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Nikolaos Antonakakis

Nikolaos Antonakakis

D-Index & Metrics

Economics and Finance

D-Index
39
Citations
9441
World Ranking
2379
National Ranking
4

Overview

Nikolaos Antonakakis is affiliated with Webster Vienna Private University in Austria. Their research expertise lies broadly within the field of Economics, Econometrics, and Finance, contributing to 35 publications in this discipline. They have focused extensively on subfields including Economics and Econometrics, General Health Professions, General Economics, Econometrics and Finance, Finance, and Renewable Energy, Sustainability and the Environment.

The main research topics covered by Nikolaos Antonakakis include Market Dynamics and Volatility, Energy, Environment, and Economic Growth, Monetary Policy and Economic Impact, Economic Growth and Productivity, Energy, Environment, and Transportation Policies, Global Health Care Issues, and Complex Systems and Time Series Analysis.

Frequent publication venues for their work include:

  • SSRN Electronic Journal
  • Journal of risk and financial management
  • Energy Economics
  • International Review of Economics & Finance
  • Resources Policy

Several recent papers authored by Nikolaos Antonakakis exemplify their research areas:

  • Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions, 2020, Journal of risk and financial management
  • Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness, 2020, Energy Economics
  • Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic, 2022, International Review of Economics & Finance

Frequent co-authors collaborating with Nikolaos Antonakakis include:

  • David Gabauer
  • Ioannis Chatziantoniou
  • Juncal Cuñado
  • George Filis
  • Fernando Pérez de Gracia

Best Publications

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

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

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

    Nikolaos Antonakakis;Ioannis Chatziantoniou;George Filis

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

    Nikolaos Antonakakis;Ioannis Chatziantoniou;George Filis

  • Dynamic spillovers of oil price shocks and economic policy uncertainty

    Nikolaos Antonakakis;Ioannis Chatziantoniou;George Filis

  • Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach

    Nikolaos Antonakakis;David Gabauer;Rangan Gupta;Vasilios Plakandaras

  • Geopolitical Risks and the Oil-Stock Nexus Over 1899-2016

    Nikolaos Antonakakis;Rangan Gupta;Christos Kollias;Stephanos Papadamou

  • Geopolitical risks and the oil-stock nexus over 1899–2016

    Nikolaos Antonakakis;Nikolaos Antonakakis;Rangan Gupta;Christos Kollias;Stephanos Papadamou

  • Oil volatility, oil and gas firms and portfolio diversification

    Nikolaos Antonakakis;Juncal Cunado;George Filis;David Gabauer

  • Dynamic connectedness of uncertainty across developed economies: a time-varying approach

    Nikolaos Antonakakis;David Gabauer;Rangan Gupta;Vasilios Plakandaras

  • Exchange return co-movements and volatility spillovers before and after the introduction of Euro

    Nikolaos Antonakakis

  • Exchange return co-movements and volatility spillovers before and after the introduction of euro

    Nikolaos Antonakakis

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

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

  • Dynamic spillovers between commodity and currency markets

    Nikolaos Antonakakis;Nikolaos Antonakakis;Nikolaos Antonakakis;Renatas Kizys

  • How strong is the linkage between tourism and economic growth in Europe

    Nikolaos Antonakakis;Mina Dragouni;George Filis

  • Refined Measures of Dynamic Connectedness based on TVP-VAR

    Nikolaos Antonakakis;David Gabauer

  • 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

  • Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis

    Nikolaos Antonakakis;Konstantinos Vergos

  • The impact of fiscal austerity on suicide: On the empirics of a modern Greek tragedy

    Nikolaos Antonakakis;Nikolaos Antonakakis;Alan Collins

  • Forecasting accuracy evaluation of tourist arrivals

    Hossein Hassani;Emmanuel Sirimal Silva;Nikolaos Antonakakis;Nikolaos Antonakakis;Nikolaos Antonakakis;George Filis

  • Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness

    Nikolaos Antonakakis;Juncal Cunado;George Filis;David Gabauer

  • International monetary policy spillovers: evidence from a time-varying parameter vector autoregression

    Nikolaos Antonakakis;Nikolaos Antonakakis;David Gabauer;Rangan Gupta

  • Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns

    Nikolaos Antonakakis;Rangan Gupta;Christophe André

  • The impact of fiscal austerity on suicide mortality: Evidence across the 'Eurozone periphery'.

    Nikolaos Antonakakis;Nikolaos Antonakakis;Nikolaos Antonakakis;Alan Collins

Frequent Co-Authors

Rangan Gupta
Rangan Gupta University of Pretoria
George Filis
George Filis Panteion University
Juncal Cunado
Juncal Cunado University of Navarra
Christos Floros
Christos Floros Hellenic Mediterranean University
Fernando Perez de Gracia
Fernando Perez de Gracia University of Navarra
Mehmet Balcilar
Mehmet Balcilar University of New Haven
Aviral Kumar Tiwari
Aviral Kumar Tiwari Indian Institute of Management Bodh Gaya
Luis A. Gil-Alana
Luis A. Gil-Alana University of Navarra
Christos Kollias
Christos Kollias University Of Thessaly
Elie Bouri
Elie Bouri Lebanese American University

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