Details about Dimitris Tsouknidis

Access statistics for papers by Dimitris Tsouknidis.

Last updated 2020-04-25. Update your information in the RePEc Author Service.

Short-id: pts118

Working Papers

2018

1. Volatility forecasting across tanker freight rates: the role of oil price shocks
   Working Papers, Swansea University, School of Management View citations (11)
   See also Journal Article in Transportation Research Part E: Logistics and Transportation Review (2018)

Journal Articles

2020

1. The effects of oil price shocks on the prices of EU emission trading system and European stock returns
   The European Journal of Finance, 2020, 26, (1), 1-13

2019

2. The effect of institutional ownership on firm performance: the case of U.S.-listed shipping companies
   Maritime Policy & Management, 2019, 46, (5), 509-528 View citations (2)

2018

3. 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 (9)
4. Volatility forecasting across tanker freight rates: The role of oil price shocks
   Transportation Research Part E: Logistics and Transportation Review, 2018, 118, (C), 376-391 View citations (11)
   See also Working Paper (2018)

2017

5. Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest
   International Review of Financial Analysis, 2017, 52, (C), 104-118 View citations (10)
6. The effects of oil price shocks on U.S. stock order flow imbalances and stock returns
   Journal of International Money and Finance, 2017, 74, (C), 137-146 View citations (5)

2016

7. Default risk drivers in shipping bank loans
   Transportation Research Part E: Logistics and Transportation Review, 2016, 94, (C), 71-94 View citations (8)
8. Dynamic volatility spillovers across shipping freight markets
   Transportation Research Part E: Logistics and Transportation Review, 2016, 91, (C), 90-111 View citations (15)

2015

9. Liquidity effects and FFA returns in the international shipping derivatives market
   Transportation Research Part E: Logistics and Transportation Review, 2015, 76, (C), 58-75 View citations (13)

2014

10. 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 (9)