8
H index
6
i10 index
138
Citations
City University | 8 H index 6 i10 index 138 Citations RESEARCH PRODUCTION: 15 Articles RESEARCH ACTIVITY: 16 years (2002 - 2018). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppa674 |
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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2023 | Asymptotics for Short Maturity Asian Options in a Jump-Diffusion model with Local Volatility. (2023). Zhu, Lingjiong ; Pirjol, Dan. In: Papers. RePEc:arx:papers:2308.15672. Full description at Econpapers || Download paper |
2023 | Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369. Full description at Econpapers || Download paper |
2023 | Explaining intraday crude oil returns with higher order risk-neutral moments. (2023). Wong, Patrick. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000211. Full description at Econpapers || Download paper |
2023 | An innovative tool for cost control under fragmented scenarios: The container freight index microinsurance. (2023). Yang, MO ; Wang, Xuanhe ; Xiang, Zhiyuan ; Yu, Fangping ; Kuang, Haibo. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:169:y:2023:i:c:s1366554522003520. Full description at Econpapers || Download paper |
2023 | The impact of the COVID-19 outbreak on Japanese shipping industry: An event study approach. (2023). Sakawa, Hideaki ; Watanabel, Naoki. In: Transport Policy. RePEc:eee:trapol:v:130:y:2023:i:c:p:130-140. Full description at Econpapers || Download paper |
2023 | Financial risk assessment in shipping: a holistic machine learning based methodology. (2023). Boulougouris, Evangelos ; Lyridis, Dimitrios ; Clintworth, Mark. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:25:y:2023:i:1:d:10.1057_s41278-020-00183-2. Full description at Econpapers || Download paper |
2023 | Assessment of investment decisions in bulk shipping through fuzzy real options analysis. (2023). Yin, Jingbo ; Zhang, Xiayan. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:25:y:2023:i:1:d:10.1057_s41278-021-00201-x. 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 | 5 |
2018 | Income uncertainty and the decision to invest in bulk shipping In: European Financial Management. [Full Text][Citation analysis] | article | 10 |
2018 | Shipping equity risk behavior and portfolio management In: Transportation Research Part A: Policy and Practice. [Full Text][Citation analysis] | article | 6 |
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 | 7 |
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 |
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 | 14 |
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 | 18 |
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 | 8 |
2016 | Shipping investor sentiment and international stock return predictability In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 13 |
2014 | Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market In: Review of Finance. [Full Text][Citation analysis] | article | 19 |
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 | 9 |
2017 | On equity risk prediction and tail spillovers In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 6 |
2018 | Volatility and correlation timing: The role of commodities In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 4 |
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