Konstantinos D. Melas

Metropolitan College, Greece - Faculty of Business and Economics

74, Sorou St.

Maroussi, 15125

Greece

SCHOLARLY PAPERS

10

DOWNLOADS

166

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (10)

1.

A Cointegrating Stock Trading Strategy: Application to Listed Tanker Shipping Companies

Michail, N. A. and Melas, K. D. (2019) ‘A cointegrating stock trading strategy: application to listed tanker shipping companies’, Journal of Shipping and Trade. Springer Open, 4(9), pp. 1–10. Doi.org/10.1186/s41072-019-0049-2.
Number of pages: 10 Posted: 27 Nov 2018 Last Revised: 21 Apr 2020
Nektarios Michail and Konstantinos D. Melas
Cyprus University of Technology and Metropolitan College, Greece - Faculty of Business and Economics
Downloads 60 (411,845)

Abstract:

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trading, cointegration, tanker, stock market

2.

Shipping Markets in Turmoil: An Analysis of the COVID-19 Outbreak and Its Implications

Michail, N. A., & Melas, K. D. (2020). Shipping markets in turmoil: An analysis of the Covid-19 outbreak and its implications. Transportation Research Interdisciplinary Perspectives, 7, 100178, https://doi.org/10.1016/j.trip.2020.100178
Number of pages: 9 Posted: 15 Oct 2020
Nektarios Michail and Konstantinos D. Melas
Cyprus University of Technology and Metropolitan College, Greece - Faculty of Business and Economics
Downloads 21 (594,420)
Citation 1

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3.

The Relationship Between Commodity Prices and Freight Rates in the Dry Bulk Shipping Segment: A Threshold Regression Approach

Number of pages: 35 Posted: 27 Oct 2020
Konstantinos D. Melas and Nektarios Michail
Metropolitan College, Greece - Faculty of Business and Economics and Cyprus University of Technology
Downloads 18 (614,498)

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commodities, dry bulk, shipping freight rates, threshold regression

4.

Dynamic Volatility Spillovers and Investor Sentiment Components Across Shipping Freight Rates

Number of pages: 32 Posted: 05 Feb 2021
Konstantinos D. Melas, Photis Panayides and Dimitris A. Tsouknidis
Metropolitan College, Greece - Faculty of Business and Economics, Cyprus University of Technology and University of Piraeus - Department of Maritime Studies
Downloads 15 (635,294)

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Volatility Spillovers, Shipping Sentiment, VAR Models, Panel Data

5.

The Relationship Between Container Shipping Trade and Real GDP Growth: A Panel Vector Autoregressive Approach

Number of pages: 10 Posted: 08 Jan 2021
Nektarios Michail, Konstantinos D. Melas and Dimitris Batzilis
Cyprus University of Technology, Metropolitan College, Greece - Faculty of Business and Economics and Independent
Downloads 12 (656,922)

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Containerization, GDP, Panel Var

6.

Market Interactions Between Agricultural Commodities and the Dry Bulk Shipping Market

Michail, N. A., & Melas, K.D. Market interactions between agricultural commodities and the dry bulkshipping market. The Asian Journal of Shipping and Logistics (2020), https://doi.org/10.1016/j.ajsl.2020.07.003
Number of pages: 9 Posted: 14 Dec 2020
Nektarios Michail and Konstantinos D. Melas
Cyprus University of Technology and Metropolitan College, Greece - Faculty of Business and Economics
Downloads 12 (656,922)
Citation 1

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agricultural commodities, dry bulk, shipping freight rates, cointegration, variance decomposition

7.

Sentiment Augmented Supply and Demand Equations for the Dry Bulk Shipping Market

Number of pages: 25 Posted: 30 Oct 2020
Konstantinos D. Melas and Nektarios Michail
Metropolitan College, Greece - Faculty of Business and Economics and Cyprus University of Technology
Downloads 10 (671,437)
Citation 1

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shipping markets, demand; supply, sentiment; dry bulk, three-stage least squares

8.

Quantifying the Relationship Between Seaborne Trade and Shipping Freight Rates: A Bayesian Vector Autoregressive Approach

Michail, N.A., Melas, K.D. ,(2020),"Quantifying the relationship between seaborne trade and shipping freight rates: A Bayesian vector autoregressive approach", Martime Transport Research, p.100001, doi: 10.1016/j.martra.2020.100001
Number of pages: 10 Posted: 19 Jan 2021
Nektarios Michail and Konstantinos D. Melas
Cyprus University of Technology and Metropolitan College, Greece - Faculty of Business and Economics
Downloads 7 (693,164)
Citation 1

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shipping markets, freight rates, seaborne trade, bayesian vector autoregression

9.

How Long Do We Keep Up With the Joneses? Herding Time Horizons in the Dry Bulk Shipping Markets

Number of pages: 26 Posted: 06 Feb 2021
Nektarios Michail and Konstantinos D. Melas
Cyprus University of Technology and Metropolitan College, Greece - Faculty of Business and Economics
Downloads 6 (700,547)

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shipping markets, dry bulk, herding behavior, impulse responses

10.

Buy Together, but Recycle Alone: Sentiment-Driven Herding Behavior in Oceanic Dry Bulk Shipping

Number of pages: 24 Posted: 08 Jan 2021
Konstantinos D. Melas and Nektarios Michail
Metropolitan College, Greece - Faculty of Business and Economics and Cyprus University of Technology
Downloads 5 (707,875)

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shipping markets, dry bulk, real assets, sentiment, herding behavior, threshold regression