Athanasios TRIANTAFYLLOU

Athanasios TRIANTAFYLLOU
Associate Professor
Ph.D. in Economics - University of Athens
Track: Finance
LEM Member
Education
  • 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
Professional Experiences
Academic Experience
  • 2022 - present, 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
Professional Experience :
  • 2016 - 2017, Consultant in Risk Management, Ernst & Young, Athens, Greece
Published Papers in Refereed Journals
  • Triantafyllou Athanasios , Megaritis Anastasios , Filomeni Stefano , Bose Udichibarna, (2023). Can market information outperform hard and soft information in predicting corporate defaults, 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 , Bermpei Theodora, Karadimitropoulou Aikaterini, Alshalahi Jebreel, (2023). Does Commodity Price Uncertainty Matter for the Cost of Credit? Evidence from Developing and Advanced Economies, Journal of Commodity Markets, 29 (2023) 100306.
Show all
  • 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.
Book Chapters
  • 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.
Research fields
  • Commodity markets
  • Risk management
  • Volatility forecasting
  • Interest rate derivatives
  • International economics
  • Monetary economics
  • Agricultural economics
  • Asset pricing
Teaching
Grande Ecole (Bachelor cycle) :
  • Fundamentals of financial derivatives
Grande Ecole (Master cycle) :
  • Multinational financial management
  • Commodity markets
  • Firm valuation