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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
Persistent link: https://www.econbiz.de/10006836693
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Cost of carry, causality and arbitrage between oil futures and tanker freight markets
Alizadeh, Amir H.; Nomikos, Nikos K. - In: Transportation research / E : an international journal 40 (2004) 4, pp. 297-316
Persistent link: https://www.econbiz.de/10006504271
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Dynamics of the Term Structure and Volatility of Shipping Freight Rates
Alizadeh, Amir H.; Nomikos, Nikos K. - In: Journal of transport economics and policy 45 (2011) 1, pp. 105-129
Persistent link: https://www.econbiz.de/10008768345
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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. 321-338
Persistent link: https://www.econbiz.de/10008814628
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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/10010086680
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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/10010091963
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Trading strategies in the market for tankers
Alizadeh, Amir H.; Nomikos, Nikos K. - In: Maritime policy and management : MPM 33 (2006) 2, pp. 119-140
Persistent link: https://www.econbiz.de/10007224237
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A Markov regime switching approach for hedging energy commodities
Alizadeh, Amir H.; Nomikos, Nikos K.; Pouliasis, Panos K. - In: Journal of banking & finance 32 (2008) 9, pp. 1970-1983
Persistent link: https://www.econbiz.de/10008087834
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A Markov regime switching approach for hedging energy commodities
Alizadeh, Amir H.; Nomikos, Nikos K.; Pouliasis, Panos K. - In: Journal of banking & finance 32 (2008) 9, pp. 1970-1984
Persistent link: https://www.econbiz.de/10008883963
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A Quantitative Model of the Oil Tanker Market in the Arabian Gulf
Kilian, Lutz; Nomikos, Nikos K.; Zhou, Xiaoqing - 2020
Using a novel dataset, we develop a structural model of the Very Large Crude Carrier (VLCC) market between the Arabian Gulf and the Far East. We study how fluctuations in oil tanker rates, oil exports, shipowner profits, and bunker fuel prices are determined by shocks to the supply and demand...
Persistent link: https://www.econbiz.de/10014048861