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.

Short-id: ppo695

Journal Articles

2020

1. A novel risk management framework for natural gas markets
   Journal of Futures Markets, 2020, 40, (3), 430-459 View citations (2)

2018

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

2017

5. 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)
6. On equity risk prediction and tail spillovers
   International Journal of Finance & Economics, 2017, 22, (4), 379-393 View citations (8)

2016

7. Affine†Structure Models and the Pricing of Energy Commodity Derivatives
   European Financial Management, 2016, 22, (5), 853-881 View citations (7)
8. Jumps and stochastic volatility in crude oil prices and advances in average option pricing
   Quantitative Finance, 2016, 16, (12), 1859-1873 View citations (10)
9. Shipping investor sentiment and international stock return predictability
   Transportation Research Part E: Logistics and Transportation Review, 2016, 96, (C), 81-94 View citations (16)

2015

10. Petroleum Term Structure Dynamics and the Role of Regimes
    Journal of Futures Markets, 2015, 35, (2), 163-185 View citations (8)

2014

11. Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market
    Review of Finance, 2014, 18, (4), 1507-1539 View citations (23)

2013

12. Freight options: Price modelling and empirical analysis
    Transportation Research Part E: Logistics and Transportation Review, 2013, 51, (C), 82-94 View citations (20)
13. 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)

2011

14. Forecasting petroleum futures markets volatility: The role of regimes and market conditions
    Energy Economics, 2011, 33, (2), 321-337 View citations (92)

2008

15. A Markov regime switching approach for hedging energy commodities
    Journal of Banking & Finance, 2008, 32, (9), 1970-1983 View citations (117)