P.O. Box 26666
Sharjah
United Arab Emirates
http://https://www.aus.edu/faculty/dr-ilias-visvikis
Department of Finance, School of Business Administration, American University of Sharjah
Forward Freight Agreements, Liquidity risk, Bid-ask spreads, Shipping, Panel data.
Shipping Stocks, Volatility Forecasting, Risk Assessment Practices, Tail Systemic Risk, Portfolio Strategies
Cointegration; VECM and ARIMA Models; Forecasting; Futures Markets; Emerging Markets; Predictability
Survey Analysis, Shipping Finance and Investment, Transportation Finance, Company Valuation, Corporate Governance
Freight derivatives, options contracts, price discovery, volatility spillovers, liquidity, impulse responses
Hedging Effectiveness, Futures Markets, Constant and Time-Varying Hedge Ratios, Utility Functions, VECM-GARCH-X