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 |
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 |
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 | 70 | 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 | 67 | 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 | 60 | 2016 |
Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms K Andriosopoulos, M Doumpos, NC Papapostolou, PK Pouliasis Transportation Research Part E: Logistics and Transportation Review 52, 16-34, 2013 | 54 | 2013 |
Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity NC Papapostolou, PK Pouliasis, I Kyriakou Transportation Research Part E: Logistics and Transportation Review 104, 36-51, 2017 | 38 | 2017 |
Income uncertainty and the decision to invest in bulk shipping I Kyriakou, PK Pouliasis, NC Papapostolou, NK Nomikos European Financial Management 24 (3), 387-417, 2018 | 35 | 2018 |
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts L Ballotta, G Fusai, I Kyriakou, NC Papapostolou, PK Pouliasis Tourism Management 77, 104011, 2020 | 34 | 2020 |
Jumps and stochastic volatility in crude oil prices and advances in average option pricing I Kyriakou, PK Pouliasis, NC Papapostolou Quantitative Finance 16 (12), 1859-1873, 2016 | 29 | 2016 |
Freight derivatives pricing for decoupled mean-reverting diffusion and jumps I Kyriakou, PK Pouliasis, NC Papapostolou, K Andriosopoulos Transportation Research Part E: Logistics and Transportation Review 108, 80-96, 2017 | 28 | 2017 |
Affine‐structure models and the pricing of energy commodity derivatives I Kyriakou, NK Nomikos, NC Papapostolou, PK Pouliasis European Financial Management 22 (5), 853-881, 2016 | 23 | 2016 |
Shipping equity risk behavior and portfolio management PK Pouliasis, NC Papapostolou, I Kyriakou, ID Visvikis Transportation Research Part A: Policy and Practice 116, 178-200, 2018 | 21 | 2018 |
Petroleum term structure dynamics and the role of regimes NK Nomikos, PK Pouliasis Journal of Futures Markets 35 (2), 163-185, 2015 | 13 | 2015 |
Volatility and correlation timing: The role of commodities PK Pouliasis, NC Papapostolou Journal of Futures Markets 38 (11), 1407-1439, 2018 | 11 | 2018 |
On equity risk prediction and tail spillovers P Pouliasis, I Kyriakou, N Papapostolou International Journal of Finance & Economics 22 (4), 379-393, 2017 | 11 | 2017 |
A novel risk management framework for natural gas markets PK Pouliasis, ID Visvikis, NC Papapostolou, AA Kryukov Journal of Futures Markets 40 (3), 430-459, 2020 | 8 | 2020 |
Banks’ equity performance and the term structure of interest rates E Elyasiani, I Hasan, E Kalotychou, PK Pouliasis, SK Staikouras Financial Markets, Institutions & Instruments 29 (2), 43-64, 2020 | 4 | 2020 |
Carbon Emissions in the US: Factor Decomposition and Cross-State Inequality Dynamics PK Pouliasis, NC Papapostolou, MN Tamvakis, IC Moutzouris The Energy Journal 44 (6), 135-162, 2023 | 3 | 2023 |
Oil price uncertainty and the relation to tanker shipping PK Pouliasis, C Bentsos International Journal of Finance and Economics, 2023 | 3 | 2023 |