Items where Author is "Nomikos, N."
Article
Kilian, L., Nomikos, N. 
ORCID: 0000-0003-1621-2991 & Zhou, X. (2023).
Container Trade and the U.S. Recovery.
International Journal of Central Banking, 19(1),
pp. 417-450.
Nomikos, N. ORCID: 0000-0003-1621-2991 & Tsouknidis, D. (2022).
Disentangling Demand and Supply Shocks in the Shipping Freight Market: their Impact on Shipping Investments.
Maritime Policy & Management, 50(5),
pp. 563-581.
doi: 10.1080/03088839.2021.2017041
Gomez-Valle, L., Kyriakou, I. ORCID: 0000-0001-9592-596X, Martinez-Rodriguez, J. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2021).
Estimating risk-neutral freight rate dynamics: A nonparametric approach.
The Journal of Futures Markets, 41(11),
pp. 1824-1842.
doi: 10.1002/fut.22244
Kilian, L., Nomikos, N. ORCID: 0000-0003-1621-2991 & Zhou, X. (2021).
A Quantitative Model of the Oil Tanker Market in the Arabian Gulf.
Energy Journal, 44(5),
pp. 95-114.
doi: 10.5547/01956574.44.4.lkil
Giamouzi, M. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2020).
Identifying shipowners’ risk attitudes over gains and losses: Evidence from the dry bulk freight market.
Transportation Research Part E: Logistics and Transportation Review, 145,
article number 102129.
doi: 10.1016/j.tre.2020.102129
Moutzouris, I. C. ORCID: 0000-0002-6954-9961 & Nomikos, N. ORCID: 0000-0003-1621-2991 (2019).
Asset Pricing with Mean reversion: The Case of Ships.
Journal of Banking and Finance, 111,
article number 105708.
doi: 10.1016/j.jbankfin.2019.105708
Lim, K. G., Nomikos, N. ORCID: 0000-0003-1621-2991 & Yap, N. (2019).
Understanding the fundamentals of freight markets volatility.
Transportation Research Part E: Logistics and Transportation Review, 130,
pp. 1-15.
doi: 10.1016/j.tre.2019.08.003
Moutzouris, I. C. ORCID: 0000-0002-6954-9961 & Nomikos, N. ORCID: 0000-0003-1621-2991 (2019).
Earnings Yield and Predictability in the Dry Bulk Shipping Industry.
Transportation Research Part E: Logistics and Transportation Review, 125,
pp. 140-159.
doi: 10.1016/j.tre.2019.03.009
Regli, F. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2019).
The Eye in the Sky - Freight Rate Effects of Tanker Supply.
Transportation Research Part E: Logistics and Transportation Review, 125,
pp. 402-424.
doi: 10.1016/j.tre.2019.03.015
Moutzouris, I. C. ORCID: 0000-0002-6954-9961 & Nomikos, N. ORCID: 0000-0003-1621-2991 (2018).
The Formation of FFA Rates in Dry Bulk Shipping: Spot Rates, Risk Premia and Heterogeneous Expectations.
Journal of Futures Markets, 39(8),
pp. 1008-1031.
doi: 10.1002/fut.21980
Ahrends, M., Drobetz, W. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2018).
Corporate Cash Holdings in the Shipping Industry.
Transportation Research Part E: Logistics and Transportation Review, 112,
pp. 107-124.
doi: 10.1016/j.tre.2017.10.016
Abouarghoub, W., Nomikos, N. ORCID: 0000-0003-1621-2991 & 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, 113,
pp. 225-238.
doi: 10.1016/j.tre.2017.10.012
Karimalis, E. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2017).
Measuring Systemic Risk in the European Banking Sector: A copula CoVar approach.
European Journal of Finance, 24(11),
pp. 944-975.
doi: 10.1080/1351847x.2017.1366350
Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2017).
Income Uncertainty and the Decision to Invest in Bulk Shipping.
European Financial Management, 24(3),
pp. 387-417.
doi: 10.1111/eufm.12132
Papapostolou, N. C., Pouliasis, P. K., Nomikos, N. ORCID: 0000-0003-1621-2991 & 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. ORCID: 0000-0003-1621-2991, 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. ORCID: 0000-0003-1621-2991, 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. ORCID: 0000-0003-1621-2991 & 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. ORCID: 0000-0003-1621-2991, 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(1),
pp. 82-94.
doi: 10.1016/j.tre.2012.12.001
Nomikos, N. ORCID: 0000-0003-1621-2991 & 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. ORCID: 0000-0003-1621-2991 & 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. ORCID: 0000-0003-1621-2991 & Papapostolou, N. C. (2011).
Analysis of Volatility and Correlation for CME Steel Products.
London: Cass Business School, City University London.
Report
Alizadeh-Masoodian, A. & Nomikos, N. ORCID: 0000-0003-1621-2991 (2005).
Agricultural Reforms and Use of Market Mechanisms for Risk Management.
Cass Business School, City University London.
Thesis
Nomikos, N. ORCID: 0000-0003-1621-2991 (1999).
Risk management, price discovery and forecasting in the freight futures market.
(Unpublished Doctoral thesis, City University London)
Working Paper
Kilian, L., Nomikos, N. ORCID: 0000-0003-1621-2991 & Zhou, X.
Container Trade and the U.S. Recovery (10.24149/wp2108).
Federal Reserve Bank of Dallas.