People

Dr Nikolaos Vlastakis

Lecturer
EBS - Finance
Dr Nikolaos Vlastakis
  • Email

  • Telephone

    +44 (0) 1206 874591

  • Location

    EBS.3.5, 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

Qualifications

  • BSc Economics and Regional Development Panteion University,

  • MSc Decision Sciences (Financial Engineering) Athens University of Economics and Business,

  • MSc Engineering-Economic Systems National Technical University of Athens,

  • PhD Finance Athens University of Economics and Business,

Research and professional activities

Research interests

Financial Econometrics

Volatility Modelling

Open to supervise

Information Markets

Open to supervise

Teaching and supervision

Current teaching responsibilities

  • Portfolio Analysis (BE313)

  • Portfolio Management (BE354)

  • Risk Management (BE361)

  • Data and Analytics (BE883)

Previous supervision

Xiaoran Yang
Xiaoran Yang
Thesis title: Essays on Volatility Estimation and Forecasting of Crude Oil Futures
Degree subject: Finance
Degree type: Doctor of Philosophy
Awarded date: 22/5/2017
Handy Getty Tan
Handy Getty Tan
Thesis title: Modelling Duration Dynamic Properties of Ultra-High Frequency Data.
Degree subject: Finance
Degree type: Doctor of Philosophy
Awarded date: 25/6/2015
Mohammad Qasim Mohammad Raja Momani
Mohammad Qasim Mohammad Raja Momani
Thesis title: Essays in Asset Pricing
Degree subject: Finance
Degree type: Doctor of Philosophy
Awarded date: 29/5/2015

Publications

Journal articles (7)

Kotzinos, A., Psychoyios, D. and Vlastakis, N., (2021). The impact of ICT diffusion on sovereign cost of debt. International Journal of Banking, Accounting and Finance. 12 (1), 16-51

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

Chronopoulos, DK., Vlastakis, N. and Papadimitriou, FI., (2018). Information demand and stock return predictability. Journal of International Money and Finance. 80 (C), 59-74

Dotsis, G. and Vlastakis, N., (2016). Corridor Volatility Risk and Expected Returns. Journal of Futures Markets. 36 (5), 488-505

Vlastakis, N. and Markellos, RN., (2012). Information demand and stock market volatility. Journal of Banking & Finance. 36 (6), 1808-1821

Vlastakis, N., Dotsis, G. and Markellos, RN., (2009). How efficient is the European football betting market? Evidence from arbitrage and trading strategies. Journal of Forecasting. 28 (5), 426-444

Vlastakis, N., Dotsis, G. and Markellos, RN., (2008). Nonlinear modelling of European football scores using support vector machines. Applied Economics. 40 (1), 111-118

Reports and Papers (4)

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

Megaritis, A., Vlastakis, N. and Triantafyllou, A., (2020). Stock market volatility and jumps in times of uncertainty

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

Contact

nvlast@essex.ac.uk
+44 (0) 1206 874591

Location:

EBS.3.5, 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