Details about Nikos C. Papapostolou

Access statistics for papers by Nikos C. Papapostolou.

Last updated 2019-01-26. Update your information in the RePEc Author Service.

Short-id: ppa674

Journal Articles

2018

1. Income uncertainty and the decision to invest in bulk shipping
   European Financial Management, 2018, 24, (3), 387-417 View citations (11)
2. Shipping equity risk behavior and portfolio management
   Transportation Research Part A: Policy and Practice, 2018, 116, (C), 178-200 View citations (6)
3. Volatility and correlation timing: The role of commodities
   Journal of Futures Markets, 2018, 38, (11), 1407-1439 View citations (5)

2017

4. Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity
   Transportation Research Part E: Logistics and Transportation Review, 2017, 104, (C), 36-51 View citations (8)
5. On equity risk prediction and tail spillovers
   International Journal of Finance & Economics, 2017, 22, (4), 379-393 View citations (8)

2016

6. Affine†Structure Models and the Pricing of Energy Commodity Derivatives
   European Financial Management, 2016, 22, (5), 853-881 View citations (8)
7. Jumps and stochastic volatility in crude oil prices and advances in average option pricing
   Quantitative Finance, 2016, 16, (12), 1859-1873 View citations (11)
8. Shipping investor sentiment and international stock return predictability
   Transportation Research Part E: Logistics and Transportation Review, 2016, 96, (C), 81-94 View citations (17)

2014

9. Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market
   Review of Finance, 2014, 18, (4), 1507-1539 View citations (24)

2013

10. Freight options: Price modelling and empirical analysis
    Transportation Research Part E: Logistics and Transportation Review, 2013, 51, (C), 82-94 View citations (21)
11. Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms
    Transportation Research Part E: Logistics and Transportation Review, 2013, 52, (C), 16-34 View citations (9)

2012

12. US shipping initial public offerings: Do prospectus and market information matter?
    Transportation Research Part E: Logistics and Transportation Review, 2012, 48, (1), 276-295 View citations (12)

2008

13. Estimating the probability of default for shipping high yield bond issues
    Transportation Research Part E: Logistics and Transportation Review, 2008, 44, (6), 1123-1138 View citations (17)

2007

14. Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds
    Transportation Research Part E: Logistics and Transportation Review, 2007, 43, (5), 549-564 View citations (8)

2002

15. The assessment of market efficiency in the shipping sector: a new approach
    Maritime Policy & Management, 2002, 29, (2), 179-181