Katerina Tsakou : Citation Profile


Are you Katerina Tsakou?

Swansea University

2

H index

2

i10 index

23

Citations

RESEARCH PRODUCTION:

2

Articles

1

Papers

RESEARCH ACTIVITY:

   2 years (2016 - 2018). See details.
   Cites by year: 11
   Journals where Katerina Tsakou has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 0 (0 %)

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   Permalink: http://citec.repec.org/pts173
   Updated: 2020-11-28    RAS profile: 2019-03-06    
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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 Katerina Tsakou.

Is cited by:

Lin, Boqiang (1)

Demirer, Riza (1)

Będowska-Sójka, Barbara (1)

Wohar, Mark (1)

GUPTA, RANGAN (1)

Wallace, Stein (1)

Cites to:

VISVIKIS, ILIAS (5)

Tsouknidis, Dimitris (5)

Hammoudeh, Shawkat (4)

Nguyen, Duc Khuong (4)

Bollerslev, Tim (4)

Chkili, Walid (3)

Kavussanos, Manolis (3)

Kilian, Lutz (3)

Alizadeh, Amir (2)

Jagannathan, Ravi (2)

Engle, Robert (2)

Main data


Where Katerina Tsakou has published?


Recent works citing Katerina Tsakou (2020 and 2019)


YearTitle of citing document
2019Impact of oil price fluctuations on tanker maritime network structure and traffic flow changes. (2019). Murray, Alan T ; Lu, Feng ; Fang, Zhixiang ; Yu, Hongchu ; Chen, Jinhai ; Mei, Qiang ; Peng, Peng ; Zhang, Hengcai. In: Applied Energy. RePEc:eee:appene:v:237:y:2019:i:c:p:390-403.

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2019Time-varying Variance Scaling: Application of the Fractionally Integrated ARMA Model. (2019). Cheng, Lee-Young ; Chang, Hung-Chou. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:1-12.

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2019Improving volatility forecasting based on Chinese volatility index information: Evidence from CSI 300 index and futures markets. (2019). Li, Weiping ; Teng, Yuxin ; Qiao, Gaoxiu ; Liu, Wenwen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:133-151.

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2020VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective. (2020). Li, Weiping ; Yang, Jiyu ; Qiao, Gaoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300838.

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2020An empirical analysis of relationships between cyclical components of oil price and tanker freight rates. (2020). Basu, Rounaq ; Siddiqui, Atiq W. In: Energy. RePEc:eee:energy:v:200:y:2020:i:c:s0360544220306010.

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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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2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

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2020How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence. (2020). Boughrara, Adel ; Dahmene, Meriam ; Slim, Skander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:22-37.

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2019Dynamic spillover effects among derivative markets in tanker shipping. (2019). Liu, Hailong ; Haralambides, Hercules ; Sun, Xiaolin. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:122:y:2019:i:c:p:384-409.

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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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2020Handling financial risks in crude oil imports: Taking into account crude oil prices as well as country and transportation risks. (2020). Wang, Shuang ; Gu, Yewen ; Lu, Jing ; Wallace, Stein W. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519311883.

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2020An intelligent logistics service system for enhancing dispatching operations in an IoT environment. (2020). Wang, Xiaofeng ; Zhan, Yuanzhu ; Lim, Ming K. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:135:y:2020:i:c:s1366554519309767.

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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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2019An Experiment on Autoregressive and Threshold Autoregressive Models with Non-Gaussian Error with Application to Realized Volatility. (2019). Li, Wai Keung ; Zhang, Ziyi. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:2:p:58-:d:240654.

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2019Sustainable Practices in Logistics Systems: An Overview of Companies in Brazil. (2019). Filho, Walter Leal ; Anholon, Rosley ; Tor, VI. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:15:p:4140-:d:253498.

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2019Artificial neural networks in freight rate forecasting. (2019). Mehmed, Esin Erol ; Yang, Zaili. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:21:y:2019:i:3:d:10.1057_s41278-019-00121-x.

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2019Forecasting Realized Volatility: The role of implied volatility, leverage effect, overnight returns and volatility of realized volatility. (2019). Tsakou, Katerina ; McMillan, David ; Kambouroudis, Dimos. In: Working Papers. RePEc:swn:wpaper:2019-03.

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2020Forecasting bitcoin volatility: Evidence from the options market. (2020). Baur, Dirk G ; Hoang, Lai T. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1584-1602.

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Works by Katerina Tsakou:


YearTitleTypeCited
2018Volatility forecasting across tanker freight rates: The role of oil price shocks In: Transportation Research Part E: Logistics and Transportation Review.
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article11
2018Volatility forecasting across tanker freight rates: the role of oil price shocks.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2016Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models In: Journal of Futures Markets.
[Full Text][Citation analysis]
article12

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