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Manolis Kavussanos, Professor
Title
Cited by
Cited by
Year
Comparisons of volatility in the dry-cargo ship sector: Spot versus time charters, and smaller versus larger vessels
MG Kavussanos
Journal of Transport economics and Policy, 67-82, 1996
2501996
Seasonality patterns in dry bulk shipping spot and time charter freight rates
MG Kavussanos, AH Alizadeh-M
Transportation Research Part E: Logistics and Transportation Review 37 (6 …, 2001
2282001
Market interactions in returns and volatilities between spot and forward shipping freight markets
MG Kavussanos, ID Visvikis
Journal of Banking & Finance 28 (8), 2015-2049, 2004
2152004
The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector
MG Kavussanos
Applied Economics 29 (4), 433-443, 1997
1891997
Price discovery, causality and forecasting in the freight futures market
MG Kavussanos, NK Nomikos
Review of Derivatives Research 6, 203-230, 2003
1762003
Derivatives and risk management in shipping
MG Kavussanos, ID Visvikis
Witherbys, 2006
1652006
Price risk modelling of different size vessels in the tanker industry using autoregressive conditional heterskedastic (ARCH) models
MG Kavussanos
Logistics and Transportation Review 32 (2), 161, 1996
1641996
Shipping freight derivatives: a survey of recent evidence
MG Kavussanos, ID Visvikis
Maritime Policy & Management 33 (3), 233-255, 2006
1602006
The expectations hypothesis of the term structure and risk premiums in dry bulk shipping freight markets
MG Kavussanos, AH Alizadeh-M
Journal of Transport Economics and Policy (JTEP) 36 (2), 267-304, 2002
1572002
The forward pricing function of the shipping freight futures market
MG Kavussanos, NK Nomikos
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 1999
1451999
The lead‐lag relationship between cash and stock index futures in a new market
MG Kavussanos, ID Visvikis, PD Alexakis
European Financial Management 14 (5), 1007-1025, 2008
1392008
A survey of shipping finance research: Setting the future research agenda
G Alexandridis, MG Kavussanos, CY Kim, DA Tsouknidis, ID Visvikis
Transportation Research Part E: Logistics and Transportation Review 115, 164-212, 2018
1372018
Price limits and stock market volatility in the Athens Stock Exchange
K Phylaktis, M Kavussanos, G Manalis
European Financial Management 5 (1), 69-84, 1999
1371999
Over-the-counter forward contracts and spot price volatility in shipping
MG Kavussanos, ID Visvikis, RA Batchelor
Transportation Research Part E: Logistics and Transportation Review 40 (4 …, 2004
1292004
Efficient pricing of ships in the dry bulk sector of the shipping industry
MG Kavussanos, AH Alizadeh
Maritime Policy & Management 29 (3), 303-330, 2002
1212002
Time varying risks among segments of the tanker freight markets
MG Kavussanos
Maritime Economics & Logistics 5, 227-250, 2003
1202003
Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market
MG Kavussanos, NK Nomikos
Transportation Research Part E: Logistics and Transportation Review 36 (4 …, 2000
1162000
Economic spillovers between related derivatives markets: The case of commodity and freight markets
MG Kavussanos, ID Visvikis, DN Dimitrakopoulos
Transportation Research Part E: Logistics and Transportation Review 68, 79-102, 2014
1132014
The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests
MG Kavussanos, ID Visvikis, D Menachof
Review of Derivatives Research 7, 241-266, 2004
1082004
A multivariate test for stock market efficiency: the case of ASE
MG Kavussanos, E Dockery
Applied Financial Economics 11 (5), 573-579, 2001
1072001
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Articles 1–20