Ilias Tsiakas : Citation Profile

University of Guelph

11

H index

11

i10 index

730

Citations

RESEARCH PRODUCTION:

15

Articles

8

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 36
   Journals where Ilias Tsiakas has often published
   Relations with other researchers
   Recent citing documents: 114.    Total self citations: 12 (1.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pts77
   Updated: 2025-12-20    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

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

Is cited by:

Sarno, Lucio (25)

Wang, Yudong (17)

Zhang, Yaojie (16)

Beckmann, Joscha (13)

Sakemoto, Ryuta (12)

Valente, Giorgio (10)

Wagner, Christian (9)

Schneider, Paul (8)

Sojli, Elvira (8)

MacDonald, Ronald (7)

Korobilis, Dimitris (7)

Cites to:

Sarno, Lucio (34)

Campbell, John (16)

West, Kenneth (14)

Rossi, Barbara (10)

Rogoff, Kenneth (9)

Shiller, Robert (9)

Verdelhan, Adrien (8)

Hodrick, Robert (8)

Della Corte, Pasquale (8)

Bekaert, Geert (8)

French, Kenneth (7)

Main data

Where Ilias Tsiakas has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of Financial Econometrics2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis5
CEPR Discussion Papers / C.E.P.R. Discussion Papers2

Recent works citing Ilias Tsiakas (2025 and 2024)

YearTitle of citing document
2024The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies. (2024). Nag, Suryadeepto ; Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Sankar, Namasi G. In: Papers. RePEc:arx:papers:2401.16455.

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2024A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962.

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2024Model-based and empirical analyses of stochastic fluctuations in economy and finance. (2024). Zadourian, Rubina. In: Papers. RePEc:arx:papers:2408.16010.

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2025Can optimal diversification beat the naive 1/N strategy in a highly correlated market? Empirical evidence from cryptocurrencies. (2025). Chen, Heming. In: Papers. RePEc:arx:papers:2501.12841.

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2024Is it just for shareholders or for all stakeholders? Evidence based on carbon emissions and cash dividends from China. (2024). Li, Mingsheng ; Wang, Yizhen ; Liu, Desheng. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:4:p:4069-4094.

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2024Environmental pressure and board gender diversity: Evidence from the European Union Emission Trading System. (2024). Torsin, Wouter ; Dutordoir, Marie ; Struyfs, Kristof ; Schoubben, Frederiek. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:3911-3935.

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2024Predictive model averaging with parameter instability and heteroskedasticity. (2024). Yin, Anwen. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:418-442.

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2024Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures. (2024). Daumas, Louis. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:3:p:601-716.

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2024Asymmetric expectations of monetary policy. (2024). Busetto, Filippo. In: Bank of England working papers. RePEc:boe:boeewp:1058.

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2024Geopolitical Risk and Cross-Border Portfolio Flows: Effects and Channels. (2024). Caporale, Guglielmo Maria ; Menla-Ali, Faek. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11337.

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2024The role of comovement and time-varying dynamics in forecasting commodity prices. (2024). Venditti, Fabrizio ; Allayioti, Anastasia. In: Working Paper Series. RePEc:ecb:ecbwps:20242901.

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2025Carbon emission trading scheme and carbon performance: The role of carbon management system. (2025). Zhang, Yueheng ; Tsang, Albert ; Luo, LE ; Jiang, Yan. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924002725.

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2024Belated stock returns for green innovation under carbon emissions trading market. (2024). Chen, Zhongfei ; Zhang, Xin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000208.

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2024Does Chinas emission trading scheme affect corporate financial performance: Evidence from a quasi-natural experiment. (2024). Dong, Yizhe ; Liu, Yaorong ; Wang, Tianju ; Ma, Diandian ; Chu, Baoju. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000142.

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2024Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591.

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2024Does carbon risk travel along the supply chain? Evidence from corporate default risk. (2024). Zhang, Sirui ; Chen, Sian ; Guo, Chenhao. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000855.

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2024Expectations, sentiments and capital flows to emerging market economies. (2024). Boonman, Tjeerd ; Beckmann, Joscha ; Schreiber, Sven. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000670.

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2025The role of macro-finance factors in predicting stock market volatility: A latent threshold dynamic model. (2025). Zamenjani, Azam Shamsi ; Maheu, John M. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000428.

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2024The role of green energy stock market in forecasting Chinas crude oil market: An application of IIS approach and sparse regression models. (2024). Sharif, Arshian ; Lee, Chien-Chiang ; Muhammadullah, Sara ; Khan, Faridoon. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007673.

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2024Faking for fortune: Emissions trading schemes and corporate greenwashing in China. (2024). Tan, Ruipeng ; Cai, Qijun ; Pan, Lulu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000276.

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2024Does carbon emission trading policy induce financialization of non-financial firms? Evidence from China. (2024). Zhang, Xiaoliang ; Zheng, Xiaojia. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000240.

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2024Credit default swaps and corporate carbon emissions in Japan. (2024). Okimoto, Tatsuyoshi ; Takaoka, Sumiko. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002123.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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2024The carbon premium: Correlation or causality? Evidence from S&P 500 companies. (2024). Nag, Suryadeepto ; Chakrabarty, Siddhartha P ; Basu, Sankarshan ; Sankar, Namasi G. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003438.

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2024Greening the future: How mergers and acquisitions in China tackle carbon challenges. (2024). Suardi, Sandy ; Han, Yikai ; Ding, Mingfa ; Cui, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400433x.

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2024Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?. (2024). Du, Huancheng ; Meng, Yuhao ; Tian, Guangning ; Peng, Yuchao. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005759.

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2025The impact of pilot carbon market on firms performance in China. (2025). Liu, Pengfei ; Mei, Yingdan ; Luan, Limin. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008739.

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2025Pricing climate transition risk: Evidence from European corporate CDS. (2025). Costola, Michele ; Vozian, Katia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000714.

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2025Emissions trading schemes effect on enterprises sustainable development in China: A differential game and a quasi-natural experiment. (2025). Zhou, Xiaoxiao ; Zhao, Yongan ; Chen, Dengsheng. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003780.

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2025Investment, Tobin’s q, and the stochastic price of fossil fuel. (2025). Zhao, Pengxiang ; Yang, Jinqiang ; Peng, Juan. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325003779.

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2024Verified carbon emissions and stock returns in the EU Emissions Trading System. (2024). Galanti, Sébastien ; Benchora, Inessa. In: Energy Policy. RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524002842.

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2024Can carbon market efficiency promote green technology innovation for Chinese companies?. (2024). Meng, Bo ; Ye, Bin ; Cheng, Wenyin ; An, Yunbi ; Sun, Mili ; Wang, Dan. In: Energy. RePEc:eee:energy:v:309:y:2024:i:c:s0360544224029323.

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2025The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty. (2025). Selmi, Refk ; Tabash, Mosab I ; Sheikh, Umaid A ; Saleh, Mamdouh Abdulaziz ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004119.

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2024Political risks, excess and carry trade returns in global markets. (2024). Blenman, Lloyd P ; Kesse, Kwabena. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004222.

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2024Firm-level carbon risk awareness and Green transformation: A research on the motivation and consequences from government regulation and regional development perspective. (2024). Zhang, Zenglian ; Deng, Wenyueyang ; Guo, Borui. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005422.

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2024A universal exponent governing foreign exchange rate risks. (2024). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003545.

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2024Ecological risk management: Effects of carbon risk on firm innovation investment. (2024). Yang, Tianle ; Goodell, John W ; Li, Fangmin ; Du, Anna Min. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004460.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024Firm-level climate risk and accounting conservatism: International evidence. (2024). Zhou, Yifan ; Yeboah, Richard ; Atawnah, Nader ; Ferdous, Lutfa Tilat. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004435.

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2024Driving green: Financial benefits of carbon emission reduction in companies. (2024). Tveters, Ragnar ; Misund, Brd ; Ibishova, Banovsha. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006896.

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2025Climate change risk and bond risk premium. (2025). Guo, Yangli ; Peng, Pei ; Wang, Hui ; Huang, Dengshi. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008172.

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2025Conditional currency momentum portfolios. (2025). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: International Review of Financial Analysis. RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000511.

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2024Unmasking the carbon conundrum: How emissions impact stock price crash risk. (2024). Tran, Vuong Thao ; Bach, Dinh Hoang ; Nguyen, Dat Thanh ; Tee, Chwee-Ming. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004732.

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2024Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x.

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2024The impact of carbon emission trading on the financing constraints of high-emission enterprises: Evidence from China. (2024). Zhang, Wen ; He, Chaohua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009577.

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2025Correlation among climate risk, climate policy uncertainty, and carbon-intensive stock markets in China. (2025). Wang, Xiuya ; Xing, Xiaoyun ; Zhou, YE ; Liu, Yike ; Zhu, Yuxuan. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325000820.

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2025Stochastic ESG scores and nonpecuniary ESG preferences: An extension to CAPM. (2025). Sakemoto, Ryuta ; Nakagawa, Kei ; Morita, Keisuke. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004428.

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2024Greenhouse gas emissions and the stability of equity markets. (2024). Wu, Zhenyu ; Jacoby, Gady ; Aharon, David Y ; Baig, Ahmed S. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000180.

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2024Forecasting exchange rate volatility: An amalgamation approach. (2024). Souropanis, Ioannis ; Alexandridis, Antonios K ; Panopoulou, Ekaterini. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001331.

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2024Carbon emission trading scheme, investors’ attention, and earnings response coefficients. (2024). Yao, Daifei ; Wang, Liang ; Zhang, Siyu ; Hu, Jun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001513.

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2024Forecasting crude oil market volatility: A comprehensive look at uncertainty variables. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1022-1041.

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2024Information spillover and cross-predictability of currency returns: An analysis via Machine Learning. (2024). Yan, Shu ; Wu, Yangru ; Liu, Yuzheng ; Jia, Yuecheng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002279.

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2024Firm carbon risk exposure, stock returns, and dividend payment. (2024). Nguyen, Duc Khuong ; Boubaker, Sabri ; Choudhury, Tonmoy ; Hasan, Fakhrul. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:221:y:2024:i:c:p:248-276.

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2024Concealed carry. (2024). Andrews, Spencer ; Colacito, Riccardo ; Croce, Mariano M ; Gavazzoni, Federico. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24000977.

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2024Importance of transaction costs for asset allocation in foreign exchange markets. (2024). Taylor, Mark ; Maurer, Thomas A ; Pezzo, Luca ; Filippou, Ilias. In: Journal of Financial Economics. RePEc:eee:jfinec:v:159:y:2024:i:c:s0304405x24001090.

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2024The transmission of U.S. monetary policy to small open economies. (2024). de Simone, Francisco Nadal. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000251.

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2024Cross-momentum strategies in the equity futures and currency markets. (2024). Sakemoto, Ryuta ; Iwanaga, Yasuhiro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001578.

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2025Geopolitical risk and U.S. foreign portfolio investment: A tale of advanced and emerging markets. (2025). Choi, Sangyup ; Havel, Jiri. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002407.

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2025Forecasting corporate bond returns amid climate change risk: A dynamic forecast combination approach. (2025). Guo, Yangli ; Luo, Qin ; Ma, Feng ; Zhong, Juandan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000592.

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2024Forecasting the price of oil: A cautionary note. (2024). Eyiah-Donkor, Emmanuel ; Conlon, Thomas ; cotter, john. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000685.

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2025Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization. (2025). Lai, Yu-Sheng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000236.

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2024A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization. (2024). Liu, Yong-Jun ; Zhang, Wei-Guo ; Yang, Guo-Sen. In: Omega. RePEc:eee:jomega:v:126:y:2024:i:c:s0305048324000185.

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2024How does carbon emission trading scheme affect enterprise market value? A roadmap towards natural resources sustainability. (2024). Chen, Zhenling ; Zhang, Yuwen ; Niu, Xiaoyan ; Lyu, Ning ; Li, Baoqi. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012539.

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2025Stock market returns and climate risk in the U.S.. (2025). Spagnolo, Nicola ; Chen, Yiyang ; Mamon, Rogemar. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:77:y:2025:i:c:s1042444x24000525.

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2024An extension analysis of Amihuds illiquidity premium: Evidence from the Taiwan stock market. (2024). Yang, Chung-Jen ; Sheu, Her-Jiun ; Lien, Donald ; Lee, Hsiu-Chuan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400235x.

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2025Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers. (2025). Yuan, Xianghui ; Zhao, Chencheng ; Long, Jun ; Li, Xiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003378.

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2025Does benchmark-driven investment amplify the impact of the global financial cycle on emerging markets?. (2025). Feng, Yun ; Chen, Yang ; Zhang, Zhipeng ; Liu, Qing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x2400341x.

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2024Do creditors price climate transition risks? A natural experiment based on Chinas carbon emission trading scheme. (2024). Ren, Yi-Shuai ; Liu, Pei-Zhi ; Hassan, Majdi ; Derouiche, Imen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:138-155.

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2024Globalisation and governance: Thresholds for the impacts of the main determinants of capital inflows?. (2024). Taşdemir, Fatma ; Tademir, Fatma ; Ozmen, Erdal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:168-176.

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2024Carbon risk and investment efficiency: A merger and acquisition perspective. (2024). Su, Xiao ; Lu, Lingchen ; Liu, Kun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004866.

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2024Time-varying effects of macro shocks on cross-border capital flows in Chinas bond market. (2024). Dong, Xiao ; Yu, Mingzhe. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007123.

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2024ESG performance and corporate external financing in China: The role of rating disagreement. (2024). Zhang, Dayong ; Bian, Yuan ; Ji, Qiang ; Guo, Kun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s027553192400028x.

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2024Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813.

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2024Return spillover across the carbon market and financial markets: A quantile-based approach. (2024). Wang, Kangsheng ; Wen, Fenghua ; Zeng, Aiqing. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000916.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2025Climate policy and corporate green transformation: Empirical evidence from carbon emission trading. (2025). Liu, Liqun ; Jimnez-Zarco, Ana Isabel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004689.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2025Climate transition risk and industry returns: The impact of green innovation and carbon market uncertainty. (2025). Yang, Cunyi ; Ni, Jiajun ; Zhou, QI. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:214:y:2025:i:c:s0040162525000873.

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2025Carbon pricing and stock performance: are carbon prices already more influential than energy prices?. (2025). Kim, Jeong Won ; Fouquet, Roger ; Broadstock, David C. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128928.

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2024Has the EU Emissions Trading System Worked Properly?. (2024). Chang, Chia-Lin ; Ilomaki, Jukka ; Laurila, Hannu. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:15:p:3651-:d:1442151.

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2024A Study on the Impact of Pilot Carbon Emission Trading Policies on Corporate Performance. (2024). Shi, Zhilei ; Yan, Guihuan. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:5:p:2214-:d:1352464.

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2024Environmental Policy Overlays and Urban Pollution and Carbon Reduction—Evidence from China. (2024). Bu, Yanjun ; Wan, Kai. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:8:p:3272-:d:1375477.

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2025Green Washing, Green Bond Issuance, and the Pricing of Carbon Risk: Evidence from A-Share Listed Companies. (2025). Zhu, Zhenyu ; Tian, Yixiang ; Zhao, Xiaoying ; Huang, Huiling. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:11:p:4788-:d:1662380.

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2025Can the Implementation of Carbon Emissions Trading Schemes Improve Prefecture-Level Agricultural Green Total Factor Productivity?. (2025). Zhang, YI ; Xu, You ; Zhao, Zhe. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:13:p:5940-:d:1689354.

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2025Evaluating the Intervention Effect of China’s Emissions Trading Policy: Evidence from Analyzing High-Frequency Dynamic Trading Data via Double Machine Learning. (2025). Xu, Peng ; Cao, Yukun ; Li, Jingye. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:18:p:8361-:d:1752017.

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2025The Impact of Carbon Risk on Value Creation of High-Carbon-Emission Enterprises: Evidence from China. (2025). Tang, Wenyi ; Li, Guomin. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:20:p:9107-:d:1771171.

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2024Optimal Currency Portfolio with Implied Return Distribution in the Mean-Variance Approach. (2024). Hibiki, Yuta ; Kiriu, Takuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09414-x.

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2024Forecasting Trading-Session Return Volatility in Taiwan Futures Market: A Periodic Regime Switching with Jump Approach. (2024). Chang, Yu-Ching ; Lai, Yi-Hao ; Wang, Yi-Chiuan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:2:d:10.1007_s10690-023-09415-w.

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2024The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality. (2024). Pullaykkodi, Sreekha ; Acharya, Rajesh H. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09424-9.

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2024Systematic Research on Multi-dimensional and Multiple Correlation Contagion Networks of Extreme Risk in China’s Banking Industry. (2024). Song, Yuping ; Wang, Zhouwei ; Zhao, Qicheng. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10474-4.

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2024Regional carbon efficiency and corporate risk-taking. (2024). Wang, Xiaoxiang ; Chen, Xiaohui. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09695-w.

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2024CAPITAL FLOWS AND INSTITUTIONAL QUALITY: A SYSTEMATIC LITERATURE REVIEW. (2024). Odhiambo, Nicholas ; Braiton, Nombulelo. In: Oradea Journal of Business and Economics. RePEc:ora:jrojbe:v:9:y:2024:i:1:p:113-123.

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2025ESG as risk factor. (2025). Dobrick, Juris ; Zwergel, Bernhard ; Klein, Christian. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:1:d:10.1057_s41260-024-00382-z.

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2024Fundamental determinants of exchange rate expectations. (2024). Czudaj, Robert ; Beckmann, Joscha. In: MPRA Paper. RePEc:pra:mprapa:120648.

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2024Inspecting a seasonal ARIMA model with a random period. (2024). Rabehi, Nadia ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120758.

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2024Climate Risks and Prediction of Sectoral REITs Volatility: International Evidence. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202434.

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2025Carbon emissions and sustainability in Covid-19’s waves: evidence from a two-state dynamic Markov-switching regression (MSR) model. (2025). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Yfanti, Stavroula. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05184-x.

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2025Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. (2025). Pfarrhofer, Michael ; Kastner, Gregor ; Huber, Florian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-023-02437-3.

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2024Emission trading in a high dimensional context: to what extent are carbon markets integrated with the broader system?. (2024). Quatrosi, Marco. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:41:y:2024:i:3:d:10.1007_s40888-024-00341-2.

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2024A comparison of cryptocurrency volatility-benchmarking new and mature asset classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00646-y.

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2024Dynamics of Capital Flows and Global Factors: Case of Emerging Economies. (2024). Dua, Pami ; Verma, Neha. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:4:d:10.1007_s40953-024-00409-7.

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

Works by Ilias Tsiakas:

YearTitleTypeCited
2010THE ECONOMIC GAINS OF TRADING STOCKS AROUND HOLIDAYS In: Journal of Financial Research.
[Full Text][Citation analysis]		article6
2007An Economic Evaluation of Empirical Exchange Rate Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper171
2009An Economic Evaluation of Empirical Exchange Rate Models.(2009) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 171		article
2010Spot and Forward Volatility in Foreign Exchange In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper40
2011Spot and forward volatility in foreign exchange.(2011) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
2004Analysis of the predictive ability of information accumulated over nights, weekends and holidays In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper1
2020Equity premium prediction and the state of the economy In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article13
2021Volatility cascades in cryptocurrency trading In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article11
2017Equity premium prediction: The role of economic and statistical constraints In: Journal of Financial Markets.
[Full Text][Citation analysis]		article54
2016Equity Premium Prediction: The Role of Economic and Statistical Constraints.(2016) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 54		paper
2021Economic fundamentals and the long-run correlation between exchange rates and commodities In: Global Finance Journal.
[Full Text][Citation analysis]		article1
2008Overnight information and stochastic volatility: A study of European and US stock exchanges In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article44
2014Foreign exchange risk and the predictability of carry trade returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article52
2014Foreign Exchange Risk and the Predictability of Carry Trade Returns.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 52		paper
2015Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article179
2015Carbon Emissions and Stock Returns: Evidence from the EU Emissions Trading Scheme.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 179		paper
2016What drives international portfolio flows? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article73
2015What Drives International Portfolio Flows?.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 73		paper
2023On the Direction of Causality between Business and Financial Cycles In: JRFM.
[Full Text][Citation analysis]		article2
2015Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk? In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article56
2014Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2006Periodic Stochastic Volatility and Fat Tails In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article27
2024Carbon emissions and firm profitability In: Journal of Sustainable Finance & Investment.
[Full Text][Citation analysis]		article0

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