Details about Panos K. Pouliasis
Access statistics for papers by Panos K. Pouliasis.
Last updated 2020-02-12. Update your information in the RePEc Author Service.
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- A novel risk management framework for natural gas markets
Journal of Futures Markets, 2020, 40, (3), 430-459
- Income uncertainty and the decision to invest in bulk shipping
European Financial Management, 2018, 24, (3), 387-417 View citations (3)
- Shipping equity risk behavior and portfolio management
Transportation Research Part A: Policy and Practice, 2018, 116, (C), 178-200 View citations (2)
- Volatility and correlation timing: The role of commodities
Journal of Futures Markets, 2018, 38, (11), 1407-1439 View citations (2)
- 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 (6)
- On equity risk prediction and tail spillovers
International Journal of Finance & Economics, 2017, 22, (4), 379-393 View citations (2)
- Affineâ€ Structure Models and the Pricing of Energy Commodity Derivatives
European Financial Management, 2016, 22, (5), 853-881 View citations (3)
- Jumps and stochastic volatility in crude oil prices and advances in average option pricing
Quantitative Finance, 2016, 16, (12), 1859-1873 View citations (2)
- Shipping investor sentiment and international stock return predictability
Transportation Research Part E: Logistics and Transportation Review, 2016, 96, (C), 81-94 View citations (6)
- Petroleum Term Structure Dynamics and the Role of Regimes
Journal of Futures Markets, 2015, 35, (2), 163-185 View citations (5)
- Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market
Review of Finance, 2014, 18, (4), 1507-1539 View citations (16)
- Freight options: Price modelling and empirical analysis
Transportation Research Part E: Logistics and Transportation Review, 2013, 51, (C), 82-94 View citations (12)
- 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 (7)
- Forecasting petroleum futures markets volatility: The role of regimes and market conditions
Energy Economics, 2011, 33, (2), 321-337 View citations (67)
- A Markov regime switching approach for hedging energy commodities
Journal of Banking & Finance, 2008, 32, (9), 1970-1983 View citations (84)
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