Details about Manolis Kavussanos

Access statistics for papers by Manolis Kavussanos.

Last updated 2022-08-17. Update your information in the RePEc Author Service.

Short-id: pka435

Working Papers

2005

1. A cross sectional analysis of ship maintenance expenses
   Macroeconomics, University Library of Munich, Germany

Journal Articles

2022

1. Hedging IMO2020 compliant fuel price exposure using futures contracts
   Energy Economics, 2022, 110, (C) View citations (3)
2. Special issue: ends of eras and new beginnings: twenty-first century challenges for shipping
   Maritime Economics & Logistics, 2022, 24, (2), 347-367

2021

3. Time series forecasting methods for the Baltic dry index
   Journal of Forecasting, 2021, 40, (8), 1540-1565 View citations (9)

2018

4. A survey of shipping finance research: Setting the future research agenda
   Transportation Research Part E: Logistics and Transportation Review, 2018, 115, (C), 164-212 View citations (32)

2016

5. Default risk drivers in shipping bank loans
   Transportation Research Part E: Logistics and Transportation Review, 2016, 94, (C), 71-94 View citations (14)

2014

6. The determinants of credit spreads changes in global shipping bonds
   Transportation Research Part E: Logistics and Transportation Review, 2014, 70, (C), 55-75 View citations (12)

2011

7. Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets
   International Review of Financial Analysis, 2011, 20, (5), 258-268 View citations (9)
8. The Predictability of Non-Overlapping Forecasts: Evidence from a New Market
   Multinational Finance Journal, 2011, 15, (1-2), 125-156 View citations (3)

2010

9. Information linkages between Panamax freight derivatives and commodity derivatives markets
   Maritime Economics & Logistics, 2010, 12, (1), 91-110 View citations (18)
10. Value at risk models for volatile emerging markets equity portfolios
    The Quarterly Review of Economics and Finance, 2010, 50, (4), 515-526 View citations (19)

2008

11. Hedging effectiveness of the Athens stock index futures contracts
    The European Journal of Finance, 2008, 14, (3), 243-270 View citations (8)
12. The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market
    European Financial Management, 2008, 14, (5), 1007-1025 View citations (42)

2006

13. Shipping freight derivatives: a survey of recent evidence
    Maritime Policy & Management, 2006, 33, (3), 233-255 View citations (37)

2005

14. The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests
    Review of Derivatives Research, 2005, 7, (3), 241-266 View citations (12)

2004

15. 4. CROSS-INDUSTRY COMPARISONS OF THE BEHAVIOUR OF STOCK RETURNS IN SHIPPING, TRANSPORTATION AND OTHER INDUSTRIES
    Research in Transportation Economics, 2004, 12, (1), 107-142 View citations (4)
16. Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios
    Applied Economics, 2004, 36, (12), 1337-1353 View citations (22)
17. Market interactions in returns and volatilities between spot and forward shipping freight markets
    Journal of Banking & Finance, 2004, 28, (8), 2015-2049 View citations (48)
18. Over-the-counter forward contracts and spot price volatility in shipping
    Transportation Research Part E: Logistics and Transportation Review, 2004, 40, (4), 273-296 View citations (25)
19. Shipping finance and port issues
    Transportation Research Part E: Logistics and Transportation Review, 2004, 40, (4), 271-272 View citations (2)

2003

20. International comparison of market risks across shipping-related industries
    Maritime Policy & Management, 2003, 30, (2), 107-122 View citations (12)
21. Price Discovery, Causality and Forecasting in the Freight Futures Market
    Review of Derivatives Research, 2003, 6, (3), 203-230 View citations (35)
22. Time Varying Risks Among Segments of the Tanker Freight Markets
    Maritime Economics & Logistics, 2003, 5, (3), 227-250 View citations (24)

2002

23. Efficient pricing of ships in the dry bulk sector of the shipping industry
    Maritime Policy & Management, 2002, 29, (3), 303-330 View citations (18)
24. Macroeconomic factors and international industry returns
    Applied Financial Economics, 2002, 12, (12), 923-931 View citations (8)
25. Seasonality patterns in tanker spot freight rate markets
    Economic Modelling, 2002, 19, (5), 747-782 View citations (16)
26. The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets
    Journal of Transport Economics and Policy, 2002, 36, (2), 267-304 View citations (26)

2001

27. A multivariate test for stock market efficiency: the case of ASE
    Applied Financial Economics, 2001, 11, (5), 573-579 View citations (17)
28. Seasonality patterns in dry bulk shipping spot and time charter freight rates
    Transportation Research Part E: Logistics and Transportation Review, 2001, 37, (6), 443-467 View citations (39)

2000

29. Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market
    Transportation Research Part E: Logistics and Transportation Review, 2000, 36, (4), 229-248 View citations (23)
30. Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract
    Journal of Futures Markets, 2000, 20, (8), 775-801 View citations (21)
31. The Contributions in this Issue
    Maritime Economics & Logistics, 2000, 2, (1), V-VII View citations (1)
32. The Stock Market Perception of Industry Risk and Macroeconomic Factors: The Case of the US Water and Other Transportation Stocks
    Maritime Economics & Logistics, 2000, 2, (3), 235-256 View citations (14)

1999

33. Price Limits and Stock Market Volatility in the Athens Stock Exchange
    European Financial Management, 1999, 5, (1), 69-84 View citations (40)
34. The Contributions in this Issue
    Maritime Economics & Logistics, 1999, 1, (2), V-VII
35. The forward pricing function of the shipping freight futures market
    Journal of Futures Markets, 1999, 19, (3), 353-376 View citations (26)

1998

36. Beta comparisons across industries—a Water transportation industry perspective
    Maritime Policy & Management, 1998, 25, (2), 175-184 View citations (6)

1997

37. Risk and return of U.S. water transportation stocks over time and over bull and bear market conditions
    Maritime Policy & Management, 1997, 24, (2), 145-158 View citations (7)
38. The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector
    Applied Economics, 1997, 29, (4), 433-443 View citations (33)
39. The stock market perception of industry risk and microeconomic factors: The case of the US water transportation industry versus other transport industries
    Transportation Research Part E: Logistics and Transportation Review, 1997, 33, (2), 147-158 View citations (19)

1996

40. Stock prices and the flow of information in the Athens Stock Exchange
    European Financial Management, 1996, 2, (1), 113-126 View citations (5)
41. Testing the efficient market hypothesis using panel data, with application to the Athens stock market
    Applied Economics Letters, 1996, 3, (2), 121-123 View citations (18)

Edited books

2016

1. The International Handbook of Shipping Finance
   Palgrave Macmillan Books, Palgrave Macmillan View citations (13)

Chapters

2011

1. The Option to Change the Flag of a Vessel
   Chapter 3 in International Handbook of Maritime Economics, 2011 View citations (6)

2010

2. The Hedging Performance of the Capesize Forward Freight Market
   Chapter 16 in International Handbook of Maritime Business, 2010 View citations (10)