Panos K. Pouliasis : Citation Profile

Are you Panos K. Pouliasis?

City University

8

H index

7

i10 index

326

Citations

RESEARCH PRODUCTION:

15

Articles

RESEARCH ACTIVITY:

   12 years (2008 - 2020). See details.
   Cites by year: 27
   Journals where Panos K. Pouliasis has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 8 (2.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo695
   Updated: 2024-11-04    RAS profile: 2020-02-12    
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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 Panos K. Pouliasis.

Is cited by:

Wang, Yudong (12)

Degiannakis, Stavros (11)

Tsouknidis, Dimitris (10)

Filis, George (10)

Kavussanos, Manolis (7)

GUPTA, RANGAN (5)

Baruník, Jozef (4)

HALKOS, GEORGE (4)

Walther, Thomas (3)

Chevallier, Julien (3)

Guidolin, Massimo (3)

Cites to:

Papapostolou, Nikos (14)

Engle, Robert (13)

Kavussanos, Manolis (13)

Bollerslev, Tim (13)

Baker, Malcolm (10)

Alizadeh, Amir (10)

Wurgler, Jeffrey (9)

Stambaugh, Robert (9)

Chen, Zhiwu (9)

Kilian, Lutz (9)

Cao, Charles (9)

Main data

Where Panos K. Pouliasis has published?

Journals with more than one article published# docs
Transportation Research Part E: Logistics and Transportation Review4
Journal of Futures Markets3
European Financial Management2

Recent works citing Panos K. Pouliasis (2024 and 2023)

YearTitle of citing document
2024Asymptotics for Short Maturity Asian Options in a Jump-Diffusion model with Local Volatility. (2023). Zhu, Lingjiong ; Pirjol, Dan. In: Papers. RePEc:arx:papers:2308.15672.

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2023Foreign exchange hedging using regime-switching models: the case of pound sterling. (2023). Fatouh, Mahmoud ; Papapostolou, Nikos C ; Moutzouris, Ioannis C ; Lee, Taehyun. In: Bank of England working papers. RePEc:boe:boeewp:1042.

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2024Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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2024The valuation of arithmetic Asian options with mean reversion and jump clustering. (2024). Song, Shiyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001821.

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2024The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Qizi, Madina Mansur ; Khajimuratov, Nizomjon Shukurullaevich ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich ; Hasanov, Akram Shavkatovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062.

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2024Forecasting the volatility of crude oil basis: Univariate models versus multivariate models. (2024). Wang, Yudong ; Geng, Qianjie. In: Energy. RePEc:eee:energy:v:295:y:2024:i:c:s0360544224007412.

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2023Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x.

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2023Have the predictability of oil changed during the COVID-19 pandemic: Evidence from international stock markets. (2023). Wang, Jiqian ; Huang, Yisu ; Ding, Hui. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001369.

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2023Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030.

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2023Explaining intraday crude oil returns with higher order risk-neutral moments. (2023). Wong, Patrick. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000211.

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2023Estimation of value at risk for copper. (2023). Papathanasiou, Spyros ; Konstantatos, Christoforos ; Gkillas, Konstantinos ; Wohar, Mark. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000417.

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2023Futures hedging in crude oil markets: A trade-off between risk and return. (2023). Shen, Xilin ; Lu, Junli ; Li, Yanyan ; Yu, Xing. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005906.

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2023The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching. (2023). Ma, Feng ; Tang, Yusui. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003239.

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2024Valuation of option price in commodity markets described by a Markov-switching model: A case study of WTI crude oil market. (2024). Kanniainen, Juho ; Noorani, Idin ; Mehrdoust, Farshid. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:215:y:2024:i:c:p:228-269.

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2024Do shipping freight markets impact commodity markets?. (2024). Wohar, Mark ; Trabelsi, Nader ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:986-1014.

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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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2023The impact of the COVID-19 outbreak on Japanese shipping industry: An event study approach. (2023). Sakawa, Hideaki ; Watanabel, Naoki. In: Transport Policy. RePEc:eee:trapol:v:130:y:2023:i:c:p:130-140.

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2023Dependence Analysis for the Energy Sector Based on Energy ETFs. (2023). Gorka, Joanna ; Kuziak, Katarzyna. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:3:p:1329-:d:1047966.

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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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2023Oil 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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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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2024Oil price uncertainty and the relation to tanker shipping. (2024). Bentsos, Christos ; Pouliasis, Panos K. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2472-2494.

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2023Climate change attention and carbon futures return prediction. (2023). Sun, Chuanwang ; Guan, Keqin ; Li, Mengjie ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1261-1288.

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Works by Panos K. Pouliasis:

YearTitleTypeCited
2016Affine†Structure Models and the Pricing of Energy Commodity Derivatives In: European Financial Management.
[Full Text][Citation analysis]		article7
2018Income uncertainty and the decision to invest in bulk shipping In: European Financial Management.
[Full Text][Citation analysis]		article11
2011Forecasting petroleum futures markets volatility: The role of regimes and market conditions In: Energy Economics.
[Full Text][Citation analysis]		article90
2008A Markov regime switching approach for hedging energy commodities In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article115
2018Shipping equity risk behavior and portfolio management In: Transportation Research Part A: Policy and Practice.
[Full Text][Citation analysis]		article5
2017Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article7
2013Freight options: Price modelling and empirical analysis In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article19
2013Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article8
2016Shipping investor sentiment and international stock return predictability In: Transportation Research Part E: Logistics and Transportation Review.
[Full Text][Citation analysis]		article15
2014Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market In: Review of Finance.
[Full Text][Citation analysis]		article19
2016Jumps and stochastic volatility in crude oil prices and advances in average option pricing In: Quantitative Finance.
[Full Text][Citation analysis]		article10
2017On equity risk prediction and tail spillovers In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article8
2015Petroleum Term Structure Dynamics and the Role of Regimes In: Journal of Futures Markets.
[Full Text][Citation analysis]		article6
2018Volatility and correlation timing: The role of commodities In: Journal of Futures Markets.
[Full Text][Citation analysis]		article4
2020A novel risk management framework for natural gas markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article2

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