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Details about Ilias D Visvikis

This author is deceased.

Access statistics for papers by Ilias D Visvikis.

Last updated 2021-06-16. Update your information in the RePEc Author Service.

Short-id: pvi415


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Working Papers

2014

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

2012

  1. THE TIME DIMENSION AND VALUE OF FLEXIBILITY IN RESOURCE ALLOCATION: THE CASE OF THE MARITIME INDUSTRY
    DUTH Research Papers in Economics, Democritus University of Thrace, Department of Economics Downloads
    See also Journal Article in Transportation Research Part E: Logistics and Transportation Review (2013)

Journal Articles

2020

  1. A novel risk management framework for natural gas markets
    Journal of Futures Markets, 2020, 40, (3), 430-459 Downloads
  2. Commodity and transportation economic market interactions revisited: New evidence from a dynamic factor model
    Transportation Research Part E: Logistics and Transportation Review, 2020, 133, (C) Downloads View citations (2)
  3. Corporate financial leverage and M&As choices: Evidence from the shipping industry
    Transportation Research Part E: Logistics and Transportation Review, 2020, 133, (C) Downloads

2018

  1. A survey of shipping finance research: Setting the future research agenda
    Transportation Research Part E: Logistics and Transportation Review, 2018, 115, (C), 164-212 Downloads View citations (14)
  2. Shipping equity risk behavior and portfolio management
    Transportation Research Part A: Policy and Practice, 2018, 116, (C), 178-200 Downloads View citations (2)
  3. Shipping risk management practice revisited: A new portfolio approach
    Transportation Research Part A: Policy and Practice, 2018, 110, (C), 274-290 Downloads View citations (4)

2017

  1. Economic information transmissions and liquidity between shipping markets: New evidence from freight derivatives
    Transportation Research Part E: Logistics and Transportation Review, 2017, 98, (C), 82-104 Downloads View citations (15)

2015

  1. Liquidity effects and FFA returns in the international shipping derivatives market
    Transportation Research Part E: Logistics and Transportation Review, 2015, 76, (C), 58-75 Downloads View citations (16)

2013

  1. The time dimension and value of flexibility in resource allocation: The case of the maritime industry
    Transportation Research Part E: Logistics and Transportation Review, 2013, 52, (C), 35-48 Downloads View citations (3)
    See also Working Paper (2012)

2011

  1. The Predictability of Non-Overlapping Forecasts: Evidence from a New Market
    Multinational Finance Journal, 2011, 15, (1-2), 125-156 Downloads View citations (2)

2010

  1. Information linkages between Panamax freight derivatives and commodity derivatives markets
    Maritime Economics & Logistics, 2010, 12, (1), 91-110 Downloads View citations (11)

2008

  1. Hedging effectiveness of the Athens stock index futures contracts
    The European Journal of Finance, 2008, 14, (3), 243-270 Downloads View citations (6)
  2. IAME 2007 Annual Conference: ‘Challenges and Trends in Shipping: Markets, Investments and Policies’
    Maritime Economics & Logistics, 2008, 10, (1-2), 4-8 Downloads
  3. The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market
    European Financial Management, 2008, 14, (5), 1007-1025 Downloads View citations (36)

2007

  1. Forecasting spot and forward prices in the international freight market
    International Journal of Forecasting, 2007, 23, (1), 101-114 Downloads View citations (43)

2006

  1. Shipping freight derivatives: a survey of recent evidence
    Maritime Policy & Management, 2006, 33, (3), 233-255 Downloads View citations (31)

2005

  1. The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests
    Review of Derivatives Research, 2005, 7, (3), 241-266 Downloads View citations (10)

2004

  1. Market interactions in returns and volatilities between spot and forward shipping freight markets
    Journal of Banking & Finance, 2004, 28, (8), 2015-2049 Downloads View citations (39)
  2. Over-the-counter forward contracts and spot price volatility in shipping
    Transportation Research Part E: Logistics and Transportation Review, 2004, 40, (4), 273-296 Downloads View citations (20)

Edited books

2016

  1. The International Handbook of Shipping Finance
    Palgrave Macmillan Books, Palgrave Macmillan View citations (1)

Chapters

2010

  1. The Hedging Performance of the Capesize Forward Freight Market
    Chapter 16 in International Handbook of Maritime Business, 2010 Downloads View citations (10)
 
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