary.wiley.com/doi/full/10.1111/sjpe.12393)
What Should be Taken into Consideration when Forecasting Oil Implied Volatility Index? (with S. Degiannakis and K. Giannopoulos). The Energy Journal, 2023, 44 (5). (https://journals.sagepub.com/doi/abs/10.5547/01956574.44.4.pdel)
What matters when developing oil price volatility forecasting frameworks? (with S. Degiannakis and G. Filis). Journal of Forecasting, 2021, 41 (2), 361‐382. (https://onlinelibrary.wiley.com/doi/full/10.1002/for.2815)
Forecasting oil price volatility using spillover effects from uncertainty indices. (with I. Chatziantoniou, S. Degiannakis and G. Filis). Finance Research Letters, 2021, 101885. (https://www.sciencedirect.com/science/article/abs/pii/S1544612320316998)
Projects
Hellenic Foundation for Research and Innovation. Greek Macroeconomy on time - MacroGreece, Researcher, 2025-2028.
Hellenic Foundation for Research and Innovation. Forecasting disaggregated inflation rate by different household groups: The Greek case - INFOR, Researcher, 2023-2025.
Hellenic Foundation for Research and Innovation. Drivers of Regional Business Cycles Synchronisation in Greece, Researcher, 2020-2023.
Special Secretariat for the Management of Sectoral Operational Programs of the European Social Fund, Ph.D. Research, Forecasting Oil Volatility Index Extracting Predictive Information from other Asset Classes, 2019 – 2021.
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