Research team
Researcher
Panagiotis Delis
Macro-financial econometrics, risk management, and forecasting

Research profile
Dr Delis is an Adjunct Lecturer at the University of Piraeus and an Econometrician at the Bank of Greece. His research interests are in macro-financial econometrics and risk management, with particular emphasis on the development and evaluation of forecasting models for macroeconomic and financial variables. His research has been published in peer-reviewed journals, including Energy Economics, The Energy Journal, and the Journal of Forecasting.
He has significant expertise in the estimation of Value-at-Risk under supervisory and regulatory frameworks and has been involved in several core banking-related projects through his professional experience at the European Central Bank, the Bank of Greece, and Big Four consulting firms. Dr Delis has served as a member of multiple ESCB policy working groups, including the Working Group on Forecasting, the Working Group on Econometric Modelling, the Task Force on Stress Testing, the Backtesting Network, and the Market Risk Benchmarking Network.

