Ioannis Chatziantoniou

Best Publications

• Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions

  Nikolaos Antonakakis;Nikolaos Antonakakis;Ioannis Chatziantoniou;David Gabauer;David Gabauer

  1236
  Citations

• Dynamic co-movements of stock market returns, implied volatility and policy uncertainty

  Nikolaos Antonakakis;Ioannis Chatziantoniou;George Filis

  625
  Citations

• Energy consumption, CO2 emissions and economic growth: an ethical dilemma

  Nikolaos Antonakakis;Ioannis Chatziantoniou;George Filis

  515
  Citations

• Quantile time-frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets

  Unknown

  477
  Citations

• Dynamic spillovers of oil price shocks and economic policy uncertainty

  Nikolaos Antonakakis;Ioannis Chatziantoniou;George Filis

  449
  Citations

• Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach

  Ioannis Chatziantoniou;David Gabauer;Alexis Stenfors

  409
  Citations

• Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios

  Nikolaos Antonakakis;Nikolaos Antonakakis;Ioannis Chatziantoniou;Ioannis Chatziantoniou;David Gabauer;David Gabauer

  280
  Citations

• EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness

  Ioannis Chatziantoniou;David Gabauer

  232
  Citations

• Stock market response to monetary and fiscal policy shocks: Multi-country evidence

  Ioannis Chatziantoniou;David Duffy;George Filis

  231
  Citations

• Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest

  Nikolaos Antonakakis;Nikolaos Antonakakis;Nikolaos Antonakakis;Ioannis Chatziantoniou;George Filis;George Filis

  200
  Citations

• Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries

  George Filis;Ioannis Chatziantoniou

  193
  Citations

• Oil prices, tourism income and economic growth: a structural VAR Approach for European Mediterranean countries

  Ioannis Chatziantoniou;George Filis;Bruno Eeckels;Alexandros Apostolakis

  148
  Citations

• Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies

  Unknown

  126
  Citations

• Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach

  Unknown

  118
  Citations

• A closer look into the global determinants of oil price volatility

  Ioannis Chatziantoniou;Michail Filippidis;George Filis;David Gabauer

  105
  Citations

• Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity

  Unknown

  104
  Citations

• Environmental disclosure and idiosyncratic risk in the European manufacturing sector

  Panagiotis Tzouvanas;Renatas Kizys;Ioannis Chatziantoniou;Roza Sagitova

  92
  Citations

• Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic

  Unknown

  88
  Citations

• Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis

  Michail Filippidis;Panagiotis Tzouvanas;Ioannis Chatziantoniou

  71
  Citations

• Environmental and Financial Performance in the European Manufacturing Sector: An Analysis of Extreme Tail Dependency

  Panagiotis Tzouvanas;Panagiotis Tzouvanas;Renatas Kizys;Ioannis Chatziantoniou;Roza Sagitova

  56
  Citations