Shipping derivatives and risk management A Alizadeh, N Nomikos Springer, 2009 | 320 | 2009 |
A Markov regime switching approach for hedging energy commodities AH Alizadeh, NK Nomikos, PK Pouliasis Journal of Banking & Finance 32 (9), 1970-1983, 2008 | 257 | 2008 |
Investment timing and trading strategies in the sale and purchase market for ships AH Alizadeh, NK Nomikos Transportation Research Part B: Methodological 41 (1), 126-143, 2007 | 181 | 2007 |
A Markov regime switching approach for hedging stock indices A Alizadeh, N Nomikos Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004 | 180 | 2004 |
Price discovery, causality and forecasting in the freight futures market MG Kavussanos, NK Nomikos Review of Derivatives Research 6, 203-230, 2003 | 173 | 2003 |
Forecasting petroleum futures markets volatility: The role of regimes and market conditions NK Nomikos, PK Pouliasis Energy Economics 33 (2), 321-337, 2011 | 168 | 2011 |
Measuring systemic risk in the European banking sector: a copula CoVaR approach EN Karimalis, NK Nomikos The European Journal of Finance 24 (11), 944-975, 2018 | 152 | 2018 |
The forward pricing function of the shipping freight futures market MG Kavussanos, NK Nomikos Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999 | 147 | 1999 |
Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market MG Kavussanos, NK Nomikos Transportation Research Part E: Logistics and Transportation Review 36 (4 …, 2000 | 118 | 2000 |
Cost of carry, causality and arbitrage between oil futures and tanker freight markets AH Alizadeh, NK Nomikos Transportation Research Part E: Logistics and Transportation Review 40 (4 …, 2004 | 117 | 2004 |
Modelling energy spot prices: Empirical evidence from NYMEX N Nomikos, K Andriosopoulos Energy Economics 34 (4), 1153-1169, 2012 | 98 | 2012 |
Hedging in the freight futures market MG Kavussanos, NK Nomikos Journal of Derivatives 8 (1), 41-58, 2000 | 94 | 2000 |
Dynamics of the term structure and volatility of shipping freight rates AH Alizadeh, NK Nomikos Journal of Transport Economics and Policy (JTEP) 45 (1), 105-128, 2011 | 92 | 2011 |
The price-volume relationship in the sale and purchase market for dry bulk vessels AH Alizadeh, NK Nomikos Maritime Policy & Management 30 (4), 321-337, 2003 | 88 | 2003 |
Estimating the probability of default for shipping high yield bond issues CT Grammenos, NK Nomikos, NC Papapostolou Transportation Research Part E: Logistics and Transportation Review 44 (6 …, 2008 | 70 | 2008 |
Trading strategies in the market for tankers AH Alizadeh, NK Nomikos Maritime Policy & Management 33 (2), 119-140, 2006 | 70 | 2006 |
Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract MG Kavussanos, NK Nomikos Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000 | 70 | 2000 |
Investor sentiment for real assets: the case of dry bulk shipping market NC Papapostolou, NK Nomikos, PK Pouliasis, I Kyriakou Review of Finance 18 (4), 1507-1539, 2014 | 69 | 2014 |
Freight options: Price modelling and empirical analysis NK Nomikos, I Kyriakou, NC Papapostolou, PK Pouliasis Transportation Research Part E: Logistics and Transportation Review 51, 82-94, 2013 | 66 | 2013 |
Shipping investor sentiment and international stock return predictability NC Papapostolou, PK Pouliasis, NK Nomikos, I Kyriakou Transportation Research Part E: Logistics and Transportation Review 96, 81-94, 2016 | 55 | 2016 |