Ioannis Chatziantoniou
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Ioannis |
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Chatziantoniou |
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Affiliations
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Hellenic Mediterranean University
/ School of Management and Economics
/ Department of Accounting and Finance
Research profile
author of:
- Oil price volatility is effective in predicting food price volatility. Or is it? (RePEc:aen:journl:ej42-6-filis)
by Ioannis Chatziantoniou, Stavros Degiannakis, George Filis, and Tim Lloyd - Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? (RePEc:bla:manchs:v:84:y:2016:i:4:p:437-481)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis - Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market (RePEc:bla:scotjp:v:69:y:2022:i:3:p:283-300)
by Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia - Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency (RePEc:eee:bracre:v:52:y:2020:i:6:s0890838919300885)
by Tzouvanas, Panagiotis & Kizys, Renatas & Chatziantoniou, Ioannis & Sagitova, Roza - Stock market response to monetary and fiscal policy shocks: Multi-country evidence (RePEc:eee:ecmode:v:30:y:2013:i:c:p:754-769)
by Chatziantoniou, Ioannis & Duffy, David & Filis, George - Dynamic co-movements of stock market returns, implied volatility and policy uncertainty (RePEc:eee:ecolet:v:120:y:2013:i:1:p:87-92)
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George - Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach (RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001683)
by Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis - Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis (RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002346)
by Filippidis, Michail & Tzouvanas, Panagiotis & Chatziantoniou, Ioannis - Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic (RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195)
by Chatziantoniou, Ioannis & Gabauer, David & Perez de Gracia, Fernando - Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies (RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251)
by Chatziantoniou, Ioannis & Elsayed, Ahmed H. & Gabauer, David & Gozgor, Giray - Dynamic spillovers of oil price shocks and economic policy uncertainty (RePEc:eee:eneeco:v:44:y:2014:i:c:p:433-447)
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George - Futures-based forecasts: How useful are they for oil price volatility forecasting? (RePEc:eee:eneeco:v:81:y:2019:i:c:p:639-649)
by Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George - Environmental disclosure and idiosyncratic risk in the European manufacturing sector (RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300542)
by Tzouvanas, Panagiotis & Kizys, Renatas & Chatziantoniou, Ioannis & Sagitova, Roza - A closer look into the global determinants of oil price volatility (RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988320304321)
by Chatziantoniou, Ioannis & Filippidis, Michail & Filis, George & Gabauer, David - Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest (RePEc:eee:finana:v:50:y:2017:i:c:p:1-26)
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George - Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty (RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800)
by Apergis, Nicholas & Chatziantoniou, Ioannis & Cooray, Arusha - Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach (RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005021)
by Naeem, Muhammad Abubakr & Chatziantoniou, Ioannis & Gabauer, David & Karim, Sitara - Forecasting oil price volatility using spillover effects from uncertainty indices (RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316998)
by Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George - Model-free connectedness measures (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770)
by Gabauer, David & Chatziantoniou, Ioannis & Stenfors, Alexis - Asset prices regime-switching and the role of inflation targeting monetary policy (RePEc:eee:glofin:v:32:y:2017:i:c:p:97-112)
by Chatziantoniou, Ioannis & Filis, George & Floros, Christos - Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51)
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David - From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps (RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293)
by Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis - Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves (RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001305)
by Stenfors, Alexis & Chatziantoniou, Ioannis & Gabauer, David - Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures (RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x)
by Cunado, Juncal & Chatziantoniou, Ioannis & Gabauer, David & de Gracia, Fernando Perez & Hardik, Marfatia - Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies (RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003221)
by Adekoya, Oluwasegun B. & Akinseye, Ademola B. & Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David & Oliyide, Johnson - Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach (RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403)
by Chatziantoniou, Ioannis & Gabauer, David & Gupta, Rangan - EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness (RePEc:eee:quaeco:v:79:y:2021:i:c:p:1-14)
by Chatziantoniou, Ioannis & Gabauer, David - Energy consumption, CO2 emissions, and economic growth: An ethical dilemma (RePEc:eee:rensus:v:68:y:2017:i:p1:p:808-824)
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George - Credit supply conditions and business cycles: New evidence from bank lending survey data (RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920309399)
by Apergis, Nicholas & Chatziantoniou, Ioannis - Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries (RePEc:eee:touman:v:36:y:2013:i:c:p:331-341)
by Chatziantoniou, Ioannis & Filis, George & Eeckels, Bruno & Apostolakis, Alexandros - Crises and Contagion in Equity Portfolios (RePEc:gam:jecomi:v:12:y:2024:i:7:p:168-:d:1427059)
by Christos Floros & Dimitrios Vortelinos & Ioannis Chatziantoniou - Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer - Can Variations in Temperature Explain the Systemic Risk of European Firms? (RePEc:kap:enreec:v:74:y:2019:i:4:d:10.1007_s10640-019-00385-0)
by Panagiotis Tzouvanas & Renatas Kizys & Ioannis Chatziantoniou & Roza Sagitova - Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries (RePEc:kap:rqfnac:v:42:y:2014:i:4:p:709-729)
by George Filis & Ioannis Chatziantoniou - The Evolution of Monetary Policy Focal Points (RePEc:mes:jeciss:v:56:y:2022:i:2:p:348-355)
by Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer - From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps (RePEc:pbs:ecofin:2019-05)
by Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors - A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities (RePEc:pbs:ecofin:2019-06)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer - EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness (RePEc:pbs:ecofin:2019-07)
by Ioannis Chatziantoniou & David Gabauer - Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market (RePEc:pbs:ecofin:2020-04)
by Ioannis Chatziantoniou & David Gabauer & Hardik A. Marfatia - Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach (RePEc:pbs:ecofin:2021-03)
by Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors - Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves (RePEc:pbs:ecofin:2021-06)
by Ioannis Chatziantoniou & David Gabauer & Alexis Stenfors - The Evolution of Monetary Policy Focal Points (RePEc:pbs:ecofin:2021-10)
by Alexis Stenfors & Ioannis Chatziantoniou & David Gabauer - Dynamic Co-movements between Stock Market Returns and Policy Uncertainty (RePEc:pra:mprapa:42905)
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George - Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence (RePEc:pra:mprapa:59760)
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George - Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma (RePEc:pra:mprapa:67422)
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George - Forecasting Tourist Arrivals Using Origin Country Macroeconomics (RePEc:pra:mprapa:68062)
by Chatziantoniou, Ioannis & Degiannakis, Stavros & Eeckels, Bruno & Filis, George - Dynamic Connectedness of UK Regional Property Prices (RePEc:pra:mprapa:68421)
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Floros, Christos - Asset prices regime-switching and the role of inflation targeting monetary policy (RePEc:pra:mprapa:68666)
by Chatziantoniou, Ioannis & Filis, George & Floros, Christos - Can spillover effects provide forecasting gains? The case of oil price volatility (RePEc:pra:mprapa:96266)
by Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George - Futures-based forecasts: How useful are they for oil price volatility forecasting? (RePEc:pra:mprapa:96446)
by Chatziantoniou, Ioannis & Degiannakis, Stavros & Filis, George - Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach (RePEc:pre:wpaper:202147)
by Ioannis Chatziantoniou & David Gabauer & Rangan Gupta - Oil Price Volatility is Effective in Predicting Food Price Volatility. Or is it? (RePEc:sae:enejou:v:42:y:2021:i:6:p:25-48)
by Ioannis Chatziantoniou & Stavros Degiannakis & George Filis & Tim Lloyd - The dynamic connectedness of UK regional property returns (RePEc:sae:urbstu:v:55:y:2018:i:14:p:3110-3134)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & Christos Floros & David Gabauer - A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification (RePEc:spr:anresc:v:66:y:2021:i:2:d:10.1007_s00168-020-01021-2)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer - US partisan conflict shocks and international stock market returns (RePEc:spr:empeco:v:63:y:2022:i:6:d:10.1007_s00181-022-02237-1)
by Nicholas Apergis & Ioannis Chatziantoniou - Applications in Energy Finance (RePEc:spr:sprbok:978-3-030-92957-2)
by None - The Greek Debt Crisis (RePEc:spr:sprbok:978-3-319-59102-5)
by None - Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach (RePEc:spr:sprchp:978-3-030-92957-2_6)
by Ioannis Chatziantoniou & Christos Floros & David Gabauer - Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity (RePEc:spr:sprchp:978-3-030-92957-2_9)
by David C. Broadstock & Ioannis Chatziantoniou & David Gabauer - Forecasting tourist arrivals using origin country macroeconomics (RePEc:taf:applec:v:48:y:2016:i:27:p:2571-2585)
by Ioannis Chatziantoniou & Stavros Degiannakis & Bruno Eeckels & George Filis - Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets (RePEc:taf:applec:v:55:y:2023:i:24:p:2740-2754)
by Nicholas Apergis & Ioannis Chatziantoniou & David Gabauer - Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures (RePEc:taf:eurjfi:v:30:y:2024:i:13:p:1470-1489)
by Suwan (Cheng) Long & Ioannis Chatziantoniou & David Gabauer & Brian Lucey - Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty (RePEc:wiw:wiwwuw:wuwp166)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & George Filis - Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty (RePEc:wiw:wus005:4082)
by Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Filis, George - Editorial of special issue 2016 Portsmouth – Fordham conference on Banking and Finance (RePEc:wly:finmar:v:28:y:2019:i:2:p:59-60)
by Ioannis Chatziantoniou & Iftekhar Hasan & Fotios Pasiouras - The impact of Euro through time: Exchange rate dynamics under different regimes (RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1375-1408)
by Nikolaos Antonakakis & Ioannis Chatziantoniou & David Gabauer