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Nikos K Nomikos
Nikos K Nomikos
Professor of Risk Management
Verified email at city.ac.uk
Title
Cited by
Cited by
Year
Shipping derivatives and risk management
A Alizadeh, N Nomikos
Springer, 2009
3182009
A Markov regime switching approach for hedging energy commodities
AH Alizadeh, NK Nomikos, PK Pouliasis
Journal of Banking & Finance 32 (9), 1970-1983, 2008
2562008
Investment timing and trading strategies in the sale and purchase market for ships
AH Alizadeh, NK Nomikos
Transportation Research Part B: Methodological 41 (1), 126-143, 2007
1802007
A Markov regime switching approach for hedging stock indices
A Alizadeh, N Nomikos
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2004
1782004
Price discovery, causality and forecasting in the freight futures market
MG Kavussanos, NK Nomikos
Review of Derivatives Research 6, 203-230, 2003
1762003
Forecasting petroleum futures markets volatility: The role of regimes and market conditions
NK Nomikos, PK Pouliasis
Energy Economics 33 (2), 321-337, 2011
1662011
Measuring systemic risk in the European banking sector: a copula CoVaR approach
EN Karimalis, NK Nomikos
The European Journal of Finance 24 (11), 944-975, 2018
1462018
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
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
Cost of carry, causality and arbitrage between oil futures and tanker freight markets
AH Alizadeh, NK Nomikos
Transportation Research Part E: Logistics and Transportation Review 40 (4 …, 2004
1142004
Modelling energy spot prices: Empirical evidence from NYMEX
N Nomikos, K Andriosopoulos
Energy Economics 34 (4), 1153-1169, 2012
972012
Dynamics of the term structure and volatility of shipping freight rates
AH Alizadeh, NK Nomikos
Journal of Transport Economics and Policy (JTEP) 45 (1), 105-128, 2011
942011
Hedging in the freight futures market
MG Kavussanos, NK Nomikos
Journal of Derivatives 8 (1), 41-58, 2000
942000
The price-volume relationship in the sale and purchase market for dry bulk vessels
AH Alizadeh, NK Nomikos
Maritime Policy & Management 30 (4), 321-337, 2003
882003
Trading strategies in the market for tankers
AH Alizadeh, NK Nomikos
Maritime Policy & Management 33 (2), 119-140, 2006
712006
Investor sentiment for real assets: the case of dry bulk shipping market
NC Papapostolou, NK Nomikos, PK Pouliasis, I Kyriakou
Review of Finance 18 (4), 1507-1539, 2014
702014
Futures hedging when the structure of the underlying asset changes: The case of the BIFFEX contract
MG Kavussanos, NK Nomikos
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000
692000
Estimating the probability of default for shipping high yield bond issues
CT Grammenos, NK Nomikos, NC Papapostolou
Transportation Research Part E: Logistics and Transportation Review 44 (6 …, 2008
682008
Freight options: Price modelling and empirical analysis
NK Nomikos, I Kyriakou, NC Papapostolou, PK Pouliasis
Transportation Research Part E: Logistics and Transportation Review 51, 82-94, 2013
642013
Shipping investor sentiment and international stock return predictability
NC Papapostolou, PK Pouliasis, NK Nomikos, I Kyriakou
Transportation Research Part E: Logistics and Transportation Review 96, 81-94, 2016
552016
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