Sledovat
Ioannis Chatziantoniou
Ioannis Chatziantoniou
Hellenic Mediterranean University, Department of Accounting and Finance
E-mailová adresa ověřena na: hmu.gr - Domovská stránka
Název
Citace
Citace
Rok
Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions
N Antonakakis, I Chatziantoniou, D Gabauer
Journal of Risk and Financial Management 13 (4), 84, 2020
10212020
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
N Antonakakis, I Chatziantoniou, G Filis
Economics Letters 120 (1), 87-92, 2013
6892013
Energy consumption, CO2 emissions, and economic growth: An ethical dilemma
N Antonakakis, I Chatziantoniou, G Filis
Renewable and Sustainable Energy Reviews 68, 808-824, 2017
5682017
Dynamic spillovers of oil price shocks and economic policy uncertainty
N Antonakakis, I Chatziantoniou, G Filis
Energy Economics 44, 433-447, 2014
4672014
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios
N Antonakakis, I Chatziantoniou, D Gabauer
Journal of International Financial Markets, Institutions and Money 61, 37-51, 2019
3092019
Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
I Chatziantoniou, D Gabauer, A Stenfors
Economics Letters 204, 109891, 2021
2862021
Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets
I Chatziantoniou, EJA Abakah, D Gabauer, AK Tiwari
Journal of Cleaner Production 361, 132088, 2022
2702022
Stock market response to monetary and fiscal policy shocks: Multi-country evidence
I Chatziantoniou, D Duffy, G Filis
Economic modelling 30, 754-769, 2013
2612013
Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries
G Filis, I Chatziantoniou
Review of Quantitative Finance and Accounting 42, 709-729, 2014
2092014
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
N Antonakakis, I Chatziantoniou, G Filis
International Review of Financial Analysis 50, 1-26, 2017
2072017
EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness
I Chatziantoniou, D Gabauer
The Quarterly Review of Economics and Finance 79, 1-14, 2021
1902021
Minimum connectedness portfolios and the market for green bonds: Advocating socially responsible investment (SRI) activity
DC Broadstock, I Chatziantoniou, D Gabauer
Applications in energy finance: The energy sector, economic activity …, 2022
1602022
Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries
I Chatziantoniou, G Filis, B Eeckels, A Apostolakis
Tourism Management 36, 331-341, 2013
1522013
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies
OB Adekoya, AB Akinseye, N Antonakakis, I Chatziantoniou, D Gabauer, ...
Resources Policy 78, 102877, 2022
1082022
A closer look into the global determinants of oil price volatility
I Chatziantoniou, M Filippidis, G Filis, D Gabauer
Energy Economics 95, 105092, 2021
1082021
Environmental disclosure and idiosyncratic risk in the European manufacturing sector
P Tzouvanas, R Kizys, I Chatziantoniou, R Sagitova
Energy Economics 87, 104715, 2020
892020
Integration and risk transmission in the market for crude oil: a time-varying parameter frequency connectedness approach
I Chatziantoniou, D Gabauer, R Gupta
University of Pretoria Department of Economics Working Paper Series, 2021
712021
Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency
P Tzouvanas, R Kizys, I Chatziantoniou, R Sagitova
The British Accounting Review 52 (6), 100863, 2020
702020
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic
I Chatziantoniou, D Gabauer, FP de Gracia
Energy Economics 111, 106051, 2022
682022
The dynamic connectedness of UK regional property returns
N Antonakakis, I Chatziantoniou, C Floros, D Gabauer
Urban Studies 55 (14), 3110-3134, 2018
682018
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Články 1–20