Nikolaos Antonakakis
Economics and Econometrics · 2012–2020
A researcher in the Science corpus: 17 papers; trusts 135 researchers and is trusted by 43 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 410 citations into it; #1,764 of 23,481 by trust here, #1,149 by citations
- Finance — 161 citations into it; #1,741 of 10,518 by trust here, #1,528 by citations
- Renewable Energy, Sustainability and the Environment — 116 citations into it; #803 of 5,212 by trust here, #1,697 by citations
- Sociology and Political Science — 46 citations into it
- Environmental Engineering — 35 citations into it
- Information Systems — 32 citations into it
- Management Science and Operations Research — 20 citations into it
- Pollution — 19 citations into it; #1,219 of 1,888 by trust here, #1,086 by citations
Whom Nikolaos Antonakakis trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Francis X. Diebold
- Robert F. Engle
- K. Yilmaz
- Lutz Kilian
- Gary Koop
- Kamil Yilmaz
- N. Apergis
- Zhaohua Wang
- Christopher A. Sims
- George Filis
Who trusts Nikolaos Antonakakis overall
- David Gabauer
- Stavros Degiannakis *
- George Filis
- Shaen Corbet
- Rangan Gupta
- Elie Bouri
- Ioannis Chatziantoniou
- O. Adekoya
- Kimiko Sugimoto
- M. Balcılar
Papers from Nikolaos Antonakakis's perspective
Ordered by how strongly the researchers Nikolaos Antonakakis trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation
- Generalized autoregressive conditional heteroskedasticity
- MACROECONOMICS AND REALITY
- Testing for unit roots in heterogeneous panels
- Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market
- The Impact of Oil Price Shocks on the U.S. Stock Market
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Environmental Kuznets Curve Hypothesis: A Survey
Their papers
- Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis (2013) — 164 citations
- Dynamic spillovers of oil price shocks and economic policy uncertainty (2014) — 403 citations
- Dynamic spillovers between commodity and currency markets (2015) — 224 citations
- Exchange return co-movements and volatility spillovers before and after the introduction of euro (2012) — 237 citations
- Oil shocks and stock markets: dynamic connectedness under the prism of recent geopolitical and economic unrest (2017) — 186 citations
- Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty (2013) — 527 citations
- Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios (2019) — 258 citations
- Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach (2018) — 328 citations
- Geopolitical risks and the oil-stock nexus over 1899–2016 (2017) — 363 citations
- International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression (2019) — 143 citations
- How strong is the linkage between tourism and economic growth in Europe (2015) — 241 citations
- Energy consumption, CO2 emissions and economic growth: an ethical dilemma (2017) — 446 citations
- Forecasting Accuracy Evaluation of Tourist Arrivals: Evidence from Parametric and Non-Parametric Techniques (2015) — 161 citations
- Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020) — 1,296 citations
- Oil volatility, oil and gas firms and portfolio diversification (2018) — 284 citations
- Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness (2020) — 170 citations
- Refined Measures of Dynamic Connectedness based on TVP-VAR (2017) — 198 citations