Research

Research Interests

Applied Time Series Econometrics; International Finance; International Macroeconomics; European Integration; Health Economics; Energy Economics; Tourism Economics

Publications

REFEREED JOURNALS PUBLICATIONS

(ABS/ERA/WU rank in parentheses/square brackets/braces)

  1. Antonakakis, N., Cunado, J., Filis, G. Gabauer, D. and de Gracia, F. P. (2023) “Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic.” International Review of Economics & Finance 83, 114–123. DOI: 10.1016/j.iref.2022.08.009. (2*) [B].

  2. Antonakakis, N., Adekoya, O. L., Akinseye, A. B., Chatziantoniou and C. Gabauer, D. (2022) “Crude Oil and Islamic Sectoral Stocks: Asymmetric TVPVAR Connectedness and Investment Strategies”. Resources Policy 78, 102877. DOI: 10.1016/j.resourpol.2022.102877. (2*) [B].

  3. Antonakakis, N. and Luqman, M. (2021) “Guns Better than Butter in Pakistan? The Dilemma of Military Expenditure, Human Development, and Economic Growth”. Technological Forecasting and Social Change 173, 1–11. DOI: 10.1016/j.techfore.2021.121143. (3*) [A].

  4. Antonakakis, N., Christou, C., Gil-Alana, L. and Gupta, R. (2021) “Inflation-Targeting and Inflation Volatility: International Evidence from the Cosine- Squared Cepstrum”. International Economics 167, 29–38. DOI: 10.1016/ j.inteco.2021.05.004.

  5. Antonakakis, N., Chatziantoniou and C. Gabauer, D. (2021) “A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Portfolio Diversification”. The Annals of Regional Science 66(2), 279–307. DOI: 10.1007/s00168-020-01021-2. (2*), [A], {A}.

  6. Antonakakis, N., Chatziantoniou and C. Gabauer, D. (2021) “The Impact of Euro through Time: Exchange Rate Dynamics under Different Regimes”. International Journal of Finance & Economics 26(1), 1375–1408. DOI: 10.1002/ijfe.1854. (3*) [B].

  7. Antonakakis, N., Cunado, J., Filis, G. Gabauer, D. and de Gracia, F. P. (2020) “Oil and Asset Classes Implied Volatilities: Investment Strategies and Hedging Effectiveness.” Energy Economics 91, 1–11. DOI: 10.1016/j.eneco.2020.104762. (3*) [A] {A}.

  8. Antonakakis, N., Chatziantoniou and C. Gabauer, D. (2020) “Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions”. Journal of Risk and Financial Management 13 (4), 1–23. DOI: 10.3390/jrfm13040084.

  9. Antonakakis, N. (2019) “Recent Developments in Spatial Econometrics.” Journal of Geographical Systems 22, 3–4. DOI: 10.1007/s10109-019-00317-y. [C].

  10. Antonakakis, N., Gabauer, D. and Gupta, R. (2019) “International Monetary Policy Spillovers: evidence from a Time-varying Parameter Vector Autoregression.” International Review of Financial Analysis 65, 1-12. DOI: 10.1016/ j.irfa.2019.101382. (3*) [B].

  11. Antonakakis, N., Gabauer, D. and Gupta, R. (2019) “Greek Economic Policy Uncertainty: Does it Matter for Europe? Evidence from a dynamic connectedness decomposition approach.” Physica A: Statistical Mechanics and its Applications 535, 1-13. DOI: 10.1016/j.physa.2019.122280. (2*) [A].

  12. Antonakakis, N., Chatziantoniou and C. Gabauer, D. (2019) “Cryptocurrency Market Contagion: Market Uncertainty, Market Complexity, and Dynamic Portfolios”. Journal of International Financial Markets, Institutions and Money 61, 37-51. DOI: 10.1016/j.intfin.2019.02.003. (3*) [A].

  13. Antonakakis, N., Cunado, J., Gupta, R. and Segnon, M. K. (2019) "Revisiting the Twin Deficits Hypothesis: A Quantile Cointegration Analysis over the Period 1791-2013." Journal of Applied Economics, 22 (1), 117-131. (1*) [B] {A}.

  14. Antonakakis, N., Dragouni, M., Eeckels, B. and Filis, G. (2019) "The Tourism and Economic Growth Enigma: Examining an Ambiguous Relationship through Multiple Prisms." Journal of Travel Research, 58 (1), 3-24. DOI: 10.1177/0047287517744671. (4*) [A*].

  15. Antonakakis, N., Collins, A. (2018) "A Suicidal Kuznets Curve?" Economics Letters 166, 90-93. DOI: 10.1016/j.econlet.2018.02.013. (3*) [A] {A}.

  16. Antonakakis, N., Gupta, R. and Tiwari, A. K. (2018) "Time-Varying Correlations between Trade Balance and Stock Prices in the United States over the Period 1792 to 2013." Journal of Economics and Finance, 42, 795-806. DOI: 10.1007/s12197-018-9428-z. [B].

  17. Antonakakis, N., Chatziantoniou, I. Floros, and C. Gabauer, D. (2018) "The Dynamic Connectedness of UK Regional Property Returns." Urban Studies, 55 (14), 3110-3134. DOI: 10.1177/ 0042098017739569. (3*) [A*] {A}.

  18. Antonakakis, N., Chang, T., Cunado, C. and Gupta, R. (2018) "The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet- Based Analysis." Finance Research Letters 24, 1-9. DOI: 10.1016/j.frl.2017. 03.005. (2*) [B].

  19. Antonakakis, N., Gabauer, D., Gupta, R. and Plakandaras, V. (2018) "Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach." Economics Letters 166, 63-75. DOI: 48.140141.16.437534. (3*) [A] {A}.

  20. Antonakakis, N., Cunado, J., Filis, G. Gabauer, D. and de Gracia, F. P. (2018) "Oil Volatility, Oil and Gas Firms and Portfolio Diversification." Energy Economics 70, 499-515. DOI: 10.1016/j.eneco.2018.01.023. (3*) [A] {A}.

  21. Antonakakis, N., Balcilar, M., Bouri, E., and Gupta, R. (2018) “Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test.” Advances in Decision Sciences 22 (1), 1-19.

  22. Antonakakis, N., Andre, C., Gupta, R. and Zerihum, M. F. (2017) "Asymmetric Behaviour in Nominal and Real Housing Prices: Evidence from Emerging and Advanced Economies." Journal of Real Estate Literature 25(2), 409-425. DOI: 10.5555/0927-7544.25.2.409. [B].

  23. Antonakakis, N. and Gupta, R. (2017) "Is Economic Policy Uncertainty Related to Suicide Rates? Evidence from the United States". Social Indicators Research 133 (2), 543-560. DOI: 10.1007/s11205-016-1384-4. [A].

  24. Antonakakis, N., Christou, C., Cunado, J. and Gupta, R. (2017) "Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area." Journal of International Financial Markets Institutions and Money 49, 129-139. DOI: 10.1016/j.int n.2017.03.002. (3*) [A].

  25. Antonakakis, N., Balcilar, M., Gupta, R. and Kyei, C. (2017) "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach." Frontiers in Finance and Economics 14(2), 20-49.

  26. Antonakakis, N., Christou, C., Filis, G. and de Gracia, F. P. (2017) "Oil Dependence, quality of political institutions and economic growth: A panel VAR approach." Resources Policy 53, 147-163. DOI: 10.1016/j.resourpol.2017.06.005. (3*) [A].

  27. Antonakakis, N., Gupta, R. and Tiwari A. K. (2017) "Has the Correlation of Inflation and Stock Prices Changed in the United States over the Last Two Centuries?" Research in International Business and Finance 42 (C), 1-8. DOI: 10.1016/j.ribaf.2017.04.005. (2*) [B].

  28. Antonakakis, N., Gupta, R., Kollias, C. and Papadamou, S. (2017) "Geopolitical risks and the oil-stock nexus over 1899-2016." Finance Research Letters 23, 165-173. DOI: 10.1016/j.frl.2017.07.017. (2*) [B].

  29. Antonakakis, N., Hassani, H., Silva, E. S., Filis, G. and Gupta, R. (2017)"Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques". Annals of Tourism Research 63, 112-127. DOI: 10.1016/j.annals.2017.01.008. (4*) [A*].

  30. Antonakakis, N., Chatziantoniou, I. and Filis, G. (2017) "Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest." International Review of Financial Analysis 50, 1-26. DOI: 10.1016/j.irfa.2017.01.004. (3*) [B].

  31. Antonakakis, N., Gupta, R. and Tiwari, A. K. (2017) "The Time-Varying Correlation between Output and Prices in the United States over 1800 to 2014". Economic Systems 41 (1), 90-108. DOI: 10.1016/j.ecosys.2016.05.005. (2*) [B].

  32. Antonakakis, N., Chatziantoniou, I. and Filis, G. (2017) "Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma." Renewable & Sustainable Energy Reviews 68 (Part 1), 808-824. DOI: 10.1016/j.rser. 2016.09.105.

  33. Antonakakis, N., Dragouni, M., Eeckels, B. and Filis, G. (2016) "Tourism and economic growth: Does democracy matter?" Annals of Tourism Research 61, 258-264. DOI: 10.1016/j.annals.2016.09.018. (4*) [A*].

  34. Antonakakis, N., Andre, C. and Gupta, R. (2016 ) "Dynamic Spillovers in the United States: Stock Market, Housing, Uncertainty and the Macroeconomy." Southern Economic Journal 83 (2), 609-624. DOI: 10.1002/soej.12149. (2*) [A] {A}.

  35. Antonakakis, N., Cunado, J., Gil-Alana, L.A. and Gupta, R.(2016) "Is Inflation Persistence Different in Reality?" Economics Letters 148, 55-58. DOI: 10.1016/ j.econlet.2016.09.003. (3*) [A] {A}.

  36. Antonakakis, N., Gupta, R. and Mwamba, J. W. M. (2016) "Dynamic Comovements between Housing and Oil Markets in the US over 1859 to 2013: A Note." Atlantic Economic Journal 44 (3), 377-386. DOI: 10.1007/s11293-016-9508- 4. (1*) [C].

  37. Antonakakis, N., Babalos, V. and Kyei, C. (2016) "Predictability of Sustainable Investments and the Role of Uncertainty: Evidence from a Non-Parametric Causality-in-Quantiles Test." Applied Economics 48 (48), 4655-4665. DOI: 10.1080/ 00036846. 2016.1161724. (2*) [A] {A}.

  38. Antonakakis, N. and Floros, C. (2016) "Dynamic interdependencies among the housing market, stock market, policy uncertainty and the macroeconomy in the United Kingdom." International Review of Financial Analysis 44, 111-122. DOI: 10.1016/j.irfa.2016.01.006. (3*) [B].

  39. Antonakakis, N., Gogas P., Papadimitriou, T. and Sarantitis, G. (2016) "International Business Cycle Synchronization since the 1870s: Evidence from a Novel Network Approach." Physica A: Statistical Mechanics and its Applications 447, 286-296. DOI: 10.1016/j.physa.2015.12.029. (2*) [A].

  40. Antonakakis, N. and Badinger, H. (2016) "Economic Growth, Volatility, and Cross-Country Spillovers: New Evidence for the G7 Countries." Economic Modelling 52 (B), 352-365. DOI: 10.1016/j.econmod.2015.08.035. (2*) [A] {A}.

  41. Antonakakis, N., Chatziantoniou, I. and Filis, G. (2016) "Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core?" The Manchester School 84 (4), 437-481. DOI: 10.1111/manc.12101. (2*) [B].

  42. Antonakakis, N., Floros, C. and Renatas, K.. (2016) "Dynamic Spillover Effects in Futures Markets: UK and US Evidence." International Review of Financial Analysis 48, 406-418. DOI: 10.1016/j.irfa.2015.03.008. (3*) [B].

  43. Antonakakis, N. and Kizys, R. (2015) "Dynamic Spillovers between Commodity and Currency Markets." International Review of Financial Analysis 41, 303-319. DOI: 10.1016/j.irfa.2015.01.016 (3*) [B].

  44. Antonakakis, N. and Collins, A. (2015) "The Impact of Fiscal Austerity on Suicide Mortality: Evidence across the `Eurozone Periphery'." Social Science & Medicine 145, 63-78. DOI: 10.1016/j.socscimed.2015.09.033. (4*) [A*].

  45. Antonakakis, N., Andre, C.. and Gupta, R. (2015) "Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns." Journal of Real Estate Portfolio Management 21 (1), 53-60. [C].

  46. Antonakakis, N. and Scharler, J. (2015) "Business Cycle and Financial Cycle Spillovers in the G7 Countries." The Quarterly Review of Economics and Finance 58, 154-162. DOI: 10.1016/j.qref.2015.03.002. (2*) [B] {A}.

  47. Antonakakis, N. and Tondl, G. (2015) "Robust Determinants of OECD FDI in Developing Countries: Insights from Bayesian Model Averaging." Cogent Economics & Finance 3 (1), 1-25. DOI: 10.1080/23322039.2015.1095851.

  48. Antonakakis, N., Dragouni, M. and Filis, G. (2015) "How Strong is the Linkage between Tourism and Economic Growth in Europe?" Economic Modelling 44C, 142{155. DOI: 10.1016/j.econmod.2014.10.018. (2*) [A] {A}.

  49. Antonakakis, N., Dragouni, M. and Filis, G. (2015) "Tourism and Growth: The Times they are A-changing" Annals of Tourism Research 50, 165-169. DOI: 10.1016/j.annals.2014.11.008. (4*) [A*].

  50. Antonakakis, N. and Collins, A. (2014) "The Impact of Fiscal Austerity on Suicide: On the Empirics of a Modern Greek Tragedy" Social Science & Medicine 112, 39{50. DOI: 10.1016/j.socscimed.2014.04.019. (4*) [A*].

  51. Antonakakis, N. and Badinger, H. (2014) "International Business Cycle Spillovers since the 1870s". Applied Economics 46 (30), 3682-3694. DOI: 10.1080/00036846. 2014.937040. (2*) [A] {A}.

  52. Antonakakis, N., Chatziantoniou, I. and Filis, G. (2014) "Dynamic Spillovers of Oil Price Shocks and Economic Policy Uncertainty" Energy Economics 44, 433-447. DOI: 10.1016/j.eneco.2014.05.007. (3*) [A] {A}.

  53. Antonakakis, N. and Tondl, G. (2014) "Does Integration and Economic Policy Coordination Promote Business Cycle Synchronization in the EU?" Empirica 41(3), 541{575. DOI: 10.1007/s10663-014-9254-2. (1*) [C].

  54. Antonakakis, N., and Darby, J. (2013) "Forecasting Volatility in Developing Countries' Nominal Exchange Returns" Applied Financial Economics 23 (21), 1675-1691. DOI: 10.1080/09603107.2013.844323. (2*) [C].

  55. Antonakakis, N., and Vergos, K. (2013) "Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis" Journal of International Financial Markets, Institutions & Money 26. 258-272. DOI: 10.1016/j.int n.2013.06.004. (3*) [A].

  56. Antonakakis, N., Chatziantoniou, I. and Filis, G. (2013) "Dynamic Co-movements of Stock Market Returns, Implied Volatility and Policy Uncertainty" Economics Letters 120 (1), 87-92. DOI: 10.1016/j.econlet.2013.04.004. (3*) [A] {A}.

  57. Antonakakis, N. and Filis, G. (2013). "Oil Prices and Stock Market Correlation: A Time-varying Approach" International Journal of Energy and Statistics 1 (1), 17-29. DOI: 10.1142/S2335680413500026.

  58. Antonakakis, N. and Badinger, H. (2012). "International Spillovers of Output Growth and Output Growth Volatility: Evidence from the G7 countries" International Economic Journal 26 (4), 635-653. DOI: 10.1080/10168737.2011. 631025. (1*) [C].

  59. Antonakakis, N. (2012). "The Great Synchronization of International Trade Collapse" Economics Letters 117 (3), 608-614. DOI: 10.1016/j.econlet.2012. 07.041. (3*) [A] {A}.

  60. Antonakakis, N. and Scharler, J. (2012). "Has Globalization Improved International Risk Sharing?" International Finance 15 (2), 255-266. DOI: 10.1111/j.1468-2362.2012.01304.x. [B].

  61. Antonakakis, N. (2012). "Business Cycle Synchronization during US Recessions since the Beginning of the 1870s." Economics Letters 117 (2), 467-472. DOI: 10.1016/j.econlet.2012.06.034. (3*) [A] {A}.

  62. Antonakakis, N. (2012). "Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro" Journal of International Financial Markets, Institutions & Money 22 (5), 1091-1109. DOI: 10.1016/ j.int n.2012.05.009. (3*) [A].

  63. Antonakakis, N. and Scharler, J. (2012). "The Synchronization of GDP Growth in the G7 During US Recessions" Applied Economics Letters 19 (1), 7-11. DOI: 10.1080/13504851.2011.564126. (1*) [B] {A}.

  64. Antonakakis, N. (2012). "Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables." Banks and Bank Systems 7 (2), 35{50. [C].

  65. Antonakakis, N. and Scharler, J. (2012). "Volatility, Information and Stock Market Crashes." Journal of Advanced Studies in Finance 3 (5), 49{67. DOI: 10.2478/v10259-012-0004-0.

CHAPTERS IN BOOK PUBLICATIONS

  1. Antonakakis, N., Badinger, H. and Wolf Reuter (2016) "Efficiency, Proportionality and Member States' Power in the EU Council of Ministers", in "Handbook of the Economics of European Integration" Edited by Harald Badinger and Volker Nitsch. Routledge.

NEWSPAPER PUBLICATIONS

  1. "The Crisis is Inevitably Contagious", Axia (Greek newspaper), April 18, 2015.

  2. "A proposal by a Cretan scientist: Wine and culture better bets than the sun and sand", Candia News (Greek newspaper), December 12, 2014.

  3. "The economic and health impact of fiscal consolidation in Greece", Candia News (Greek newspaper), August 17, 2014.

  4. "Call for more Appropriate Financial and Economic Affairs Management in Greece", Kerdos (Greek newspaper), June 12, 2011.

  5. "Conditions for Successful Implementation of the Privatization Program in Greece", Express (Greek newspaper), June 4, 2011.

  6. "The Sustainability of Greek Debt", Kerdos (Greek newspaper), May 29, 2011.

Contacts

info@nikolaosantonakakis.com
+43 1 269 9293 4354

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