Panos K. Pouliasis : Citation Profile


Are you Panos K. Pouliasis?

City University

6

H index

4

i10 index

218

Citations

RESEARCH PRODUCTION:

15

Articles

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 18
   Journals where Panos K. Pouliasis has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 8 (3.54 %)

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   Permalink: http://citec.repec.org/ppo695
   Updated: 2021-03-01    RAS profile: 2020-02-12    
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Relations with other researchers


Works with:

Papapostolou, Nikos (8)

Authors registered in RePEc who have co-authored more than one work in the last five years with Panos K. Pouliasis.

Is cited by:

Wang, Yudong (12)

Filis, George (8)

Degiannakis, Stavros (8)

VISVIKIS, ILIAS (6)

Tsouknidis, Dimitris (5)

Kavussanos, Manolis (5)

Baruník, Jozef (4)

HALKOS, GEORGE (4)

GUPTA, RANGAN (4)

Pedio, Manuela (3)

Guidolin, Massimo (3)

Cites to:

White, Halbert (16)

Papapostolou, Nikos (14)

Kavussanos, Manolis (11)

Alizadeh, Amir (10)

Baker, Malcolm (10)

Bollerslev, Tim (10)

Engle, Robert (10)

Stambaugh, Robert (9)

Wurgler, Jeffrey (9)

Cao, Charles (9)

Chen, Zhiwu (9)

Main data


Where Panos K. Pouliasis has published?


Journals with more than one article published# docs
Transportation Research Part E: Logistics and Transportation Review4
Journal of Futures Markets3
European Financial Management2

Recent works citing Panos K. Pouliasis (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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2020A 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.

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2020Forecasting volatility in the petroleum futures markets: A re-examination and extension. (2020). Shaiban, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Al-Freedi, Ajab. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304232.

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2020Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. (2020). Smyth, Russell ; Bissoondoyal-Bheenick, Emawtee ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300281.

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2020Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. (2020). Di Iorio, Francesca ; Tamvakis, Michael ; Kyriakou, Ioannis ; Marchese, Malvina. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300967.

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2020Theyre 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.

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2020Can 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.

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2021Moment-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.

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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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2020Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075.

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2020Oil prices, stock market returns and volatility spillovers: Evidence from Turkey. (2020). Dibooglu, Selahattin ; Çevik, Emrah. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614.

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2020Internationalization 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.

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2020Heterogeneous 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.

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2020The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market. (2020). Lee, Chingnun ; Chang, Kuang-Liang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:374-388.

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2020Market 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.

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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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2020Strategic 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.

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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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2020Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression. (2020). Fiszeder, Piotr ; Faldzinski, Marcin ; Orzeszko, Witold ; Fadziski, Marcin. In: Energies. RePEc:gam:jeners:v:14:y:2020:i:1:p:6-:d:466264.

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2020Can 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.

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2020Hedging 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.

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2020Forecasting natural gas prices using highly flexible time-varying parameter models. (2020). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Working Papers. RePEc:tas:wpaper:32412.

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2020Analytical 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.

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Works by Panos K. Pouliasis:


YearTitleTypeCited
2016Affine†Structure Models and the Pricing of Energy Commodity Derivatives In: European Financial Management.
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article4
2018Income uncertainty and the decision to invest in bulk shipping In: European Financial Management.
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article6
2011Forecasting petroleum futures markets volatility: The role of regimes and market conditions In: Energy Economics.
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article66
2008A Markov regime switching approach for hedging energy commodities In: Journal of Banking & Finance.
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article87
2018Shipping equity risk behavior and portfolio management In: Transportation Research Part A: Policy and Practice.
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article1
2017Herd 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.
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article6
2013Freight options: Price modelling and empirical analysis In: Transportation Research Part E: Logistics and Transportation Review.
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article12
2013Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms In: Transportation Research Part E: Logistics and Transportation Review.
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article7
2016Shipping investor sentiment and international stock return predictability In: Transportation Research Part E: Logistics and Transportation Review.
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article6
2014Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market In: Review of Finance.
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article12
2016Jumps and stochastic volatility in crude oil prices and advances in average option pricing In: Quantitative Finance.
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article2
2017On equity risk prediction and tail spillovers In: International Journal of Finance & Economics.
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article2
2015Petroleum Term Structure Dynamics and the Role of Regimes In: Journal of Futures Markets.
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article4
2018Volatility and correlation timing: The role of commodities In: Journal of Futures Markets.
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article3
2020A novel risk management framework for natural gas markets In: Journal of Futures Markets.
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article0

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