Ioannis Chatziantoniou : Citation Profile

Are you Ioannis Chatziantoniou?

Hellenic Mediterranean University

18

H index

28

i10 index

1839

Citations

RESEARCH PRODUCTION:

39

Articles

18

Papers

2

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   11 years (2012 - 2023). See details.
   Cites by year: 167
   Journals where Ioannis Chatziantoniou has often published
   Relations with other researchers
   Recent citing documents: 443.    Total self citations: 34 (1.82 %)

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   Permalink: http://citec.repec.org/pch1832
   Updated: 2024-07-05    RAS profile: 2023-09-08    
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Relations with other researchers

Works with:

Gabauer, David (26)

Stenfors, Alexis (9)

Filis, George (6)

Antonakakis, Nikolaos (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 (126)

Gabauer, David (65)

Filis, George (54)

Degiannakis, Stavros (38)

Tiwari, Aviral (37)

Umar, Zaghum (32)

Balcilar, Mehmet (27)

Bouri, Elie (26)

Stenfors, Alexis (19)

Lee, Chien-Chiang (19)

Corbet, Shaen (18)

Cites to:

Gabauer, David (106)

Antonakakis, Nikolaos (87)

Yilmaz, Kamil (81)

Diebold, Francis (76)

Filis, George (76)

Pesaran, Mohammad (74)

GUPTA, RANGAN (73)

Koop, Gary (51)

Kilian, Lutz (47)

Degiannakis, Stavros (43)

shin, yongcheol (37)

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
International Review of Financial Analysis2
Finance Research Letters2

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)

YearTitle 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.

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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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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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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.

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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.

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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.

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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.

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2023.

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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.

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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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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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2023.

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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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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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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.

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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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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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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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.

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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.

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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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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.

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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.

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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.

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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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2023The impact of economic policy uncertainty on stock prices. (2023). Ginn, William. In: Economics Letters. RePEc:eee:ecolet:v:233:y:2023:i:c:s0165176523004585.

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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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2023Corporate digital transformation and idiosyncratic risk: Based on corporate governance perspective. (2023). Yarovaya, Larisa ; Wang, Liukai ; Huang, Heshu. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s156601412300050x.

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2023Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Teplova, Tamara ; Bossman, Ahmed ; Umar, Zaghum ; Agyei, Samuel Kwaku. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547.

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2024Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050.

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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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2023A seesaw effect in the cryptocurrency market: Understanding the return cross predictability of cryptocurrencies. (2023). Yan, Shu ; Jia, yuecheng ; Liu, Yuzheng ; Wu, Yangru. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000956.

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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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2023Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wang, Yizhi ; Zhang, Jiahao ; Wei, YU ; Bai, Lan. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323002256.

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2023Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Do, Hung X ; Pham, Linh ; Le, Trung H. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002852.

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2023Climate change and fossil fuel prices: A GARCH-MIDAS analysis. (2023). Salisu, Afees ; Nmadu, Yaaba B ; Tumala, Mohammed M. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002906.

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2023Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274.

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2023Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003584.

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2023Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; Lucey, Brian. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

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2023Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets. (2023). Ding, Qian ; Guan, LI ; Wang, LU ; Zhang, Hongwei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004231.

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2023Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280.

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2023How do the designs of emission trading system affect the value of covered firms—A quasi-natural experiment based on China. (2023). Sun, Yongping ; Hao, Ruixue ; Yu, Pei. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004425.

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2023Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models. (2023). Nonejad, Nima. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004620.

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2023The predictive effect of risk aversion on oil returns under different market conditions. (2023). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x.

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2023Energy shocks and bank efficiency in emerging economies. (2023). Kim, Ja Ryong ; Ullah, Subhan ; Nasim, Asma ; Hameed, Affan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005030.

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2023Asymmetric effects of oil price shocks on income inequality in ASEAN countries. (2023). Uprasen, Utai ; Tan, Yan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005315.

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2023Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352.

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2023Do green energy markets catch cold when conventional energy markets sneeze?. (2023). Lucey, Brian ; Rao, Amar ; Lim, Weng Marc ; Kumar, Satish. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005339.

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2023Dynamic volatility connectedness in the European electricity market. (2023). Papie, Monika ; Sikorska-Pastuszka, Magdalena. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005431.

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2023Risk spillovers across geopolitical risk and global financial markets. (2023). Wen, Baoyu ; Zheng, Jinlin ; Shen, Yue ; Wang, Xiaohan ; Jiang, Yaohui. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492.

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2023Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Zhao, Yanqi ; Duan, Kun ; Huang, Yingying ; Urquhart, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777.

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2023Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications. (2023). Soo-Wah, Low ; Hoque, Mohammad Enamul ; Billah, Mabruk. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005327.

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2023Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises. (2023). Arfaoui, Nadia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005807.

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2023Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005984.

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2023Intraday and overnight tail risks and return predictability in the crude oil market: Evidence from oil-related regular news and extreme shocks. (2023). Bouri, Elie ; Wang, Cheng ; Zhang, Dingsheng ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323006199.

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2023The impact of carbon disclosure and carbon emissions intensity on firms idiosyncratic volatility. (2023). Kumarasinghe, Sriyalatha ; Kuruppuarachchi, Duminda ; Perera, Kasun ; Suleman, Muhammad Tahir. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323005510.

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2023Green bond in China: An effective hedge against global supply chain pressure?. (2023). Oprean, Camelia ; Gao, Zhuoqiong ; Kong, Fanna ; Oprean-Stan, Camelia. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006655.

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2023What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials. (2023). Zhao, Yachao ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006679.

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2023Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746.

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2024Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?. (2024). Wang, Mengxin ; Li, Yanling ; Liao, Gaoke. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006667.

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2024Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wang, Jiqian ; Ma, Feng ; Luo, Qin ; Wu, You. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

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2024Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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2024The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles. (2024). Yamaka, Woraphon ; Kaewtathip, Nuttaphong ; Maneejuk, Paravee. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007168.

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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]		article4
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]		article6
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: 6		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]		article12
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]		article266
2021Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters.
[Full Text][Citation analysis]		article66
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: 66		paper
2021Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis In: Energy Economics.
[Full Text][Citation analysis]		article16
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]		article17
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]		article7
2014Dynamic spillovers of oil price shocks and economic policy uncertainty In: Energy Economics.
[Full Text][Citation analysis]		article244
2019Futures-based forecasts: How useful are they for oil price volatility forecasting? In: Energy Economics.
[Full Text][Citation analysis]		article11
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: 11		paper
2020Environmental disclosure and idiosyncratic risk in the European manufacturing sector In: Energy Economics.
[Full Text][Citation analysis]		article18
2021A closer look into the global determinants of oil price volatility In: Energy Economics.
[Full Text][Citation analysis]		article34
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]		article96
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]		article18
2021Forecasting oil price volatility using spillover effects from uncertainty indices In: Finance Research Letters.
[Full Text][Citation analysis]		article12
2023Model-free connectedness measures In: Finance Research Letters.
[Full Text][Citation analysis]		article7
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]		article91
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]		article14
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: 14		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]		article8
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: 8		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]		article3
2022Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies In: Resources Policy.
[Full Text][Citation analysis]		article12
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]		article4
2021EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article53
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: 53		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
2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions In: JRFM.
[Full Text][Citation analysis]		article266
2019Can Variations in Temperature Explain the Systemic Risk of European Firms? In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article4
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]		article65
2022The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues.
[Full Text][Citation analysis]		article4
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: 4		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]		paper15
2016Forecasting tourist arrivals using origin country macroeconomics.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother 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]		paper18
2018The dynamic connectedness of UK regional property returns In: Urban Studies.
[Full Text][Citation analysis]		article30
2021A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification In: The Annals of Regional Science.
[Full Text][Citation analysis]		article5
2022US partisan conflict shocks and international stock market returns In: Empirical Economics.
[Full Text][Citation analysis]		article2
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]		chapter2
2022Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity In: Springer Books.
[Citation analysis]		chapter23
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]		paper164
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: 164		paper
2021The impact of Euro through time: Exchange rate dynamics under different regimes In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article3

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 27 2024. Contact: CitEc Team