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Estimating risk‐neutral freight rate dynamics : A nonparametric approach

Gómez‐Valle, Lourdes; Kyriakou, Ioannis; … - In: Journal of Futures Markets 41 (2021) 11, pp. 1824-1842

Persistent link: https://www.econbiz.de/10012632623

The formation of forward freight agreement rates in dry bulk shipping : Spot rates, risk premia, and heterogeneous expectations

Moutzouris, Ioannis C.; Nomikos, Nikos K. - In: Journal of Futures Markets 39 (2018) 8, pp. 1008-1031

Persistent link: https://www.econbiz.de/10012082172

A quantitative model of the oil tanker market in the Arabian Gulf

Kilian, Lutz; Nomikos, Nikos K.; Zhou, Xiaoqing - In: The energy journal 44 (2023) 5, pp. 95-113

Persistent link: https://www.econbiz.de/10014380652

On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry

Abouarghoub, Wessam; Nomikos, Nikos K.; Petropoulos, Fotios - In: Transportation research / E : an international journal 113 (2018), pp. 225-238

Persistent link: https://www.econbiz.de/10011864118

Affine-structure models and the pricing of energy commodity derivatives

Kyriakou, Ioannis; Nomikos, Nikos K.; Papapostolou, Nikos C. - In: European financial management : the journal of the … 22 (2016) 5, pp. 853-881

Persistent link: https://www.econbiz.de/10011713164

Shipping investor sentiment and international stock return predictability

Papapostolou, Nikos C.; Pouliasis, Panos K.; Nomikos, … - In: Transportation research / E : an international journal 96 (2016), pp. 81-94

Persistent link: https://www.econbiz.de/10011624074

Corporate cash holdings in the shipping industry

Ahrends, Meike Christine; Drobetz, Wolfgang; Nomikos, … - In: Transportation research / E : an international journal 112 (2018), pp. 107-124

Persistent link: https://www.econbiz.de/10011849040

Measuring systemic risk in the European banking sector : a copula CoVaR approach

Karimalis, Emmanouil N.; Nomikos, Nikos K. - In: The European journal of finance 24 (2018) 10/12, pp. 944-975

Persistent link: https://www.econbiz.de/10012244423

Shipping Derivatives and Risk Management

Alizadeh, Amir H.; Nomikos, Nikos K. - 2009

A comprehensive book on shipping derivatives and risk management which covers the theoretical and practical aspects of financial risk in shipping. The book provides a thorough overview of the practice of risk management in shipping with the use of theoretical examples and real-life applications.

Persistent link: https://www.econbiz.de/10012106187

Understanding the fundamentals of freight markets volatility

Lim, Kian-Guan; Nomikos, Nikos K.; Yap, Nelson - In: Transportation research / E : an international journal 130 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012117831