An improved convolution algorithm for discretely sampled Asian options A Černý, I Kyriakou Quantitative Finance 11 (3), 381-389, 2011 | 73 | 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 | 71 | 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 | 65 | 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 | 59 | 2016 |
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options G Fusai, I Kyriakou Mathematics of Operations Research 41 (2), 531-559, 2016 | 55 | 2016 |
Monte Carlo simulation of the CGMY process and option pricing L Ballotta, I Kyriakou Journal of Futures Markets 34 (12), 1095-1121, 2014 | 46 | 2014 |
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 |
Is green growth affected by financial risks? New global evidence from asymmetric and heterogeneous analysis J Zhao, K Dong, X Dong, M Shahbaz, I Kyriakou Energy Economics 113, 106234, 2022 | 36 | 2022 |
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models M Marchese, I Kyriakou, M Tamvakis, F Di Iorio Energy Economics 88, 104757, 2020 | 36 | 2020 |
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 | 35 | 2020 |
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 |
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 |
Forecasting benchmarks of long-term stock returns via machine learning I Kyriakou, P Mousavi, JP Nielsen, M Scholz Annals of Operations Research 297 (1), 221-240, 2021 | 28 | 2021 |
Communication and personal selection of pension saver’s financial risk R Gerrard, M Hiabu, I Kyriakou, JP Nielsen European Journal of Operational Research 274 (3), 1102-1111, 2019 | 27 | 2019 |
A general framework for pricing Asian options under stochastic volatility on parallel architectures S Corsaro, I Kyriakou, D Marazzina, Z Marino European Journal of Operational Research 272 (3), 1082-1095, 2019 | 26 | 2019 |
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 | 26 | 2017 |
Convertible bond valuation in a jump diffusion setting with stochastic interest rates L Ballotta, I Kyriakou Quantitative Finance 15 (1), 115-129, 2015 | 26* | 2015 |
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 |
General lattice methods for arithmetic Asian options AM Gambaro, I Kyriakou, G Fusai European Journal of Operational Research 282 (3), 1185-1199, 2020 | 18 | 2020 |