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Modelling short and long-term risks in power markets : empirical evidence from Nord Pool

Nomikos, Nikos K.; Soldatos, Orestes A. - In: Energy policy 38 (2010) 10, pp. 5671-5683

Persistent link: https://www.econbiz.de/10009009893

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

Risk management in the energy markets and Value-at-Risk modelling : a hybrid approach

Andriosopoulos, Kostas; Nomikos, Nikos K. - In: The European journal of finance 21 (2015) 7/9, pp. 548-574

Persistent link: https://www.econbiz.de/10011301233

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

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

Economic significance of market timing rules in the Forward Freight Agreement markets

Nomikos, Nikos K.; Doctor, Kaizad - In: Transportation research / E : an international journal 52 (2013), pp. 77-93

Persistent link: https://www.econbiz.de/10009735731

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

Performance replication of the Spot Energy Index with optimal equity portfolio selection : evidence from the UK, US and Brazilian markets

Andriosopoulos, Kostas; Nomikos, Nikos K. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 571-582

Persistent link: https://www.econbiz.de/10010358390

Investor sentiment for real assets : the case of dry bulk shipping market

Papapostolou, Nikos C.; Nomikos, Nikos K.; Pouliasis, … - In: Review of finance : journal of the European Finance … 18 (2014) 4, pp. 1507-1539

Persistent link: https://www.econbiz.de/10010442838

Container trade and the U.S. recovery

Kilian, Lutz; Nomikos, Nikos K.; Zhou, Xiaoqing - 2021

Since the 1970s, exports and imports of manufactured goods have been the engine of international trade and much of that trade relies on container shipping. This paper introduces a new monthly index of the volume of container trade to and from North America. Incorporating this index into a...

Persistent link: https://www.econbiz.de/10012550202