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Nikolaos Antonakakis · Study
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Author
Nikolaos Antonakakis
25 works
· latest 2022
· 4 institutions
cluster: provisional
ORCID 0000-0002-0904-3678
Works
25 shown
Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies
Resources Policy
·
2022
·
6 authors
148
citations
Dynamic Connectedness among the Implied Volatilities of Oil Prices and Financial Assets: New Evidence of the COVID-19 Pandemic
International Review of Economics & Finance
·
2022
·
5 authors
·
Open access
163
citations
Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness
Energy Economics
·
2020
·
5 authors
204
citations
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
Journal of risk and financial management
·
2020
·
3 authors
·
Open access
1,586
citations
International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression
International Review of Financial Analysis
·
2019
·
3 authors
154
citations
Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios
Journal of International Financial Markets Institutions and Money
·
2019
·
3 authors
291
citations
Dynamic connectedness of uncertainty across developed economies: A time-varying approach
Economics Letters
·
2018
·
4 authors
346
citations
Oil volatility, oil and gas firms and portfolio diversification
Energy Economics
·
2018
·
5 authors
·
Open access
315
citations
Geopolitical risks and the oil-stock nexus over 1899–2016
Finance research letters
·
2017
·
4 authors
413
citations
Oil dependence, quality of political institutions and economic growth: A panel VAR approach
Resources Policy
·
2017
·
4 authors
·
Open access
96
citations
Forecasting accuracy evaluation of tourist arrivals
Annals of Tourism Research
·
2017
·
5 authors
·
Open access
154
citations
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
International Review of Financial Analysis
·
2017
·
3 authors
·
Open access
220
citations
Refined Measures of Dynamic Connectedness based on TVP-VAR
RePEc: Research Papers in Economics
·
2017
·
2 authors
·
preprint
218
citations
Energy consumption, CO 2 emissions, and economic growth: An ethical dilemma
Renewable and Sustainable Energy Reviews
·
2016
·
3 authors
·
Open access
512
citations
Business cycle and financial cycle spillovers in the G7 countries
The Quarterly Review of Economics and Finance
·
2015
·
3 authors
·
Open access
41
citations
Dynamic spillover effects in futures markets: UK and US evidence
International Review of Financial Analysis
·
2015
·
3 authors
·
Open access
48
citations
Dynamic spillovers between commodity and currency markets
International Review of Financial Analysis
·
2015
·
2 authors
·
Open access
240
citations
How strong is the linkage between tourism and economic growth in Europe?
Economic Modelling
·
2014
·
3 authors
·
Open access
240
citations
Dynamic spillovers of oil price shocks and economic policy uncertainty
Energy Economics
·
2014
·
3 authors
435
citations
Does integration and economic policy coordination promote business cycle synchronization in the EU?
Empirica
·
2014
·
2 authors
·
Open access
46
citations
The impact of fiscal austerity on suicide: On the empirics of a modern Greek tragedy
Social Science & Medicine
·
2014
·
2 authors
137
citations
Sovereign bond yield spillovers in the Euro zone during the financial and debt crisis
Journal of International Financial Markets Institutions and Money
·
2013
·
2 authors
163
citations
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
Economics Letters
·
2013
·
3 authors
·
Open access
553
citations
Business cycle synchronization during US recessions since the beginning of the 1870s
Economics Letters
·
2012
·
1 author
·
Open access
41
citations
Exchange return co-movements and volatility spillovers before and after the introduction of euro
Journal of International Financial Markets Institutions and Money
·
2012
·
1 author
·
Open access
237
citations