If you are going to be staying in that neighborhood for a long time, if I were you I would just avoid him. Take a different route when you walk at night. He probably is a grumpy old man and you should avoid any contact with him. If he threatens you again, you could contact the police, however it may cause even more problems that you don't need. You are entitled to walk your dog whenever you want to. I say avoid him and go on with your nightly walks!