All Stories

  1. Freight derivatives pricing for decoupled mean-reverting diffusion and jumps

    Article • Transportation Research Part E Logistics and Transportation Review, December 2017, Elsevier

    PANOS POULIASIS

  2. On equity risk prediction and tail spillovers

    Article • International Journal of Finance & Economics, October 2017, Wiley

    Dr Ioannis Kyriakou, PANOS POULIASIS

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

    Article • Transportation Research Part E Logistics and Transportation Review, August 2017, Elsevier

    PANOS POULIASIS

  4. Income uncertainty and the decision to invest in bulk shipping

    Article • European Financial Management, June 2017, Wiley

    Dr Ioannis Kyriakou, PANOS POULIASIS

  5. Shipping investor sentiment and international stock return predictability

    Article • Transportation Research Part E Logistics and Transportation Review, December 2016, Elsevier

    PANOS POULIASIS

  6. Jumps and stochastic volatility in crude oil prices and advances in average option pricing

    Article • Quantitative Finance, September 2016, Taylor & Francis

    PANOS POULIASIS

  7. Affine-Structure Models and the Pricing of Energy Commodity Derivatives

    Article • European Financial Management, October 2015, Wiley

    Dr Ioannis Kyriakou, PANOS POULIASIS

  8. Real Assets Investor Sentiment and International Stock Return Predictability

    Article • SSRN Electronic Journal, January 2015, Elsevier

    PANOS POULIASIS

  9. Petroleum Term Structure Dynamics and the Role of Regimes

    Article • Journal of Futures Markets, February 2014, Wiley

    PANOS POULIASIS

  10. Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market*

    Article • Review of Finance, August 2013, Oxford University Press (OUP)

    PANOS POULIASIS

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

    Article • Transportation Research Part E Logistics and Transportation Review, June 2013, Elsevier

    PANOS POULIASIS

  12. Freight options: Price modelling and empirical analysis

    Article • Transportation Research Part E Logistics and Transportation Review, May 2013, Elsevier

    PANOS POULIASIS

  13. Forecasting petroleum futures markets volatility: The role of regimes and market conditions

    Article • Energy Economics, March 2011, Elsevier

    PANOS POULIASIS

  14. A Markov regime switching approach for hedging energy commodities

    Article • Journal of Banking & Finance, September 2008, Elsevier

    PANOS POULIASIS