17
H index
27
i10 index
688
Citations
Manolis Kavussanos : Citation Profile
Athens University of Economics and Business (AUEB) | RESEARCH PRODUCTION: 41 Articles 1 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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26 years (1996 - 2022). 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:
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Main data
Where Manolis Kavussanos has published?
Recent works citing Manolis Kavussanos (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events. (2024). Dankwah, Boakye ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Lee, Chi-Chuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000512. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | Measuring 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. Full description at Econpapers || Download paper |
| 2023 | Identifying systemic risk of assets during international financial crises using Value at Risk elasticities. (2023). Fauzi, Fitriya ; Perera, Devmali ; Borer, Daniel ; Chau, Trinh Nguyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003484. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2024 | Price limit relaxation and stock price crash risk: Evidence from China. (2024). Yang, Liuyong ; Jia, Shaoqing ; Zhou, Fangzhao. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010875. Full description at Econpapers || Download paper |
| 2024 | Price limits hitting effect and cross-sectional stock returns: Evidence from China. (2024). Tang, Guohao ; Wang, Guojun ; Zeng, Zhaoxiang. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011753. Full description at Econpapers || Download paper |
| 2023 | Price bands and their effects on equity markets: Evidence from a natural experiment. (2023). Singh, Ajai ; Seth, Rama ; Gatchev, Vladimir A ; Vishwanatha, S R. In: Journal of Financial Markets. RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000381. Full description at Econpapers || Download paper |
| 2024 | The effects of the COVID-19 pandemic on connectivity, operational efficiency, and resilience of major container ports in Southeast Asia. (2024). Kim, Hwayoung ; Nguyen, Phong-Nha. In: Journal of Transport Geography. RePEc:eee:jotrge:v:116:y:2024:i:c:s0966692324000449. Full description at Econpapers || Download paper |
| 2023 | Dynamic 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. Full description at Econpapers || Download paper |
| 2023 | Dynamic 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. Full description at Econpapers || Download paper |
| 2023 | Channel selection and pricing strategy with supply chain finance and blockchain. (2023). Fang, Debin ; Huang, Qianzhi ; Dong, Ciwei. In: International Journal of Production Economics. RePEc:eee:proeco:v:265:y:2023:i:c:s0925527323002384. Full description at Econpapers || Download paper |
| 2024 | Multi-scenario analyses for antitrust immunity policies on shipping alliances: A dynamic tripartite evolutionary game perspective. (2024). Dong, Kangyin ; Guo, Qidong ; Zhao, Chuan ; Mo, Lipo. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:179:y:2024:i:c:s0965856423003154. 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 |
| 2024 | Predictive analysis of sell-and-purchase shipping market: A PIMSE approach. (2024). Yuen, Kum Fai ; Gao, Ruobin ; Mo, Jixian ; Bai, Xiwen. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:185:y:2024:i:c:s1366554524001236. Full description at Econpapers || Download paper |
| 2023 | Responsible 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Is 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. 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 | The 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. Full description at Econpapers || Download paper |
| 2024 | A new exploration in Baltic Dry Index forecasting learning: application of a deep ensemble model. (2024). Bae, Sung Hoon ; Park, Keun Sik ; Su, Miao. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:1:d:10.1057_s41278-023-00278-6. Full description at Econpapers || Download paper |
| 2023 | Nonlinearity in emerging market indices: A comprehensive study of stock exchange market dynamics. (2023). Babangida, Jamilu Said. In: Applied Econometrics. RePEc:ris:apltrx:0483. Full description at Econpapers || Download paper |
| 2023 | Efficiency 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2024 | Forecasting the Asian stock market volatility: Evidence from WTI and INE oil futures. (2024). Huang, Dengshi ; Ma, Feng ; Ghani, Maria. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1496-1512. Full description at Econpapers || Download paper |
| 2024 | Investment under uncertainty and irreversibility: Evidence from the shipping markets. (2024). Tsouknidis, Dimitris ; Drakos, Konstantinos. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2139-2154. Full description at Econpapers || Download paper |
| 2023 | Estimating risk?neutral freight rate dynamics: A nonparametric approach. (2021). Nomikos, Nikos K ; Martinezrodriguez, Julia ; Kyriakou, Ioannis ; Gomezvalle, Lourdes. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1824-1842. Full description at Econpapers || Download paper |
| 2023 | Maximum 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. Full description at Econpapers || Download paper |
Manolis Kavussanos has edited the books:
| Year | Title | Type | Cited |
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Works by Manolis Kavussanos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | The Lead-Lag Relationship Between Cash and Stock Index Futures in a New Market In: European Financial Management. [Full Text][Citation analysis] | article | 40 |
| 1996 | Stock prices and the flow of information in the Athens Stock Exchange In: European Financial Management. [Full Text][Citation analysis] | article | 5 |
| 1999 | Price Limits and Stock Market Volatility in the Athens Stock Exchange In: European Financial Management. [Full Text][Citation analysis] | article | 38 |
| 2002 | Seasonality patterns in tanker spot freight rate markets In: Economic Modelling. [Full Text][Citation analysis] | article | 15 |
| 2022 | Hedging IMO2020 compliant fuel price exposure using futures contracts In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
| 2011 | Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2004 | Market interactions in returns and volatilities between spot and forward shipping freight markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 41 |
| 2010 | Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 19 |
| 2004 | 4. CROSS-INDUSTRY COMPARISONS OF THE BEHAVIOUR OF STOCK RETURNS IN SHIPPING, TRANSPORTATION AND OTHER INDUSTRIES In: Research in Transportation Economics. [Full Text][Citation analysis] | article | 4 |
| 2018 | A survey of shipping finance research: Setting the future research agenda In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 30 |
| 1997 | The 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. [Full Text][Citation analysis] | article | 16 |
| 2000 | Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 20 |
| 2001 | Seasonality patterns in dry bulk shipping spot and time charter freight rates In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 35 |
| 2004 | Shipping finance and port issues In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 2 |
| 2004 | Over-the-counter forward contracts and spot price volatility in shipping In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 24 |
| 2014 | The determinants of credit spreads changes in global shipping bonds In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 10 |
| 2016 | Default risk drivers in shipping bank loans In: Transportation Research Part E: Logistics and Transportation Review. [Full Text][Citation analysis] | article | 13 |
| 2011 | The Option to Change the Flag of a Vessel In: Chapters. [Full Text][Citation analysis] | chapter | 6 |
| 2010 | The Hedging Performance of the Capesize Forward Freight Market In: Chapters. [Full Text][Citation analysis] | chapter | 9 |
| 2003 | Price Discovery, Causality and Forecasting in the Freight Futures Market In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 34 |
| 2005 | The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 13 |
| 2011 | The Predictability of Non-Overlapping Forecasts: Evidence from a New Market In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2010 | Information linkages between Panamax freight derivatives and commodity derivatives markets In: Maritime Economics & Logistics. [Full Text][Citation analysis] | article | 15 |
| 1999 | The Contributions in this Issue In: Maritime Economics & Logistics. [Full Text][Citation analysis] | article | 0 |
| 2022 | Special issue: ends of eras and new beginnings: twenty-first century challenges for shipping In: Maritime Economics & Logistics. [Full Text][Citation analysis] | article | 0 |
| 2000 | The Contributions in this Issue In: Maritime Economics & Logistics. [Full Text][Citation analysis] | article | 0 |
| 2000 | The Stock Market Perception of Industry Risk and Macroeconomic Factors: The Case of the US Water and Other Transportation Stocks In: Maritime Economics & Logistics. [Full Text][Citation analysis] | article | 12 |
| 2003 | Time Varying Risks Among Segments of the Tanker Freight Markets In: Maritime Economics & Logistics. [Full Text][Citation analysis] | article | 20 |
| 1996 | Testing the efficient market hypothesis using panel data, with application to the Athens stock market In: Applied Economics Letters. [Full Text][Citation analysis] | article | 18 |
| 2001 | A multivariate test for stock market efficiency: the case of ASE In: Applied Financial Economics. [Full Text][Citation analysis] | article | 17 |
| 2002 | Macroeconomic factors and international industry returns In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
| 1997 | The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector In: Applied Economics. [Full Text][Citation analysis] | article | 30 |
| 2004 | Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios In: Applied Economics. [Full Text][Citation analysis] | article | 20 |
| 2008 | Hedging effectiveness of the Athens stock index futures contracts In: The European Journal of Finance. [Full Text][Citation analysis] | article | 7 |
| 1997 | Risk and return of U.S. water transportation stocks over time and over bull and bear market conditions In: Maritime Policy & Management. [Full Text][Citation analysis] | article | 4 |
| 1998 | Beta comparisons across industries—a Water transportation industry perspective In: Maritime Policy & Management. [Full Text][Citation analysis] | article | 4 |
| 2002 | Efficient pricing of ships in the dry bulk sector of the shipping industry In: Maritime Policy & Management. [Full Text][Citation analysis] | article | 17 |
| 2003 | International comparison of market risks across shipping-related industries In: Maritime Policy & Management. [Full Text][Citation analysis] | article | 10 |
| 2006 | Shipping freight derivatives: a survey of recent evidence In: Maritime Policy & Management. [Full Text][Citation analysis] | article | 36 |
| 2002 | The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets In: Journal of Transport Economics and Policy. [Full Text][Citation analysis] | article | 24 |
| 2021 | Time series forecasting methods for the Baltic dry index In: Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 1999 | The forward pricing function of the shipping freight futures market In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 25 |
| 2000 | Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 19 |
| 2005 | A cross sectional analysis of ship maintenance expenses In: Macroeconomics. [Full Text][Citation analysis] | paper | 0 |
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