11
H index
11
i10 index
322
Citations
City University | 11 H index 11 i10 index 322 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 |
Maritime Policy & Management | 2 |
Journal of Transport Economics and Policy | 2 |
Year | Title of citing document |
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2020 | Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments. (2020). Savva, Christos ; Tsouknidis, Dimitris ; Theodossiou, Panayiotis. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:183:y:2020:i:3:p:1097-1119. Full description at Econpapers || Download paper |
2020 | Which risk factors drive oil futures price curves?. (2020). Shevchenko, Pavel V ; Peters, Gareth W ; Matsui, Tomoko ; Bagnarosa, Guillaume ; Ames, Matthew. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300153. Full description at Econpapers || Download paper |
2020 | Interpreting the oil risk premium: Do oil price shocks matter?. (2020). Manera, Matteo ; Valenti, Daniele ; Sbuelz, Alessandro. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302462. 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 |
2020 | An empirical analysis of relationships between cyclical components of oil price and tanker freight rates. (2020). Basu, Rounaq ; Siddiqui, Atiq W. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306010. Full description at Econpapers || Download paper |
2020 | Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach. (2020). Li, Jianping ; Wang, Jun ; Liu, Chang ; Sun, Xiaolei. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919303904. Full description at Econpapers || Download paper |
2020 | Asset pricing with mean reversion: The case of ships. (2020). Moutzouris, Ioannis C ; Nomikos, Nikos K. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302821. Full description at Econpapers || Download paper |
2020 | Quantitative approach to estimating crude oil supply in Southern Europe. (2020). Klepikov, Vladimir Vladimirovich. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420719309341. Full description at Econpapers || Download paper |
2020 | Handling financial risks in crude oil imports: Taking into account crude oil prices as well as country and transportation risks. (2020). Wang, Shuang ; Gu, Yewen ; Lu, Jing ; Wallace, Stein W. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311883. Full description at Econpapers || Download paper |
2020 | Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war. (2020). Li, Kevin X ; Gong, Yuting ; Shi, Wenming ; Chen, Shu-Ling. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:136:y:2020:i:c:s1366554519310609. Full description at Econpapers || Download paper |
2020 | Liner shipping industry and oil price volatility: Dynamic connectedness and portfolio diversification. (2020). Chandra, Saurabh ; Maitra, Debasish ; Dash, Saumya Ranjan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:138:y:2020:i:c:s136655452030613x. 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 | 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 |
2020 | Asymmetric Dependence between Oil Prices and Maritime Freight Rates: A Time-Varying Copula Approach. (2020). Yoon, Seong-Min ; Choi, Ki-Hong. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10687-:d:465820. 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 |
2020 | Hedging ship price risk using freight derivatives in the drybulk market. (2020). Bornes, Eirik A ; Ameln, Haakon ; Adland, Roar. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:5:y:2020:i:1:d:10.1186_s41072-019-0056-3. Full description at Econpapers || Download paper |
2020 | Forecasting natural gas prices using highly flexible time-varying parameter models. (2020). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Working Papers. RePEc:tas:wpaper:32412. Full description at Econpapers || Download paper |
2020 | A novel forecasting model for the Baltic dry index utilizing optimal squeezing. (2020). Tsionas, Mike ; Izzeldin, Marwan ; Merika, Anna ; Merikas, Andreas ; Makridakis, Spyros. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:1:p:56-68. Full description at Econpapers || Download paper |
2020 | A novel risk management framework for natural gas markets. (2020). Pouliasis, Panos ; Visvikis, Ilias D ; Kryukov, Alexander A ; Papapostolou, Nikos C. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:430-459. 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 | 13 |
2007 | Forecasting spot and forward prices in the international freight market In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 40 |
2008 | A Markov regime switching approach for hedging energy commodities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 88 |
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 | 29 |
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 | 26 |
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 | 22 |
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 | 7 |
2011 | Vessel and voyage determinants of tanker freight rates and contract times In: Transport Policy. [Full Text][Citation analysis] | article | 19 |
2007 | Predictive power and unbiasedness of implied forward charter rates In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2011 | Microeconomic determinants of dry bulk shipping freight rates and contract times In: Transportation. [Full Text][Citation analysis] | article | 16 |
2004 | Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios In: Applied Economics. [Full Text][Citation analysis] | article | 14 |
2003 | The price-volume relationship in the sale and purchase market for dry bulk vessels In: Maritime Policy & Management. [Full Text][Citation analysis] | article | 6 |
2006 | Trading strategies in the market for tankers In: Maritime Policy & Management. [Full Text][Citation analysis] | article | 8 |
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 | 19 |
2011 | Dynamics of the Term Structure and Volatility of Shipping Freight Rates In: Journal of Transport Economics and Policy. [Full Text][Citation analysis] | article | 13 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team