Ioannis Chatziantoniou : Citation Profile

Hellenic Mediterranean University

24

H index

36

i10 index

2953

Citations

RESEARCH PRODUCTION:

46

Articles

18

Papers

2

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 227
   Journals where Ioannis Chatziantoniou has often published
   Relations with other researchers
   Recent citing documents: 809.    Total self citations: 36 (1.2 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1832
   Updated: 2025-12-20    RAS profile: 2025-04-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Gabauer, David (24)

Stenfors, Alexis (9)

Filis, George (5)

Apergis, Nicholas (4)

Antonakakis, Nikolaos (4)

Degiannakis, Stavros (3)

Tzouvanas, Panagiotis (3)

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 (147)

Gabauer, David (81)

Tiwari, Aviral (61)

Filis, George (56)

Umar, Zaghum (45)

Corbet, Shaen (41)

Degiannakis, Stavros (38)

Abakah, Emmanuel (34)

Billah, Syed (33)

Balcilar, Mehmet (28)

Abdullah, Mohammad (28)

Cites to:

Gabauer, David (121)

Antonakakis, Nikolaos (90)

Yilmaz, Kamil (88)

Diebold, Francis (87)

Filis, George (84)

GUPTA, RANGAN (79)

Pesaran, Mohammad (78)

Koop, Gary (55)

Kilian, Lutz (53)

Degiannakis, Stavros (49)

shin, yongcheol (40)

Main data

Where Ioannis Chatziantoniou has published?

Journals with more than one article published# docs
Energy Economics7
Finance Research Letters3
International Review of Financial Analysis3
Journal of International Financial Markets, Institutions and Money3
Applied Economics2
Economics Letters2
Resources Policy2

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 (2025 and 2024)

YearTitle of citing document
2025Impact of Oil Prices on Islamic Stock Prices: Evidence from Pakistan using Bootstrap ARDL Approach. (2025). Bhatty, Kashif Ahmed ; Laurinavicius, Antanas ; Chang, Bisharat Hussain ; Alzoubi, Haitham M ; Channa, Waseem Ahmed. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:2:p:1-35.

Full description at Econpapers || Download paper

2025Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157.

Full description at Econpapers || Download paper

2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Mattos, Fabio ; Gaio, Luiz ; Franco, Rodrigo Lanna ; Cruz, Jose Cesar. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343612.

Full description at Econpapers || Download paper

2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343639.

Full description at Econpapers || Download paper

2024Can Fuel Policies Tame Exchange Rate Volatility? Fuel Policy Legacy in Brazil. (2024). van Huellen, Sophie ; Palazzi, Rafael Baptista. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343668.

Full description at Econpapers || Download paper

2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Sawadgo, Wendiam ; Li, Wenying ; Deb, Prokash. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343809.

Full description at Econpapers || Download paper

2024Corn ethanol expansion in Brazil: Are volatility interconnectedness changing?. (2024). Cruz, Jose Cesar ; Franco, Rodrigo Lanna ; Mattos, Fabio L ; Gaio, Luiz Eduardo. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343612.

Full description at Econpapers || Download paper

2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343639.

Full description at Econpapers || Download paper

2024Can Fuel Policies Tame Exchange Rate Volatility? Fuel Policy Legacy in Brazil. (2024). van Huellen, Sophie ; Palazzi, Rafael Baptista. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343668.

Full description at Econpapers || Download paper

2024Price Volatility Spillover from Energy to Animal Protein Markets in EU. (2024). Deb, Prokash ; Sawadgo, Wendiam ; Li, Wenying. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea24:343809.

Full description at Econpapers || Download paper

2025Co-movements and dynamic connectedness between ethanol and agricultural commodity prices in the post-Covid-19 period: evidence from Brazil. (2025). Cruz, Jos Csar ; Franco, Rodrigo Lanna ; Mattos, Fabio ; Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360697.

Full description at Econpapers || Download paper

2024Price Links Among Qualitatively Differentiated Meats: Evidence from The UK Wholesale Beef Market. (2024). Fousekis, Panos. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:344846.

Full description at Econpapers || Download paper

2024Modelling crypto markets by multi-agent reinforcement learning. (2024). Vrizzi, Stefano ; Palminteri, Stefano ; Lussange, Johann ; Gutkin, Boris. In: Papers. RePEc:arx:papers:2402.10803.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses on factors influencing offshore decisions. (2024). Sua, Lutfu S ; Huang, Jun ; Ortiz, Jaime ; Wang, Haibo ; Alidaee, Bahram. In: Papers. RePEc:arx:papers:2406.07525.

Full description at Econpapers || Download paper

2024Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2408.09669.

Full description at Econpapers || Download paper

2025The impact of climate policy uncertainty on financial market resilience: Evidence from China. (2025). Zhou, Wei-Xing ; Wei, Si-Yao. In: Papers. RePEc:arx:papers:2409.18422.

Full description at Econpapers || Download paper

2025Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2409.19307.

Full description at Econpapers || Download paper

2024Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2412.15738.

Full description at Econpapers || Download paper

2025The Response of Farmer Welfares Amidst Food Prices Shock and Inflation in the Province of East Java. (2025). Zaman, Moh Hairus ; Wahyuningsih, Diah ; Yudo, Ris Yuwono. In: Papers. RePEc:arx:papers:2501.08601.

Full description at Econpapers || Download paper

2025Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Li, Peng-Fei. In: Papers. RePEc:arx:papers:2503.06599.

Full description at Econpapers || Download paper

2025The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhou, Wei-Xing ; Zhang, Ting ; Xu, Hai-Chuan. In: Papers. RePEc:arx:papers:2503.06603.

Full description at Econpapers || Download paper

2025Optimising cryptocurrency portfolios through stable clustering of price correlation networks. (2025). Kobayashi, Ryota ; Jing, Ruixue ; Correa, Luis Enrique. In: Papers. RePEc:arx:papers:2505.24831.

Full description at Econpapers || Download paper

2025Assessing Dynamic Connectedness in Global Supply Chain Infrastructure Portfolios: The Impact of Risk Factors and Extreme Events. (2025). Wang, Haibo. In: Papers. RePEc:arx:papers:2508.04858.

Full description at Econpapers || Download paper

2025Finding Core Balanced Modules in Statistically Validated Stock Networks. (2025). Qing, Huan ; Xu, Xiaofei. In: Papers. RePEc:arx:papers:2508.04970.

Full description at Econpapers || Download paper

2025Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174.

Full description at Econpapers || Download paper

2024Systematic approach to analyzing the impact of monetary processes in the economy on GDP. (2024). Kenzhin, Zhaxat ; Zholdasbayeva, Togzhan ; Imramziyeva, Munira ; Anuarbekkyzy, Gumar ; Zhanibekova, Gaukhar ; Yerkin, Bessekey. In: Eastern-European Journal of Enterprise Technologies. RePEc:baq:jetart:v:3:y:2024:i:13:p:79-90.

Full description at Econpapers || Download paper

2024Bitcoin – Hedge or Speculative Asset: Analysis of Its Role and Nature. (2024). Borisov, Svetoslav. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:5:p:148-170.

Full description at Econpapers || Download paper

2024The Effects of Artificial Intelligence on Oil Shocks: Evidence from a Wavelet-Based Quantile-on-Quantile Approach. (2024). Zhao, Nuan ; He, Pengchao. In: Review of Economic Assessment. RePEc:bba:j00010:v:3:y:2024:i:2:p:56-71:d:389.

Full description at Econpapers || Download paper

2024The Effect of Global Economic Policy Uncertainty on Selected Islamic Stock Market Returns. (2024). Yacob, Norzahidah ; Mohd, Siti Musliha ; Yussof, Khairunnisa ; Wan, Wan Rasyidah ; Adam, Norashikin. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:10:p:195-210.

Full description at Econpapers || Download paper

2025Asymmetric Causality between Economic Uncertainty and Financial Development: Empirical Evidence. (2025). Murdipi, Rafiqa. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:i:15:p:1308-1314.

Full description at Econpapers || Download paper

2024Causality from Oil Price Shocks to Macroeconomic Indicators: A Comparison for Top Oil Importer Countries. (2024). Kocaman, Merve. In: Bingol University Journal of Economics and Administrative Sciences. RePEc:bgo:journl:v:8:y:2024:i:2:p:205-218.

Full description at Econpapers || Download paper

2025The spillover effects of military spending across superpowers using the TVP - VAR approach. (2025). Ha, Phuong Thi ; Bao, Minh Phuoc ; Vo, Duc Hong. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:1:p:38-53.

Full description at Econpapers || Download paper

2024The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war. (2024). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:653-677.

Full description at Econpapers || Download paper

2024Impact of global macroeconomic factors on spillovers among Australian sector markets: Fresh findings from a wavelet‐based analysis. (2024). Alshater, Muneer ; Jiang, Zhuhua ; Yoon, Seongmin ; el Khoury, Rim. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:78-105.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Its never too late to be financially literate: Evaluating a financial education intervention for adults in Italy. (2024). Agasisti, Tommaso ; Cannistr, Marta ; Iannotta, Gabriele. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:58:y:2024:i:2:p:397-431.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024THE IMPACT OF ANNOUNCEMENTS ON CRYPTOCURRENCY PRICES. (2024). Andrei, Sidorov. In: Revista Economica. RePEc:blg:reveco:v:76:y:2024:i:4:p:69-94.

Full description at Econpapers || Download paper

2024Geopolitical Risks and Stock Market Volatility in the SAARC Region. (2024). Emilia, Calefariu ; Catalin, Gheorghe ; Oana, Panazan. In: Economics - The Open-Access, Open-Assessment Journal. RePEc:bpj:econoa:v:18:y:2024:i:1:p:15:n:1023.

Full description at Econpapers || Download paper

2024Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, Michał ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001.

Full description at Econpapers || Download paper

2025Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002.

Full description at Econpapers || Download paper

2024Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10889.

Full description at Econpapers || Download paper

2024Energy Price Dynamics in the Face of Uncertainty Shocks and the Role of Exchange Rate Regimes: A Global Cross-Country Analysis. (2024). Jalles, Joao ; Alves, José ; Afonso, Antonio ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11384.

Full description at Econpapers || Download paper

2024Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas. In: Working Papers. RePEc:cnb:wpaper:2024/9.

Full description at Econpapers || Download paper

2025Investor sentiment and dynamic connectedness in European markets: insights from the covid-19 and Russia-Ukraine conflict. (2025). Santon, Alessandro ; Harasheh, Murad ; Bouteska, Ahmed ; Buchetti, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20253050.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries. (2024). Qabhobho, Thobekile ; Vuba, Nonelelo. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-28.

Full description at Econpapers || Download paper

2024An Applied Study of the Symmetric and Asymmetric Impact of Oil Prices and International Financial Markets on Economic Growth in Iraq. (2024). KAMEL, HELALI ; Aloulou, Rima ; Kalai, Maha ; Jabbar, Ahmed Younis ; Khaleel, Moustfa Ismael. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-7.

Full description at Econpapers || Download paper

2024Interplay of Volatility and Geopolitical Tensions in Clean Energy Markets: A Comprehensive GARCH-LSTM Forecasting Approach. (2024). Brik, Hatem ; el Ouakdi, Jihene. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-9.

Full description at Econpapers || Download paper

2024Navigating Energy Market Cycles: Insights from a Comprehensive Analysis. (2024). Canepa, Alessandra ; Almajali, Awon ; Alqaralleh, Huthaifa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-5.

Full description at Econpapers || Download paper

2024Spillover Effects between Oil, Gold, Stock, and Exchange Rate Returns in Thailand: An Extended Joint Connected TVP-VAR Approach. (2024). Harnphattananusorn, Supanee. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-7.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling. In: Applied Energy. RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158.

Full description at Econpapers || Download paper

2025New energy mineral price shocks and volatility responses in green securities markets: Structural effects and dynamic spillovers. (2025). Wei, Renyi ; Zhang, Qingjun ; Fan, Sijia. In: Applied Energy. RePEc:eee:appene:v:382:y:2025:i:c:s030626192402614x.

Full description at Econpapers || Download paper

2025Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2025Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103.

Full description at Econpapers || Download paper

2025Fear of missing out and cryptocurrency miners: Evidence from Dogecoin and Litecoin. (2025). Ryu, Doojin ; Lee, Geul. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000401.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483.

Full description at Econpapers || Download paper

2024Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability leaders. (2024). Isfahani, Mohammad Nasr ; Asl, Mahdi Ghaemi ; Vasa, Laszlo ; Xiang, Diling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1271-1295.

Full description at Econpapers || Download paper

2024Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises. (2024). Sahabuddin, Mohammad ; Hoque, Mohammad Enamul ; Bilgili, Faik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:303-320.

Full description at Econpapers || Download paper

2024Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479.

Full description at Econpapers || Download paper

2024Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

Full description at Econpapers || Download paper

2024Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions. (2024). Belghouthi, Houssem Eddine ; Alghazali, Abdullah ; Kang, Sang Hoon ; McLver, Ron ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1470-1489.

Full description at Econpapers || Download paper

2024Extreme time-frequency connectedness between energy sector markets and financial markets. (2024). Belghouthi, Houssem Eddine ; Alomari, Mohammed ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:847-877.

Full description at Econpapers || Download paper

2025Optimal portfolio selection of Chinas green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness. (2025). Dai, Jing ; Huang, Wei-Qiang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:208-237.

Full description at Econpapers || Download paper

2025Oil shocks greasing the wheels of Islamic stocks: An explorative forecasting analysis. (2025). Raheem, Ibrahim D ; Akinkugbe, Oluyele ; Vo, Xuan Vinh. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:546-557.

Full description at Econpapers || Download paper

2025Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:78-93.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219.

Full description at Econpapers || Download paper

2024Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002773.

Full description at Econpapers || Download paper

2024The impact of central bank digital currency on macroeconomic dynamics: A DSGE analysis. (2024). Liu, Jianjian ; Xiao, Zumian ; Feng, Chao ; Xiang, Lijin. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002876.

Full description at Econpapers || Download paper

2025Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom. In: Economic Modelling. RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2024Stock market pattern recognition using symbol entropy analysis. (2024). Magner, Nicolas S ; Valle, Mauricio A ; Lavin, Jaime F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s106294082400086x.

Full description at Econpapers || Download paper

2024Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative. (2024). Wang, Yuqi ; Qi, Xiaohong ; Chai, LI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000901.

Full description at Econpapers || Download paper

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]		article10
2021Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it?.(2021) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10		article
2016Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? In: Manchester School.
[Full Text][Citation analysis]		article9
2022Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article13
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: 13		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]		article18
2013Stock market response to monetary and fiscal policy shocks: Multi-country evidence In: Economic Modelling.
[Full Text][Citation analysis]		article53
2013Dynamic co-movements of stock market returns, implied volatility and policy uncertainty In: Economics Letters.
[Full Text][Citation analysis]		article300
2021Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters.
[Full Text][Citation analysis]		article184
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: 184		paper
2021Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis In: Energy Economics.
[Full Text][Citation analysis]		article25
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]		article48
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]		article32
2014Dynamic spillovers of oil price shocks and economic policy uncertainty In: Energy Economics.
[Full Text][Citation analysis]		article278
2019Futures-based forecasts: How useful are they for oil price volatility forecasting? In: Energy Economics.
[Full Text][Citation analysis]		article15
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: 15		paper
2020Environmental disclosure and idiosyncratic risk in the European manufacturing sector In: Energy Economics.
[Full Text][Citation analysis]		article31
2021A closer look into the global determinants of oil price volatility In: Energy Economics.
[Full Text][Citation analysis]		article55
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]		article122
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]		article27
2024Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article17
2021Forecasting oil price volatility using spillover effects from uncertainty indices In: Finance Research Letters.
[Full Text][Citation analysis]		article17
2023Model-free connectedness measures In: Finance Research Letters.
[Full Text][Citation analysis]		article22
2025US sectoral stock market volatility and geopolitical risk categories In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2025Systemic risk and oil price volatility shocks In: Journal of Financial Stability.
[Full Text][Citation analysis]		article0
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]		article133
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]		article18
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: 18		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]		article27
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: 27		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]		article23
2022Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies In: Resources Policy.
[Full Text][Citation analysis]		article52
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]		article52
2021EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article113
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: 113		paper
2017Energy consumption, CO2 emissions, and economic growth: An ethical dilemma In: Renewable and Sustainable Energy Reviews.
[Full Text][Citation analysis]		article87
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]		article40
2024Crises and Contagion in Equity Portfolios In: Economies.
[Full Text][Citation analysis]		article1
2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions In: JRFM.
[Full Text][Citation analysis]		article598
2019Can Variations in Temperature Explain the Systemic Risk of European Firms? In: Environmental & Resource Economics.
[Full Text][Citation analysis]		article7
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]		article76
2022The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues.
[Full Text][Citation analysis]		article5
2021The Evolution of Monetary Policy Focal Points.(2021) In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2019A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities In: Working Papers in Economics & Finance.
[Full Text][Citation analysis]		paper2
2012Dynamic Co-movements between Stock Market Returns and Policy Uncertainty In: MPRA Paper.
[Full Text][Citation analysis]		paper18
2014Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence In: MPRA Paper.
[Full Text][Citation analysis]		paper11
2015Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2015Forecasting Tourist Arrivals Using Origin Country Macroeconomics In: MPRA Paper.
[Full Text][Citation analysis]		paper16
2016Forecasting tourist arrivals using origin country macroeconomics.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2015Dynamic Connectedness of UK Regional Property Prices In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Can spillover effects provide forecasting gains? The case of oil price volatility In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2021Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach In: Working Papers.
[Citation analysis]		paper40
2018The dynamic connectedness of UK regional property returns In: Urban Studies.
[Full Text][Citation analysis]		article36
2021A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification In: The Annals of Regional Science.
[Full Text][Citation analysis]		article7
2022US partisan conflict shocks and international stock market returns In: Empirical Economics.
[Full Text][Citation analysis]		article3
2022Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach In: Springer Books.
[Citation analysis]		chapter5
2022Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity In: Springer Books.
[Citation analysis]		chapter80
2023Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets In: Applied Economics.
[Full Text][Citation analysis]		article7
2024Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2014Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty In: Department of Economics Working Papers.
[Full Text][Citation analysis]		paper192
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: 192		paper
2019Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance In: Financial Markets, Institutions & Instruments.
[Full Text][Citation analysis]		article0
2021The impact of Euro through time: Exchange rate dynamics under different regimes In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article7

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team