Manolis Kavussanos : Citation Profile


Are you Manolis Kavussanos?

Athens University of Economics and Business (AUEB)

17

H index

27

i10 index

672

Citations

RESEARCH PRODUCTION:

41

Articles

1

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 25
   Journals where Manolis Kavussanos has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 15 (2.18 %)

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   Permalink: http://citec.repec.org/pka435
   Updated: 2024-01-16    RAS profile: 2022-08-17    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Manolis Kavussanos.

Is cited by:

Tsouknidis, Dimitris (32)

Pouliasis, Panos (14)

Alizadeh, Amir (14)

Koekebakker, Steen (14)

Papapostolou, Nikos (14)

Pelagidis, Theodore (10)

Wolff, François-Charles (7)

Syriopoulos, Theodore (7)

Bessler, David (7)

Angelopoulos, Jason (7)

Thomakos, Dimitrios (6)

Cites to:

Engle, Robert (22)

Alizadeh, Amir (18)

Bollerslev, Tim (13)

Johansen, Soren (13)

Papapostolou, Nikos (12)

Diebold, Francis (11)

Dickey, David (10)

Phillips, Peter (10)

Markoulis, Stelios (10)

Fama, Eugene (9)

Koekebakker, Steen (8)

Main data


Where Manolis Kavussanos has published?


Journals with more than one article published# docs
Transportation Research Part E: Logistics and Transportation Review8
Maritime Economics & Logistics6
Maritime Policy & Management5
European Financial Management3
Applied Economics2
Review of Derivatives Research2
Journal of Futures Markets2

Recent works citing Manolis Kavussanos (2024 and 2023)


YearTitle of citing document
2023.

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2023A weekly structural VAR model of the US crude oil market. (2023). Manera, Matteo ; Bastianin, Andrea ; Valenti, Daniele. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001548.

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2023Measuring minimum variance hedging effectiveness: Traditional vs. sophisticated models. (2023). Karmakar, Madhusudan ; Sharma, Udayan. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001370.

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2023The hedging effectiveness of electricity futures in the Spanish market. (2023). Pea, Juan Ignacio. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322006833.

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2023Dynamic volatility contagion across the Baltic dry index, iron ore price and crude oil price under the COVID-19: A copula-VAR-BEKK-GARCH-X approach. (2023). Miao, Jiafeng ; Xu, Jing ; Chen, Yufeng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000041.

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2023Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method. (2023). Tiwari, Aviral ; Aikins, Emmanuel Joel ; Adeleke, Musefiu A ; Adewuyi, Adeolu O. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003495.

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2023An 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.

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2023Responsible shipping for sustainable development: Adoption and performance value. (2023). Lai, Kee-Hung ; Xue, Yuemei. In: Transport Policy. RePEc:eee:trapol:v:130:y:2023:i:c:p:89-99.

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2023.

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2023.

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2023Is Cross-Hedging Effective for Mitigating Equity Investment Risks in the Indian Banking Sector?. (2023). Jose, Nithin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:1:d:10.1007_s10690-022-09383-7.

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2023Assessment 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.

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2023The relationship between technical innovation and financial performance in shipping firms. (2023). Tsouknidis, Dimitris ; Kouspos, Andreas A ; Panayides, Photis M. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:25:y:2023:i:4:d:10.1057_s41278-022-00251-9.

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2023Nonlinearity in emerging market indices: A comprehensive study of stock exchange market dynamics. (2023). Babangida, Jamilu Said. In: Applied Econometrics. RePEc:ris:apltrx:0483.

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2023Efficiency of Wheat Futures across APMC Mandis. (2023). Singh, Rahul Kumar. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:3:d:10.1007_s40953-023-00348-9.

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2023The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test. (2023). Rajib, Prabina ; Bandyopadhyay, Arunava. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-021-00287-y.

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2023The European Banks Under the Shock of the Russian Invasion of 2022: An Event Study Approach. (2023). Teodora, Fabu Dorina ; Clin, Furdui. In: Studia Universitatis Babe?-Bolyai Oeconomica. RePEc:vrs:subboe:v:68:y:2023:i:1:p:62-77:n:3.

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2023An evolutionary cost?sensitive support vector machine for carbon price trend forecasting. (2023). Wang, Ping ; Chevallier, Julien ; Zhang, Jingyi ; Zhu, Bangzhu. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:4:p:741-755.

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2023Maximum utility portfolio construction in the forward freight agreement markets: Evidence from a multivariate skewed t copula. (2023). Ge, Yingen ; Zhu, MO ; Wang, Xueqin ; Gong, Yuting ; Shi, Wenming. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:1:p:69-89.

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2023Optimal futures hedging by using realized semicovariances: The information contained in signed high?frequency returns. (2023). Lai, Yusheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:677-701.

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Manolis Kavussanos has edited the books:


YearTitleTypeCited

Works by Manolis Kavussanos:


YearTitleTypeCited
2008The Lead?Lag Relationship Between Cash and Stock Index Futures in a New Market In: European Financial Management.
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article39
1996Stock prices and the flow of information in the Athens Stock Exchange In: European Financial Management.
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article5
1999Price Limits and Stock Market Volatility in the Athens Stock Exchange In: European Financial Management.
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article34
2002Seasonality patterns in tanker spot freight rate markets In: Economic Modelling.
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article15
2022Hedging IMO2020 compliant fuel price exposure using futures contracts In: Energy Economics.
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article3
2011Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets In: International Review of Financial Analysis.
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article7
2004Market interactions in returns and volatilities between spot and forward shipping freight markets In: Journal of Banking & Finance.
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article40
2010Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance.
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article18
20044. CROSS-INDUSTRY COMPARISONS OF THE BEHAVIOUR OF STOCK RETURNS IN SHIPPING, TRANSPORTATION AND OTHER INDUSTRIES In: Research in Transportation Economics.
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article4
2018A survey of shipping finance research: Setting the future research agenda In: Transportation Research Part E: Logistics and Transportation Review.
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article28
1997The stock market perception of industry risk and microeconomic factors: The case of the US water transportation industry versus other transport industries In: Transportation Research Part E: Logistics and Transportation Review.
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article16
2000Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market In: Transportation Research Part E: Logistics and Transportation Review.
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article20
2001Seasonality patterns in dry bulk shipping spot and time charter freight rates In: Transportation Research Part E: Logistics and Transportation Review.
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article35
2004Shipping finance and port issues 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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article24
2014The determinants of credit spreads changes in global shipping bonds In: Transportation Research Part E: Logistics and Transportation Review.
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article10
2016Default risk drivers in shipping bank loans In: Transportation Research Part E: Logistics and Transportation Review.
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article11
2011The Option to Change the Flag of a Vessel In: Chapters.
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chapter6
2010The Hedging Performance of the Capesize Forward Freight Market In: Chapters.
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chapter9
2003Price Discovery, Causality and Forecasting in the Freight Futures Market In: Review of Derivatives Research.
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article33
2005The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests In: Review of Derivatives Research.
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article13
2011The Predictability of Non-Overlapping Forecasts: Evidence from a New Market In: Multinational Finance Journal.
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article3
2010Information linkages between Panamax freight derivatives and commodity derivatives markets In: Maritime Economics & Logistics.
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article15
1999The Contributions in this Issue In: Maritime Economics & Logistics.
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article0
2022Special issue: ends of eras and new beginnings: twenty-first century challenges for shipping In: Maritime Economics & Logistics.
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article0
2000The Contributions in this Issue In: Maritime Economics & Logistics.
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article0
2000The Stock Market Perception of Industry Risk and Macroeconomic Factors: The Case of the US Water and Other Transportation Stocks In: Maritime Economics & Logistics.
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article12
2003Time Varying Risks Among Segments of the Tanker Freight Markets In: Maritime Economics & Logistics.
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article20
1996Testing the efficient market hypothesis using panel data, with application to the Athens stock market In: Applied Economics Letters.
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article18
2001A multivariate test for stock market efficiency: the case of ASE In: Applied Financial Economics.
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article17
2002Macroeconomic factors and international industry returns In: Applied Financial Economics.
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article7
1997The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector In: Applied Economics.
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article29
2004Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios In: Applied Economics.
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article20
2008Hedging effectiveness of the Athens stock index futures contracts In: The European Journal of Finance.
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article6
1997Risk and return of U.S. water transportation stocks over time and over bull and bear market conditions In: Maritime Policy & Management.
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article4
1998Beta comparisons across industries—a Water transportation industry perspective In: Maritime Policy & Management.
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article4
2002Efficient pricing of ships in the dry bulk sector of the shipping industry In: Maritime Policy & Management.
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article17
2003International comparison of market risks across shipping-related industries In: Maritime Policy & Management.
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article10
2006Shipping freight derivatives: a survey of recent evidence In: Maritime Policy & Management.
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article36
2002The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets In: Journal of Transport Economics and Policy.
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article24
2021Time series forecasting methods for the Baltic dry index In: Journal of Forecasting.
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article4
1999The forward pricing function of the shipping freight futures market In: Journal of Futures Markets.
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article25
2000Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract In: Journal of Futures Markets.
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article19
2005A cross sectional analysis of ship maintenance expenses In: Macroeconomics.
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