Manolis Kavussanos : Citation Profile

Are you Manolis Kavussanos?

Athens University of Economics and Business (AUEB)

17

H index

27

i10 index

688

Citations

RESEARCH PRODUCTION:

41

Articles

1

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 26
   Journals where Manolis Kavussanos has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 15 (2.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pka435
   Updated: 2024-12-03    RAS profile: 2022-08-17    
   Missing citations? Add them    Incorrect content? Let us know

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 (33)

Pouliasis, Panos (14)

Koekebakker, Steen (14)

Drobetz, Wolfgang (14)

Alizadeh, Amir (14)

Papapostolou, Nikos (14)

Pelagidis, Theodore (10)

Bessler, David (7)

Wolff, François-Charles (7)

Angelopoulos, Jason (7)

Syriopoulos, Theodore (7)

Cites to:

Engle, Robert (22)

Alizadeh, Amir (18)

Bollerslev, Tim (13)

Johansen, Soren (13)

Papapostolou, Nikos (12)

Diebold, Francis (11)

Phillips, Peter (10)

Dickey, David (10)

Markoulis, Stelios (10)

Fama, Eugene (9)

Drobetz, Wolfgang (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
Review of Derivatives Research2
Applied Economics2
Applied Financial Economics2
Journal of Futures Markets2

Recent works citing Manolis Kavussanos (2024 and 2023)

YearTitle of citing document
2024Asymmetric 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Identifying 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

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.

Full description at Econpapers || Download paper

2024Price 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

2024Price 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

2023Price 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

2024The 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Channel 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

2024Multi-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

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.

Full description at Econpapers || Download paper

2024Predictive 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

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.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024A 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

2024SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ. (2007). Çevik, Emrah ; Pekkaya, Mehmet . In: MPRA Paper. RePEc:pra:mprapa:71301.

Full description at Econpapers || Download paper

2023Nonlinearity 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2024Forecasting 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

2024Investment 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

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.
[Full Text][Citation analysis]		article40
1996Stock prices and the flow of information in the Athens Stock Exchange In: European Financial Management.
[Full Text][Citation analysis]		article5
1999Price Limits and Stock Market Volatility in the Athens Stock Exchange In: European Financial Management.
[Full Text][Citation analysis]		article38
2002Seasonality patterns in tanker spot freight rate markets In: Economic Modelling.
[Full Text][Citation analysis]		article15
2022Hedging IMO2020 compliant fuel price exposure using futures contracts In: Energy Economics.
[Full Text][Citation analysis]		article3
2011Market 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]		article7
2004Market interactions in returns and volatilities between spot and forward shipping freight markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article41
2010Value at risk models for volatile emerging markets equity portfolios In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article19
20044. CROSS-INDUSTRY COMPARISONS OF THE BEHAVIOUR OF STOCK RETURNS IN SHIPPING, TRANSPORTATION AND OTHER INDUSTRIES In: Research in Transportation Economics.
[Full Text][Citation analysis]		article4
2018A survey of shipping finance research: Setting the future research agenda In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article30
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.
[Full Text][Citation analysis]		article16
2000Constant 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]		article20
2001Seasonality patterns in dry bulk shipping spot and time charter freight rates In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article35
2004Shipping finance and port issues In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article2
2004Over-the-counter forward contracts and spot price volatility in shipping In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article24
2014The determinants of credit spreads changes in global shipping bonds In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article10
2016Default risk drivers in shipping bank loans In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article13
2011The Option to Change the Flag of a Vessel In: Chapters.
[Full Text][Citation analysis]		chapter6
2010The Hedging Performance of the Capesize Forward Freight Market In: Chapters.
[Full Text][Citation analysis]		chapter9
2003Price Discovery, Causality and Forecasting in the Freight Futures Market In: Review of Derivatives Research.
[Full Text][Citation analysis]		article34
2005The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests In: Review of Derivatives Research.
[Full Text][Citation analysis]		article13
2011The Predictability of Non-Overlapping Forecasts: Evidence from a New Market In: Multinational Finance Journal.
[Full Text][Citation analysis]		article3
2010Information linkages between Panamax freight derivatives and commodity derivatives markets In: Maritime Economics & Logistics.
[Full Text][Citation analysis]		article15
1999The Contributions in this Issue In: Maritime Economics & Logistics.
[Full Text][Citation analysis]		article0
2022Special issue: ends of eras and new beginnings: twenty-first century challenges for shipping In: Maritime Economics & Logistics.
[Full Text][Citation analysis]		article0
2000The Contributions in this Issue In: Maritime Economics & Logistics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article12
2003Time Varying Risks Among Segments of the Tanker Freight Markets In: Maritime Economics & Logistics.
[Full Text][Citation analysis]		article20
1996Testing the efficient market hypothesis using panel data, with application to the Athens stock market In: Applied Economics Letters.
[Full Text][Citation analysis]		article18
2001A multivariate test for stock market efficiency: the case of ASE In: Applied Financial Economics.
[Full Text][Citation analysis]		article17
2002Macroeconomic factors and international industry returns In: Applied Financial Economics.
[Full Text][Citation analysis]		article7
1997The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector In: Applied Economics.
[Full Text][Citation analysis]		article30
2004Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios In: Applied Economics.
[Full Text][Citation analysis]		article20
2008Hedging effectiveness of the Athens stock index futures contracts In: The European Journal of Finance.
[Full Text][Citation analysis]		article7
1997Risk 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]		article4
1998Beta comparisons across industries—a Water transportation industry perspective In: Maritime Policy & Management.
[Full Text][Citation analysis]		article4
2002Efficient pricing of ships in the dry bulk sector of the shipping industry In: Maritime Policy & Management.
[Full Text][Citation analysis]		article17
2003International comparison of market risks across shipping-related industries In: Maritime Policy & Management.
[Full Text][Citation analysis]		article10
2006Shipping freight derivatives: a survey of recent evidence In: Maritime Policy & Management.
[Full Text][Citation analysis]		article36
2002The 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]		article24
2021Time series forecasting methods for the Baltic dry index In: Journal of Forecasting.
[Full Text][Citation analysis]		article6
1999The forward pricing function of the shipping freight futures market In: Journal of Futures Markets.
[Full Text][Citation analysis]		article25
2000Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract In: Journal of Futures Markets.
[Full Text][Citation analysis]		article19
2005A cross sectional analysis of ship maintenance expenses In: Macroeconomics.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team