Ioannis Chatziantoniou

6.7k total citations · 6 hit papers
65 papers, 4.7k citations indexed

About

Ioannis Chatziantoniou is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance and Finance. According to data from OpenAlex, Ioannis Chatziantoniou has authored 65 papers receiving a total of 4.7k indexed citations (citations by other indexed papers that have themselves been cited), including 61 papers in Economics and Econometrics, 32 papers in General Economics, Econometrics and Finance and 20 papers in Finance. Recurrent topics in Ioannis Chatziantoniou's work include Market Dynamics and Volatility (51 papers), Energy, Environment, Economic Growth (30 papers) and Monetary Policy and Economic Impact (30 papers). Ioannis Chatziantoniou is often cited by papers focused on Market Dynamics and Volatility (51 papers), Energy, Environment, Economic Growth (30 papers) and Monetary Policy and Economic Impact (30 papers). Ioannis Chatziantoniou collaborates with scholars based in United Kingdom, Austria and Greece. Ioannis Chatziantoniou's co-authors include Nikolaos Antonakakis, David Gabauer, George Filis, Alexis Stenfors, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Panagiotis Tzouvanas, David Duffy, Fernando Pérez de Gracia and Renatas Kizys and has published in prestigious journals such as Renewable and Sustainable Energy Reviews, Journal of Cleaner Production and Tourism Management.

In The Last Decade

Ioannis Chatziantoniou

62 papers receiving 4.6k citations

Hit Papers

Refined Measures of Dynamic Connectedne... 2013 2026 2017 2021 2020 2013 2021 2022 2019 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
    2020 946 citations Nikolaos Antonakakis, Ioannis Chatziantoniou et al. profile →
  2. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty
    2013 421 citations Nikolaos Antonakakis, Ioannis Chatziantoniou et al. Economics Letters profile →
  3. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
    2021 309 citations Ioannis Chatziantoniou, David Gabauer et al. Economics Letters profile →
  4. Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets
    2022 305 citations Ioannis Chatziantoniou, David Gabauer et al. profile →
  5. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios
    2019 225 citations Nikolaos Antonakakis, Ioannis Chatziantoniou et al. profile →
  6. EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness
    2020 187 citations Ioannis Chatziantoniou, David Gabauer profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Ioannis Chatziantoniou United Kingdom 29 4.4k 1.2k 1.1k 1.0k 453 65 4.7k
Amine Lahiani France 32 3.2k 0.7× 1.1k 0.9× 1.0k 0.9× 769 0.8× 405 0.9× 83 3.7k
Şaban Nazlıoğlu Türkiye 22 3.3k 0.8× 1.1k 0.9× 1.1k 1.0× 552 0.5× 330 0.7× 87 3.7k
Mobeen Ur Rehman Pakistan 36 3.1k 0.7× 755 0.6× 557 0.5× 847 0.8× 626 1.4× 152 3.4k
Anupam Dutta Finland 30 3.3k 0.8× 1.3k 1.1× 415 0.4× 597 0.6× 340 0.8× 90 3.6k
Aktham Maghyereh United Arab Emirates 32 3.0k 0.7× 856 0.7× 770 0.7× 1.1k 1.1× 266 0.6× 135 3.5k
David Gabauer Austria 32 5.5k 1.3× 1.2k 1.0× 1.2k 1.1× 1.5k 1.4× 682 1.5× 86 5.7k
Susan Sunila Sharma Australia 34 4.3k 1.0× 1.5k 1.3× 1.2k 1.1× 1.3k 1.3× 155 0.3× 87 5.0k
Emmanuel Joel Aikins Abakah Ghana 27 2.8k 0.6× 605 0.5× 305 0.3× 913 0.9× 552 1.2× 104 3.0k
Oluwasegun B. Adekoya Nigeria 28 2.3k 0.5× 660 0.5× 362 0.3× 512 0.5× 226 0.5× 80 2.6k
Zaghum Umar United Arab Emirates 41 4.9k 1.1× 808 0.7× 922 0.8× 1.5k 1.5× 706 1.6× 145 5.3k

Countries citing papers authored by Ioannis Chatziantoniou

Since Specialization
Citations

This map shows the geographic impact of Ioannis Chatziantoniou's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ioannis Chatziantoniou with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ioannis Chatziantoniou more than expected).

Fields of papers citing papers by Ioannis Chatziantoniou

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ioannis Chatziantoniou. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ioannis Chatziantoniou. The network helps show where Ioannis Chatziantoniou may publish in the future.

Co-authorship network of co-authors of Ioannis Chatziantoniou

This figure shows the co-authorship network connecting the top 25 collaborators of Ioannis Chatziantoniou. A scholar is included among the top collaborators of Ioannis Chatziantoniou based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ioannis Chatziantoniou. Ioannis Chatziantoniou is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Chatziantoniou, Ioannis, et al.. (2025). Systemic risk and oil price volatility shocks. Journal of Financial Stability. 79. 101432–101432. 1 indexed citations
2.
Chatziantoniou, Ioannis, David Gabauer, & Alexis Stenfors. (2025). US sectoral stock market volatility and geopolitical risk categories. Finance research letters. 76. 106916–106916. 4 indexed citations
3.
Floros, Christos, et al.. (2024). Crises and Contagion in Equity Portfolios. Economies. 12(7). 168–168.
4.
Gabauer, David, Ioannis Chatziantoniou, & Alexis Stenfors. (2023). Model-Free Connectedness Measures. SSRN Electronic Journal. 1 indexed citations
5.
Naeem, Muhammad Abubakr, Ioannis Chatziantoniou, David Gabauer, & Sitara Karim. (2023). Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach. International Review of Financial Analysis. 91. 102986–102986. 24 indexed citations
6.
Antonakakis, Nikolaos, David Gabauer, & Ioannis Chatziantoniou. (2023). What is Driving Connectedness? Stylized Facts from Mean and Volatility Dynamics. SSRN Electronic Journal. 1 indexed citations
7.
Long, Suwan, Ioannis Chatziantoniou, David Gabauer, & Brian M. Lucey. (2022). Do Social Media Sentiments Drive Cryptocurrency Intraday Price Volatility? Evidence from Dynamic Return and Volatility Connectedness. SSRN Electronic Journal. 2 indexed citations
8.
Chatziantoniou, Ioannis, Ahmed H. Elsayed, David Gabauer, & Giray Gözgör. (2022). Oil Price Shocks and Exchange Rate Dynamics: New Evidence From Decomposed and Partial Connectedness Measures for Oil Importing and Exporting Economies. SSRN Electronic Journal. 5 indexed citations
9.
Cuñado, Juncal, Ioannis Chatziantoniou, David Gabauer, Fernando Pérez de Gracia, & Hardik A. Marfatia. (2022). Dynamic Spillovers Across Precious Metals and Oil Realized Volatilities: Evidence from Quantile Extended Joint Connectedness Measures. SSRN Electronic Journal. 15 indexed citations
10.
Tzouvanas, Panagiotis, et al.. (2019). Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency. The British Accounting Review. 52(6). 100863–100863. 47 indexed citations
11.
Chatziantoniou, Ioannis, Stavros Degiannakis, & George Filis. (2019). Futures-based forecasts: How useful are they for oil price volatility forecasting?. Energy Economics. 81. 639–649. 18 indexed citations
12.
Antonakakis, Nikolaos, Ioannis Chatziantoniou, & David Gabauer. (2018). European Currency Co-Movements and Contagion: Evidence from a Bayesian TVP-(Pseudo)FAVAR Model. SSRN Electronic Journal. 7 indexed citations
13.
Floros, Christos & Ioannis Chatziantoniou. (2017). The Greek Debt Crisis. 3 indexed citations
14.
Antonakakis, Nikolaos, Ioannis Chatziantoniou, & George Filis. (2015). Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma. Bournemouth University Research Online (Bournemouth University). 8 indexed citations
15.
Antonakakis, Nikolaos, Ioannis Chatziantoniou, & George Filis. (2014). Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 11 indexed citations
16.
Antonakakis, Nikolaos, Ioannis Chatziantoniou, & George Filis. (2014). Dynamic spillovers of oil price shocks and economic policy uncertainty. Energy Economics. 44. 433–447. 328 indexed citations
17.
Antonakakis, Nikolaos, Ioannis Chatziantoniou, & George Filis. (2013). Dynamic co-movements of stock market returns, implied volatility and policy uncertainty. Economics Letters. 120(1). 87–92. 421 indexed citations breakdown →
18.
Antonakakis, Nikolaos, Ioannis Chatziantoniou, & George Filis. (2013). Dynamic Co-Movements of Stock Market Returns, Implied Volatility and Policy Uncertainty. WU Research. 6 indexed citations
19.
Filis, George & Ioannis Chatziantoniou. (2013). Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries. Review of Quantitative Finance and Accounting. 42(4). 709–729. 121 indexed citations
20.
Antonakakis, Nikolaos, Ioannis Chatziantoniou, & George Filis. (2012). Dynamic Co-movements between Stock Market Returns and Policy Uncertainty. Munich Personal RePEc Archive (Ludwig Maximilian University of Munich). 29 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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