Panos K. Pouliasis

Cass Business School,City, University of London

Dr

London EC1Y 8TZ

Great Britain

  • Cass Business School,City, University of London

SCHOLARLY PAPERS

12

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740

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17

CROSSREF CITATIONS

11

Scholarly Papers (12)

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1.

Jumps and Stochastic Volatility in Crude Oil Prices and Advances in Average Option Pricing

Quantitative Finance, 2016, 16(12), 1859-1873
Number of pages: 23 Posted: 24 Jul 2016 Last Revised: 11 Feb 2019
Ioannis Kyriakou, Panos K. Pouliasis and Nikos C. Papapostolou
Bayes Business School (formerly Cass), City, University of London, Cass Business School,City, University of London and Cass Business School, City, University of London
Downloads 210 (277,650)
Citation 4

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Oil prices, stochastic volatility, jump diffusion, arithmetic Asian options

2.

Shipping Investor Sentiment and International Stock Return Predictability

Transportation Research Part E: Logistics and Transportation Review 96 (2016), 81-94.
Number of pages: 78 Posted: 12 Feb 2015 Last Revised: 31 Oct 2016
Nikos C. Papapostolou, Panos K. Pouliasis, Nikos K. Nomikos and Ioannis Kyriakou
Cass Business School, City, University of London, Cass Business School,City, University of London, Cass Business School, City University London and Bayes Business School (formerly Cass), City, University of London
Downloads 153 (367,138)
Citation 18

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Investor sentiment, asset pricing, return predictability, trading simulation

3.

Freight Options: Price Modelling and Empirical Analysis

Transportation Research Part E: Logistics and Transportation Review, 2013, 51, 82-94
Number of pages: 27 Posted: 17 Dec 2010 Last Revised: 08 Nov 2015
Nikos K. Nomikos, Ioannis Kyriakou, Nikos C. Papapostolou and Panos K. Pouliasis
Cass Business School, City University London, Bayes Business School (formerly Cass), City, University of London, Cass Business School, City, University of London and Cass Business School,City, University of London
Downloads 135 (405,641)

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Shipping, Spot freight rates, Jump diffusion model, Forward start average options, Freight option price model

4.

Affine-Structure Models and the Pricing of Energy Commodity Derivatives

European Financial Management, 2016, 22(5), 853-881
Number of pages: 39 Posted: 09 Jul 2014 Last Revised: 11 Feb 2019
Ioannis Kyriakou, Nikos K. Nomikos, Panos K. Pouliasis and Nikos C. Papapostolou
Bayes Business School (formerly Cass), City, University of London, Cass Business School, City University London, Cass Business School,City, University of London and Cass Business School, City, University of London
Downloads 78 (591,295)

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Energy prices, affine models, futures, arithmetic Asian options, control variate Monte Carlo

5.

Shipping Equity Risk Behavior and Portfolio Management

Transportation Research Part A: Policy and Practice, 2018, 116, 178-200
Number of pages: 47 Posted: 27 Feb 2019
Panos K. Pouliasis, Nikos C. Papapostolou, Ioannis Kyriakou and Ilias Visvikis
Cass Business School,City, University of London, Cass Business School, City, University of London, Bayes Business School (formerly Cass), City, University of London and Department of Finance, School of Business Administration, American University of Sharjah
Downloads 46 (762,513)
Citation 1

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Shipping Stocks, Volatility Forecasting, Risk Assessment Practices, Tail Systemic Risk, Portfolio Strategies

6.

Freight Derivatives Pricing for Decoupled Mean-Reverting Diffusion and Jumps

Transportation Research Part E: Logistics and Transportation Review, 2017, 108, 80-96
Number of pages: 34 Posted: 20 May 2017 Last Revised: 16 Feb 2019
Ioannis Kyriakou, Panos K. Pouliasis, Nikos C. Papapostolou and Kostas D. Andriosopoulos
Bayes Business School (formerly Cass), City, University of London, Cass Business School,City, University of London, Cass Business School, City, University of London and ESCP Europe Business School
Downloads 41 (797,622)

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uncertainty modelling, ocean freight, estimation, freight derivatives, pricing

7.

Income Uncertainty and the Decision to Invest in Bulk Shipping

European Financial Management, 2018, 24(3), 387-417
Number of pages: 50 Posted: 30 Sep 2016 Last Revised: 11 Feb 2019
Ioannis Kyriakou, Panos K. Pouliasis, Nikos C. Papapostolou and Nikos K. Nomikos
Bayes Business School (formerly Cass), City, University of London, Cass Business School,City, University of London, Cass Business School, City, University of London and Cass Business School, City University London
Downloads 39 (812,325)
Citation 3

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Contingent Claims, Investment, Real Options, Shipping, Uncertainty

8.

On Equity Risk Prediction and Tail Spillovers

International Journal of Finance & Economics, 2017, 22(4), 379-393
Number of pages: 33 Posted: 27 Feb 2019
Panos K. Pouliasis, Ioannis Kyriakou and Nikos C. Papapostolou
Cass Business School,City, University of London, Bayes Business School (formerly Cass), City, University of London and Cass Business School, City, University of London
Downloads 38 (819,993)

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Causality in Risk, Forecasting, Regime Volatility, Risk Spillover, Stock Markets, Value at Risk

9.

Volatility and Correlation Timing: The Role of Commodities

Posted: 16 Aug 2017
Panos K. Pouliasis and Nikos C. Papapostolou
Cass Business School,City, University of London and Cass Business School, City, University of London

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Asset Allocation; Commodities; Volatility Timing; Correlation Timing; Multivariate GARCH; Performance Evaluation

10.

Herd Behavior in the Drybulk Market: An Empirical Analysis of the Decision to Enter and Exit the Market

Posted: 31 May 2016
Costas Th. Grammenos, Nikos C. Papapostolou, Panos K. Pouliasis and Ioannis Kyriakou
City University London - The Business School, Cass Business School, City, University of London, Cass Business School,City, University of London and Bayes Business School (formerly Cass), City, University of London

Abstract:

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herding, ship finance, contracting, scrapping

11.

Investor Sentiment for Real Assets: The Case of Dry-Bulk Shipping Market

Review of Finance, 2014, 18(4), 1507-1539
Posted: 02 Aug 2012 Last Revised: 10 Jun 2014
Nikos C. Papapostolou, Nikos K. Nomikos, Panos K. Pouliasis and Ioannis Kyriakou
Cass Business School, City, University of London, Cass Business School, City University London, Cass Business School,City, University of London and Bayes Business School (formerly Cass), City, University of London

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investor sentiment, real assets, cycles, trading strategies

12.

Optimal Portfolio Selection and Index Tracking for the Shipping Equity and Freight Rate Markets

Transportation Research Part E: Logistics and Transportation Review, 2013, 52, p.16-34
Posted: 03 May 2010 Last Revised: 23 Jul 2013
Kostas D. Andriosopoulos, Michael Doumpos, Nikos C. Papapostolou and Panos K. Pouliasis
ESCP Europe Business School, Technical University of Crete (TUC) - Department of Production Engineering and Management, Cass Business School, City, University of London and Cass Business School,City, University of London

Abstract:

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Index Tracking; Shipping, Differential Evolution and Genetic Algorithms