Article

Moutzouris, I. and Nomikos, N. ORCID: 0000-0003-1621-2991 (2019). Asset Pricing with Mean reversion: The Case of Ships. Journal of Banking and Finance, 111, 105708.. doi: 10.1016/j.jbankfin.2019.105708

Lim, K. G., Nomikos, N. ORCID: 0000-0003-1621-2991 and 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. and 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. and 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

Nomikos, N. ORCID: 0000-0003-1621-2991 and Moutzouris, I. (2018). The Formation of FFA Rates in Dry Bulk Shipping: Spot Rates, Risk Premia and Heterogeneous Expectations. Journal of Futures Markets, doi: 10.1002/fut.21980

Ahrends, M., Drobetz, W. and Nomikos, N. (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. and 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, doi: 10.1016/j.tre.2017.10.012

Karimalis, E. and Nomikos, N. (2017). Measuring Systemic Risk in the European Banking Sector: A copula CoVar approach. European Journal of Finance, doi: 10.1080/1351847X.2017.1366350

Kyriakou, I., Pouliasis, P. K., Papapostolou, N. C. and Nomikos, N. (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., Nomikos, N. and 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., Pouliasis, P. K. and 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., Pouliasis, P. K. and 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. and 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., Kyriakou, I., Papapostolou, N. C. and 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

Nomikos, N. and 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. and 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. and Papapostolou, N. C. (2011). Analysis of Volatility and Correlation for CME Steel Products. London: Cass Business School, City University London.

Report

Alizadeh-Masoodian, A. and Nomikos, N. (2005). Agricultural Reforms and Use of Market Mechanisms for Risk Management. Cass Business School, City University London.

Thesis

Nomikos, N. (1999). Risk management, price discovery and forecasting in the freight futures market. (Unpublished Doctoral thesis, City University London)