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Freight options: Price modelling and empirical analysis

Nomikos, Nikos K.; Kyriakou, Ioannis; Papapostolou, Nikos C. - In: Transportation Research Part E: Logistics and … 51 (2013) C, pp. 82-94

This paper discusses an extension of the traditional lognormal representation for the risk neutral spot freight rate dynamics to a diffusion model overlaid with jumps of random magnitude and arrival. Then, we develop a valuation framework for options on the average spot freight rate, which are...

Persistent link: https://www.econbiz.de/10010754974

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

Freight derivatives pricing for decoupled mean-reverting diffusion and jumps

Kyriakou, Ioannis; Pouliasis, Panos K.; Papapostolou, … - In: Transportation research / E : an international journal 108 (2017), pp. 80-96

Persistent link: https://www.econbiz.de/10011781992

Herd behavior in the drybulk market : an empirical analysis of the decision to invest in new and retire existing fleet capacity

Papapostolou, Nikos C.; Pouliasis, Panos K.; Kyriakou, … - In: Transportation research / E : an international journal 104 (2017), pp. 36-51

Persistent link: https://www.econbiz.de/10011759480

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

Risk management of climate impact for tourism operators : an empirical analysis on ski resorts

Ballotta, Laura; Fusai, Gianluca; Kyriakou, Ioannis; … - In: Tourism management : research, policies, practice 77 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012152024

A novel risk management framework for natural gas markets

Pouliasis, Panos K.; Visvikis, Ilias D.; Papapostolou, … - In: Journal of Futures Markets 40 (2019) 3, pp. 430-459

Persistent link: https://www.econbiz.de/10012189096

Volatility and correlation timing: The role of commodities

Pouliasis, Panos K.; Papapostolou, Nikos C. - In: Journal of Futures Markets 38 (2018) 11, pp. 1407-1439

Persistent link: https://www.econbiz.de/10012082134

Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms

Andriosopoulos, Kostas; Doumpos, Michael; Papapostolou, … - In: Transportation Research Part E: Logistics and … 52 (2013) C, pp. 16-34

This paper reproduces the performance of an international market capitalization shipping stock index and two physical shipping indexes by investing only in US stock portfolios. The index-tracking problem is addressed using the differential evolution algorithm and the genetic algorithm....

Persistent link: https://www.econbiz.de/10010755118

Carbon emissions in the U.S. : factor decomposition and cross-state inequality dynamics

Pouliasis, Panos K.; Papapostolou, Nikos C.; Tamvakis, … - In: The energy journal 44 (2023) 6, pp. 135-161

Persistent link: https://www.econbiz.de/10014449865