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Manolis G. Kavussanos · Study
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Author
Manolis G. Kavussanos
32 works
· latest 2021
· 3 institutions
cluster: provisional
ORCID 0000-0002-1082-9993
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32
Citations
2,100
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Most cited in this library
Market interactions in returns and volatilities between spot and forward shipping freight markets
2003 · 161 citations
A survey of shipping finance research: Setting the future research agenda
2018 · 133 citations
The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector
1997 · 117 citations
Shipping freight derivatives: a survey of recent evidence
2006 · 102 citations
Price Discovery, Causality and Forecasting in the Freight Futures Market
2003 · 101 citations
Works
32 shown
Time series forecasting methods for the Baltic dry index
Journal of Forecasting
·
2021
·
2 authors
41
citations
A survey of shipping finance research: Setting the future research agenda
Transportation Research Part E Logistics and Transportation Review
·
2018
·
5 authors
133
citations
Default risk drivers in shipping bank loans
Transportation Research Part E Logistics and Transportation Review
·
2016
·
2 authors
·
Open access
57
citations
The international handbook of shipping finance : theory and practice
Palgrave Macmillan eBooks
·
2016
·
2 authors
·
book
26
citations
The determinants of credit spreads changes in global shipping bonds
Transportation Research Part E Logistics and Transportation Review
·
2014
·
2 authors
41
citations
Economic spillovers between related derivatives markets: The case of commodity and freight markets
Transportation Research Part E Logistics and Transportation Review
·
2014
·
3 authors
97
citations
Market risk model selection and medium-term risk with limited data: Application to ocean tanker freight markets
International Review of Financial Analysis
·
2011
·
2 authors
·
Open access
35
citations
The Hedging Performance of the Capesize Forward Freight Market
Edward Elgar Publishing eBooks
·
2010
·
2 authors
·
chapter
23
citations
Value at risk models for volatile emerging markets equity portfolios
The Quarterly Review of Economics and Finance
·
2010
·
3 authors
57
citations
Hedging effectiveness of the Athens stock index futures contracts
European Journal of Finance
·
2008
·
2 authors
31
citations
The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market
European Financial Management
·
2007
·
3 authors
90
citations
Shipping freight derivatives: a survey of recent evidence
Maritime Policy & Management
·
2006
·
2 authors
·
Open access
102
citations
Market interactions in returns and volatilities between spot and forward shipping freight markets
Journal of Banking & Finance
·
2003
·
2 authors
161
citations
Over-the-counter forward contracts and spot price volatility in shipping
Transportation Research Part E Logistics and Transportation Review
·
2003
·
3 authors
84
citations
Price Discovery, Causality and Forecasting in the Freight Futures Market
Review of Derivatives Research
·
2003
·
2 authors
·
Open access
101
citations
Time Varying Risks Among Segments of the Tanker Freight Markets
Maritime Economics & Logistics
·
2003
·
1 author
73
citations
International comparison of market risks across shipping-related industries
Maritime Policy & Management
·
2003
·
3 authors
43
citations
Efficient pricing of ships in the dry bulk sector of the shipping industry
Maritime Policy & Management
·
2002
·
2 authors
64
citations
A multivariate test for stock market efficiency: the case of ASE
Applied Financial Economics
·
2001
·
2 authors
68
citations
Macroeconomic Factors and International Industry Returns
Springer eBooks
·
2001
·
3 authors
·
chapter
29
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
The Stock Market Perception of Industry Risk and Macroeconomic Factors: The Case of the US Water and Other Transportation Stocks
International Journal of Maritime Economics
·
2000
·
2 authors
31
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
Price Limits and Stock Market Volatility in the Athens Stock Exchange
European Financial Management
·
1999
·
3 authors
83
citations
The stock market perception of industry risk and microeconomic factors: The case of the US water transportation industry versus other transport industries
Transportation Research Part E Logistics and Transportation Review
·
1997
·
2 authors
41
citations
The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector
Applied Economics
·
1997
·
1 author
·
Open access
117
citations
PRICE RISK MODELLING OF DIFFERENT SIZE VESSELS IN THE TANKER INDUSTRY USING AUTOREGRESSIVE CONDITIONAL HETERSKEDASTIC (ARCH) MODELS
Logistics and transportation review
·
1996
·
1 author
29
citations
Testing the efficient market hypothesis using panel data, with application to the Athens stock market
Applied Economics Letters
·
1996
·
2 authors
40
citations
COMPARISONS OF VOLATILITY IN THE DRY-CARGO SECTOR: SPOT VERSUS TIME CHARTERS, AND SMALLER VERSUS LARGER VESSELS.
Journal of Transport Economics and Policy
·
1996
·
1 author
66
citations
Price Risk Modelling of Different Size Vessels in the Tanker Industry Using Autoregressive Conditional Heteroskedasticity (ARCH) Models
SSRN Electronic Journal
·
1996
·
1 author
·
preprint
·
Open access
56
citations