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

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Number of items: 13.

Article

Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Kyriakou, I. ORCID: 0000-0001-9592-596X and Visvikis, I.D. (2018). Shipping equity risk behavior and portfolio management. Transportation Research Part A: Policy and Practice, 116, pp. 178-200.

Pouliasis, P. K. ORCID: 0000-0002-7389-3722 and Papapostolou, N. C. ORCID: 0000-0003-4529-1182 (2018). Volatility and Correlation Timing: The Role of Commodities. Journal of Futures Markets, doi: 10.1002/fut.21939

Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. and Andriosopoulos, K. (2017). Freight Derivatives Pricing for Decoupled Mean-Reverting Diffusion and Jumps. Transportation Research Part E: Logistics and Transportation Review, 108, pp. 80-96. doi: 10.1016/j.tre.2017.09.002

Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. and 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. and Kyriakou, I. (2017). Herd behavior in the drybulk market: An empirical analysis of the decision to invest in new and retire existing fleet capacity. Transportation Research Part E: Logistics and Transportation Review, 104, pp. 36-51. doi: 10.1016/j.tre.2017.05.007

Pouliasis, P. K., Kyriakou, I. and Papapostolou, N. C. (2017). On equity risk prediction and tail spillovers. International Journal of Finance and Economics, 22(4), pp. 379-393. doi: 10.1002/ijfe.1594

Papapostolou, N. C., Pouliasis, P. K., Nomikos, N. and 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., Pouliasis, P. K. and Papapostolou, N. C. (2016). Jumps and stochastic volatility in crude oil prices and advances in average option pricing. Quantitative Finance, doi: 10.1080/14697688.2016.1211798

Kyriakou, I., Nomikos, N., Pouliasis, P. K. and 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. and 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

Andriosopoulos, K., Doumpos, M., Papapostolou, N. C. and Pouliasis, P. K. (2013). Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms. Transportation Research Part E: Logistics and Transportation Review, 52, pp. 16-34. doi: 10.1016/j.tre.2012.11.006

Nomikos, N., Kyriakou, I., Papapostolou, N. C. and 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

Monograph

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

This list was generated on Sun Oct 21 04:28:23 2018 UTC.