Amir H. Alizadeh : Citation Profile

Are you Amir H. Alizadeh?

City University

11

H index

12

i10 index

400

Citations

RESEARCH PRODUCTION:

15

Articles

RESEARCH ACTIVITY:

   10 years (2001 - 2011). See details.
   Cites by year: 40
   Journals where Amir H. Alizadeh has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 3 (0.74 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pal450
   Updated: 2023-03-25    RAS profile: 2013-04-20    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Amir H. Alizadeh.

Is cited by:

Tsouknidis, Dimitris (22)

Wolff, François-Charles (18)

Kavussanos, Manolis (18)

Pouliasis, Panos (10)

Papapostolou, Nikos (8)

Thomakos, Dimitrios (6)

Wang, Yudong (6)

Li, jianping (5)

Syriopoulos, Theodore (4)

Tsakou, Katerina (4)

Tansuchat, Roengchai (4)

Cites to:

Kavussanos, Manolis (15)

Engle, Robert (10)

Johansen, Soren (7)

Newey, Whitney (4)

Franses, Philip Hans (4)

Phillips, Peter (4)

West, Kenneth (4)

Hamilton, James (3)

Koekebakker, Steen (3)

Bollerslev, Tim (3)

Sims, Christopher (2)

Main data

Where Amir H. Alizadeh has published?

Journals with more than one article published# docs
Transportation Research Part E: Logistics and Transportation Review3
Journal of Transport Economics and Policy2
Maritime Policy & Management2

Recent works citing Amir H. Alizadeh (2022 and 2021)

YearTitle of citing document
2021A Hybrid Learning Approach to Detecting Regime Switches in Financial Markets. (2021). Hussien, Hussien ; Tang, Yi Zhou ; Akioyamen, Peter. In: Papers. RePEc:arx:papers:2108.05801.

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2022Static Hedging of Freight Risk under Model Uncertainty. (2022). Papayiannis, Georgios I. In: Papers. RePEc:arx:papers:2207.00862.

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2021Forecasting natural gas prices using highly flexible time-varying parameter models. (2021). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002418.

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2021Energy efficiency and emissions control: The response of the second-hand containerships sector. (2021). Merika, Anna ; Kokosalakis, George ; Triantafyllou, Anna. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002814.

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2021Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications. (2021). Kang, Sanghoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003844.

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2022Hedging IMO2020 compliant fuel price exposure using futures contracts. (2022). Kavussanos, Manolis ; Bai, Xiwen. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001980.

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2022Marine fuel hedging under the sulfur cap regulations. (2022). Zitek, Michal ; Ech, Frantiek. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003528.

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2021Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach. (2021). Marsh, Ian W ; Huang, Chih-Yueh ; Alizadeh, Amir H. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302063.

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2021Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging. (2021). Sgarra, Carlo ; Gonzato, Luca. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001845.

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2021Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach. (2021). Bai, Xiwen. In: Energy. RePEc:eee:energy:v:235:y:2021:i:c:s0360544221016315.

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2022Determinants of dynamic dependence between the crude oil and tanker freight markets: A mixed-frequency data sampling copula model. (2022). Shi, Wenming ; Gong, Yuting ; Nguyen, Son ; Liu, Qian ; Yin, Jingbo. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pb:s0360544222012579.

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2022Geographical diversification using ETFs: Multinational evidence from COVID-19 pandemic. (2022). Najand, Mohammad ; Yousefi, Hamed. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002198.

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2022A regime-switching real-time copula GARCH model for optimal futures hedging. (2022). Lee, Chien-Chiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003453.

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2022Regime-switching angular correlation diversification. (2022). Lee, Hsiang-Tai. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004330.

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2021Cross-commodity hedging for illiquid futures: Evidence from Chinas base metal futures market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000508.

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2021Transportation costs: Mississippi River barge rates. (2021). Binkley, James ; Foster, Kenneth ; Florax, Raymond ; Wetzstein, Brian . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:21:y:2021:i:c:s2405851319300881.

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2022Endogeneity of commodity price in freight cost models. (2022). Lim, Kian Guan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:26:y:2022:i:c:s2405851321000507.

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2021Stock market volatility on shipping stock prices: GARCH models approach. (2021). Mokhtar, Kasypi ; Mhd, Siti Marsila. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000372.

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2021Dynamic frequency relationships and volatility spillovers in natural gas, crude oil, gas oil, gasoline, and heating oil markets: Implications for portfolio management. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001860.

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2021Optimal economic ship speeds, the chain effect, and future profit potential. (2021). Hudson, Dominic ; Beullens, Patrick ; Ge, Fangsheng. In: Transportation Research Part B: Methodological. RePEc:eee:transb:v:147:y:2021:i:c:p:168-196.

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2021Identifying shipowners’ risk attitudes over gains and losses: Evidence from the dry bulk freight market. (2021). Nomikos, Nikos K ; Giamouzi, Maria. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:145:y:2021:i:c:s1366554520307778.

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2021Freight rate co-movement and risk spillovers in the product tanker shipping market: A copula analysis. (2021). Lee, Jasmine Siu ; Bai, Xiwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:149:y:2021:i:c:s1366554521000892.

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2021Shipping sentiment and the dry bulk shipping freight market: New evidence from newspaper coverage. (2021). Jakher, Astha ; Lee, Jasmine Siu ; Bai, Xiwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:155:y:2021:i:c:s1366554521002520.

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2022Data-driven financial and operational risk management: Empirical evidence from the global tramp shipping industry. (2022). Iris, Aatay ; Cheng, Liangqi ; Bai, Xiwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:158:y:2022:i:c:s1366554522000151.

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2022A novel integrated MCDM framework based on Type-2 neutrosophic fuzzy sets (T2NN) for the selection of proper Second-Hand chemical tankers. (2022). Gorun, Omer Faruk. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:163:y:2022:i:c:s1366554522001569.

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2022A hedging policy for seaborne forward freight markets based on probabilistic forecasts. (2022). Sel, Burakhan ; Minner, Stefan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:166:y:2022:i:c:s1366554522002587.

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2021Investment incentive analysis for second-hand vessels. (2021). Yin, Jingbo ; Gu, Bingmei ; Fan, Lixian. In: Transport Policy. RePEc:eee:trapol:v:106:y:2021:i:c:p:215-225.

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2022Determinants of dry bulk shipping freight rates: Considering Chinese manufacturing industry and economic policy uncertainty. (2022). Liu, Jiaguo ; Gu, Bingmei. In: Transport Policy. RePEc:eee:trapol:v:129:y:2022:i:c:p:66-77.

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2022A weekly structural VAR model of the US crude oil market. (2022). , Matteomanera ; Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Working Papers. RePEc:fem:femwpa:2022.11.

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2021Sentiment-Augmented Supply and Demand Equations for the Dry Bulk Shipping Market. (2021). Michail, Nektarios ; Melas, Konstantinos D. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:171-:d:673221.

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2021Is the Alternative Energy Sector COVID-19 Resistant? Comparison with the Conventional Energy Sector: Markov-Switching Model Analysis of Stock Market Indices of Energy Companies. (2021). Wielechowski, Micha ; Czech, Katarzyna. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:4:p:988-:d:498968.

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2022How Does Oil Future Price Imply Bunker Price—Cointegration and Prediction Analysis. (2022). Ma, Mengmeng ; Lu, Jinrong ; Chen, Yanhui. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3630-:d:816474.

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2023Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966.

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2022.

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2022Dynamic Conditional Bias-Adjusted Carry Cost Rate Futures Hedge Ratios. (2022). Zhang, Wei ; Tang, YI ; Leistikow, Dean. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:1:p:12-:d:716572.

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2022.

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2021.

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2022Identifying Key Financial, Environmental, Social, Governance (ESG), Bond, and COVID-19 Factors Affecting Global Shipping Companies—A Hybrid Multiple-Criteria Decision-Making Method. (2022). Hung, Brian ; Chang, Hai-Yen ; Lin, Arthur J. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5148-:d:801295.

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2021Support Vector Machine Algorithms: An Application to Ship Price Forecasting. (2021). Syriopoulos, Theodore ; Karamanos, Ioannis ; Tsatsaronis, Michael. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10032-2.

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2022Spot asset carry cost rates and futures hedge ratios. (2022). Xu, Yuewu ; Chen, Ren-Raw ; Leistikow, Dean. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:58:y:2022:i:4:d:10.1007_s11156-022-01037-z.

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2021Measuring bulk shipping prices risk. (2021). Serna, Gregorio ; Poblacion, Javier. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:23:y:2021:i:2:d:10.1057_s41278-019-00129-3.

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2021Forecasting container freight rates for major trade routes: a comparison of artificial neural networks and conventional models. (2021). Schramm, Hans-Joachim ; Munim, Ziaul Haque. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:23:y:2021:i:2:d:10.1057_s41278-020-00156-5.

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2021Towards 25,000 TEU vessels? A comparative economic analysis of ultra-large containership sizes under different market and operational conditions. (2021). Wang, Xuefeng ; Shi, Wenming ; Notteboom, Theo ; Sha, Mei ; Zhu, MO ; Ge, Jiawei. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:23:y:2021:i:4:d:10.1057_s41278-019-00136-4.

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2022Dynamic volatility spillovers and investor sentiment components across freight-shipping markets. (2022). Tsouknidis, Dimitris A ; Panayides, Photis M ; Melas, Konstantinos D. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:24:y:2022:i:2:d:10.1057_s41278-021-00209-3.

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2022Feed price risk management for sheep production in Spain: a composite future cross-hedging strategy. (2022). Garcia-Garcia, Agustin ; Rondinone, Gonzalo ; Thomasz, Esteban Otto ; Perez-Franco, Ismael. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:2:d:10.1057_s41283-021-00088-1.

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2021Capesize markets behavior: Explaining volatility and expectations. (2021). Pelagidis, Theodore ; Karaoulanis, Ioannis. In: MPRA Paper. RePEc:pra:mprapa:107034.

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2021Panamax markets behaviour: explaining volatility and expectations. (2021). Pelagidis, Theodore ; Karaoulanis, Ioannis. In: MPRA Paper. RePEc:pra:mprapa:110749.

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2021An Impulse-Regime Switching Game Model of Vertical Competition. (2021). Ludkovski, Mike ; Li, Liangchen ; Campi, Luciano ; Aid, Rene. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:11:y:2021:i:4:d:10.1007_s13235-021-00381-4.

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2022Determinants and international influences of the Chinese freight market. (2022). Chen, Zhenxi ; Gu, Yimiao. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02089-1.

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2021Panamax markets behaviour: explaining volatility and expectations. (2021). Pelagidis, Theodore ; Karaoulanis, Ioannis. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:6:y:2021:i:1:d:10.1186_s41072-021-00096-0.

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2022On the stationarity of futures hedge ratios. (2022). Degiannakis, Stavros ; Salvador, Enrique ; Floros, Christos ; Vougas, Dimitrios. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:3:d:10.1007_s12351-020-00607-0.

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2021Oil and currency volatilities: Co?movements and hedging opportunities. (2021). Degiannakis, Stavros ; Filis, George ; Olstad, Aleksander. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2351-2374.

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2021Time series forecasting methods for the Baltic dry index. (2021). Kavussanos, Manolis ; Katris, Christos. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1540-1565.

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2022A Markov regime?switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio. (2022). Lee, Hsiangtai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:389-412.

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2023Maximum utility portfolio construction in the forward freight agreement markets: Evidence from a multivariate skewed t copula. (2023). Ge, Yingen ; Zhu, MO ; Wang, Xueqin ; Gong, Yuting ; Shi, Wenming. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:69-89.

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Works by Amir H. Alizadeh:

YearTitleTypeCited
2002Seasonality patterns in tanker spot freight rate markets In: Economic Modelling.
[Full Text][Citation analysis]		article15
2007Forecasting spot and forward prices in the international freight market In: International Journal of Forecasting.
[Full Text][Citation analysis]		article51
2008A Markov regime switching approach for hedging energy commodities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article110
2007Investment timing and trading strategies in the sale and purchase market for ships In: Transportation Research Part B: Methodological.
[Full Text][Citation analysis]		article33
2001Seasonality patterns in dry bulk shipping spot and time charter freight rates In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article33
2004Cost of carry, causality and arbitrage between oil futures and tanker freight markets In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article25
2007Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article8
2011Vessel and voyage determinants of tanker freight rates and contract times In: Transport Policy.
[Full Text][Citation analysis]		article21
2007Predictive power and unbiasedness of implied forward charter rates In: Journal of Forecasting.
[Full Text][Citation analysis]		article3
2011Microeconomic determinants of dry bulk shipping freight rates and contract times In: Transportation.
[Full Text][Citation analysis]		article21
2004Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios In: Applied Economics.
[Full Text][Citation analysis]		article21
2003The price-volume relationship in the sale and purchase market for dry bulk vessels In: Maritime Policy & Management.
[Full Text][Citation analysis]		article9
2006Trading strategies in the market for tankers In: Maritime Policy & Management.
[Full Text][Citation analysis]		article10
2002The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets In: Journal of Transport Economics and Policy.
[Full Text][Citation analysis]		article24
2011Dynamics of the Term Structure and Volatility of Shipping Freight Rates In: Journal of Transport Economics and Policy.
[Full Text][Citation analysis]		article16

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