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Items where Author is "Tamvakis, M."

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Number of items: 12.

Article

Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and Di Iorio, F. (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Energy Economics, 88, 104757.. doi: 10.1016/j.eneco.2020.104757

Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X, Tamvakis, M. ORCID: 0000-0002-5056-0159 and Di Iorio, F. (2020). Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models. Energy Economics, 104757.. doi: 10.1016/j.eneco.2020.104757

Tamvakis, M. and 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. and 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

Book Section

de Menezes, L. M. and Tamvakis, M. ORCID: 0000-0002-5056-0159 (2019). Electricity Market Integration. In: Soytas, U. and Sari, R. (Eds.), Handbook of Energy Economics. . Abingdon, UK: Routledge. ISBN 978-1138208254

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. ISBN 9789954971789

Report

Tamvakis, M. ORCID: 0000-0002-5056-0159, Marchese, M., Kyriakou, I. ORCID: 0000-0001-9592-596X and 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 (2012). The Future of Biofuels in Asia. London: Czarnikow Group.

Working Paper

Tamvakis, M. and Corley, A. (2016). Base Metals Inventories and their Influence on Futures Markets. SRIC Foundation.

Tamvakis, M. and Wu, Z. (2016). Export Restrictions in Minerals and Metals Trade and Prediction of Policy Change. SRIC Foundation.

Pellet, C. and Tamvakis, M. (2016). Investing in Copper Futures: Evaluation of Absolute Return Strategies Within a Discrete-State Hidden Markov Model. SRIC Foundation.

Tamvakis, M. ORCID: 0000-0002-5056-0159 (2001). Hedging tanker freight rates with forward inter-crude spreads. Cass Business School, City, University of London.

This list was generated on Tue Oct 20 05:08:04 2020 UTC.