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On reconciling macro and micro energy transport forecasts for strategic decision making in the tanker industry

Abouarghoub, Wessam; Nomikos, Nikos K.; Petropoulos, Fotios - In: Transportation research / E : an international journal 113 (2018), pp. 225-238

Persistent link: https://www.econbiz.de/10011864118

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

Hedging in the Freight Futures Market

Nomikos, Nikos K.; Kavussanos, Manolis G. - 2014

Time-varying hedge ratios have been found successful in reducing spot market risk in different commodity and financial futures markets. This article extends the empirical evidence by investigating the same question for a futures market based on services, the Baltic International Freight Futures...

Persistent link: https://www.econbiz.de/10014206230

Risk management in the shipping industry : theory and practice

Nomikos, Nikos K.; Alizadeh, Amir H. - In: The handbook of maritime economics and business, (pp. 693-730). 2006

Persistent link: https://www.econbiz.de/10003576471

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

Integration and causality in international freight markets : modeling with error correction and directed acyclic graphs

Haigh, Michael S.; Nomikos, Nikos K.; Bessler, David A. - In: Southern economic journal 71 (2004) 1, pp. 145-162

Persistent link: https://www.econbiz.de/10002154990

Price discovery, causality and forecasting in the freight futures market

Kavussanos, Manolis G.; Nomikos, Nikos K. - In: Review of derivatives research 6 (2003) 3, pp. 203-230

Persistent link: https://www.econbiz.de/10001905301

Futures hedging when the structure of the underlying asset changes : the case of the BIFFEX contract

Kavussanos, Manolis G.; Nomikos, Nikos K. - In: The journal of futures markets 20 (2000) 8, pp. 775-801

Persistent link: https://www.econbiz.de/10001523757

Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market

Kavussanos, Manolis G.; Nomikos, Nikos K. - In: Transportation research / E : an international journal 36 (2000) 4, pp. 229-248

Persistent link: https://www.econbiz.de/10001514322

The forward pricing function of the shipping freight futures market

Kavussanos, Manolis G.; Nomikos, Nikos K. - In: The journal of futures markets 19 (1999) 3, pp. 353-376

Persistent link: https://www.econbiz.de/10001378063