Items where City Author is "Nomikos-1, N."
Article
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, 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, 10129. 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, 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, doi: 10.1002/fut.21980
Ahrends, M., Drobetz, W. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. & 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. (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)
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.