Ioannis Chatziantoniou : Citation Profile

Hellenic Mediterranean University

20

H index

33

i10 index

2217

Citations

RESEARCH PRODUCTION:

44

Articles

18

Papers

2

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 184
   Journals where Ioannis Chatziantoniou has often published
   Relations with other researchers
   Recent citing documents: 744.    Total self citations: 35 (1.55 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1832
   Updated: 2025-01-10    RAS profile: 2024-11-06    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Gabauer, David (27)

Stenfors, Alexis (9)

Antonakakis, Nikolaos (6)

Filis, George (6)

Degiannakis, Stavros (5)

Apergis, Nicholas (4)

GUPTA, RANGAN (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ioannis Chatziantoniou.

Is cited by:

GUPTA, RANGAN (137)

Gabauer, David (58)

Filis, George (55)

Tiwari, Aviral (52)

Umar, Zaghum (41)

Degiannakis, Stavros (38)

Corbet, Shaen (33)

Billah, Syed (32)

Abakah, Emmanuel (29)

lucey, brian (28)

Balcilar, Mehmet (27)

Cites to:

Gabauer, David (116)

Antonakakis, Nikolaos (90)

Yilmaz, Kamil (86)

Diebold, Francis (80)

Filis, George (77)

Pesaran, Mohammad (76)

GUPTA, RANGAN (73)

Koop, Gary (52)

Kilian, Lutz (47)

Degiannakis, Stavros (43)

shin, yongcheol (39)

Main data

Production by document typechapterpaperarticle2012201320142015201620172018201920202021202220232024051015Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20122013201420152016201720182019202020212022202320240255075Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2013201420152016201720182019202020212022202320240250500750Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20122013201420152016201720182019202020212022202320240250500750Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 20Most cited documents123456789101112131415161718192021220200400600Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025010102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Ioannis Chatziantoniou has published?

Journals with more than one article published# docs
Energy Economics7
Journal of International Financial Markets, Institutions and Money3
International Review of Financial Analysis3
Resources Policy2
Economics Letters2
Finance Research Letters2
Applied Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany8
Working Papers in Economics & Finance / University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group7

Recent works citing Ioannis Chatziantoniou (2024 and 2023)

Year  ↓Title of citing document  ↓
2023ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308.

Full description at Econpapers || Download paper

2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

Full description at Econpapers || Download paper

2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

Full description at Econpapers || Download paper

2024Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745.

Full description at Econpapers || Download paper

2024Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023Financial effects of carbon risk and carbon disclosure: A review. (2023). Wang, Qingxia. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4175-4219.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2023Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2024Stemming the tide: Does climate risk affect M&A performance?. (2024). Rohani, Alireza ; Deshmukh, Nitin ; Lodh, Suman. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:858-881.

Full description at Econpapers || Download paper

2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

Full description at Econpapers || Download paper

2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

Full description at Econpapers || Download paper

2023The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach. (2024). Vo, Duc Hong ; Dang, Tam Hoangnhat. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:132-143.

Full description at Econpapers || Download paper

2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

Full description at Econpapers || Download paper

2023Energy News Shocks and their Propagation to Renewable and Fossil Fuels Use. (2023). Puch, Luis ; Guinea, Laurentiu ; Ruiz, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:37355.

Full description at Econpapers || Download paper

2023Examining structural stability and time-varying causality between economic policy uncertainty and Asia-Pacific Islamic stock price. (2023). Raifu, Isiaka Akande. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00609.

Full description at Econpapers || Download paper

2024The Impact of Crude Oil Price Shock: Evidence from Bangladesh. (2024). Shen, Qian ; Bhuyan, Rafiqul ; Saha, Joti ; Hossain, Mohammad Sogir. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-28.

Full description at Econpapers || Download paper

2023Oil Price Changes and Stock Market Performance in UAE: Evidence of Cointegration Persists in Economic Diversification era. (2023). Mohammed, Zahra ; Majumdar, Sudipa ; Banerjee, Rachna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-58.

Full description at Econpapers || Download paper

2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

Full description at Econpapers || Download paper

2023How do Climate and Macroeconomic Factors Affect the Profitability of the Energy Sector?. (2023). Manotas-Duque, Diego F ; Joaqui-Barandica, Orlando. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-46.

Full description at Econpapers || Download paper

2023The Effects of Energy Prices on Oil-Gas Sectoral Stock Returns for BRIC Countries: Evidence from Space State Models. (2023). Catik, Nazif A ; Helmi, Mohamad Husam ; Akdeniz, Coskun ; Huyuguzel, Gul Serife ; Kosedagli, Begum Yurteri. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-45.

Full description at Econpapers || Download paper

2023Oil Shocks, Monetary Policy, and Stock Returns: A Case of Oil-based Economy. (2023). , Abdullah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-7.

Full description at Econpapers || Download paper

2024TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512.

Full description at Econpapers || Download paper

2024Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). Wang, Longle ; You, Zhe ; Gong, Mengqi ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933.

Full description at Econpapers || Download paper

2024Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Yang, Jizhe ; Dai, LU. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994.

Full description at Econpapers || Download paper

2024Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Pratap, Bhanu ; Sengupta, Rajeswari ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112.

Full description at Econpapers || Download paper

2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

Full description at Econpapers || Download paper

2024Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

Full description at Econpapers || Download paper

2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

Full description at Econpapers || Download paper

2024Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551.

Full description at Econpapers || Download paper

2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

Full description at Econpapers || Download paper

2024Climate change and economic policy uncertainty: Evidence from major countries around the world. (2024). Wang, KE ; Su, Zhi ; Lan, Minghui ; Liu, Lingxi ; Zhang, Yongji. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1045-1060.

Full description at Econpapers || Download paper

2024Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhao, Longfeng ; Zhou, Yueyi ; Gao, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

Full description at Econpapers || Download paper

2024Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240.

Full description at Econpapers || Download paper

2023Economic policy uncertainty and information intermediary: The case of short seller. (2023). Wang, Xiaoming. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003984.

Full description at Econpapers || Download paper

2023How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037.

Full description at Econpapers || Download paper

2023The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219.

Full description at Econpapers || Download paper

2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

Full description at Econpapers || Download paper

2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

Full description at Econpapers || Download paper

2024Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133.

Full description at Econpapers || Download paper

2024Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622.

Full description at Econpapers || Download paper

2024Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x.

Full description at Econpapers || Download paper

2023Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.

Full description at Econpapers || Download paper

2023The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281.

Full description at Econpapers || Download paper

2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

Full description at Econpapers || Download paper

2023Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682.

Full description at Econpapers || Download paper

2024Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250.

Full description at Econpapers || Download paper

2024Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

Full description at Econpapers || Download paper

2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

Full description at Econpapers || Download paper

2024Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

Full description at Econpapers || Download paper

2024Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

Full description at Econpapers || Download paper

2024Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

Full description at Econpapers || Download paper

2024Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093.

Full description at Econpapers || Download paper

2024Measuring market volatility connectedness to media sentiment. (2024). Fjesme, Sturla ; Sirnes, Espen ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159.

Full description at Econpapers || Download paper

2024Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events. (2024). Dankwah, Boakye ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Lee, Chi-Chuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000512.

Full description at Econpapers || Download paper

2024Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets. (2024). Liu, Xiaoyi ; Gao, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000536.

Full description at Econpapers || Download paper

2024Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676.

Full description at Econpapers || Download paper

2024Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Zhang, Yulian ; Liu, Tiantian ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743.

Full description at Econpapers || Download paper

2024Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters. (2024). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400130x.

Full description at Econpapers || Download paper

2024How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426.

Full description at Econpapers || Download paper

2024Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487.

Full description at Econpapers || Download paper

2024Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566.

Full description at Econpapers || Download paper

2024A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. (2024). Mikhaylov, Alexey ; Chang, Tsangyao ; Wang, Mei-Chih ; Yu, Jialin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001578.

Full description at Econpapers || Download paper

2024ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

Full description at Econpapers || Download paper

2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Ioannis Chatziantoniou has edited the books:

Year  ↓Title  ↓Type  ↓Cited  ↓

Works by Ioannis Chatziantoniou:

Year  ↓Title  ↓Type  ↓Cited  ↓
2021Oil price volatility is effective in predicting food price volatility. Or is it? In: The Energy Journal.
[Full Text][Citation analysis]		article8
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2016Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? In: Manchester School.
[Full Text][Citation analysis]		article8
2022Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article8
2020Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market.(2020) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency In: The British Accounting Review.
[Full Text][Citation analysis]		article14
2013Stock market response to monetary and fiscal policy shocks: Multi-country evidence In: Economic Modelling.
[Full Text][Citation analysis]		article45
2013Dynamic co-movements of stock market returns, implied volatility and policy uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article281
2021Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters.
[Full Text][Citation analysis]		article106
2021Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach.(2021) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 106		paper
2021Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis In: Energy Economics.
[Full Text][Citation analysis]		article19
2022Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic In: Energy Economics.
[Full Text][Citation analysis]		article25
2023Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies In: Energy Economics.
[Full Text][Citation analysis]		article17
2014Dynamic spillovers of oil price shocks and economic policy uncertainty In: Energy Economics.
[Full Text][Citation analysis]		article259
2019Futures-based forecasts: How useful are they for oil price volatility forecasting? In: Energy Economics.
[Full Text][Citation analysis]		article13
2019Futures-based forecasts: How useful are they for oil price volatility forecasting?.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2020Environmental disclosure and idiosyncratic risk in the European manufacturing sector In: Energy Economics.
[Full Text][Citation analysis]		article21
2021A closer look into the global determinants of oil price volatility In: Energy Economics.
[Full Text][Citation analysis]		article41
2017Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article99
2020Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article20
2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2021Forecasting oil price volatility using spillover effects from uncertainty indices In: Finance Research Letters.
[Full Text][Citation analysis]		article13
2023Model-free connectedness measures In: Finance Research Letters.
[Full Text][Citation analysis]		article11
2017Asset prices regime-switching and the role of inflation targeting monetary policy In: Global Finance Journal.
[Full Text][Citation analysis]		article7
2015Asset prices regime-switching and the role of inflation targeting monetary policy.(2015) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article103
2020From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article16
2019From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps.(2019) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2022Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article20
2021Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves.(2021) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2023Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article10
2022Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies In: Resources Policy.
[Full Text][Citation analysis]		article25
2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach In: Resources Policy.
[Full Text][Citation analysis]		article14
2021EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article78
2019EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness.(2019) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 78		paper
2017Energy consumption, CO2 emissions, and economic growth: An ethical dilemma In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article82
2021Credit supply conditions and business cycles: New evidence from bank lending survey data In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2013Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries In: Tourism Management.
[Full Text][Citation analysis]		article35
2024Crises and Contagion in Equity Portfolios In: Economies.
[Full Text][Citation analysis]		article0
2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions In: JRFM.
[Full Text][Citation analysis]		article384
2019Can Variations in Temperature Explain the Systemic Risk of European Firms? In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article6
2014Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article69
2022The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues.
[Full Text][Citation analysis]		article5
2021The Evolution of Monetary Policy Focal Points.(2021) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]		paper2
2012Dynamic Co-movements between Stock Market Returns and Policy Uncertainty In: MPRA Paper.
[Full Text][Citation analysis]		paper18
2014Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence In: MPRA Paper.
[Full Text][Citation analysis]		paper11
2015Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2015Forecasting Tourist Arrivals Using Origin Country Macroeconomics In: MPRA Paper.
[Full Text][Citation analysis]		paper16
2016Forecasting tourist arrivals using origin country macroeconomics.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2015Dynamic Connectedness of UK Regional Property Prices In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Can spillover effects provide forecasting gains? The case of oil price volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach In: Working Papers.
[Citation analysis]		paper25
2018The dynamic connectedness of UK regional property returns In: Urban Studies.
[Full Text][Citation analysis]		article31
2021A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification In: The Annals of Regional Science.
[Full Text][Citation analysis]		article6
2022US partisan conflict shocks and international stock market returns In: Empirical Economics.
[Full Text][Citation analysis]		article3
2022Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach In: Springer Books.
[Citation analysis]		chapter3
2022Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity In: Springer Books.
[Citation analysis]		chapter41
2023Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets In: Applied Economics.
[Full Text][Citation analysis]		article3
2024Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2014Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper174
2014Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty.(2014) In: Department of Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 174		paper
In: .
[Full Text][Citation analysis]		article0
2021The impact of Euro through time: Exchange rate dynamics under different regimes In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team