Comparisons of volatility in the dry-cargo ship sector: Spot versus time charters, and smaller versus larger vessels MG Kavussanos Journal of Transport economics and Policy, 67-82, 1996 | 250 | 1996 |
Seasonality patterns in dry bulk shipping spot and time charter freight rates MG Kavussanos, AH Alizadeh-M Transportation Research Part E: Logistics and Transportation Review 37 (6 …, 2001 | 227 | 2001 |
Market interactions in returns and volatilities between spot and forward shipping freight markets MG Kavussanos, ID Visvikis Journal of Banking & Finance 28 (8), 2015-2049, 2004 | 216 | 2004 |
The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector MG Kavussanos Applied Economics 29 (4), 433-443, 1997 | 191 | 1997 |
Price discovery, causality and forecasting in the freight futures market MG Kavussanos, NK Nomikos Review of Derivatives Research 6, 203-230, 2003 | 173 | 2003 |
Shipping freight derivatives: a survey of recent evidence MG Kavussanos, ID Visvikis Maritime Policy & Management 33 (3), 233-255, 2006 | 164 | 2006 |
Price risk modelling of different size vessels in the tanker industry using autoregressive conditional heterskedastic (ARCH) models MG Kavussanos Logistics and Transportation Review 32 (2), 161, 1996 | 164 | 1996 |
Derivatives and risk management in shipping MG Kavussanos, ID Visvikis Witherbys, 2006 | 163 | 2006 |
The expectations hypothesis of the term structure and risk premiums in dry bulk shipping freight markets MG Kavussanos, AH Alizadeh-M Journal of Transport Economics and Policy (JTEP) 36 (2), 267-304, 2002 | 158 | 2002 |
A survey of shipping finance research: Setting the future research agenda G Alexandridis, MG Kavussanos, CY Kim, DA Tsouknidis, ID Visvikis Transportation Research Part E: Logistics and Transportation Review 115, 164-212, 2018 | 148 | 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 |
The lead‐lag relationship between cash and stock index futures in a new market MG Kavussanos, ID Visvikis, PD Alexakis European Financial Management 14 (5), 1007-1025, 2008 | 140 | 2008 |
Price limits and stock market volatility in the Athens Stock Exchange K Phylaktis, M Kavussanos, G Manalis European Financial Management 5 (1), 69-84, 1999 | 136 | 1999 |
Over-the-counter forward contracts and spot price volatility in shipping MG Kavussanos, ID Visvikis, RA Batchelor Transportation Research Part E: Logistics and Transportation Review 40 (4 …, 2004 | 128 | 2004 |
Efficient pricing of ships in the dry bulk sector of the shipping industry MG Kavussanos, AH Alizadeh Maritime Policy & Management 29 (3), 303-330, 2002 | 123 | 2002 |
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 |
Time varying risks among segments of the tanker freight markets MG Kavussanos Maritime Economics & Logistics 5, 227-250, 2003 | 117 | 2003 |
Economic spillovers between related derivatives markets: The case of commodity and freight markets MG Kavussanos, ID Visvikis, DN Dimitrakopoulos Transportation Research Part E: Logistics and Transportation Review 68, 79-102, 2014 | 115 | 2014 |
The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests MG Kavussanos, ID Visvikis, D Menachof Review of Derivatives Research 7, 241-266, 2004 | 109 | 2004 |
A multivariate test for stock market efficiency: the case of ASE MG Kavussanos, E Dockery Applied Financial Economics 11 (5), 573-579, 2001 | 109 | 2001 |