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Nikos K. Nomikos · Study
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Author
Nikos K. Nomikos
22 works
· latest 2018
· 3 institutions
cluster: provisional
ORCID 0000-0003-1621-2991
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22
Citations
1,846
Works here
22
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Most cited in this library
A Markov regime switching approach for hedging energy commodities
2008 · 203 citations
Shipping Derivatives and Risk Management
2009 · 172 citations
Measuring systemic risk in the European banking sector: a copula CoVaR approach
2017 · 140 citations
Forecasting petroleum futures markets volatility: The role of regimes and market conditions
2010 · 139 citations
Investment timing and trading strategies in the sale and purchase market for ships
2006 · 123 citations
Works
22 shown
Corporate cash holdings in the shipping industry
Transportation Research Part E Logistics and Transportation Review
·
2018
·
3 authors
28
citations
Measuring systemic risk in the European banking sector: a copula CoVaR approach
European Journal of Finance
·
2017
·
2 authors
140
citations
Income uncertainty and the decision to invest in bulk shipping
European Financial Management
·
2017
·
4 authors
·
Open access
27
citations
Shipping investor sentiment and international stock return predictability
Transportation Research Part E Logistics and Transportation Review
·
2016
·
4 authors
·
Open access
51
citations
Investor Sentiment for Real Assets: The Case of Dry Bulk Shipping Market
European Finance Review
·
2013
·
4 authors
77
citations
Freight options: Price modelling and empirical analysis
Transportation Research Part E Logistics and Transportation Review
·
2013
·
4 authors
·
Open access
51
citations
Modelling energy spot prices: Empirical evidence from NYMEX
Energy Economics
·
2011
·
2 authors
83
citations
Forecasting petroleum futures markets volatility: The role of regimes and market conditions
Energy Economics
·
2010
·
2 authors
139
citations
Shipping Derivatives and Risk Management
Palgrave Macmillan UK eBooks
·
2009
·
2 authors
·
book
172
citations
Estimating the probability of default for shipping high yield bond issues
Transportation Research Part E Logistics and Transportation Review
·
2008
·
3 authors
·
Open access
43
citations
A Markov regime switching approach for hedging energy commodities
Journal of Banking & Finance
·
2008
·
3 authors
203
citations
Using Affine Jump Diffusion Models for Modelling and Pricing Electricity Derivatives
Applied Mathematical Finance
·
2007
·
2 authors
27
citations
Investment timing and trading strategies in the sale and purchase market for ships
Transportation Research Part B Methodological
·
2006
·
2 authors
123
citations
Trading strategies in the market for tankers
Maritime Policy & Management
·
2006
·
2 authors
41
citations
Cost of carry, causality and arbitrage between oil futures and tanker freight markets
Transportation Research Part E Logistics and Transportation Review
·
2004
·
2 authors
95
citations
A Markov regime switching approach for hedging stock indices
Journal of Futures Markets
·
2004
·
2 authors
115
citations
Price Discovery, Causality and Forecasting in the Freight Futures Market
Review of Derivatives Research
·
2003
·
2 authors
·
Open access
101
citations
The price-volume relationship in the sale and purchase market for dry bulk vessels
Maritime Policy & Management
·
2003
·
2 authors
49
citations
Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market
Transportation Research Part E Logistics and Transportation Review
·
2000
·
2 authors
75
citations
Hedging in the Freight Futures Market
The Journal of Derivatives
·
2000
·
2 authors
62
citations
Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract
Journal of Futures Markets
·
2000
·
2 authors
55
citations
The forward pricing function of the shipping freight futures market
Journal of Futures Markets
·
1999
·
2 authors
89
citations