Similar Search Results

Narrow search

Dynamics of the term structure and volatility of shipping freight rates

Alizadeh-Masoodian, Amir H.; Nomikos, Nikos K. - In: Journal of transport economics and policy 45 (2011) 1, pp. 105-128

Persistent link: https://www.econbiz.de/10009130754

Forecasting petroleum futures markets volatility : the role of regimes and market conditions

Nomikos, Nikos K.; Pouliasis, Panos K. - In: Energy economics 33 (2011) 2, pp. 321-337

Persistent link: https://www.econbiz.de/10009261828

Modelling energy spot prices : empirical evidence from NYMEX

Nomikos, Nikos K.; Andriosopoulos, Kostas - In: Energy economics 34 (2012) 4, pp. 1153-1169

Persistent link: https://www.econbiz.de/10009688111

Petroleum term structure dynamics and the role of regimes

Nomikos, Nikos K.; Pouliasis, Panos K. - In: The journal of futures markets 35 (2015) 2, pp. 163-185

Persistent link: https://www.econbiz.de/10011348456

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

Freight options : price modelling and empirical analysis

Nomikos, Nikos K.; Kyriakou, Ioannis; Papapostolou, Nikos C. - In: Transportation research / E : an international journal 51 (2013), pp. 82-94

Persistent link: https://www.econbiz.de/10009734013

The Role of Volatility Regimes on Volatility Transmission Patterns

Salvador, Enrique - 2014

This paper investigates volatility transmission patterns between the US and Eurozone stock markets differentiating between low and high volatility periods which tend to be related with international crisis. Our approach let us distinguish the spillover intensities between markets in calm and...

Persistent link: https://www.econbiz.de/10013067959