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Electricity consumption and economic activity in Cyprus using an asymmetric cointegration technique

Michail, Nektarios; Savva, Christos S. - In: Cyprus economic policy review 15 (2021) 2, pp. 26-41

Persistent link: https://www.econbiz.de/10014247028

Electricity consumption and economic activity in Cyprus using an asymmetric cointegration technique

Michail, Nektarios; Savva, Christos S. - 2021

Persistent link: https://www.econbiz.de/10014334095

A cointegrating stock trading strategy: Application to listed tanker shipping companies

Michail, Nektarios A.; Melas, Konstantinos D. - In: Journal of Shipping and Trade (JST) 4 (2019) 9, pp. 1-10

In the current paper, we propose a strategy to trade a portfolio of listed shipping companies in the US market. In particular, we estimate a co-integrating relationship between the weekly stock market returns of a portfolio of tanker shipping companies and the Baltic Tanker Index, exploiting the...

Persistent link: https://www.econbiz.de/10012217778

A cointegrating stock trading strategy : application to listed tanker shipping companies

Michail, Nektarios A.; Melas, Konstantinos D. - In: Journal of shipping and trade 4 (2019) 9, pp. 1-10

Persistent link: https://www.econbiz.de/10012120438

Does housing wealth affect consumption? : the case of Cyprus

Michail, Nektarios A.; Thucydides, George - In: Cyprus economic policy review 12 (2018) 2, pp. 67-86

Persistent link: https://www.econbiz.de/10012305736

A Cointegrating Stock Trading Strategy : Application to Listed Tanker Shipping Companies

Michail, Nektarios - 2020

We propose a strategy to trade a portfolio of listed shipping companies in the US market. In particular, we estimate a cointegrating relationship between the weekly stock market returns of a portfolio of tanker shipping companies and the Baltic Tanker Index, exploiting the close relationship...

Persistent link: https://www.econbiz.de/10012851029