11
H index
12
i10 index
400
Citations
City University | 11 H index 12 i10 index 400 Citations RESEARCH PRODUCTION: 15 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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: | Cites to: |
Journals with more than one article published | # docs |
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Transportation Research Part E: Logistics and Transportation Review | 3 |
Journal of Transport Economics and Policy | 2 |
Maritime Policy & Management | 2 |
Year | Title of citing document |
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2021 | A 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 |
2022 | Static Hedging of Freight Risk under Model Uncertainty. (2022). Papayiannis, Georgios I. In: Papers. RePEc:arx:papers:2207.00862. Full description at Econpapers || Download paper |
2021 | Forecasting 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 |
2021 | Energy 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 |
2021 | Oil 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 |
2022 | Hedging 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 |
2022 | Marine 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 |
2021 | Modelling 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 |
2021 | Self-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 |
2021 | Tanker 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 |
2022 | Determinants 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 |
2022 | Geographical 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 |
2022 | A 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 |
2022 | Regime-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 |
2021 | Cross-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 |
2021 | Transportation 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 |
2022 | Endogeneity 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 |
2021 | Stock 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 |
2021 | Dynamic 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 |
2021 | Optimal 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 |
2021 | Identifying 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 |
2021 | Freight 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 |
2021 | Shipping 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 |
2022 | Data-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 |
2022 | A 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 |
2022 | A 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 |
2021 | Investment 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 |
2022 | Determinants 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 |
2022 | A 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 |
2021 | Sentiment-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 |
2021 | Is 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 |
2022 | How 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 |
2023 | Dependence 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 |
2022 | Dynamic 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 |
2022 | Identifying 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 |
2021 | Support 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 |
2022 | Spot 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 |
2021 | Measuring 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 |
2021 | Forecasting 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 |
2021 | Towards 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 |
2022 | Dynamic 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 |
2022 | Feed 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 |
2021 | Capesize markets behavior: Explaining volatility and expectations. (2021). Pelagidis, Theodore ; Karaoulanis, Ioannis. In: MPRA Paper. RePEc:pra:mprapa:107034. Full description at Econpapers || Download paper |
2021 | Panamax markets behaviour: explaining volatility and expectations. (2021). Pelagidis, Theodore ; Karaoulanis, Ioannis. In: MPRA Paper. RePEc:pra:mprapa:110749. Full description at Econpapers || Download paper |
2021 | An 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 |
2022 | Determinants 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 |
2021 | Panamax 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 |
2022 | On 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 |
2021 | Oil 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 |
2021 | Time 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 |
2022 | A 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 |
2023 | Maximum 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 |
Year | Title | Type | Cited |
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2002 | Seasonality patterns in tanker spot freight rate markets In: Economic Modelling. [Full Text][Citation analysis] | article | 15 |
2007 | Forecasting spot and forward prices in the international freight market In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 51 |
2008 | A Markov regime switching approach for hedging energy commodities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 110 |
2007 | Investment timing and trading strategies in the sale and purchase market for ships In: Transportation Research Part B: Methodological. [Full Text][Citation analysis] | article | 33 |
2001 | Seasonality patterns in dry bulk shipping spot and time charter freight rates In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 33 |
2004 | Cost 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] | article | 25 |
2007 | Factors 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] | article | 8 |
2011 | Vessel and voyage determinants of tanker freight rates and contract times In: Transport Policy. [Full Text][Citation analysis] | article | 21 |
2007 | Predictive power and unbiasedness of implied forward charter rates In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
2011 | Microeconomic determinants of dry bulk shipping freight rates and contract times In: Transportation. [Full Text][Citation analysis] | article | 21 |
2004 | Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios In: Applied Economics. [Full Text][Citation analysis] | article | 21 |
2003 | The price-volume relationship in the sale and purchase market for dry bulk vessels In: Maritime Policy & Management. [Full Text][Citation analysis] | article | 9 |
2006 | Trading strategies in the market for tankers In: Maritime Policy & Management. [Full Text][Citation analysis] | article | 10 |
2002 | The 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] | article | 24 |
2011 | Dynamics of the Term Structure and Volatility of Shipping Freight Rates In: Journal of Transport Economics and Policy. [Full Text][Citation analysis] | article | 16 |
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