Kostas D. Andriosopoulos

ESCP Europe Business School

Dr / Assistant Professor in Finance

527 Finchley Road

Hampstead

London , London NW3 7BG

Great Britain

http://www.escpeurope.eu/nc/faculte-recherche/corps-professoral-escp-europe/professor/name/andriosop

SCHOLARLY PAPERS

8

DOWNLOADS

402

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Unconventional Oil: Will It Satisfy Future Global Oil Demand?

USAEE Working Paper No. 14-156
Number of pages: 16 Posted: 08 Mar 2014 Last Revised: 11 Mar 2014
Ken'ichi Matsumoto, Vlasios Voudouris and Kostas D. Andriosopoulos
Nagasaki University, ABM Analytics Ltd and ESCP Europe Business School
Downloads 130 (219,392)
Citation 1

Abstract:

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Unconventional oil resources; Scenario analysis; ACEGES model

2.

Contagion, Volatility Persistence, and Volatility Spill-Overs: The Case of Energy Markets During the European Financial Crisis

Number of pages: 28 Posted: 20 Jan 2016
Kostas D. Andriosopoulos, Emilios C. Galariotis and Spyros I. Spyrou
ESCP Europe Business School, Audencia Business School and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 113 (243,562)

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Energy Markets, Contagion, Volatility Spill-Overs, European Crisis

3.

Information Disclosure, CEO Traits and Share Buyback Completion Rates

Journal of Banking and Finance, Vol. 37, No. 12, 2013
Number of pages: 46 Posted: 16 Mar 2012 Last Revised: 17 Jan 2019
Dimitris Andriosopoulos, Hafiz Hoque and Kostas D. Andriosopoulos
Strathclyde Business School, University of York and ESCP Europe Business School
Downloads 102 (261,677)
Citation 1

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4.

Historical Energy Security Analysis of EU Countries

USAEE Working Paper No. 16-275
Number of pages: 17 Posted: 26 Aug 2016
Ken'ichi Matsumoto, Michael Doumpos and Kostas D. Andriosopoulos
Nagasaki University, Technical University of Crete (TUC) - Department of Production Engineering and Management and ESCP Europe Business School
Downloads 54 (375,455)

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Energy security, Energy security indicators, Primary energy, Hierarchical clustering, European Union

5.

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
City University London - Sir John Cass Business School, Cass Business School,City, University of London, Cass Business School, City, University of London and ESCP Europe Business School
Downloads 3 (630,313)

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

6.

Multiple Criteria Decision Aiding for Finance: An Updated Bibliographic Survey

Zopounidis, C., Galariotis E., Doumpos, M., Sarri, S. and Andriosopoulos K. (2015) "Multiple Criteria Decision Aiding for Financial Decisions: An Updated Bibliographic Survey", European Journal of Operational Research, 247, pp. 339-348.
Posted: 21 Jan 2016
Technical University of Crete (TUC) - Department of Production Engineering and Management, Audencia Business School , Technical University of Crete (TUC) - Department of Production Engineering and Management, Technical University of Crete (TUC) - Department of Production Engineering and Management and ESCP Europe Business School

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Multiple criteria analysis, Finance, Bibliographic survey

7.

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
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

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Index Tracking; Shipping, Differential Evolution and Genetic Algorithms

8.

Modelling Energy Spot Prices: 'Empirical Evidence from Nymex'

Posted: 09 Apr 2009
Kostas D. Andriosopoulos and Nikos K. Nomikos
ESCP Europe Business School and Cass Business School, City University London

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Energy Markets, Volatility, Modelling, Stochastic Models, Mean reversion jump diffusion, GARCH, EGARCH