6
H index
4
i10 index
93
Citations
City University | 6 H index 4 i10 index 93 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 Nikos C. Papapostolou. | 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 | 7 |
European Financial Management | 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 | A new European investor sentiment index (EURsent) and its return and volatility predictability. (2020). Pinho, Carlos ; Nogueira, Pedro Manuel. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635019303041. Full description at Econpapers || Download paper |
2020 | Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599. Full description at Econpapers || Download paper |
2020 | Can the Baltic Dry Index predict foreign exchange rates?. (2020). Xu, Yang ; Wan, LI ; Han, Liyan. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307876. Full description at Econpapers || Download paper |
2021 | Moment-matching approximations for stochastic sums in non-Gaussian Ornstein–Uhlenbeck models. (2021). Fusai, Gianluca ; Kyriakou, Ioannis ; Brignone, Riccardo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:96:y:2021:i:c:p:232-247. 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 | Internationalization of futures markets: Lessons from China. (2020). Fernandez-Perez, Adrian ; Fan, John Hua ; Todorova, Neda ; Indriawan, Ivan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x20302560. Full description at Econpapers || Download paper |
2020 | Heterogeneous market hypothesis approach for modeling unbiased extreme value volatility estimator in presence of leverage effect: An individual stock level study with economic significance analysis. (2020). Kumar, Dilip ; Zargar, Faisal Nazir. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:271-285. Full description at Econpapers || Download paper |
2020 | Market targeting and information sharing with social influences in a luxury supply chain. (2020). Zhang, Qiao ; Zaccour, Georges ; Chen, Jing. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311457. Full description at Econpapers || Download paper |
2020 | Geopolitical 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. 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 | Strategic pricing under quality signaling and imitation behaviors in supply chains. (2020). Zaccour, Georges ; Zhang, Qiao ; Tang, Wansheng. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:142:y:2020:i:c:s1366554520307237. Full description at Econpapers || Download paper |
2021 | The 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. Full description at Econpapers || Download paper |
2020 | Can Stock Investor Sentiment Be Contagious in China?. (2020). Cai, Xu-Yu ; Tao, Ran ; Su, Chi-Wei. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1571-:d:322696. Full description at Econpapers || Download paper |
2020 | Hedging with commodity futures and the end of normal Backwardation. (2020). Güntner, Jochen ; Guntner, Jochen ; Karner, Benjamin. In: Economics working papers. RePEc:jku:econwp:2020-21. Full description at Econpapers || Download paper |
2020 | Analytical valuation of Asian options with counterparty risk under stochastic volatility models. (2020). Wang, Xingchun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:410-429. 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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2016 | Affine†Structure Models and the Pricing of Energy Commodity Derivatives In: European Financial Management. [Full Text][Citation analysis] | article | 4 |
2018 | Income uncertainty and the decision to invest in bulk shipping In: European Financial Management. [Full Text][Citation analysis] | article | 6 |
2018 | Shipping equity risk behavior and portfolio management In: Transportation Research Part A: Policy and Practice. [Full Text][Citation analysis] | article | 2 |
2017 | Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 6 |
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 | 6 |
2008 | Estimating the probability of default for shipping high yield bond issues In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 12 |
2012 | US shipping initial public offerings: Do prospectus and market information matter? In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 12 |
2013 | Freight options: Price modelling and empirical analysis In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 12 |
2013 | Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 7 |
2016 | Shipping investor sentiment and international stock return predictability In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 6 |
2014 | Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market In: Review of Finance. [Full Text][Citation analysis] | article | 12 |
2002 | The assessment of market efficiency in the shipping sector: a new approach In: Maritime Policy & Management. [Full Text][Citation analysis] | article | 0 |
2016 | Jumps and stochastic volatility in crude oil prices and advances in average option pricing In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
2017 | On equity risk prediction and tail spillovers In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
2018 | Volatility and correlation timing: The role of commodities In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team