Items where Author is "Papapostolou, N. C."
Article
Lee, T. ORCID: 0000-0002-4989-619X, Moutzouris, I. C.
ORCID: 0000-0002-6954-9961, Papapostolou, N. C.
ORCID: 0000-0003-4529-1182 & Fatouh, M. (2023).
Foreign exchange hedging using regime‐switching models: The case of pound sterling.
International Journal of Finance and Economics,
doi: 10.1002/ijfe.2893
Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C.
ORCID: 0000-0003-4529-1182, Tamvakis, M.
ORCID: 0000-0002-5056-0159 & Moutzouris, I. C.
ORCID: 0000-0002-6954-9961 (2023).
Carbon Emissions in the US: Factor Decomposition and Cross-State Inequality Dynamics.
Energy Journal,
doi: 10.5547/01956574.44.6.ppou
Ballotta, L. ORCID: 0000-0002-2059-6281, Fusai, G.
ORCID: 0000-0001-9215-2586, Kyriakou, I.
ORCID: 0000-0001-9592-596X , Papapostolou, N. C.
ORCID: 0000-0003-4529-1182 & Pouliasis, P. K.
ORCID: 0000-0002-7389-3722 (2020).
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts.
Tourism Management, 77,
104011.
doi: 10.1016/j.tourman.2019.104011
Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Visvikis, I.D., Papapostolou, N. C.
ORCID: 0000-0003-4529-1182 & Kryukov, A. A. (2019).
A Novel Risk Management Framework for Natural Gas Markets.
Journal of Futures Markets,
doi: 10.1002/fut.22067
Pouliasis, P. K. ORCID: 0000-0002-7389-3722, Papapostolou, N. C.
ORCID: 0000-0003-4529-1182, Kyriakou, I.
ORCID: 0000-0001-9592-596X & 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 & 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. & 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. & Nomikos, N. ORCID: 0000-0003-1621-2991 (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. & 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. & 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. 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., Pouliasis, P. K. & 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. 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
Andriosopoulos, K., Doumpos, M., Papapostolou, N. C. & 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. 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(May),
pp. 82-94.
doi: 10.1016/j.tre.2012.12.001
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.