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:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pal450
   Updated: 2023-03-25    RAS profile: 2013-04-20    
   Missing citations? Add them    Incorrect content? Let us know

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2021.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2023. Contact: CitEc Team