Ioannis Chatziantoniou : Citation Profile

Are you Ioannis Chatziantoniou?

Hellenic Mediterranean University

15

H index

22

i10 index

1456

Citations

RESEARCH PRODUCTION:

39

Articles

18

Papers

2

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 132
   Journals where Ioannis Chatziantoniou has often published
   Relations with other researchers
   Recent citing documents: 430.    Total self citations: 32 (2.15 %)

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   Permalink: http://citec.repec.org/pch1832
   Updated: 2023-11-04    RAS profile: 2023-09-08    
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Relations with other researchers

Works with:

Gabauer, David (17)

Antonakakis, Nikolaos (7)

Filis, George (6)

Stenfors, Alexis (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 (120)

Filis, George (54)

Gabauer, David (39)

Degiannakis, Stavros (38)

Tiwari, Aviral (29)

Balcilar, Mehmet (27)

Bouri, Elie (26)

Wohar, Mark (17)

Zhang, Dayong (15)

Mokni, Khaled (14)

Albulescu, Claudiu (14)

Cites to:

Gabauer, David (90)

Antonakakis, Nikolaos (84)

Filis, George (76)

Yilmaz, Kamil (75)

Pesaran, Mohammad (70)

Diebold, Francis (70)

GUPTA, RANGAN (67)

Kilian, Lutz (47)

Koop, Gary (47)

Degiannakis, Stavros (43)

shin, yongcheol (34)

Main data

Where Ioannis Chatziantoniou has published?

Journals with more than one article published# docs
Energy Economics7
Journal of International Financial Markets, Institutions and Money3
Resources Policy2
Economics Letters2
Applied Economics2
Finance Research Letters2
International Review of Financial Analysis2

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 (2023 and 2022)

YearTitle of citing document
2022Anomalies and Recoveries in Agricultural Trade. (2022). Batarseh, Feras A ; Gopinath, Munisamy ; Khadka, Savin. In: Commissioned Papers. RePEc:ags:iatrcp:329520.

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2022TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict. (2022). Ari, Yakup. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:3:p:590-607.

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

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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.

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2022How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2106.04421.

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2022Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148.

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2022Macroeconomic performance of oil price shocks in Russia. (2022). Tiron, Kristina ; Zeynalov, Ayaz. In: Papers. RePEc:arx:papers:2211.04954.

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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.

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2022Executive compensation and sustainable business practices: The moderating role of sustainability?based compensation. (2022). Grey, Colette ; Flynn, Antoinette ; Adu, Douglas A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:698-736.

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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.

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2022Contributing to carbon peak: Estimating the causal impact of eco?industrial parks on low?carbon development in China. (2022). Wang, Han ; Wu, Jianxian ; Nie, Xin ; Li, Lihua ; Huang, Chengdao. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:26:y:2022:i:4:p:1578-1593.

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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.

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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.

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2023Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436.

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2022Measuring US regional economic uncertainty. (2022). Reade, J ; Wang, Shixuan ; Pan, Weifong. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:4:p:1149-1178.

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2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2022The Determinants of Crude Oil Prices: Evidence from ARDL and Nonlinear ARDL Approaches. (2022). Rault, Christophe ; Jeguirim, Khaled ; Nouira, Ridha ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10050.

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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.

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2022Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows. (2022). Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9872.

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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.

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2022International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil. (2022). Bhattacharjee, Kaushik ; Obi, Pat ; Sayyad, Munawar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00915.

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2022Carbon Dioxide Emissions from Electricity Power Generation and Economic Growth in South Africa. (2022). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-31.

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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.

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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.

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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.

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2022‘Modelling’ UK tourism demand using fashion retail sales. (2022). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000792.

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2022Return and volatility connectedness of the non-fungible tokens segments. (2022). Vo, Xuan Vinh ; Zaremba, Adam ; Alwahedi, Wafa ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000405.

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2022Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454.

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2022How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525.

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2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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2022Economic policy uncertainty and stock price crash risk of commercial banks: Evidence from China. (2022). Lian, Yonghui ; Zhang, Lin ; Yuan, Mengyi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:587-605.

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2022Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663.

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2022A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:182-203.

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2022Uncertainty shocks and business cycles in the US: New insights from the last three decades. (2022). Houari, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000086.

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2022Effects of economic policy uncertainty: A regime switching connectedness approach. (2022). Yu, Xiaojian ; Zhang, Jiewen ; Lien, Donald. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001250.

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2022Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector. (2022). Yu, Yihua ; Cui, Jian ; Song, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002735.

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2022Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042.

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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.

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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.

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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.

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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.

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2022Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x.

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2022The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262.

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2022COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x.

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2022The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis Alberiko ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857.

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2022Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China. (2022). Peng, Yongxin ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000936.

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2022Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. (2022). Koutsokostas, Drosos ; Dokas, Ioannis ; Papathanasiou, Spyros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001097.

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2022Modelling international sovereign risk information spillovers: A multilayer network approach. (2022). Huang, Wei-Qiang ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001322.

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2022Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model. (2022). Niu, Rong ; Guo, Fei ; Tian, Maoxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001528.

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2022Dynamic connectedness of China’s green bonds and asset classes. (2022). Zhang, Guofu ; Qi, Xiaohong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001772.

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2022Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis. (2022). Mao, Weifang ; Zhang, Zhongqingyang ; Zhu, Huiming ; Qiao, Xingzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001784.

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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.

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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.

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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.

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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.

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2023Oil price uncertainty and carbon management system quality. (2023). Elsayih, Jibriel ; Bugshan, Abdullah. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000356.

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2022Estimation and inference in heterogeneous spatial panels with a multifactor error structure. (2022). Zheng, Chaowen ; Shin, Yongcheol ; Chen, Jia. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:55-79.

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2022Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems. (2022). Maghyereh, Aktham ; Al-Shboul, Mohammad ; Abdoh, Hussein. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522001005.

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2023Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

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2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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2023Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385.

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2023Forecasting tail risk measures for financial time series: An extreme value approach with covariates. (2023). Prokhorov, Artem ; Yin, Jessica Wai ; Leung, Henry ; James, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:29-50.

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2022High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system. (2022). Hussain, Nazim ; Ji, Qiang ; Fan, Ying ; Liu, Bing-Yue. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005946.

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2022Foreign aid and energy poverty: Sub-national evidence from Senegal. (2022). Churchill, Sefa Awaworyi ; Munyanyi, Musharavati Ephraim. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000809.

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2022Dynamic dependence between main-byproduct metals and the role of clean energy market. (2022). Zhang, Hongwei ; Lei, Xiaojie ; Wang, Chang ; Song, Huiling. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000858.

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2022The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638.

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2022Connectedness of energy markets around the world during the COVID-19 pandemic. (2022). Uddin, Gazi Salah ; Molnar, Peter ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322000810.

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2022Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?. (2022). Li, Xiafei ; Guo, Qiang ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001244.

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2022A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies. (2022). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001281.

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2022The role of energy consumption in global carbon intensity change: A meta-frontier-based production-theoretical decomposition analysis. (2022). Zhou, Dequn ; Chiu, Ching-Ren ; Wang, Qunwei ; Hang, YE ; Liu, Xiao. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s014098832200144x.

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2022Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Zhang, Feipeng ; Li, Rong ; Yuan, DI. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001487.

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2022Do geopolitical events transmit opportunity or threat to green markets? Decomposed measures of geopolitical risks. (2022). Sohag, Kazi ; Mariev, Oleg ; Hammoudeh, Shawkat ; Elsayed, Ahmed H ; Safonova, Yulia. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002341.

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2022Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management. (2022). Do, Hung Xuan ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002651.

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2022How does ownership structure affect corporate environmental responsibility? Evidence from the manufacturing sector in China. (2022). Lv, Xin ; Xin Lv, ; Dong, Xinyang. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002717.

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2022Corporate environmental information disclosure and stock price crash risk: Evidence from Chinese listed heavily polluting companies. (2022). Zhang, Yongji ; Wang, KE ; Su, Zhi. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002754.

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2022How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279.

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2022How does the green credit policy affect the technological innovation of enterprises? Evidence from China. (2022). Hao, YU ; He, Yinan ; Wu, Zihao ; Zhang, Shengling. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003802.

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2022In search of time-varying jumps during the turmoil periods: Evidence from crude oil futures markets. (2022). Bhattacharyya, Asit ; Das, Debojyoti ; Soytas, Ugur ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s014098832200411x.

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2022Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach. (2022). Zhu, Zhitao ; Wang, Chuwen ; Chen, Yufeng. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004224.

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2022Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries. (2022). Lucey, Brian M ; Naeem, Muhammad Abubakr ; Karim, Sitara ; Benlagha, Noureddine ; Vigne, Samuel A. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004777.

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2022The dynamic impact among oil dependence volatility, the quality of political institutions, and government spending. (2022). Zhu, Xiaoxian ; Pazouki, Azadeh. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005126.

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2022An oil futures volatility forecast perspective on the selection of high-frequency jump tests. (2022). Ma, Feng ; Lu, Xinjie ; Liao, Yin. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s014098832200487x.

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2022Do biofuel production and financial speculation in agricultural commodities influence African food prices? New evidence from a TVP-VAR extended joint connectedness approach. (2022). Tanaka, Tetsuji ; Guo, Jin. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005515.

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2023Which is leading: Renewable or brown energy assets?. (2023). bouoiyour, jamal ; Bouri, Elie ; Gauthier, Marie. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322004686.

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2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023An integrated model for crude oil forecasting: Causality assessment and technical efficiency. (2023). Wang, Xuelian ; Liao, Stephen Shaoyi ; Wu, Peng ; Cheng, Xian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005965.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247.

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2023Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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2023Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403.

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2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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2023Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683.

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2023Does the substitution effect lead to feedback effect linkage between ethanol, crude oil, and soft agricultural commodities?. (2023). Rao, Sandeep ; Singh, Vipul Kumar ; Kumar, Pawan. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000725.

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2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies. (2023). Tzeremes, Panayiotis ; Brahim, Mariem ; Dogan, Eyup ; Sharif, Arshian. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000920.

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2023Economic policy uncertainty, jump dynamics, and oil price volatility. (2023). Qi, YU ; Pan, NA ; Li, Xin ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001330.

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2023Structural sources of oil market volatility and correlation dynamics. (2023). Stewart, Shamar ; Liu, Xiaochun ; Harrison, Andre. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001561.

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2023Sustainability and stability: Will ESG investment reduce the return and volatility spillover effects across the Chinese financial market?. (2023). Luo, Liangqing ; Ping, Weiying ; Guo, Tongji ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s014098832300172x.

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2023Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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2022Research on influencing factors of renewable energy, energy efficiency, on technological innovation. Does trade, investment and human capital development matter?. (2022). Kolani, Kibir ; Ugwuoke, Ifeanyi Celestine ; Okolo, Chukwuemeka Valentine ; Wen, Jun. In: Energy Policy. RePEc:eee:enepol:v:160:y:2022:i:c:s0301421521005838.

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

Ioannis Chatziantoniou has edited the books:

YearTitleTypeCited

Works by Ioannis Chatziantoniou:

YearTitleTypeCited
2021Oil price volatility is effective in predicting food price volatility. Or is it? In: The Energy Journal.
[Full Text][Citation analysis]		article3
2016Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? In: Manchester School.
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2022Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article3
2020Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market.(2020) In: Working Papers in Economics & Finance.
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2020Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency In: The British Accounting Review.
[Full Text][Citation analysis]		article9
2013Stock market response to monetary and fiscal policy shocks: Multi-country evidence In: Economic Modelling.
[Full Text][Citation analysis]		article40
2013Dynamic co-movements of stock market returns, implied volatility and policy uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article250
2021Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters.
[Full Text][Citation analysis]		article31
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 another version. Agregated cites: 31		paper
2021Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis In: Energy Economics.
[Full Text][Citation analysis]		article14
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]		article4
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]		article0
2014Dynamic spillovers of oil price shocks and economic policy uncertainty In: Energy Economics.
[Full Text][Citation analysis]		article221
2019Futures-based forecasts: How useful are they for oil price volatility forecasting? In: Energy Economics.
[Full Text][Citation analysis]		article10
2019Futures-based forecasts: How useful are they for oil price volatility forecasting?.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 10		paper
2020Environmental disclosure and idiosyncratic risk in the European manufacturing sector In: Energy Economics.
[Full Text][Citation analysis]		article12
2021A closer look into the global determinants of oil price volatility In: Energy Economics.
[Full Text][Citation analysis]		article21
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]		article82
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]		article14
2021Forecasting oil price volatility using spillover effects from uncertainty indices In: Finance Research Letters.
[Full Text][Citation analysis]		article9
2023Model-free connectedness measures In: Finance Research Letters.
[Full Text][Citation analysis]		article1
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]
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2019Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article76
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]		article12
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 another version. Agregated cites: 12		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]		article4
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]
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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]		article0
2022Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies In: Resources Policy.
[Full Text][Citation analysis]		article5
2023Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach In: Resources Policy.
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2021EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article33
2019EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness.(2019) In: Working Papers in Economics & Finance.
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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]		article0
2013Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries In: Tourism Management.
[Full Text][Citation analysis]		article34
2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions In: JRFM.
[Full Text][Citation analysis]		article164
2019Can Variations in Temperature Explain the Systemic Risk of European Firms? In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article3
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]		article55
2022The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues.
[Full Text][Citation analysis]		article2
2021The Evolution of Monetary Policy Focal Points.(2021) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		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]		paper10
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]		paper15
2016Forecasting tourist arrivals using origin country macroeconomics.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15		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]		paper9
2018The dynamic connectedness of UK regional property returns In: Urban Studies.
[Full Text][Citation analysis]		article26
2021A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification In: The Annals of Regional Science.
[Full Text][Citation analysis]		article2
2022US partisan conflict shocks and international stock market returns In: Empirical Economics.
[Full Text][Citation analysis]		article1
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]		chapter1
2022Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity In: Springer Books.
[Citation analysis]		chapter9
2023Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets In: Applied Economics.
[Full Text][Citation analysis]		article0
2014Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper144
2014Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty.(2014) In: Department of Economics Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 144		paper
2021The impact of Euro through time: Exchange rate dynamics under different regimes In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0

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