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Details about Panos K. Pouliasis

Workplace:Faculty of Finance, Cass Business School, City University, (more information at EDIRC)

Access statistics for papers by Panos K. Pouliasis.

Last updated 2020-02-12. Update your information in the RePEc Author Service.

Short-id: ppo695


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Journal Articles

2020

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

2018

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

2017

  1. 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 Downloads View citations (6)
  2. On equity risk prediction and tail spillovers
    International Journal of Finance & Economics, 2017, 22, (4), 379-393 Downloads View citations (1)

2016

  1. Affine†Structure Models and the Pricing of Energy Commodity Derivatives
    European Financial Management, 2016, 22, (5), 853-881 Downloads View citations (3)
  2. Jumps and stochastic volatility in crude oil prices and advances in average option pricing
    Quantitative Finance, 2016, 16, (12), 1859-1873 Downloads View citations (2)
  3. Shipping investor sentiment and international stock return predictability
    Transportation Research Part E: Logistics and Transportation Review, 2016, 96, (C), 81-94 Downloads View citations (6)

2015

  1. Petroleum Term Structure Dynamics and the Role of Regimes
    Journal of Futures Markets, 2015, 35, (2), 163-185 Downloads View citations (5)

2014

  1. Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market
    Review of Finance, 2014, 18, (4), 1507-1539 Downloads View citations (16)

2013

  1. Freight options: Price modelling and empirical analysis
    Transportation Research Part E: Logistics and Transportation Review, 2013, 51, (C), 82-94 Downloads View citations (12)
  2. 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 Downloads View citations (7)

2011

  1. Forecasting petroleum futures markets volatility: The role of regimes and market conditions
    Energy Economics, 2011, 33, (2), 321-337 Downloads View citations (65)

2008

  1. A Markov regime switching approach for hedging energy commodities
    Journal of Banking & Finance, 2008, 32, (9), 1970-1983 Downloads View citations (81)
 
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