Items where Author is "Tamvakis, M."
Moutzouris, I. C. 
ORCID: 0000-0002-6954-9961, Papapostolou, N. C. ORCID: 0000-0003-4529-1182, Marchese, M. ORCID: 0000-0001-6801-911X & Tamvakis, M. ORCID: 0000-0002-5056-0159 (2024).
Determinants of the price premium for Eco vessels.
Commodity Insights Digest, 2(1),
doi: 10.1016/j.trd.2024.104414
Marchese, M. ORCID: 0000-0001-6801-911X, Kyriakou, I. ORCID: 0000-0001-9592-596X, Di Iorio, F. & Tamvakis, M. ORCID: 0000-0002-5056-0159 (2023).
Asset Correlations and Macroeconomic Fundamentals.
Commodity Insights Digest, 1(2),
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, 44(6),
pp. 135-162.
doi: 10.5547/01956574.44.6.ppou
Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F. (2020).
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models.
Denver, Colorado: J.P. Morgan Center for Commodities, University of Colorado at Denver.
Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X & Di Iorio, F. (2020).
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models.
Energy Economics, 88,
article number 104757.
doi: 10.1016/j.eneco.2020.104757
Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X, Tamvakis, M. ORCID: 0000-0002-5056-0159 & Di Iorio, F. (2020).
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models.
Energy Economics, 88,
article number 104757.
doi: 10.1016/j.eneco.2020.104757
de Menezes, L. M. & Tamvakis, M. ORCID: 0000-0002-5056-0159 (2019).
Electricity Market Integration.
In: Soytas, U. & Sari, R. (Eds.),
Handbook of Energy Economics.
. Abingdon, UK: Routledge.
Tamvakis, M. (2018). From Chicago to Shanghai and Dalian: Apprehending the Future of Chinese Commodity Derivative Markets. In: Jégourel, Y. (Ed.), The Financialization of Commodity Markets: A Short-lived Phenomenon? (pp. 125-147). Rabat, Morocco: OCP Policy Centre.
Tamvakis, M. & Corley, A. (2016). Base Metals Inventories and their Influence on Futures Markets. SRIC Foundation.
Tamvakis, M. & Wu, Z. (2016). Export Restrictions in Minerals and Metals Trade and Prediction of Policy Change. SRIC Foundation.
Pellet, C. & Tamvakis, M. (2016). Investing in Copper Futures: Evaluation of Absolute Return Strategies Within a Discrete-State Hidden Markov Model. SRIC Foundation.
Tamvakis, M. & Alizadeh-Masoodian, A. (2016). Market conditions, trader types and price–volume relation in energy futures markets. Energy Economics, 56, pp. 134-149. doi: 10.1016/j.eneco.2016.03.001
de Menezes, L. M., Houllier, M. & Tamvakis, M. (2016). Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices. Energy Policy, 88, pp. 613-627. doi: 10.1016/j.enpol.2015.09.008
Tamvakis, M. ORCID: 0000-0002-5056-0159 (2012).
The Future of Biofuels in Asia.
London: Czarnikow Group.
Tamvakis, M. ORCID: 0000-0002-5056-0159 (2001).
Hedging tanker freight rates with forward inter-crude spreads.
Cass Business School, City, University of London.