Athanasios TRIANTAFYLLOU

Athanasios TRIANTAFYLLOU
Associate Professor
Ph.D. in Economics - University of Athens
Filière : Finance
Membre du LEM
Formation
  • 2017 : Ph.D. in Economics, University of Athens, Greece
  • 2013 : M.Phil. in Economics, University of Athens, Greece
  • 2010 : MSc. in Accounting and Finance, Athens University of Economics and Business, Greece
  • 2008 : BSc. in Mathematics, University of Athens, Greece
Expériences Professionnelles
Expérience académique :
  • 2022 - maintenant, Associate Professor in Finance, IÉSEG School of Management, , France
  • 2019 - 2019, Visiting professor, Cornell University, Ithaca, USA
  • 2017 - 2022, Lecturer (US: Assistant Professor), University of Essex, Colchester, United Kingdom
  • 2015 - 2015, General equilibrium modeler, National Technical University of Athens, Athens, Greece
Expérience en entreprise :
  • 2016 - 2017, Consultant in Risk Management, Ernst & Young, Athens, Greece
Articles publiés dans des revues à comité de lecture
  • Ferrara Laurent, Triantafyllou Athanasios, Karadimitropoulou Aikaterini, (2024). Oil jump tail risk as a driver of inflation dynamics, Journal of Commodity Markets, N/A (N/A) N/A.
  • Triantafyllou Athanasios , Megaritis Anastasios , Filomeni Stefano , Bose Udichibarna, (2024). Can market information outperform hard and soft information in predicting corporate defaults, International Journal of Finance and Economics, 29 (3) 3567-3592.
  • BERMPEI T., Triantafyllou Athanasios, Karadimitropoulou Aikaterini, Ferrara Laurent, (2024). Commodity currencies revisited: The role of global commodity price uncertainty, Journal of International Money and Finance, 145 (103096) 1-19.
Afficher tout
  • Megaritis Anastasios, Triantafyllou Athanasios, Kontonikas Alexandros, Vlastakis Nikolaos, (2024). The Term Structure of Interest Rates as Predictor of Stock Market Volatility, International Journal of Finance and Economics, N/A (N/A) N/A.
  • Bermpei T., Karadimitropoulou A., Triantafyllou T., Alshalahi J., (2023). Does commodity price uncertainty matter for the cost of credit? Evidence from developing and advanced economies, Journal of Commodity Markets, 29 (NA) 100306.
  • Triantafyllou Athanasios , Bakas Dimitrios , Konstantakopoulou Ioanna , (2023). Commodity price uncertainty and international trade, European Review of Agricultural Economics, 50 (4) 1453-1481.
  • Triantafyllou Athanasios, Bakas Dimitrios, Ioakimidis Marilou, (2023). Commodity price uncertainty as a leading indicator of economic activity, International Journal of Finance and Economics, 28 (4) 4194 - 4219.
  • TRIANTAFYLLOU T., KONTONIKAS A., OZBEKLER A. G., (2021). Volatility forecasting in European government bond markets, International Journal of Forecasting, 37 (4) 1691-1709.
  • TRIANTAFYLLOU T., VLASTAKIS N., MEGARITIS A., (2021). Stock market volatility and jumps in times of uncertainty, Journal of International Money and Finance, 113 (May) 1-24.
  • TRIANTAFYLLOU A., DOTSIS G., SARRIS A., (2020). Assessing the Vulnerability to Price Spikes in Agricultural Commodity Markets, Journal of Agricultural Economics, 71 (3) 631-651.
  • TRIANTAFYLLOU A., BAKAS D., (2020). Commodity Price Volatility and the Economic Uncertainty of Pandemics, Economics Letters, 193 (August) 1-5.
  • TRIANTAFYLLOU A., BAKAS D., (2019). Volatility forecasting in commodity markets using macro uncertainty, Energy Economics, 81 (June) 79-94.
  • TRIANTAFYLLOU A., BAKAS D., (2018). The Impact of Uncertainty Shocks on the Volatility of Commodity Prices, Journal of International Money and Finance, 87 (October) 96-111.
  • TRIANTAFYLLOU A., DOTSIS G., (2017). Option-implied expectations in commodity markets and monetary policy, Journal of International Money and Finance, 77 (October) 1-17.
  • TRIANTAFYLLOU A., DOTSIS G., SARRIS A., (2015). Volatility forecasting and time-varying variance risk premiums in grains commodity markets, Journal of Agricultural Economics, 66 (2) 329-357.
Chapitres de livres
  • TRIANTAFYLLOU T., (2020), Investing in Commodities in Times of Uncertainty and Lax Monetary Policy, in: Recent Advances and Applications in Alternative Investments.
  • TRIANTAFYLLOU T., DOTSIS G., SARRIS A., (2017), Extreme Volatility in Agricultural Commodity Markets and Implications for Food Security, in: Food Security and Sustainability Investment and Financing along Agro-Food Chains.
Domaines de Recherche
  • Commodity markets
  • Risk management
  • Volatility forecasting
  • Interest rate derivatives
  • International economics
  • Monetary economics
  • Agricultural economics
  • Asset pricing
Enseignement
Grande Ecole (Bachelor cycle) :
  • Fundamentals of financial derivatives
Grande Ecole (Master cycle) :
  • Multinational financial management
  • Commodity markets
  • Firm valuation