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Market risk model selection and medium-term risk with limited data : application to ocean tanker freight markets
Kavussanos, Manolis G.; Dimitrakopoulos, Dimitris N. - In: International review of financial analysis 20 (2011) 5, pp. 258-268
Persistent link: https://www.econbiz.de/10009492114
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Economic spillovers between related derivatives markets : the case of commodity and freight markets
Kavussanos, Manolis G.; Visvikis, Ilias D.; … - In: Transportation research / E : an international journal 68 (2014), pp. 79-102
Persistent link: https://www.econbiz.de/10010404535
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Value at risk models for volatile emerging markets equity portfolios
Dimitrakopoulos, Dimitris N.; Kavussanos, Manolis G.; … - In: The quarterly review of economics and finance : journal … 50 (2010) 4, pp. 515-527
Persistent link: https://www.econbiz.de/10008705540
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Value at risk models for volatile emerging markets equity portfolios
Dimitrakopoulos, Dimitris N.; Kavussanos, Manolis G.; … - In: The Quarterly Review of Economics and Finance 50 (2010) 4, pp. 515-526
This paper investigates the issue of market risk quantification for emerging and developed market equity portfolios. A very wide spectrum of popular and widely used in practice Value at Risk (VaR) models are evaluated and compared with Extreme Value Theory (EVT) and adaptive filtered models,...
Persistent link: https://www.econbiz.de/10008872534
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Business risk measurement and management in the cargo carrying sector of the shipping industry
Kavussanos, Manolis G. - In: The handbook of maritime economics and business, (pp. 661-692). 2006
Persistent link: https://www.econbiz.de/10003576469
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Time varying risks among segments of the tanker freight markets
Kavussanos, Manolis G. - In: Maritime economics & logistics : a quarterly scientific … 5 (2003) 3, pp. 227-250
Persistent link: https://www.econbiz.de/10001805257
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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
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Hedging effectiveness of the Athens stock index futures contracts
Kavussanos, Manolis G.; Visvikis, Ilias D. - In: The European journal of finance 14 (2008) 3/4, pp. 243-270
Persistent link: https://www.econbiz.de/10003744788
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Freight derivatives and risk management : a review
Kavussanos, Manolis G.; Visvikis, Ilias D. - In: Risk management in commodity markets : from shipping to …, (pp. 153-181). 2008
Persistent link: https://www.econbiz.de/10003787697
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The lead-lag relationship between cash and stock index futures in a new market
Kavussanos, Manolis G.; Visvikis, Ilias D.; Alexakis, … - In: European financial management : the journal of the … 14 (2008) 5, pp. 1007-1025
Persistent link: https://www.econbiz.de/10003774997