Details about Ilias D Visvikis

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Access statistics for papers by Ilias D Visvikis.

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Short-id: pvi415

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 View citations (2)

2012

2. 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
   See also Journal Article The time dimension and value of flexibility in resource allocation: The case of the maritime industry, Transportation Research Part E: Logistics and Transportation Review, Elsevier (2013) View citations (3) (2013)

Journal Articles

2020

1. A novel risk management framework for natural gas markets
   Journal of Futures Markets, 2020, 40, (3), 430-459 View citations (2)
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) View citations (18)
3. Corporate financial leverage and M&As choices: Evidence from the shipping industry
   Transportation Research Part E: Logistics and Transportation Review, 2020, 133, (C) View citations (4)

2018

4. 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)
5. Shipping equity risk behavior and portfolio management
   Transportation Research Part A: Policy and Practice, 2018, 116, (C), 178-200 View citations (6)
6. Shipping risk management practice revisited: A new portfolio approach
   Transportation Research Part A: Policy and Practice, 2018, 110, (C), 274-290 View citations (7)

2017

7. 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 View citations (23)

2015

8. 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)

2013

9. 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 View citations (3)
   See also Working Paper THE TIME DIMENSION AND VALUE OF FLEXIBILITY IN RESOURCE ALLOCATION: THE CASE OF THE MARITIME INDUSTRY, DUTH Research Papers in Economics (2012) (2012)

2011

10. The Predictability of Non-Overlapping Forecasts: Evidence from a New Market
    Multinational Finance Journal, 2011, 15, (1-2), 125-156 View citations (3)

2010

11. Information linkages between Panamax freight derivatives and commodity derivatives markets
    Maritime Economics & Logistics, 2010, 12, (1), 91-110 View citations (18)

2008

12. Hedging effectiveness of the Athens stock index futures contracts
    The European Journal of Finance, 2008, 14, (3), 243-270 View citations (8)
13. IAME 2007 Annual Conference: ‘Challenges and Trends in Shipping: Markets, Investments and Policies’
    Maritime Economics & Logistics, 2008, 10, (1-2), 4-8
14. The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market
    European Financial Management, 2008, 14, (5), 1007-1025 View citations (42)

2007

15. Forecasting spot and forward prices in the international freight market
    International Journal of Forecasting, 2007, 23, (1), 101-114 View citations (56)

2006

16. Shipping freight derivatives: a survey of recent evidence
    Maritime Policy & Management, 2006, 33, (3), 233-255 View citations (38)

2005

17. The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests
    Review of Derivatives Research, 2005, 7, (3), 241-266 View citations (12)

2004

18. Market interactions in returns and volatilities between spot and forward shipping freight markets
    Journal of Banking & Finance, 2004, 28, (8), 2015-2049 View citations (48)
19. Over-the-counter forward contracts and spot price volatility in shipping
    Transportation Research Part E: Logistics and Transportation Review, 2004, 40, (4), 273-296 View citations (25)

Edited books

2016

1. The International Handbook of Shipping Finance
   Palgrave Macmillan Books, Palgrave Macmillan View citations (13)

Chapters

2016

1. Maritime Business Freight Risk Management
   Palgrave Macmillan

2010

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