Manolis Kavussanos : Citation Profile


Are you Manolis Kavussanos?

Athens University of Economics and Business (AUEB)

13

H index

22

i10 index

498

Citations

RESEARCH PRODUCTION:

38

Articles

1

Papers

2

Chapters

RESEARCH ACTIVITY:

   22 years (1996 - 2018). See details.
   Cites by year: 22
   Journals where Manolis Kavussanos has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 12 (2.35 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pka435
   Updated: 2021-03-27    RAS profile: 2018-12-11    
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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 (40)

Tsouknidis, Dimitris (17)

Koekebakker, Steen (14)

Alizadeh, Amir (13)

Papapostolou, Nikos (12)

Pouliasis, Panos (12)

Thomakos, Dimitrios (6)

Merika, Anna (6)

Wolff, François-Charles (6)

Kasimati, Evangelia (6)

Syriopoulos, Theodore (6)

Cites to:

VISVIKIS, ILIAS (17)

Engle, Robert (15)

Alizadeh, Amir (15)

Johansen, Soren (11)

Markoulis, Stelios (10)

Papapostolou, Nikos (10)

Bollerslev, Tim (10)

Dickey, David (9)

Koekebakker, Steen (8)

Phillips, Peter (8)

Harvey, Campbell (8)

Main data


Where Manolis Kavussanos has published?


Journals with more than one article published# docs
Transportation Research Part E: Logistics and Transportation Review8
Maritime Policy & Management5
Maritime Economics & Logistics5
European Financial Management3
Review of Derivatives Research2
Applied Financial Economics2
Applied Economics2
Journal of Futures Markets2

Recent works citing Manolis Kavussanos (2021 and 2020)


YearTitle of citing document
2020Freight 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.

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2020Interpreting 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.

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2020Assessing 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.

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2020Price discovery and microstructure in ether spot and derivative markets. (2020). Choi, Jaehyuk ; Alexander, Carol ; Sohn, Sungbin. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301502.

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2020What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131.

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2020Asset 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.

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2020Financialisation of natural resources & instability caused by risk transfer in commodity markets. (2020). Nasir, Muhammad ; Burggraf, Tobias ; Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720300696.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2020Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test. (2020). Chou, Ray Y ; Chang, Tzu-Pu ; Torun, Erdost. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300455.

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2020Manufacturer’s financing strategy in a dual-channel supply chain: Third-party platform, bank, and retailer credit financing. (2020). Zhen, Xueping ; Zhang, Chu ; Li, Yongjian ; Shi, Dan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519304909.

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2020Corporate financial leverage and M&As choices: Evidence from the shipping industry. (2020). Alexandridis, George ; Visvikis, Ilias ; Gulnur, Arman ; Antypas, Nikolaos. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519308804.

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2020Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model. (2020). Angelopoulos, Jason ; Visvikis, Ilias D ; Sahoo, Satya. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311081.

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2020Geopolitical risk and corporate cash holdings in the shipping industry. (2020). Maneenop, Sakkakom ; Kotcharin, Suntichai. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:136:y:2020:i:c:s1366554519308816.

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2020Contagion 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.

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2020Effect of intelligent logistics policy on shareholder value: Evidence from Chinese logistics companies. (2020). Zhang, Jiahui ; Xie, Dong ; Lin, Yong ; Wang, Siyu ; Liu, Weihua. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:137:y:2020:i:c:s1366554519316084.

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2020Quantile hedge ratio for forward freight market. (2020). Chen, Zhenxi ; Gu, Yimiao ; Luo, Meifeng ; Lien, Donald. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:138:y:2020:i:c:s1366554519310099.

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2020Liner 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.

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2020New uncertainty modelling for cargo stowage plans of general cargo ships. (2020). Yang, Zaili ; Yu, Jiagen ; Wang, Wenxin ; Qu, Zhuohau ; Zhang, Daihui. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:144:y:2020:i:c:s1366554520307973.

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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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2020The Impact of Institutional Shareholdings on Price Limits. (2020). Ni, Yensen ; Huang, Paoyu ; Wu, Manhwa. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-019-09296-y.

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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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2020Quantifying tax subsidies to shipping. (2020). Merk, Olaf M. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:22:y:2020:i:4:d:10.1057_s41278-020-00177-0.

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2020Hedging 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.

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2020Technical analysis: the psychology of the market of dry bulk freight rates. (2020). Clott, Christopher ; Mileski, Joan ; Laverne, Taliese ; Galvao, Cassia Bomer. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:5:y:2020:i:1:d:10.1186_s41072-020-00079-7.

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2020The cost of forward contracting in the Mississippi barge freight river market. (2020). Brorsen, B ; Isbell, Bradley ; McKenzie, Andrew M. In: Agribusiness. RePEc:wly:agribz:v:36:y:2020:i:2:p:226-241.

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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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2020A 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.

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2020Testing for efficiency in the Saudi stock market: does corporate governance change matter?. (2020). Dockery, Everton ; Saleh, Mamdouh Abdulaziz. In: EconStor Open Access Articles. RePEc:zbw:espost:225534.

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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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article33
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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article30
2002Seasonality patterns in tanker spot freight rate markets In: Economic Modelling.
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article13
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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article34
2010Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance.
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article11
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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article2
2018A survey of shipping finance research: Setting the future research agenda In: Transportation Research Part E: Logistics and Transportation Review.
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article12
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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article13
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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article15
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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article24
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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article18
2014The determinants of credit spreads changes in global shipping bonds In: Transportation Research Part E: Logistics and Transportation Review.
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article7
2016Default risk drivers in shipping bank loans In: Transportation Research Part E: Logistics and Transportation Review.
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article8
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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article27
2005The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests In: Review of Derivatives Research.
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article10
2011The Predictability of Non-Overlapping Forecasts: Evidence from a New Market In: Multinational Finance Journal.
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article2
2010Information linkages between Panamax freight derivatives and commodity derivatives markets In: Maritime Economics & Logistics.
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article10
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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article8
2003Time Varying Risks Among Segments of the Tanker Freight Markets In: Maritime Economics & Logistics.
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article17
1996Testing the efficient market hypothesis using panel data, with application to the Athens stock market In: Applied Economics Letters.
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article16
2001A multivariate test for stock market efficiency: the case of ASE In: Applied Financial Economics.
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article12
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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article22
2004Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios In: Applied Economics.
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article13
2008Hedging effectiveness of the Athens stock index futures contracts In: The European Journal of Finance.
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article4
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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article4
2003International comparison of market risks across shipping-related industries In: Maritime Policy & Management.
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article9
2006Shipping freight derivatives: a survey of recent evidence In: Maritime Policy & Management.
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article30
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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article21
1999The forward pricing function of the shipping freight futures market In: Journal of Futures Markets.
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article22
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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article12
2005A cross sectional analysis of ship maintenance expenses In: Macroeconomics.
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paper0

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