Details about Dimitris Tsouknidis

Access statistics for papers by Dimitris Tsouknidis.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pts118

Working Papers

2020

1. What matters for consumer sentiment? World oil price or retail gasoline price?
   Working Paper series, Rimini Centre for Economic Analysis
   Also in University of Cyprus Working Papers in Economics, University of Cyprus Department of Economics (2020)

2018

2. Volatility forecasting across tanker freight rates: the role of oil price shocks
   Working Papers, Swansea University, School of Management View citations (22)
   See also Journal Article Volatility forecasting across tanker freight rates: The role of oil price shocks, Transportation Research Part E: Logistics and Transportation Review, Elsevier (2018) View citations (20) (2018)

2014

3. Liquidity Risk Premia in the International Shipping Derivatives Market
   ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading View citations (2)

2013

4. Measuring Firm-Level Productivity Convergence in the UK: The Role of Taxation and R&D Investment
   Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research View citations (2)

Journal Articles

2025

1. Chartering contracts and financial performance of U.S. listed shipping firms
   Maritime Policy & Management, 2025, 52, (1), 144-158

2024

2. Climate regulation costs and firms’ distress risk
   Financial Markets, Institutions & Instruments, 2024, 33, (1), 3-30
3. Investment under uncertainty and irreversibility: Evidence from the shipping markets
   International Journal of Finance & Economics, 2024, 29, (2), 2139-2154
4. Modelling the probability of asset value covenant violations in shipping bank loans
   International Journal of Banking, Accounting and Finance, 2024, 14, (3), 324-346

2023

5. Can the tone of central bankers’ speeches discourage potential bank borrowers in the Eurozone?
   Journal of International Money and Finance, 2023, 139, (C)
6. Disentangling demand and supply shocks in the shipping freight market: their impact on shipping investments
   Maritime Policy & Management, 2023, 50, (5), 563-581 View citations (1)
7. Household deposits and consumer sentiment expectations: Evidence from Eurozone
   Journal of International Money and Finance, 2023, 131, (C) View citations (2)
8. The relationship between technical innovation and financial performance in shipping firms
   Maritime Economics & Logistics, 2023, 25, (4), 698-727

2022

9. Dynamic volatility spillovers and investor sentiment components across freight-shipping markets
   Maritime Economics & Logistics, 2022, 24, (2), 368-394 View citations (2)
10. Green supply chain management strategy and financial performance in the shipping industry
    Maritime Policy & Management, 2022, 49, (3), 376-395 View citations (2)
11. What matters for consumer sentiment in the euro area? World crude oil price or retail gasoline price?
    Energy Economics, 2022, 105, (C) View citations (7)

2021

12. The effects of geopolitical risk and economic policy uncertainty on dry bulk shipping freight rates
    Applied Economics, 2021, 53, (19), 2218-2229 View citations (5)

2020

13. Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segments
    Journal of the Royal Statistical Society Series A, 2020, 183, (3), 1097-1119 View citations (10)
14. 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 View citations (11)

2019

15. 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 (8)

2018

16. 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)
17. 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 (20)
    See also Working Paper Volatility forecasting across tanker freight rates: the role of oil price shocks, Working Papers (2018) View citations (22) (2018)

2017

18. 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 (25)
19. 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 (12)

2016

20. Default risk drivers in shipping bank loans
    Transportation Research Part E: Logistics and Transportation Review, 2016, 94, (C), 71-94 View citations (14)
21. Dynamic volatility spillovers across shipping freight markets
    Transportation Research Part E: Logistics and Transportation Review, 2016, 91, (C), 90-111 View citations (34)

2015

22. 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 (19)

2014

23. 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)