8
H index
6
i10 index
312
Citations
City University | 8 H index 6 i10 index 312 Citations RESEARCH PRODUCTION: 15 Articles RESEARCH ACTIVITY: 12 years (2008 - 2020). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/ppo695 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Panos K. Pouliasis. | 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 | 4 |
Journal of Futures Markets | 3 |
European Financial Management | 2 |
Year | Title of citing document |
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2024 | 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 | Foreign exchange hedging using regime-switching models: the case of pound sterling. (2023). Fatouh, Mahmoud ; Papapostolou, Nikos C ; Moutzouris, Ioannis C ; Lee, Taehyun. In: Bank of England working papers. RePEc:boe:boeewp:1042. Full description at Econpapers || Download paper |
2023 | Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x. 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 | Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030. 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 | Futures hedging in crude oil markets: A trade-off between risk and return. (2023). Shen, Xilin ; Lu, Junli ; Li, Yanyan ; Yu, Xing. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005906. Full description at Econpapers || Download paper |
2023 | The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching. (2023). Ma, Feng ; Tang, Yusui. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003239. Full description at Econpapers || Download paper |
2024 | Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269. 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 | Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966. 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 |
2023 | Climate change attention and carbon futures return prediction. (2023). Sun, Chuanwang ; Guan, Keqin ; Li, Mengjie ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1261-1288. 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 | 6 |
2018 | Income uncertainty and the decision to invest in bulk shipping In: European Financial Management. [Full Text][Citation analysis] | article | 10 |
2011 | Forecasting petroleum futures markets volatility: The role of regimes and market conditions In: Energy Economics. [Full Text][Citation analysis] | article | 84 |
2008 | A Markov regime switching approach for hedging energy commodities In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 114 |
2018 | Shipping equity risk behavior and portfolio management In: Transportation Research Part A: Policy and Practice. [Full Text][Citation analysis] | article | 5 |
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 |
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 | 14 |
2014 | Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market In: Review of Finance. [Full Text][Citation analysis] | article | 19 |
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 | 8 |
2015 | Petroleum Term Structure Dynamics and the Role of Regimes In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 5 |
2018 | Volatility and correlation timing: The role of commodities In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 3 |
2020 | A novel risk management framework for natural gas markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 2 |
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