What is he best known for?
The fields of study he is best known for:
- Macroeconomics
- Finance
- Inflation
His primary areas of study are Financial economics, Volatility, Spillover effect, Financial crisis and Variance decomposition of forecast errors.
Nikolaos Antonakakis combines topics linked to Stock market with his work on Financial economics.
Nikolaos Antonakakis usually deals with Stock market and limits it to topics linked to Implied volatility and Recession.
Nikolaos Antonakakis undertakes multidisciplinary investigations into Volatility and Covariance in his work.
His Financial crisis research includes themes of Unemployment, Monetary economics, Currency and Global recession.
The concepts of his Variance decomposition of forecast errors study are interwoven with issues in Index, Vector autoregression, Aggregate demand and Demand shock.
His most cited work include:
- Dynamic co-movements of stock market returns, implied volatility and policy uncertainty (228 citations)
- Dynamic spillovers of oil price shocks and economic policy uncertainty (145 citations)
- Energy consumption, CO2 emissions and economic growth: an ethical dilemma (137 citations)
What are the main themes of his work throughout his whole career to date?
His primary scientific interests are in Volatility, Spillover effect, Econometrics, Monetary economics and Financial economics.
His work investigates the relationship between Volatility and topics such as Stock market that intersect with problems in Demand shock and Implied volatility.
His Spillover effect study integrates concerns from other disciplines, such as Variance decomposition of forecast errors, Vector autoregression, Financial crisis and Index.
In the subject of general Econometrics, his work in Autoregressive conditional heteroskedasticity and Autoregressive model is often linked to Social connectedness and Period, thereby combining diverse domains of study.
Nikolaos Antonakakis has included themes like Business cycle, Sovereignty and Multivariate garch in his Monetary economics study.
His biological study focuses on Volatility risk premium.
He most often published in these fields:
- Volatility (46.27%)
- Spillover effect (41.79%)
- Econometrics (41.79%)
What were the highlights of his more recent work (between 2018-2021)?
- Social connectedness (25.87%)
- Econometrics (41.79%)
- Monetary policy (19.90%)
In recent papers he was focusing on the following fields of study:
The scientist’s investigation covers issues in Social connectedness, Econometrics, Monetary policy, Empirical evidence and Volatility.
His Social connectedness studies intersect with other disciplines such as Currency, Autoregressive model, Market dynamics, Set and Outlier.
His work deals with themes such as Autoregressive conditional heteroskedasticity, Conditional volatility, Exchange rate and Financial crisis, which intersect with Currency.
His Autoregressive model study frequently links to related topics such as Vector autoregression.
Nikolaos Antonakakis focuses mostly in the field of Econometrics, narrowing it down to topics relating to Portfolio and, in certain cases, Digital currency, Market capitalization and Order.
His study in Monetary policy is interdisciplinary in nature, drawing from both Fiscal policy, Economic policy, Capital and Public policy.
Between 2018 and 2021, his most popular works were:
- Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (51 citations)
- Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (51 citations)
- Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions (25 citations)
In his most recent research, the most cited papers focused on:
- Finance
- Macroeconomics
- Econometrics
Social connectedness, Destinations, Key, Globe and Tourism are his primary areas of study.
There are a combination of areas like Monte Carlo method, Kalman filter, Autoregressive model, Computer science and Mathematical optimization integrated together with his Social connectedness study.
Destinations and Economic geography are commonly linked in his work.
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