Manolis Kavussanos : Citation Profile


Are you Manolis Kavussanos?

Athens University of Economics and Business (AUEB)

17

H index

26

i10 index

649

Citations

RESEARCH PRODUCTION:

41

Articles

1

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 24
   Journals where Manolis Kavussanos has often published
   Relations with other researchers
   Recent citing documents: 63.    Total self citations: 15 (2.26 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka435
   Updated: 2023-03-02    RAS profile: 2022-08-17    
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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 Manolis Kavussanos.

Is cited by:

VISVIKIS, ILIAS (42)

Tsouknidis, Dimitris (25)

Pouliasis, Panos (14)

Alizadeh, Amir (14)

Koekebakker, Steen (14)

Papapostolou, Nikos (14)

Pelagidis, Theodore (10)

Angelopoulos, Jason (7)

Bessler, David (7)

Syriopoulos, Theodore (7)

Wolff, François-Charles (7)

Cites to:

VISVIKIS, ILIAS (23)

Engle, Robert (21)

Alizadeh, Amir (18)

Johansen, Soren (13)

Bollerslev, Tim (13)

Papapostolou, Nikos (11)

Dickey, David (10)

Markoulis, Stelios (10)

Diebold, Francis (10)

Fama, Eugene (9)

Phillips, Peter (9)

Main data


Where Manolis Kavussanos has published?


Journals with more than one article published# docs
Transportation Research Part E: Logistics and Transportation Review8
Maritime Economics & Logistics6
Maritime Policy & Management5
European Financial Management3
Applied Economics2
Review of Derivatives Research2
Applied Financial Economics2
Journal of Futures Markets2

Recent works citing Manolis Kavussanos (2022 and 2021)


YearTitle of citing document
2021Analyzing the Impact of Interest Rate on Dry Bulk Freight Market with Time-Varying Causality Method. (2021). Baer, Sadik Ozlen ; Efes, Kamil Ozden ; Okutucu, Ozhan ; Aik, Abdullah. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:6:y:2021:i:2:p:403-417.

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2022Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization. (2022). Muthivhi, Mufhumudzi ; van Zyl, Terence L. In: Papers. RePEc:arx:papers:2203.05673.

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2022Stock Price Prediction using Sentiment Analysis and Deep Learning for Indian Markets. (2022). Agarwal, Yogesh ; Aiyer, Usha ; Bhagat, Pranali ; Hindlekar, Nutan ; Manjrekar, Milind ; Sharma, Himank ; Paduri, Anwesh Reddy ; Darapaneni, Narayana. In: Papers. RePEc:arx:papers:2204.05783.

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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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2021What drives volatility of the U.S. oil and gas firms?. (2021). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x.

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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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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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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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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2021Volatility spillover around price limits in an emerging market. (2021). Zhang, Jie ; Kryzanowski, Lawrence ; Aktas, Osman Ulas . In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319310888.

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2022A bibliometric review of finance bibliometric papers. (2022). Paltrinieri, Andrea ; Hassan, Kabir M ; Goodell, John W ; Khan, Ashraf. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004876.

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2022Measuring the dynamic lead–lag relationship between the cash market and stock index futures market. (2022). Mi, Xianhua ; Xiao, RU ; Ma, Chaoqun. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322002008.

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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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2021Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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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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2022Does the traffic volume of a port determine connectivity? Revisiting port connectivity measures with high-frequency satellite data. (2022). Cai, Ouchen ; Yang, Dong ; Cheng, Liangqi ; Bai, Xiwen. In: Journal of Transport Geography. RePEc:eee:jotrge:v:102:y:2022:i:c:s0966692322001089.

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2021The lead–lag relationship between spot and futures prices: Empirical evidence from the Indian commodity market. (2021). du Toit, Elda ; Hall, John H ; Pradhan, Rudra P. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309648.

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2022GAS and GARCH based value-at-risk modeling of precious metals. (2022). Tiwari, Aviral ; Owusu Junior, Peterson ; Asafo-Adjei, Emmanuel ; Tweneboah, George. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004645.

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2021A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance?. (2021). MacIel, Leandro. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:38-56.

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2022Flow of goods to the shock of COVID-19 and toll-free highway policy: Evidence from logistics data in China. (2022). Guo, Yan ; Fang, DA. In: Research in Transportation Economics. RePEc:eee:retrec:v:93:y:2022:i:c:s0739885922000087.

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2021How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets. (2021). Zhang, Zhaoyong ; Zhou, Xinmiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:196-213.

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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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2021Related party transactions and principal-principal conflicts in public companies: Evidence from the maritime shipping industry. (2021). Sigalas, Christos ; Merikas, Andreas ; Andrikopoulos, Andreas. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:145:y:2021:i:c:s1366554520308140.

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2021The value of timecharter optionality in the drybulk market. (2021). Prochazka, Vit ; Adland, Roar. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:145:y:2021:i:c:s1366554520308267.

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2021Institutional ownership and firm performance in the global shipping industry. (2021). Schroder, Henning ; Ehlert, Sebastian ; Drobetz, Wolfgang. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:146:y:2021:i:c:s1366554520307985.

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2021Selling to a financially constrained E-commerce retailer with bankruptcy cost and tax. (2021). Xu, DI ; Xiao, Wenli ; Stecke, Kathryn E ; Shi, Ruixia ; Lin, Zhiping. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:146:y:2021:i:c:s1366554520308231.

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2021Carrier-shipper risk management and coordination in the presence of spot freight market. (2021). Fan, Zuojun ; Yip, Tsz Leung ; Wen, Yuan ; Wang, Kelly Yujie. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:149:y:2021:i:c:s1366554521000612.

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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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2021Research topics and trends in the maritime transport: A structural topic model. (2021). Yuen, Kum Fai ; Zhou, Yaoming ; Li, Kevin X ; Zhang, Xiunian ; Bai, Xiwen. In: Transport Policy. RePEc:eee:trapol:v:102:y:2021:i:c:p:11-24.

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2022Measuring volatility spillover effects in dry bulk shipping market. (2022). Li, Kevin X ; Ge, Ying-En ; Yang, Jialin. In: Transport Policy. RePEc:eee:trapol:v:125:y:2022:i:c:p:37-47.

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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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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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2021Hidden Supply Chain Risk and Incoterms ® : Analysis and Mitigation Strategies. (2021). Vogt, John ; Davis, Jonathan. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:619-:d:706412.

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2021Modelling Stock Returns and Risk Management in the Shipping Industry. (2021). Westgaard, Sjur ; Aadland, Roar ; Mohanty, Sunil K ; Kristensen, Cecilie ; Lillienskiold, Hilde ; Frydenberg, Stein. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:171-:d:533190.

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2021.

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2021.

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2021Empirics of Korean Shipping Companies’ Default Predictions. (2021). Kwon, Janghan ; Kim, Hyunsok ; Park, Sunghwa. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:159-:d:627098.

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2021The Short-Term Cost of Greening the Global Fleet. (2021). Bergmann, Niklas ; Schinas, Orestis. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:9439-:d:619710.

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2021Port Governance and Cruise Tourism. (2021). Contreras-Barraza, Nicolas ; Salazar-Sepulveda, Guido ; Vega-Muoz, Alejandro ; Araya-Silva, Lorena. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:4877-:d:544050.

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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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2021Testing for efficiency in the Saudi stock market: does corporate governance change matter?. (2021). Dockery, Everton ; Saleh, Mamdouh Abdulaziz. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00939-0.

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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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2021Financial determinants of credit risk in the logistics and shipping industries. (2021). Yuen, Kum Fai ; Kwon, Min-Su ; Woo, Su-Han. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:23:y:2021:i:2:d:10.1057_s41278-020-00157-4.

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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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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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2022The Role of the Monthly ENSO in Forecasting the Daily Baltic Dry Index. (2022). Rossini, Luca ; Gupta, Rangan ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202229.

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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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2022VaR as a risk management framework for the spot and futures tanker markets. (2022). Katsampoxakis, Ioannis ; Gkolfinopoulos, Alexandros ; Christopoulos, Apostolos ; Basdekis, Charalampos. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:4:d:10.1007_s12351-021-00673-y.

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2021Does volume really matter? A risk management perspective using cross?country evidence. (2021). Bhattacharyya, Malay ; Patra, Saswat. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:118-135.

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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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2021Estimating risk?neutral freight rate dynamics: A nonparametric approach. (2021). Nomikos, Nikos K ; Martinezrodriguez, Julia ; Kyriakou, Ioannis ; Gomezvalle, Lourdes. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1824-1842.

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2021Fractional cointegration in bitcoin spot and futures markets. (2021). Xu, KE ; Wu, Jinghong ; Chen, Jian ; Zheng, Xinwei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1478-1494.

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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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Manolis Kavussanos has edited the books:


YearTitleTypeCited

Works by Manolis Kavussanos:


YearTitleTypeCited
2008The Lead?Lag Relationship Between Cash and Stock Index Futures in a New Market In: European Financial Management.
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article41
1996Stock prices and the flow of information in the Athens Stock Exchange In: European Financial Management.
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article5
1999Price Limits and Stock Market Volatility in the Athens Stock Exchange In: European Financial Management.
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article35
2002Seasonality patterns in tanker spot freight rate markets In: Economic Modelling.
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article15
2022Hedging IMO2020 compliant fuel price exposure using futures contracts In: Energy Economics.
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article1
2011Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets In: International Review of Financial Analysis.
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article6
2004Market interactions in returns and volatilities between spot and forward shipping freight markets In: Journal of Banking & Finance.
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article40
2010Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance.
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article18
20044. CROSS-INDUSTRY COMPARISONS OF THE BEHAVIOUR OF STOCK RETURNS IN SHIPPING, TRANSPORTATION AND OTHER INDUSTRIES In: Research in Transportation Economics.
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article4
2018A survey of shipping finance research: Setting the future research agenda In: Transportation Research Part E: Logistics and Transportation Review.
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article24
1997The stock market perception of industry risk and microeconomic factors: The case of the US water transportation industry versus other transport industries In: Transportation Research Part E: Logistics and Transportation Review.
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article16
2000Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market In: Transportation Research Part E: Logistics and Transportation Review.
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article18
2001Seasonality patterns in dry bulk shipping spot and time charter freight rates In: Transportation Research Part E: Logistics and Transportation Review.
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article31
2004Shipping finance and port issues In: Transportation Research Part E: Logistics and Transportation Review.
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article2
2004Over-the-counter forward contracts and spot price volatility in shipping In: Transportation Research Part E: Logistics and Transportation Review.
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article24
2014The determinants of credit spreads changes in global shipping bonds In: Transportation Research Part E: Logistics and Transportation Review.
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article9
2016Default risk drivers in shipping bank loans In: Transportation Research Part E: Logistics and Transportation Review.
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article10
2011The Option to Change the Flag of a Vessel In: Chapters.
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chapter6
2010The Hedging Performance of the Capesize Forward Freight Market In: Chapters.
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chapter9
2003Price Discovery, Causality and Forecasting in the Freight Futures Market In: Review of Derivatives Research.
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article32
2005The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests In: Review of Derivatives Research.
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article13
2011The Predictability of Non-Overlapping Forecasts: Evidence from a New Market In: Multinational Finance Journal.
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article3
2010Information linkages between Panamax freight derivatives and commodity derivatives markets In: Maritime Economics & Logistics.
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article14
1999The Contributions in this Issue In: Maritime Economics & Logistics.
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article0
2022Special issue: ends of eras and new beginnings: twenty-first century challenges for shipping In: Maritime Economics & Logistics.
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article0
2000The Contributions in this Issue In: Maritime Economics & Logistics.
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article0
2000The Stock Market Perception of Industry Risk and Macroeconomic Factors: The Case of the US Water and Other Transportation Stocks In: Maritime Economics & Logistics.
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article12
2003Time Varying Risks Among Segments of the Tanker Freight Markets In: Maritime Economics & Logistics.
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article20
1996Testing the efficient market hypothesis using panel data, with application to the Athens stock market In: Applied Economics Letters.
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article17
2001A multivariate test for stock market efficiency: the case of ASE In: Applied Financial Economics.
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article15
2002Macroeconomic factors and international industry returns In: Applied Financial Economics.
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article7
1997The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector In: Applied Economics.
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article27
2004Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios In: Applied Economics.
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article19
2008Hedging effectiveness of the Athens stock index futures contracts In: The European Journal of Finance.
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article5
1997Risk and return of U.S. water transportation stocks over time and over bull and bear market conditions In: Maritime Policy & Management.
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article4
1998Beta comparisons across industries—a Water transportation industry perspective In: Maritime Policy & Management.
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article4
2002Efficient pricing of ships in the dry bulk sector of the shipping industry In: Maritime Policy & Management.
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article17
2003International comparison of market risks across shipping-related industries In: Maritime Policy & Management.
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article10
2006Shipping freight derivatives: a survey of recent evidence In: Maritime Policy & Management.
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article35
2002The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets In: Journal of Transport Economics and Policy.
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article25
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