ILIAS D VISVIKIS : Citation Profile


Deceased: 2021-02

9

H index

9

i10 index

225

Citations

RESEARCH PRODUCTION:

19

Articles

2

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   16 years (2004 - 2020). See details.
   Cites by year: 14
   Journals where ILIAS D VISVIKIS has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 11 (4.66 %)

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   Permalink: http://citec.repec.org/pvi415
   Updated: 2021-06-07    RAS profile:    
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Relations with other researchers


Works with:

Pouliasis, Panos (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with ILIAS D VISVIKIS.

Is cited by:

Tsouknidis, Dimitris (12)

Kasimati, Evangelia (10)

Tsakou, Katerina (9)

Alizadeh, Amir (5)

Kavussanos, Manolis (5)

Skiadopoulos, George (4)

Pelagidis, Theodore (4)

Ko, Byoung-Wook (4)

Koekebakker, Steen (3)

Chen, Zhenxi (3)

Ruiz, Esther (2)

Cites to:

Kavussanos, Manolis (64)

Engle, Robert (20)

Alizadeh, Amir (19)

Pouliasis, Panos (17)

Papapostolou, Nikos (17)

Tsouknidis, Dimitris (16)

Johansen, Soren (16)

Dickey, David (9)

Fama, Eugene (9)

Bollerslev, Tim (9)

Amihud, Yakov (9)

Main data


Where ILIAS D VISVIKIS has published?


Journals with more than one article published# docs
Transportation Research Part E: Logistics and Transportation Review7
Transportation Research Part A: Policy and Practice2
Maritime Economics & Logistics2

Recent works citing ILIAS D VISVIKIS (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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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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2020What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; Hu, Yang ; Hou, Yang Greg. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131.

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2021Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Tsagkanos, Athanasios ; Floros, Christos ; Konstantatos, Christoforos ; Gkillas, Konstantinos. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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2020Financialisation of natural resources & instability caused by risk transfer in commodity markets. (2020). Nasir, Muhammad ; Burggraf, Tobias ; Duc, Toan Luu. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720300696.

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2020Volatility and skewness spillover between stock index and stock index futures markets during a crash period: New evidence from China. (2020). Li, Steven ; Hou, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:166-188.

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2021How does news flow affect cross-market volatility spillovers? Evidence from China’s stock index futures and spot markets. (2021). Zhang, Zhaoyong ; Zhou, Xinmiao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:196-213.

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2020Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test. (2020). Chou, Ray Y ; Chang, Tzu-Pu ; Torun, Erdost. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300455.

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2020Corporate financial leverage and M&As choices: Evidence from the shipping industry. (2020). Alexandridis, George ; Visvikis, Ilias ; Gulnur, Arman ; Antypas, Nikolaos. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:133:y:2020:i:c:s1366554519308804.

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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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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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2020Quantile hedge ratio for forward freight market. (2020). Chen, Zhenxi ; Gu, Yimiao ; Luo, Meifeng ; Lien, Donald. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:138:y:2020:i:c:s1366554519310099.

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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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2020Does shipping market affect international iron ore trade?– An equilibrium analysis. (2020). Li, Feng ; Luo, Meifeng ; Zhang, Lingge ; Yang, Dong. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:144:y:2020:i:c:s1366554520307559.

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2020New uncertainty modelling for cargo stowage plans of general cargo ships. (2020). Yang, Zaili ; Yu, Jiagen ; Wang, Wenxin ; Qu, Zhuohau ; Zhang, Daihui. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:144:y:2020:i:c:s1366554520307973.

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2021Related party transactions and principal-principal conflicts in public companies: Evidence from the maritime shipping industry. (2021). Sigalas, Christos ; Merikas, Andreas ; Andrikopoulos, Andreas. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:145:y:2021:i:c:s1366554520308140.

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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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2021Institutional ownership and firm performance in the global shipping industry. (2021). Schroder, Henning ; Ehlert, Sebastian ; Drobetz, Wolfgang. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:146:y:2021:i:c:s1366554520307985.

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2021Research topics and trends in the maritime transport: A structural topic model. (2021). Yuen, Kum Fai ; Zhou, Yaoming ; Li, Kevin X ; Zhang, Xiunian ; Bai, Xiwen. In: Transport Policy. RePEc:eee:trapol:v:102:y:2021:i:c:p:11-24.

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2020Asymmetric Dependence between Oil Prices and Maritime Freight Rates: A Time-Varying Copula Approach. (2020). Yoon, Seong-Min ; Choi, Ki-Hong. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:24:p:10687-:d:465820.

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2021Port Governance and Cruise Tourism. (2021). Araya-Silva, Lorena ; Contreras-Barraza, Nicolas ; Salazar-Sepulveda, Guido ; Vega-Muoz, Alejandro. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:9:p:4877-:d:544050.

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2021Support Vector Machine Algorithms: An Application to Ship Price Forecasting. (2021). Syriopoulos, Theodore ; Karamanos, Ioannis ; Tsatsaronis, Michael . In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10032-2.

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2021Capesize markets behavior: Explaining volatility and expectations. (2021). Pelagidis, Theodore ; Karaoulanis, Ioannis. In: MPRA Paper. RePEc:pra:mprapa:107034.

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2020Hedging ship price risk using freight derivatives in the drybulk market. (2020). Bornes, Eirik A ; Ameln, Haakon ; Adland, Roar. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:5:y:2020:i:1:d:10.1186_s41072-019-0056-3.

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2021Oil and currency volatilities: Co?movements and hedging opportunities. (2021). Degiannakis, Stavros ; Filis, George ; Olstad, Aleksander. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2351-2374.

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2020A 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.

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2020Tactical planning in tramp shipping - A literature review. (2020). Grafelmann, Michaela ; Pache, Hannah ; Jahn, Carlos ; Schwientek, Anne Kathrina. In: Chapters from the Proceedings of the Hamburg International Conference of Logistics (HICL). RePEc:zbw:hiclch:228953.

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ILIAS D VISVIKIS has edited the books:


YearTitleTypeCited

Works by ILIAS D VISVIKIS:


YearTitleTypeCited
2008The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market In: European Financial Management.
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article34
2007Forecasting spot and forward prices in the international freight market In: International Journal of Forecasting.
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article37
2004Market interactions in returns and volatilities between spot and forward shipping freight markets In: Journal of Banking & Finance.
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article33
2018Shipping risk management practice revisited: A new portfolio approach In: Transportation Research Part A: Policy and Practice.
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article4
2018Shipping equity risk behavior and portfolio management In: Transportation Research Part A: Policy and Practice.
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article2
2018A survey of shipping finance research: Setting the future research agenda In: Transportation Research Part E: Logistics and Transportation Review.
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article13
2020Corporate financial leverage and M&As choices: Evidence from the shipping industry In: Transportation Research Part E: Logistics and Transportation Review.
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article0
2020Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model In: Transportation Research Part E: Logistics and Transportation Review.
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article2
2004Over-the-counter forward contracts and spot price volatility in shipping In: Transportation Research Part E: Logistics and Transportation Review.
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article15
2013The time dimension and value of flexibility in resource allocation: The case of the maritime industry In: Transportation Research Part E: Logistics and Transportation Review.
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article1
2012THE TIME DIMENSION AND VALUE OF FLEXIBILITY IN RESOURCE ALLOCATION: THE CASE OF THE MARITIME INDUSTRY.(2012) In: DUTH Research Papers in Economics.
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This paper has another version. Agregated cites: 1
paper
2015Liquidity effects and FFA returns in the international shipping derivatives market In: Transportation Research Part E: Logistics and Transportation Review.
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article14
2017Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives In: Transportation Research Part E: Logistics and Transportation Review.
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article12
2010The Hedging Performance of the Capesize Forward Freight Market In: Chapters.
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chapter7
2005The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests In: Review of Derivatives Research.
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article9
2011The Predictability of Non-Overlapping Forecasts: Evidence from a New Market In: Multinational Finance Journal.
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article2
2008IAME 2007 Annual Conference: ‘Challenges and Trends in Shipping: Markets, Investments and Policies’ In: Maritime Economics & Logistics.
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article0
2010Information linkages between Panamax freight derivatives and commodity derivatives markets In: Maritime Economics & Logistics.
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article10
2014Liquidity Risk Premia in the International Shipping Derivatives Market In: ICMA Centre Discussion Papers in Finance.
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paper2
2008Hedging effectiveness of the Athens stock index futures contracts In: The European Journal of Finance.
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article4
2006Shipping freight derivatives: a survey of recent evidence In: Maritime Policy & Management.
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article24
2020A novel risk management framework for natural gas markets In: Journal of Futures Markets.
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article0

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