Details about Ioannis Chatziantoniou

Access statistics for papers by Ioannis Chatziantoniou.

Last updated 2023-04-10. Update your information in the RePEc Author Service.

Short-id: pch1832

Working Papers

2021

1. Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (2)
   See also Journal Article in Journal of International Financial Markets, Institutions and Money (2022)
2. Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach
   Working Papers, University of Pretoria, Department of Economics View citations (4)
3. Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (15)
   See also Journal Article in Economics Letters (2021)
4. The Evolution of Monetary Policy Focal Points
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group
   See also Journal Article in Journal of Economic Issues (2022)

2020

5. Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (2)
   See also Journal Article in Scottish Journal of Political Economy (2022)

2019

6. A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (2)
7. Can spillover effects provide forecasting gains? The case of oil price volatility
   MPRA Paper, University Library of Munich, Germany
8. EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (5)
   See also Journal Article in The Quarterly Review of Economics and Finance (2021)
9. From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps
   Working Papers in Economics & Finance, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group View citations (1)
   See also Journal Article in Journal of International Financial Markets, Institutions and Money (2020)
10. Futures-based forecasts: How useful are they for oil price volatility forecasting?
    MPRA Paper, University Library of Munich, Germany View citations (10)
    See also Journal Article in Energy Economics (2019)

2015

11. Asset prices regime-switching and the role of inflation targeting monetary policy
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Global Finance Journal (2017)
12. Dynamic Connectedness of UK Regional Property Prices
    MPRA Paper, University Library of Munich, Germany
13. Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma
    MPRA Paper, University Library of Munich, Germany
14. Forecasting Tourist Arrivals Using Origin Country Macroeconomics
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Applied Economics (2016)

2014

15. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty
    Department of Economics Working Papers, Vienna University of Economics and Business, Department of Economics View citations (133)
    Also in Department of Economics Working Paper Series, WU Vienna University of Economics and Business (2014) View citations (139)
16. Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence
    MPRA Paper, University Library of Munich, Germany View citations (10)

2012

17. Dynamic Co-movements between Stock Market Returns and Policy Uncertainty
    MPRA Paper, University Library of Munich, Germany View citations (18)

Journal Articles

2022

1. Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies
   Resources Policy, 2022, 78, (C) View citations (1)
2. Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market
   Scottish Journal of Political Economy, 2022, 69, (3), 283-300 View citations (1)
   See also Working Paper (2020)
3. Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves
   Journal of International Financial Markets, Institutions and Money, 2022, 81, (C) View citations (1)
   See also Working Paper (2021)
4. Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic
   Energy Economics, 2022, 111, (C) View citations (2)
5. The Evolution of Monetary Policy Focal Points
   Journal of Economic Issues, 2022, 56, (2), 348-355 View citations (2)
   See also Working Paper (2021)
6. US partisan conflict shocks and international stock market returns
   Empirical Economics, 2022, 63, (6), 2817-2854

2021

7. A closer look into the global determinants of oil price volatility
   Energy Economics, 2021, 95, (C) View citations (16)
8. A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification
   The Annals of Regional Science, 2021, 66, (2), 279-307 View citations (1)
9. Credit supply conditions and business cycles: New evidence from bank lending survey data
   Research in International Business and Finance, 2021, 55, (C)
10. EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness
    The Quarterly Review of Economics and Finance, 2021, 79, (C), 1-14 View citations (30)
    See also Working Paper (2019)
11. Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis
    Energy Economics, 2021, 100, (C) View citations (10)
12. Forecasting oil price volatility using spillover effects from uncertainty indices
    Finance Research Letters, 2021, 42, (C) View citations (7)
13. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
    Economics Letters, 2021, 204, (C) View citations (17)
    See also Working Paper (2021)
14. Oil price volatility is effective in predicting food price volatility. Or is it?
    The Energy Journal, 2021, Volume 42, (Number 6) View citations (1)
15. The impact of Euro through time: Exchange rate dynamics under different regimes
    International Journal of Finance & Economics, 2021, 26, (1), 1375-1408

2020

16. Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency
    The British Accounting Review, 2020, 52, (6) View citations (8)
17. Environmental disclosure and idiosyncratic risk in the European manufacturing sector
    Energy Economics, 2020, 87, (C) View citations (10)
18. From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps
    Journal of International Financial Markets, Institutions and Money, 2020, 69, (C) View citations (13)
    See also Working Paper (2019)
19. Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty
    International Review of Financial Analysis, 2020, 71, (C) View citations (11)
20. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
    JRFM, 2020, 13, (4), 1-23 View citations (130)

2019

21. Can Variations in Temperature Explain the Systemic Risk of European Firms?
    Environmental & Resource Economics, 2019, 74, (4), 1723-1759 View citations (2)
22. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios
    Journal of International Financial Markets, Institutions and Money, 2019, 61, (C), 37-51 View citations (71)
23. Futures-based forecasts: How useful are they for oil price volatility forecasting?
    Energy Economics, 2019, 81, (C), 639-649 View citations (10)
    See also Working Paper (2019)

2018

24. The dynamic connectedness of UK regional property returns
    Urban Studies, 2018, 55, (14), 3110-3134 View citations (26)

2017

25. Asset prices regime-switching and the role of inflation targeting monetary policy
    Global Finance Journal, 2017, 32, (C), 97-112 View citations (7)
    See also Working Paper (2015)
26. Energy consumption, CO2 emissions, and economic growth: An ethical dilemma
    Renewable and Sustainable Energy Reviews, 2017, 68, (P1), 808-824 View citations (78)
27. Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
    International Review of Financial Analysis, 2017, 50, (C), 1-26 View citations (77)

2016

28. Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?
    Manchester School, 2016, 84, (4), 437-481 View citations (8)
29. Forecasting tourist arrivals using origin country macroeconomics
    Applied Economics, 2016, 48, (27), 2571-2585 View citations (11)
    See also Working Paper (2015)

2014

30. Dynamic spillovers of oil price shocks and economic policy uncertainty
    Energy Economics, 2014, 44, (C), 433-447 View citations (213)
31. Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries
    Review of Quantitative Finance and Accounting, 2014, 42, (4), 709-729 View citations (54)

2013

32. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
    Economics Letters, 2013, 120, (1), 87-92 View citations (249)
33. Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries
    Tourism Management, 2013, 36, (C), 331-341 View citations (35)
34. Stock market response to monetary and fiscal policy shocks: Multi-country evidence
    Economic Modelling, 2013, 30, (C), 754-769 View citations (42)

Edited books

2022

1. Applications in Energy Finance
   Springer Books, Springer View citations (1)

2017

2. The Greek Debt Crisis
   Springer Books, Springer View citations (5)

Chapters

2022

1. Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity
   Springer View citations (4)
2. 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
   Springer