Items where Author is "Triantafyllou, Athanasios"

Triantafyllou, Athanasios and Bakas, Dimitrios and Ioakimidis, Marilou (2023) Commodity Price Uncertainty as a Leading Indicator of Economic Activity. International Journal of Finance and Economics, 28 (4). pp. 4194-4219. DOI https://doi.org/10.1002/ijfe.2642

Filomeni, Stefano and Bose, Udichibarna and Megaritis, Anastasios and Triantafyllou, Athanasios (2023) Can market information outperform hard and soft information in predicting corporate defaults? International Journal of Finance and Economics. DOI https://doi.org/10.1002/ijfe.2840

Bermpei, Theodora and Karadimitropoulou, Aikaterini and Triantafyllou, Athanasios and Alshalahi, Jebreel (2023) Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies. Journal of Commodity Markets, 29. p. 100306. DOI https://doi.org/10.1016/j.jcomm.2022.100306

Ozbekler, Ali Gencay and Kontonikas, Alexandros and Triantafyllou, Athanasios (2021) Volatility Forecasting in European Government Bond Markets. International Journal of Forecasting, 37 (4). pp. 1691-1709. DOI https://doi.org/10.1016/j.ijforecast.2021.03.009

Ferrara, Laurent and Karadimitropoulou, Aikaterini and Triantafyllou, Athanasios (2021) Commodity price uncertainty comovement: Does it matter for global economic growth? Working Paper. Essex Finance Centre Working Papers, Colchester, Essex. (Unpublished)

Megaritis, Anastasios and Vlastakis, Nikolaos and Triantafyllou, Athanasios (2021) Stock Market Volatility and Jumps in Times of Uncertainty. Journal of International Money and Finance, 113. p. 102355. DOI https://doi.org/10.1016/j.jimonfin.2021.102355

Megaritis, Anastasios and Vlastakis, Nikolaos and Triantafyllou, Athanasios (2020) Stock market volatility and jumps in times of uncertainty. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Triantafyllou, Athanasios and Dotsis, George and Sarris, Alexandros (2020) Assessing the vulnerability to price spikes in agricultural commodity markets. Journal of Agricultural Economics, 71 (3). pp. 631-651. DOI https://doi.org/10.1111/1477-9552.12377

Bakas, Dimitrios and Triantafyllou, Athanasios (2020) Commodity Price Volatility and the Economic Uncertainty of Pandemics. Economics Letters, 193. p. 109283. DOI https://doi.org/10.1016/j.econlet.2020.109283

Vlastakis, Nikolaos and Triantafyllou, Athanasios and Kellard, Neil (2020) Measuring Oil Price Shocks. Working Paper. Essex Finance Centre Working Papers, Colchester, Essex. (Unpublished)

Bakas, Dimitrios and Ioakimidis, Marilou and Triantafyllou, Athanasios (2020) Commodity Price Uncertainty as a Leading Indicator of Economic Activity. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Bakas, Dimitrios and Triantafyllou, Athanasios (2020) Commodity Price Volatility and the Economic Uncertainty of Pandemics. Working Paper. Essex Finance Centre Working Papers. (Unpublished)

Özbekler, Ali Gencay and Kontonikas, Alexandros and Triantafyllou, Athanasios (2020) Volatility Forecasting in European Government Bond Markets. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Vlastakis, Nikolaos and Triantafyllou, Athanasios and Kellard, Neil (2020) Oil price uncertainty as a predictor of stock market volatility. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Triantafyllou, Athanasios and Dotsis, George and Sarris, Alexandros (2019) Assessing the vulnerability to price spikes in agricultural commodity markets. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Bakas, Dimitrios and Triantafyllou, Athanasios (2019) Volatility forecasting in commodity markets using macro uncertainty. Energy Economics, 81. pp. 79-94. DOI https://doi.org/10.1016/j.eneco.2019.03.016

Triantafyllou, Athanasios and Vlastakis, Nikolaos and Kellard, Neil (2019) Oil Price Uncertainty and the Macroeconomy. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)

Bakas, Dimitrios and Triantafyllou, Athanasios (2018) The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. Journal of International Money and Finance, 87 (C). pp. 96-111. DOI https://doi.org/10.1016/j.jimonfin.2018.06.001

Triantafyllou, Athanasios and Dotsis, George (2017) Option-implied expectations in commodity markets and monetary policy. Journal of International Money and Finance, 77 (C). pp. 1-17. DOI https://doi.org/10.1016/j.jimonfin.2017.06.002

Triantafyllou, Athanasios and Dotsis, George and Sarris, Alexandros H (2015) Volatility Forecasting and Time-varying Variance Risk Premiums in Grains Commodity Markets. Journal of Agricultural Economics, 66 (2). pp. 329-357. DOI https://doi.org/10.1111/1477-9552.12101