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Details about Katerina Tsakou

E-mail:
Workplace:School of Management, Swansea University, (more information at EDIRC)

Access statistics for papers by Katerina Tsakou.

Last updated 2019-03-06. Update your information in the RePEc Author Service.

Short-id: pts173


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Working Papers

2018

  1. Volatility forecasting across tanker freight rates: the role of oil price shocks
    Working Papers, Swansea University, School of Management Downloads 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) Downloads View citations (20) (2018)

Journal Articles

2018

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

2016

  1. Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models
    Journal of Futures Markets, 2016, 36, (12), 1127-1163 Downloads View citations (35)
 
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