Manolis Kavussanos : Citation Profile


Are you Manolis Kavussanos?

Athens University of Economics and Business (AUEB)

12

H index

15

i10 index

337

Citations

RESEARCH PRODUCTION:

36

Articles

1

Papers

2

Chapters

RESEARCH ACTIVITY:

   20 years (1996 - 2016). See details.
   Cites by year: 16
   Journals where Manolis Kavussanos has often published
   Relations with other researchers
   Recent citing documents: 39.    Total self citations: 8 (2.32 %)

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   Permalink: http://citec.repec.org/pka435
   Updated: 2018-09-15    RAS profile: 2016-12-05    
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Relations with other researchers


Works with:

Tsouknidis, Dimitris (2)

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 (49)

Tsouknidis, Dimitris (34)

Koekebakker, Steen (13)

Alizadeh, Amir (12)

Thomakos, Dimitrios (6)

Syriopoulos, Theodore (5)

Wolff, François-Charles (5)

Batchelor, Roy (4)

Tansuchat, Roengchai (4)

McAleer, Michael (4)

Chang, Chia-Lin (4)

Cites to:

Engle, Robert (9)

Dickey, David (6)

Bollerslev, Tim (6)

Fama, Eugene (6)

Diebold, Francis (6)

Markoulis, Stelios (5)

Alizadeh, Amir (5)

Johansen, Soren (5)

Phillips, Peter (5)

Campbell, John (4)

Christoffersen, Peter (4)

Main data


Where Manolis Kavussanos has published?


Journals with more than one article published# docs
Transportation Research Part E: Logistics and Transportation Review7
Maritime Economics & Logistics5
Maritime Policy & Management4
European Financial Management3
Journal of Futures Markets2
Review of Derivatives Research2
Applied Economics2
Applied Financial Economics2

Recent works citing Manolis Kavussanos (2018 and 2017)


YearTitle of citing document
2017Is there accuracy of forward freight agreements in forecasting future freight rates? An empirical investigation. (2017). Kasimati, Evangelia ; Veraros, Nikolaos. In: Working Papers. RePEc:bog:wpaper:230.

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2017Does the Design of Spot Markets Matter for the Success of Futures Markets? Evidence from Dairy Futures. (2017). Biakowski, Jdrzej ; Koeman, Jan. In: Working Papers in Economics. RePEc:cbt:econwp:17/18.

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2018Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Jebabli, Ikram ; Roubaud, David. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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2018Oil price shocks and the financial performance patterns of logistics service providers. (2018). Hofmann, Erik ; Zinn, Martin ; Toyli, Juuso ; Solakivi, Tomi. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:290-306.

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2017Hedging and speculative pressures and the transition of the spot-futures relationship in energy and metal markets. (2017). Shi, Yukun ; Park, Jin Suk. In: International Review of Financial Analysis. RePEc:eee:finana:v:54:y:2017:i:c:p:176-191.

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2017Value-at-Risk under Lévy GARCH models: Evidence from global stock markets. (2017). BenSaïda, Ahmed ; Slim, Skander ; Bensaida, Ahmed ; Koubaa, Yosra. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:30-53.

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2017Dynamic information spillovers in intraregionally-focused spot and forward currency markets. (2017). Fawson, Chris ; Yang, Jiao-Hui ; Wang, XI. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:71:y:2017:i:c:p:78-110.

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2017Role of index futures on Chinas stock markets: Evidence from price discovery and volatility spillover. (2017). Yang, Dongxiao ; Miao, Hong ; Ramchander, Sanjay ; Wang, Tianyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:44:y:2017:i:c:p:13-26.

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2017Price limits and volatility. (2017). Deb, Saikat Sovan ; Marisetty, Vijaya B ; Kalev, Petko S. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:142-156.

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2018Price performance following stock’s IPO in different price limit systems. (2018). Li, Ming-Xia ; Wu, Ting ; Wang, Yue. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:953-966.

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2018Asymmetric volatility varies in different dry bulk freight rate markets under structure breaks. (2018). Chen, Feier ; Liu, Junlin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:316-327.

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2018Relationships between Chinese stock market and its index futures market: Evaluating the impact of QFII scheme. (2018). Ahmed, Abdullahi ; Huo, Rui . In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:135-152.

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2018Shipping risk management practice revisited: A new portfolio approach. (2018). VISVIKIS, ILIAS ; Alexandridis, George ; Song, Dong-Wook ; Sahoo, Satya. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:110:y:2018:i:c:p:274-290.

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2017What makes a freight market index? An empirical analysis of vessel fixtures in the offshore market. (2017). Wolff, François-Charles ; Cariou, Pierre ; Adland, Roar. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:104:y:2017:i:c:p:150-164.

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2017Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity. (2017). Papapostolou, Nikos ; Kyriakou, Ioannis ; Pouliasis, Panos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:104:y:2017:i:c:p:36-51.

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2017Investors’ behavior and dynamics of ship prices: A heterogeneous agent model. (2017). Alizadeh, Amir H ; Yip, Tsz Leung ; Thanopoulou, Helen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:106:y:2017:i:c:p:98-114.

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2018Multivariate modeling and analysis of regional ocean freight rates. (2018). Koekebakker, Steen ; Adland, Roar ; Benth, Fred Espen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:113:y:2018:i:c:p:194-221.

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2018On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry. (2018). Abouarghoub, Wessam ; Petropoulos, Fotios ; Nomikos, Nikos K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:113:y:2018:i:c:p:225-238.

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2018A survey of shipping finance research: Setting the future research agenda. (2018). VISVIKIS, ILIAS ; Tsouknidis, Dimitris ; Kim, Chi Y ; Kavussanos, Manolis G ; Alexandridis, George. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:115:y:2018:i:c:p:164-212.

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2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives. (2017). VISVIKIS, ILIAS ; Alexandridis, G ; Sahoo, S. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:98:y:2017:i:c:p:82-104.

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2017Performance evaluation of Chinese port enterprises under significant environmental concerns: An extended DEA-based analysis. (2017). Sun, Jiasen ; Wu, Jie ; Ji, Xiang ; Yang, Rui ; Yuan, Yang. In: Transport Policy. RePEc:eee:trapol:v:60:y:2017:i:c:p:75-86.

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2017What makes a freight market index? An empirical analysis of vessel fixtures in the offshore market. (2017). Wolff, François-Charles ; Cariou, Pierre ; Adland, Roar. In: Working Papers. RePEc:hal:wpaper:halshs-01513364.

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2017A review on pricing of currency futures in Indian foreign exchange market. (2017). Srivastava, Ankita . In: International Journal of Economics and Business Research. RePEc:ids:ijecbr:v:13:y:2017:i:2:p:182-189.

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2017Forecasting container shipping freight rates for the Far East – Northern Europe trade lane. (2017). Munim, Ziaul Haque ; Schramm, Hans-Joachim. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:1:d:10.1057_s41278-016-0051-7.

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2017Simulating physical basis risks in the Capesize freight market. (2017). Adland, Roar ; Jia, Haiying. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:2:d:10.1057_s41278-016-0053-5.

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2017Empirical methods in the study of maritime economics. (2017). Pallis, Athanasios ; Acciaro, Michele ; Parola, Francesco. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:2:d:10.1057_s41278-016-0057-1.

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2017Predicting tanker freight rates using parsimonious variables and a hybrid artificial neural network with an adaptive genetic algorithm. (2017). Eslami, Payman ; Tjolleng, Amir ; Lee, Daewon ; Jung, Kihyo . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:3:d:10.1057_mel.2016.1.

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2017Are recent tanker freight rates stationary?. (2017). Poblacion, Javier . In: Maritime Economics & Logistics. RePEc:pal:marecl:v:19:y:2017:i:4:d:10.1057_mel.2016.7.

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2018The dynamic relationship between freight markets and commodity prices revealed. (2018). Tsioumas, Vangelis ; Papadimitriou, Stratos. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:20:y:2018:i:2:d:10.1057_s41278-016-0005-0.

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2017Price Discovery in the Stock Index Futures Market: Evidence from the Chinese stock market crash. (2017). Nartea, Gilbert ; Hou, Yang. In: MPRA Paper. RePEc:pra:mprapa:81995.

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2017Econometric estimation of second-hand shipping markets using panel data analysis. (2017). Geomelos, Nikolaos D ; Xideas, Evangelos . In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:67:y:2016:i:1:p:7-21.

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2017The Baltic Dry Index: cyclicalities, forecasting and hedging strategies. (2017). Thomakos, Dimitrios ; Liu, Jiadong ; Papailias, Fotis . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1081-9.

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2017Time-varying copula models in the shipping derivatives market. (2017). Shi, Wenming ; Wang, Ganggang ; Yang, Zhongzhi ; Li, Kevin X. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:3:d:10.1007_s00181-016-1146-9.

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2018Volatility forecasting across tanker freight rates: the role of oil price shocks. (2018). Tsouknidis, Dimitris ; Tsakou, Katerina ; Kambouroudis, Dimos S ; Gavriilidis, Konstantinos . In: Working Papers. RePEc:swn:wpaper:2018-27.

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2017Themes and tools of maritime transport research during 2000-2014. (2017). Shi, Wenming ; Li, Kevin X. In: Maritime Policy & Management. RePEc:taf:marpmg:v:44:y:2017:i:2:p:151-169.

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2017Dynamics and interactions between spot and forward freights in the dry bulk shipping market. (2017). Yin, Jingbo ; Fan, Lixian ; Luo, Meifeng . In: Maritime Policy & Management. RePEc:taf:marpmg:v:44:y:2017:i:2:p:271-288.

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2018Impacts of Kra Canal and its toll structures on tanker traffic. (2018). Heng, Zhi ; Yip, Tsz Leung. In: Maritime Policy & Management. RePEc:taf:marpmg:v:45:y:2018:i:1:p:125-139.

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2017Managing excess volatility: Design and effectiveness of circuit breakers. (2017). Clapham, Benjamin ; Panz, Sven ; Haferkorn, Martin ; Gomber, Peter. In: SAFE Working Paper Series. RePEc:zbw:safewp:195.

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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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article23
1996Stock prices and the flow of information in the Athens Stock Exchange In: European Financial Management.
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article2
1999Price Limits and Stock Market Volatility in the Athens Stock Exchange In: European Financial Management.
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article26
2002Seasonality patterns in tanker spot freight rate markets In: Economic Modelling.
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article8
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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article3
2004Market interactions in returns and volatilities between spot and forward shipping freight markets In: Journal of Banking & Finance.
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article22
2010Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance.
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article9
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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article1
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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article10
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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article13
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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article19
2004Shipping finance and port issues In: Transportation Research Part E: Logistics and Transportation Review.
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article1
2004Over-the-counter forward contracts and spot price volatility in shipping In: Transportation Research Part E: Logistics and Transportation Review.
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article11
2014The determinants of credit spreads changes in global shipping bonds In: Transportation Research Part E: Logistics and Transportation Review.
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article6
2016Default risk drivers in shipping bank loans In: Transportation Research Part E: Logistics and Transportation Review.
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article3
2011The Option to Change the Flag of a Vessel In: Chapters.
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chapter3
2010The Hedging Performance of the Capesize Forward Freight Market In: Chapters.
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chapter4
2003Price Discovery, Causality and Forecasting in the Freight Futures Market In: Review of Derivatives Research.
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article13
2005The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests In: Review of Derivatives Research.
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article3
2011The Predictability of Non-Overlapping Forecasts: Evidence from a New Market In: Multinational Finance Journal.
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article1
2010Information linkages between Panamax freight derivatives and commodity derivatives markets In: Maritime Economics & Logistics.
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article4
1999The Contributions in this Issue 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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article7
2003Time Varying Risks Among Segments of the Tanker Freight Markets In: Maritime Economics & Logistics.
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article13
1996Testing the efficient market hypothesis using panel data, with application to the Athens stock market In: Applied Economics Letters.
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article12
2001A multivariate test for stock market efficiency: the case of ASE In: Applied Financial Economics.
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article9
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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article17
2004Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios In: Applied Economics.
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article8
2008Hedging effectiveness of the Athens stock index futures contracts In: The European Journal of Finance.
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article2
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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article5
1998Beta comparisons across industries—a Water transportation industry perspective In: Maritime Policy & Management.
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article5
2003International comparison of market risks across shipping-related industries In: Maritime Policy & Management.
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article7
2006Shipping freight derivatives: a survey of recent evidence In: Maritime Policy & Management.
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article20
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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article17
1999The forward pricing function of the shipping freight futures market In: Journal of Futures Markets.
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article12
2000Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract In: Journal of Futures Markets.
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article11
2005A cross sectional analysis of ship maintenance expenses In: Macroeconomics.
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