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Items where Author is "Nomikos, N."

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Article

Kilian, L., Nomikos, N. ORCID: 0000-0003-1621-2991 & Zhou, X. (2023). A Quantitative Model of the Oil Tanker Market in the Arabian Gulf. The Energy Journal, 44(5), pp. 95-114. doi: 10.5547/01956574.44.4.lkil

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, 28(2), pp. 205-244.

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.

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