People

Dr Athanasios Triantafyllou

Lecturer
EBS - Finance
Dr Athanasios Triantafyllou
  • Email

  • Telephone

    +44 (0) 1206 876635

  • Location

    EBS.1.11B, Colchester Campus

  • Academic support hours

    You can find details of Academic Support hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911

Profile

Biography

Dr Athanasios Triantafyllou joined Essex Business School in October 2017 as Lecturer in Finance. He is a visiting lecturer at the department of Applied Mathematical and Physical Sciences, NTUA, and he was also a visiting scholar at SC Johnson College of Business, Cornell university. Athanasios holds a PhD in Finance and an MPhil in Economics from University of Athens, an MSc in Accounting and Finance from AUEB and a BSc in Mathematics from University of Athens. Prior to joining EBS, he was working as consultant in Quantitative Risk Management in Ernst & Young and he has participated in projects for large US investment banks (as part of the Ernst & Young US Quant Hub) dealing with market risk management and the pricing of complex derivative products. He has also worked as researcher in general equilibrium modeling at the E3Mlab of NTUA focusing on the modeling and the respective impact of macroeconomic and energy policy scenarios on EU-28 economies.

Qualifications

  • PhD in Finance National and Kapodistrian University of Athens,

  • MPhil in Economics National and Kapodistrian University of Athens,

  • MSc in Accounting and Finance Athens University of Economics and Business,

  • BSc in Mathematics National and Kapodistrian University of Athens,

Appointments

University of Essex

  • Lecturer in Finance, University of Essex (2/10/2017 - present)

Research and professional activities

Research interests

Commodity markets

Open to supervise

Macro-finance

Risk Management

Open to supervise

Agricultural economics

Open to supervise

Oil markets and the macroeconomy

Open to supervise

Volatility modeling and forecasting

Open to supervise

Economic Uncertainty

Open to supervise

Forecasting inflation

Open to supervise

Monetary policy and financial markets

Open to supervise

Financial derivatives

Open to supervise

Option-implied risk neutral moments

Open to supervise

Teaching and supervision

Current teaching responsibilities

  • Risk Management (BE361)

  • Trading Global Financial Markets (BE364)

  • Risk Management and Financial Institutions (BE631)

  • Student Success Tutorial (BE916)

Publications

Journal articles (8)

Ozbekler, AG., Kontonikas, A. and Triantafyllou, A., Volatility Forecasting in European Government Bond Markets. International Journal of Forecasting

Megaritis, A., Vlastakis, N. and Triantafyllou, A., (2021). Stock Market Volatility and Jumps in Times of Uncertainty. Journal of International Money and Finance. 113, 102355-102355

Bakas, D. and Triantafyllou, A., (2020). Commodity Price Volatility and the Economic Uncertainty of Pandemics. Economics Letters. 193, 109283-109283

Triantafyllou, A., Dotsis, G. and Sarris, A., (2020). Assessing the vulnerability to price spikes in agricultural commodity markets. Journal of Agricultural Economics. 71 (3), 631-651

Bakas, D. and Triantafyllou, A., (2019). Volatility forecasting in commodity markets using macro uncertainty. Energy Economics. 81, 79-94

Bakas, D. and Triantafyllou, A., (2018). The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. Journal of International Money and Finance. 87 (C), 96-111

Triantafyllou, A. and Dotsis, G., (2017). Option-implied expectations in commodity markets and monetary policy. Journal of International Money and Finance. 77 (C), 1-17

Triantafyllou, A., Dotsis, G. and Sarris, AH., (2015). Volatility Forecasting and Time-varying Variance Risk Premiums in Grains Commodity Markets. Journal of Agricultural Economics. 66 (2), 329-357

Book chapters (2)

Triantafyllou, A., (2020). Investing in Commodities in Times of Uncertainty and Lax Monetary Policy. In: Recent Advances and Applications in Alternative Investments. Editors: Kenourgios, D., Dotsis, G. and Zopounidis, C., . IGI Global. 1799824381. 9781799824381

Triantafyllou, A., Dotsis, G. and 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. Editors: Mergos, G. and Papanastassiou, M., . Springer. 161- 174. 3319407902. 9783319407906

Reports and Papers (3)

Vlastakis, N., Triantafyllou, A. and Kellard, N., (2020). Oil price uncertainty as a predictor of stock market volatility

Vlastakis, N., Triantafyllou, A. and Kellard, N., (2020). Measuring Oil Price Shocks

Triantafyllou, A., Vlastakis, N. and Kellard, N., (2019). Oil Price Uncertainty and the Macroeconomy

Contact

a.triantafyllou@essex.ac.uk
+44 (0) 1206 876635

Location:

EBS.1.11B, Colchester Campus

Academic support hours:

You can find details of Academic Support hours on the EBS UG and PG information page on Moodle or by calling EBS Student Services on 01206873911