Manolis Kavussanos : Citation Profile

Athens University of Economics and Business (AUEB)

18

H index

29

i10 index

726

Citations

RESEARCH PRODUCTION:

41

Articles

1

Papers

2

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   26 years (1996 - 2022). See details.
   Cites by year: 27
   Journals where Manolis Kavussanos has often published
   Relations with other researchers
   Recent citing documents: 34.    Total self citations: 15 (2.02 %)

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   Permalink: http://citec.repec.org/pka435
   Updated: 2025-12-27    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 (35)

Drobetz, Wolfgang (14)

Papapostolou, Nikos (14)

Alizadeh, Amir (14)

Pouliasis, Panos (14)

Koekebakker, Steen (14)

Pelagidis, Theodore (10)

Wolff, François-Charles (9)

Minner, Stefan (8)

Angelopoulos, Jason (7)

Merika, Anna (7)

Cites to:

Engle, Robert (22)

Alizadeh, Amir (18)

Johansen, Soren (13)

Bollerslev, Tim (13)

Papapostolou, Nikos (12)

Diebold, Francis (11)

Phillips, Peter (10)

Markoulis, Stelios (10)

Dickey, David (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
Journal of Futures Markets2
Applied Financial Economics2
Review of Derivatives Research2
Applied Economics2

Recent works citing Manolis Kavussanos (2025 and 2024)

YearTitle of citing document
2025Static Hedging of Freight Risk under Model Uncertainty. (2022). Papayiannis, Georgios I. In: Papers. RePEc:arx:papers:2207.00862.

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2025High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads. (2025). Li, Guanlin ; Chen, Xiyan ; Liu, Yingzheng. In: Papers. RePEc:arx:papers:2501.03171.

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2024Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events. (2024). Lee, Chi-Chuan ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Dankwah, Boakye. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000512.

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2025Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals. (2025). Padhan, Hemachandra ; Kocoglu, Mustafa. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004049.

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2025Multiscale extreme risk spillover between shipping and commodity markets: An analysis based on GARCH-Copula-CoVaR. (2025). Bei, Honghan ; Wang, Qian ; Yan, Xiaoxiao ; Geng, Xinpeng. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325003883.

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2024Price limit relaxation and stock price crash risk: Evidence from China. (2024). An, Yunbi ; Jia, Shaoqing ; Yang, Liuyong ; Zhou, Fangzhao. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010875.

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2024Price limits hitting effect and cross-sectional stock returns: Evidence from China. (2024). Tang, Guohao ; Zeng, Zhaoxiang ; Wang, Guojun. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011753.

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2024Understanding the variance of earnings growth: The case of shipping. (2024). Lee, Hyun-Tak ; Yun, Heesung. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000394.

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2024Seasonality patterns in LNG shipping spot and time charter freight rates. (2024). Polemis, Dionysios ; Bentsos, Christos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s2405851324000436.

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2024The effects of the COVID-19 pandemic on connectivity, operational efficiency, and resilience of major container ports in Southeast Asia. (2024). Nguyen, Phong-Nha ; Kim, Hwayoung. In: Journal of Transport Geography. RePEc:eee:jotrge:v:116:y:2024:i:c:s0966692324000449.

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2025Hedging in the second-generation biofuels market: Insights from UCOME. (2025). Pimentel, Liliana Marques ; de Paula, Ana Catarina ; de Almeida, Leandro. In: Renewable Energy. RePEc:eee:renene:v:245:y:2025:i:c:s0960148125005166.

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2025Dynamic spillovers connectedness among carbon trading, shipping freight, bunker oil and crude oil market: Evidence from quantile-frequency analysis. (2025). Nilu, Tanzila Yeasmin ; Ahmed, Shek ; Wang, Chuanxu. In: Research in Transportation Economics. RePEc:eee:retrec:v:111:y:2025:i:c:s0739885925000277.

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2024Futures markets and the baltic dry index: A prediction study based on deep learning. (2024). Nie, Yufei ; Kim, Woohyoung ; Su, Miao ; Yang, Lin ; Li, Jiankun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s027553192400240x.

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2025China futures market and world container shipping economy: An exploratory analysis based on deep learning. (2025). Su, Zhenqing ; Li, Jiankun ; Pang, Qiwei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001266.

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2024Multi-scenario analyses for antitrust immunity policies on shipping alliances: A dynamic tripartite evolutionary game perspective. (2024). Dong, Kangyin ; Guo, Qidong ; Mo, Lipo ; Zhao, Chuan. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:179:y:2024:i:c:s0965856423003154.

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2024Does the shipping alliance aggravate or alleviate container shipping market volatility. (2024). Dong, Kangyin ; Fu, Xiaowen ; Wan, Yulai ; Wang, Kun ; Zheng, Shiyuan. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:189:y:2024:i:c:s0965856424002799.

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2024Predictive analysis of sell-and-purchase shipping market: A PIMSE approach. (2024). Bai, Xiwen ; Gao, Ruobin ; Yuen, Kum Fai ; Mo, Jixian. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:185:y:2024:i:c:s1366554524001236.

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2024Sentiment as a shipping market predictor: Testing market-specific language models. (2024). Zheng, Wei ; Wang, Shuhan ; Sui, Cong. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:189:y:2024:i:c:s1366554524002424.

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2024Unveiling the influence of bargaining power in shipping: An empirical study on iron ore freight market. (2024). Sahoo, Satya ; Cariou, Pierre. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:192:y:2024:i:c:s1366554524004022.

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2025Probabilistic forecast-based procurement in seaborne forward freight markets under demand and price uncertainty. (2025). Minner, Stefan ; Sel, Burakhan. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:193:y:2025:i:c:s1366554524004216.

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2025Exploring spillover effects in the four shipping markets: Theory and empirical evidence from bulk shipping. (2025). Palaios, Panagiotis ; Triantafillou, Anna. In: Transport Policy. RePEc:eee:trapol:v:170:y:2025:i:c:p:75-91.

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2025Dynamic Linkages and Temporal Relationships Between Spot and Future Index Prices: Empirical Evidence from India Using Non-linear GARCH–BEKK. (2025). Bhat, Suhail Ahmad ; Gulam, Younis Ahmed ; Lone, Umer Mushtaq. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:2:d:10.1007_s10690-024-09464-9.

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2024Carbon Taxation and Electricity Price Dynamics: Empirical Evidence from the Australian Market. (2024). Comincioli, Nicola ; Guerini, Mattia ; Vergalli, Sergio. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:12:d:10.1007_s10640-024-00908-4.

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2025Asymmetric effectiveness of price limits: evidence from a quasi-natural experiment. (2025). Tang, Siyuan. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:64:y:2025:i:3:d:10.1007_s11156-024-01333-w.

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2025A bibliometric review of bibliometric reviews of corporate governance: current topics and recommendations for future research. (2025). Daoud, Nejla Ould. In: International Journal of Disclosure and Governance. RePEc:pal:ijodag:v:22:y:2025:i:1:d:10.1057_s41310-024-00256-1.

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2024A new exploration in Baltic Dry Index forecasting learning: application of a deep ensemble model. (2024). Bae, Sung Hoon ; Su, Miao ; Park, Keun Sik. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:1:d:10.1057_s41278-023-00278-6.

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2025Baltic dry index forecasting using a neuro-fuzzy inference system. (2025). Michail, Nektarios ; Atsalaki, Ioanna ; Atsalakis, George S ; Melas, Konstantinos D. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:49:y:2025:i:3:d:10.1007_s12197-025-09720-2.

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2025Mean reversion and long memory dynamics in the Shanghai Containerized Freight Index. (2025). Maiza-Larrarte, Andoni ; Gil-Alana, Luis ; Claudio-Quiroga, Gloria. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:10:y:2025:i:1:d:10.1186_s41072-025-00211-5.

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2024Chartering policies and operational efficiency of shipping lines: exploring strategic changes in response to the COVID-19 pandemic. (2024). Attard, Maria ; Jo, Sohyun ; Dagostini, Enrico. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:9:y:2024:i:1:d:10.1186_s41072-024-00169-w.

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2024Can commodity prices predict stock market returns? The case of dry bulk shipping companies. (2024). Michail, Nektarios ; Melas, Konstantinos D. In: Journal of Shipping and Trade. RePEc:spr:josatr:v:9:y:2024:i:1:d:10.1186_s41072-024-00178-9.

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2024Forecasting the Asian stock market volatility: Evidence from WTI and INE oil futures. (2024). Ghani, Maria ; Ma, Feng ; Huang, Dengshi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1496-1512.

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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.

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2025Stock Price Limit and Its Predictability in the Chinese Stock Market. (2025). Liang, Haohui ; Hu, Yujia. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:297-319.

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2024A deep learning‐based financial hedging approach for the effective management of commodity risks. (2024). Hu, Yan ; Ni, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:879-900.

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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.
[Full Text][Citation analysis]		article42
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]		article41
2002Seasonality patterns in tanker spot freight rate markets In: Economic Modelling.
[Full Text][Citation analysis]		article16
2022Hedging IMO2020 compliant fuel price exposure using futures contracts In: Energy Economics.
[Full Text][Citation analysis]		article4
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]		article8
2004Market interactions in returns and volatilities between spot and forward shipping freight markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article44
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]		article37
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]		article17
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]		article21
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]		article39
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]		article25
2014The determinants of credit spreads changes in global shipping bonds In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article11
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]		chapter10
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]		article17
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]		article21
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]		article19
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]		article38
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]		article10
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

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