Items where City Author is "Nomikos-1, N."

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Number of items: 14.

Article

Ahrends, M., Drobetz, W. & Nomikos, N. (2017). Corporate Cash Holdings in the Shipping Industry. Transportation Research Part E: Logistics and Transportation Review,

Abouarghoub, W., Nomikos, N. & Petropoulos, F. (2017). On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry. Transportation Research Part E: Logistics and Transportation Review, doi: 10.1016/j.tre.2017.10.012.

Karimalis, E. & Nomikos, N. (2017). Measuring Systemic Risk in the European Banking Sector: A copula CoVar approach. European Journal of Finance,

Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. & Nomikos, N. (2017). Income Uncertainty and the Decision to Invest in Bulk Shipping. European Financial Management, doi: 10.1111/eufm.12132

Papapostolou, N. C., Pouliasis, P. K., Nomikos, N. & Kyriakou, I. (2016). Shipping Investor Sentiment and International Stock Return Predictability. Transportation Research Part E: Logistics and Transportation Review, 96, pp. 81-94. doi: 10.1016/j.tre.2016.10.006

Kyriakou, I., Nomikos, N., Pouliasis, P. K. & Papapostolou, N. C. (2016). Affine-Structure Models and the Pricing of Energy Commodity Derivatives. European Financial Management, 22(5), pp. 853-881. doi: 10.1111/eufm.12071

Papapostolou, N. C., Nomikos, N., Pouliasis, P. K. & Kyriakou, I. (2014). Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market*. Review of Finance, 18(4), pp. 1507-1539. doi: 10.1093/rof/rft037

Nomikos, N. & Doctor, K. (2013). Economic significance of market timing rules in the Forward Freight Agreement markets. Transportation Research Part E: Logistics and Transportation Review, 52, pp. 77-93. doi: 10.1016/j.tre.2012.11.009

Nomikos, N., Kyriakou, I., Papapostolou, N. C. & Pouliasis, P. K. (2013). Freight options: Price modelling and empirical analysis. Transportation Research Part E: Logistics and Transportation Review, 51(May), pp. 82-94. doi: 10.1016/j.tre.2012.12.001

Nomikos, N. & Andriosopoulos, K. (2012). Modelling energy spot prices: Empirical evidence from NYMEX. Energy Economics, 34(4), pp. 1153-1169. doi: 10.1016/j.eneco.2011.10.001

Nomikos, N. & Soldatos, O. A. (2010). Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market. Energy Economics, 32(2), pp. 302-312. doi: 10.1016/j.eneco.2009.10.011

Monograph

Pouliasis, P. K., Nomikos, N. & Papapostolou, N. C. (2011). Analysis of Volatility and Correlation for CME Steel Products. London: Cass Business School, City University London.

Thesis

Nomikos, N. (1999). Risk management, price discovery and forecasting in the freight futures market. (Unpublished Doctoral thesis, City University London)

Report

Alizadeh-Masoodian, A. & Nomikos, N. (2005). Agricultural Reforms and Use of Market Mechanisms for Risk Management. Cass Business School, City University London.

This list was generated on Thu Nov 23 06:17:08 2017 UTC.