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
  • TRIANTAFYLLOU T., BAKAS D., IOAKIMIDIS M., (2022). Commodity price uncertainty as a leading indicator of economic activity, International Journal of Finance and Economics, N/A (N/A) 1-26.
  • 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.
Afficher tout
  • 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