Ilias Tsiakas : Citation Profile

University of Guelph

11

H index

11

i10 index

782

Citations

RESEARCH PRODUCTION:

17

Articles

8

Papers

RESEARCH ACTIVITY:

   22 years (2004 - 2026). See details.
   Cites by year: 35
   Journals where Ilias Tsiakas has often published
   Relations with other researchers
   Recent citing documents: 105.    Total self citations: 12 (1.51 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pts77
   Updated: 2026-07-18    RAS profile: 2026-07-02    
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Relations with other researchers

Works with:

Maynard, Alex (2)

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 (14)

Sakemoto, Ryuta (13)

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)

CHIB, SIDDHARTHA (8)

Della Corte, Pasquale (8)

Bekaert, Geert (8)

Verdelhan, Adrien (8)

Hodrick, Robert (8)

Main data

Where Ilias Tsiakas has published?

Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of Empirical Finance2
Journal of Financial Markets2
Journal of Financial Econometrics2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis5
CEPR Discussion Papers / Centre for Economic Policy Research2

Recent works citing Ilias Tsiakas (2026 and 2025)

YearTitle of citing document
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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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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2025A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage. (2025). Song, Yong ; Maneesoonthorn, Worapree ; Fan, Zheng. In: Papers. RePEc:arx:papers:2507.14408.

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2026The Effects of Innovation on Foreign Portfolio Investment: The Role of Institutions and Risk-Taking. (2026). Kikuchi, Tomoo ; Wu, Yimin. In: Papers. RePEc:arx:papers:2605.17896.

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2025Green Policies, Greener Wallets: How Cap‐and‐Trade Regulation Affects Cost of Capital. (2025). Hu, Zilin ; Wu, Qingyang. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:3:p:2882-2896.

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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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2026Heterogeneous Views and Currency Swing Prediction: Evidence from Trade Repository Data. (2026). Sasaki, Takatoshi ; Miyakawa, Daisuke ; Maehashi, Kohei. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp26e10.

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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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2026The double-edged sword of corporate net zero commitment on the carbon risk premium. (2026). Shing, Wilson Tsz ; Deng, Keith Jin. In: Journal of Corporate Finance. RePEc:eee:corfin:v:97:y:2026:i:c:s0929119925001889.

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2026Seasonal ARIMA models with a random period. (2026). Dimitrakopoulos, Stefanos ; Rabehi, Nadia ; Aknouche, Abdelhakim. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:217:y:2026:i:c:s0167947325001963.

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2026Carry trades and risk factors heterogeneity: Three asymmetries. (2026). Wu, Yimin ; Sun, Yike. In: Economics Letters. RePEc:eee:ecolet:v:259:y:2026:i:c:s0165176525006159.

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2025Unveiling the drivers of portfolio equity and bond investment in the European Union: The interplay of tax havens and gravity factors. (2025). Tamarit, Cecilio ; Camarero, Mariam ; Muoz, Alejandro. In: European Economic Review. RePEc:eee:eecrev:v:179:y:2025:i:c:s0014292125001801.

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2025The effects of decarbonization on corporate cash holdings. (2025). Wu, Zhenshu ; Shih, Yi-Cheng ; Wang, Yao ; Zhong, Rui. In: Emerging Markets Review. RePEc:eee:ememar:v:69:y:2025:i:c:s1566014125001050.

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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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2025Foreign currency forecasting in emerging markets: What can stock and bond markets tell us?. (2025). Phylaktis, Kate ; Yamani, Ehab. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000635.

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2025Predicting risk premiums: A constraint-based model. (2025). Qu, Yong ; Yuan, Ying ; Wang, Tianyang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:83:y:2025:i:c:s0927539825000696.

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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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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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2025The role of carbon risk in foreign direct investment: Evidence from China. (2025). Liu, Pengfei ; Gao, Jiaxuan ; Xie, Hongjun. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005420.

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2025Transition risk beyond carbon intensity. (2025). Evdokimova, Tatiana ; Millischer, Laurent. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007406.

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2026Intertemporal hedging and the carbon beta premium: Insights from Chinese corporate bonds. (2026). Lee, Chien-Chiang ; Wan, Wei ; Liu, Hao. In: Energy Economics. RePEc:eee:eneeco:v:153:y:2026:i:c:s0140988325009260.

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2025Carbon pricing and stock performance: Are carbon prices already more influential than energy prices?. (2025). Fouquet, Roger ; Kim, Jeongwon ; Broadstock, David C. In: Energy Policy. RePEc:eee:enepol:v:206:y:2025:i:c:s0301421525002824.

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2025Roll with the punches: Climate change regulation and short-term financing. (2025). Wang, Wenjun. In: Energy Policy. RePEc:eee:enepol:v:206:y:2025:i:c:s030142152500312x.

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2026Volatility in Chinas new energy stock market: The contributions of overnight information and discrete jumps. (2026). Qi, YU ; Shao, Shuai ; Deng, QI ; Gong, Lianmei ; Liu, Feng. In: Energy. RePEc:eee:energy:v:344:y:2026:i:c:s0360544226002410.

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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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2025Is carbon price uncertainty priced in the corporate bond yield spreads? Evidence from Chinese corporate bond markets. (2025). Ye, Yanyi ; Wang, Han ; Li, Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925007057.

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2026Environmental information disclosure, carbon market policy, and corporate value: A policy synergy perspective. (2026). Zhang, Yongxue ; Li, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008269.

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2026The race for carbon pricing among firms. (2026). Mazza, Paolo ; Zakriya, Mohammed ; Ansaram, Karishma. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008294.

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2026Does the carbon emission trading mitigate corporate overcapacity? Evidence from staggered difference-in-differences (DID) designs in China. (2026). Zhang, Ying ; Zhou, Xiaoyu ; Xiong, Xiaoyan. In: International Review of Financial Analysis. RePEc:eee:finana:v:109:y:2026:i:c:s1057521925008798.

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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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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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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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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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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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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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2025Carbon neutrality policies and stock price crash risk: Evidence from China. (2025). Wang, Daoping ; Shen, Xinyan ; Ji, Zhanghanyu. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325006920.

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2025Equity premium prediction: A constraint-based predictor decomposition approach. (2025). Qu, Yong ; Yuan, Ying ; Qiao, Sijia. In: Global Finance Journal. RePEc:eee:glofin:v:68:y:2025:i:c:s1044028325001267.

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2025The effects of structural reforms on gross capital inflows in OECD countries. (2025). Tagkalakis, Athanasios ; Mavrogiannis, Christos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:104:y:2025:i:c:s1042443125001118.

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2025Cross-market overnight time-series momentum. (2025). Chen, Xiaoyue ; Singh, Tarlok ; Li, Jinze ; Xu, Dezhong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:105:y:2025:i:c:s1042443125001295.

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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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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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2025Fundamental determinants of exchange rate expectations. (2025). Czudaj, Robert ; Beckmann, Joscha. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1003-1021.

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2025Global foreign exchange volatility, ambiguity, and currency carry trades. (2025). Sakemoto, Ryuta ; Asano, Takao ; Cai, Xiaojing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:178:y:2025:i:c:s0378426625001281.

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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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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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2025Block connectedness between the EU-ETS and corporate returns: Evidence from high- and low-emission firms. (2025). Lvarez-Diez, Susana ; Baixauli-Soler, Samuel J ; Lozano-Reina, Gabriel ; Rey, Diego Rodrguez-Linares. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:40:y:2025:i:c:s2405851325000558.

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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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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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2026How does carbon market react to economic policy uncertainty and oil price shocks? New evidence from a time-varying perspective. (2026). Zhang, Yi Fei ; Wang, Xiaoqing ; Safi, Adnan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:105:y:2026:i:c:s1059056025010044.

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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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2025Market-oriented environmental regulation and ESG rating divergence. (2025). Wu, Mingyue ; Zhang, Jinlong ; Qi, Fengyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:79:y:2025:i:c:s0275531925003307.

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2025Stranded asset risk and corporate capital structure: Evidence from China’s low-carbon transition. (2025). Wang, Xinran ; Lu, Hengzhen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:80:y:2025:i:c:s0275531925004003.

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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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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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2025Market Efficiency and Return Predictability: A Dynamic Perspective. (2025). Zhao, Yan ; Procasky, William ; Yin, Anwen. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:17:y:2025:i:10:p:31.

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2026Does Green Electricity Mitigate Carbon Emission Externalities? Industry-Specific Effects on Firm Profitability, Operational Efficiency, Valuation, and Market Risk in Taiwan Listed Companies. (2026). Tan, Huynh Phu ; Hsia, Bon Long ; Pan, Wei Hwa ; Puspita, Mutiara Eka. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:29:y:2026:i:sic:p:1-26.

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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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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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2026The Main Determinants of Global Portfolio Flows Dynamics. (2026). Osina, Nataliia. In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:26:y:2026:i:1:d:10.1007_s10842-025-00462-9.

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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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2026The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. (2026). Almulhim, Abdulateif A ; Issa, Suzan Sameer ; Tabash, Mosab I ; Aljughaiman, Abdullah A. In: PLOS ONE. RePEc:plo:pone00:0349789.

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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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2025Seasonal ARIMA models with a random period. (2025). Rabehi, Nadia ; Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:127200.

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2025Forecasts of Period-average Exchange Rates: Insights from Real-time Daily Data. (2025). Snudden, Stephen ; McCarthy, Martin. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2025-09.

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2026Pricing efficiency of European carbon futures market during the COVID-19 pandemic. (2026). Jha, Ravi Raushan ; Vadhava, Charu ; Tripathi, Abhinava. In: Australian Journal of Management. RePEc:sae:ausman:v:51:y:2026:i:1:p:22-61.

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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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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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2026Sectoral credit sensitivity to carbon price with value chain effects. (2026). Zuiga, Elizabeth ; Pineau, Edouard. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:162:y:2026:i:1:d:10.1007_s10290-024-00543-7.

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2024Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148.

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2025Corporate Carbon Emissions and the Costs of Bank Borrowing: Evidence From an Emerging Market. (2025). Lin, Hsuanchu ; Shen, Hsinlin ; Hsieh, Yuting ; Hsiao, Huiyu. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:32:y:2025:i:6:p:7276-7292.

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2024The isotropy of cryptocurrency volatility. (2024). Mohamad, Azhar ; Hairudin, Aiman. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3779-3810.

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2025Market Efficiency and Equity Risk Premium Predictability. (2025). da Silva, Ricardo Franceli ; Santos, Leandro Dos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:3064-3091.

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2024Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint. (2024). Wang, Yudong ; Hao, Xianfeng ; Geng, Qianjie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:309-325.

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2024Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis. (2024). Chen, Yanhui ; Mi, Jackson Jinhong ; Feng, Ailing. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:3:p:802-815.

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2025Forecasting Equity Premium in the Face of Climate Policy Uncertainty. (2025). Ali, Hyder ; Naz, Salma. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:513-546.

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2025Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach. (2025). Garciajorcano, Laura ; Sanchismarco, Lidia. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1907-1945.

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2025The Information Content of Overnight Information for Volatility Forecasting: Evidence From Chinas Stock Market. (2025). Liu, Zhidong ; Zhang, YI ; Zhou, Long. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:8:p:2331-2345.

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2024Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity. (2024). Wang, Tianyang ; Shangguan, Peng ; He, Mengying ; Qu, Hui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:218-251.

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2025What the Night Tells the Day: Forecasting Realized Volatility in Chinese Commodity Markets. (2025). Hu, Zhepeng ; He, Xinyue ; Li, Ziran. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:12:p:2332-2354.

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2025Carbon Emission Allowance and Oil Implied Volatility. (2025). Lyu, Kefu ; Han, Qing ; Di, Junpeng ; Wang, Haoyu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:946-976.

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2026Oil Strikes Back: Trend Factors and Exchange Rates. (2026). Xu, Yang ; Han, Liyan ; Zhu, Xiaoneng ; Zhang, Qunzi. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:58:y:2026:i:1:p:141-181.

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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]		paper176
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: 176		article
2010Spot and Forward Volatility in Foreign Exchange In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper41
2011Spot and forward volatility in foreign exchange.(2011) In: Journal of Financial Economics.
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This paper has nother version. Agregated cites: 41		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]		article15
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]		article56
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: 56		paper
2026Order flow and cryptocurrency returns In: Journal of Financial Markets.
[Full Text][Citation analysis]		article0
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]		article49
2014Foreign exchange risk and the predictability of carry trade returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article55
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: 55		paper
2015Carbon emissions and stock returns: Evidence from the EU Emissions Trading Scheme In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article202
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: 202		paper
2016What drives international portfolio flows? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article77
2015What Drives International Portfolio Flows?.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 77		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]		article58
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: 58		paper
2006Periodic Stochastic Volatility and Fat Tails In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article29
2026Robust Conditional Kurtosis and the Cross-Section of International Stock Returns In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article0
2024Carbon emissions and firm profitability In: Journal of Sustainable Finance & Investment.
[Full Text][Citation analysis]		article3

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