Nomikos, Nikos: search on Z-Library

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1

Asset pricing with mean reversion: The case of ships

Moutzouris, Ioannis C., Nomikos, Nikos K.

Journal:

Journal of Banking & Finance

Year:

2020

Language:

english

File:

PDF, 1.52 MB

english, 2020

2

Investment timing and trading strategies in the sale and purchase market for ships

Amir H. Alizadeh, Nikos K. Nomikos

Journal:

Transportation Research Part B: Methodological

Year:

2007

Language:

english

File:

PDF, 320 KB

english, 2007

3

Trading strategies in the market for tankers

Alizadeh, Amir H., Nomikos, Nikos K.

Journal:

Maritime Policy & Management

Year:

2006

Language:

english

File:

PDF, 181 KB

english, 2006

4

Asset pricing with mean reversion: The case of ships

Moutzouris, Ioannis C., Nomikos, Nikos K.

Journal:

Journal of Banking & Finance

Year:

2020

File:

PDF, 1.52 MB

2020

5

Hedging in the Freight Futures Market

Kavussanos, Manolis G, Nomikos, Nikos K

Journal:

The Journal of Derivatives

Year:

2000

Language:

english

File:

PDF, 239 KB

english, 2000

6

The formation of forward freight agreement rates in dry bulk shipping: Spot rates, risk premia, and heterogeneous expectations

Moutzouris, Ioannis C., Nomikos, Nikos K.

Journal:

Journal of Futures Markets

Year:

2018

Language:

english

File:

PDF, 1.64 MB

english, 2018

7

Price Discovery, Causality and Forecasting in the Freight Futures Market

Manolis G. Kavussanos, Nikos K. Nomikos

Journal:

Review of Derivatives Research

Year:

2003

Language:

english

File:

PDF, 282 KB

english, 2003

8

A Markov regime switching approach for hedging energy commodities

Amir H. Alizadeh, Nikos K. Nomikos, Panos K. Pouliasis

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 259 KB

english, 2008

9

A Markov regime switching approach for hedging stock indices

Amir Alizadeh, Nikos Nomikos

Journal:

Journal of Futures Markets

Year:

2004

Language:

english

File:

PDF, 380 KB

english, 2004

10

Corporate cash holdings in the shipping industry

Ahrends, Meike, Drobetz, Wolfgang, Nomikos, Nikos K.

Journal:

Transportation Research Part E: Logistics and Transportation Review

Year:

2018

Language:

english

File:

PDF, 419 KB

english, 2018

11

The efficiency of the forward bunker market

Alizadeh, Amir, Nomikos, Nikos

Journal:

International Journal of Logistics

Year:

2004

Language:

english

File:

PDF, 300 KB

english, 2004

12

Cost of carry, causality and arbitrage between oil futures and tanker freight markets

Amir H. Alizadeh, Nikos K. Nomikos

Journal:

Transportation Research Part E: Logistics and Transportation Review

Year:

2004

Language:

english

File:

PDF, 323 KB

english, 2004

13

The role of volatility regimes on volatility transmission patterns

Nomikos, Nikos, Salvador, Enrique

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 843 KB

english, 2014

14

Understanding the fundamentals of freight markets volatility

Lim, Kian Guan, Nomikos, Nikos K., Yap, Nelson

Journal:

Transportation Research Part E: Logistics and Transportation Review

Year:

2019

Language:

english

File:

PDF, 779 KB

english, 2019

15

Modelling short and long-term risks in power markets: Empirical evidence from Nord Pool

Nikos K. Nomikos, Orestes A. Soldatos

Journal:

Year:

2010

Language:

english

File:

PDF, 503 KB

english, 2010

16

Performance replication of the Spot Energy Index with optimal equity portfolio selection: Evidence from the UK, US and Brazilian markets

Andriosopoulos, Kostas, Nomikos, Nikos

Journal:

European Journal of Operational Research

Year:

2014

Language:

english

File:

PDF, 934 KB

english, 2014

17

The eye in the sky – Freight rate effects of tanker supply

Regli, Frederik, Nomikos, Nikos K.

Journal:

Transportation Research Part E: Logistics and Transportation Review

Year:

2019

Language:

english

File:

PDF, 13.45 MB

english, 2019

18

Shipping investor sentiment and international stock return predictability

Papapostolou, Nikos C., Pouliasis, Panos K., Nomikos, Nikos K., Kyriakou, Ioannis

Journal:

Transportation Research Part E: Logistics and Transportation Review

Year:

2016

Language:

english

File:

PDF, 677 KB

english, 2016

19

Risk management in the energy markets and Value-at-Risk modelling: a hybrid approach

Andriosopoulos, Kostas, Nomikos, Nikos

Journal:

European Journal of Finance

Year:

2015

Language:

english

File:

PDF, 526 KB

english, 2015

20

The forward pricing function of the shipping freight futures market

Kavussanos, Manolis G., Nomikos, Nikos K.

Journal:

Journal of Futures Markets

Year:

1999

Language:

english

File:

PDF, 239 KB

english, 1999

21

Economic significance of market timing rules in the Forward Freight Agreement markets

Nomikos, Nikos K., Doctor, Kaizad

Journal:

Transportation Research Part E: Logistics and Transportation Review

Year:

2013

Language:

english

File:

PDF, 844 KB

english, 2013

22

Petroleum Term Structure Dynamics and the Role of Regimes

Nomikos, Nikos K., Pouliasis, Panos K.

Journal:

Journal of Futures Markets

Year:

2015

Language:

english

File:

PDF, 3.67 MB

english, 2015

23

[IEEE 2012 9th International Conference on the European Energy Market (EEM 2012) - Florence, Italy (2012.05.10-2012.05.12)] 2012 9th International Conference on the European Energy Market - Risk management in the energy markets and Value-at-Risk modelling: A Hybrid approach

Andriosopoulos, Kostas, Nomikos, Nikos

Year:

2012

Language:

english

File:

PDF, 268 KB

english, 2012

24

Forecasting petroleum futures markets volatility: The role of regimes and market conditions

Nikos K. Nomikos, Panos K. Pouliasis

Journal:

Energy Economics

Year:

2011

Language:

english

File:

PDF, 974 KB

english, 2011

25

On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry

Abouarghoub, Wessam, Nomikos, Nikos K., Petropoulos, Fotios

Journal:

Transportation Research Part E: Logistics and Transportation Review

Year:

2017

Language:

english

File:

PDF, 590 KB

english, 2017

26

Income uncertainty and the decision to invest in bulk shipping

Kyriakou, Ioannis, Pouliasis, Panos K., Papapostolou, Nikos C., Nomikos, Nikos K.

Journal:

European Financial Management

Year:

2017

Language:

english

File:

PDF, 1.59 MB

english, 2017

27

Price Discovery, Causality and Forecasting in the Freight Futures Market

Kavussanos, Manolis G., Nomikos, Nikos K.

Journal:

SSRN Electronic Journal

Year:

2001

Language:

english

File:

PDF, 148 KB

english, 2001

28

Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract

Manolis G. Kavussanos, Nikos K. Nomikos

Journal:

Journal of Futures Markets

Year:

2000

Language:

english

File:

PDF, 178 KB

english, 2000

29

Affine-Structure Models and the Pricing of Energy Commodity Derivatives

Kyriakou, Ioannis, Nomikos, Nikos K., Pouliasis, Panos K., Papapostolou, Nikos C.

Journal:

European Financial Management

Year:

2015

Language:

english

File:

PDF, 1.41 MB

english, 2015

30

Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market

Manolis G Kavussanos, Nikos K Nomikos

Journal:

Transportation Research Part E: Logistics and Transportation Review

Year:

2000

Language:

english

File:

PDF, 322 KB

english, 2000

31

The price-volume relationship in the sale and purchase market for dry bulk vessels

Alizadeh, Amir H., Nomikos, Nikos K.

Journal:

Maritime Policy & Management

Year:

2003

Language:

english

File:

PDF, 205 KB

english, 2003

32

Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market

Nikos K. Nomikos, Orestes A. Soldatos

Journal:

Energy Economics

Year:

2010

Language:

english

File:

PDF, 686 KB

english, 2010

33

Freight options: Price modelling and empirical analysis

Nomikos, Nikos K., Kyriakou, Ioannis, Papapostolou, Nikos C., Pouliasis, Panos K.

Journal:

Transportation Research Part E: Logistics and Transportation Review

Year:

2013

Language:

english

File:

PDF, 1.55 MB

english, 2013

34

Modelling energy spot prices: Empirical evidence from NYMEX

Nikos Nomikos, Kostas Andriosopoulos

Journal:

Energy Economics

Year:

2012

Language:

english

File:

PDF, 923 KB

english, 2012

35

Integration and Causality in International Freight Markets: Modeling with Error Correction and Directed Acyclic Graphs

Michael S. Haigh, Nikos K. Nomikos and David A. Bessler

Journal:

Southern Economic Journal

Year:

2004

Language:

english

File:

PDF, 2.17 MB

english, 2004

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