Dr Athanasios Triantafyllou
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Email
a.triantafyllou@essex.ac.uk -
Telephone
+44 (0) 1206 876635
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Location
EBS.1.11B, Colchester Campus
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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
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PhD in Finance National and Kapodistrian University of Athens,
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MPhil in Economics National and Kapodistrian University of Athens,
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MSc in Accounting and Finance Athens University of Economics and Business,
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BSc in Mathematics National and Kapodistrian University of Athens,
Appointments
University of Essex
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Lecturer in Finance, University of Essex (2/10/2017 - present)
Research and professional activities
Research interests
Commodity markets
Macro-finance
Risk Management
Agricultural economics
Oil markets and the macroeconomy
Volatility modeling and forecasting
Economic Uncertainty
Forecasting inflation
Monetary policy and financial markets
Financial derivatives
Option-implied risk neutral moments
Teaching and supervision
Current teaching responsibilities
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Risk Management (BE361)
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Trading Global Financial Markets (BE364)
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Risk Management and Financial Institutions (BE631)
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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
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