Amir H. Alizadeh

City University London - Sir John Cass Business School

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

SCHOLARLY PAPERS

9

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885

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CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

Stock Market Returns and Shipping Freight Market Information: Yet Another Puzzle!

Number of pages: 42 Posted: 06 Aug 2011 Last Revised: 21 Sep 2011
Amir H. Alizadeh and Yaz Gulnur Muradoglu
City University London - Sir John Cass Business School and Queen Mary University of London
Downloads 637 (42,861)

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Stock returns, freight rates, shipping, market efficiency

2.

Dynamics of the Forward Curve and Volatility of Energy Futures Prices

Number of pages: 34 Posted: 27 Oct 2010
Amir H. Alizadeh and Wayne K. Talley
City University London - Sir John Cass Business School and Old Dominion University - Economics
Downloads 188 (168,588)
Citation 1

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Energy Futures, Volatility, Forward Curve, Forecasting, VaR

3.

Liquidity Effects and FFA Returns in the International Shipping Derivatives Market

Alizadeh A., Kappou K., Tsouknidis D.A. and Visvikis I., 2015. Liquidity eff ects and FFA returns in the international shipping derivatives market. Transportation Research Part E: Logistics and Transportation Review 76, 58-75.
Number of pages: 38 Posted: 07 Aug 2015
City University London - Sir John Cass Business School, University of Reading - ICMA Centre, University of Piraeus - Department of Maritime Studies and Department of Finance, School of Business Administration, American University of Sharjah
Downloads 60 (373,427)

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Forward Freight Agreements, Liquidity risk, Bid-ask spreads, Shipping, Panel data.

4.

Seasonality Patterns in Dry Bulk Shipping Spot and Time-Charter Freight Rates

Transportation Research Part E, Logistics and Transportation Review, 2001, Vol. 37, No 6, 443-467
Posted: 18 Feb 2014
Amir H. Alizadeh and Manolis G. Kavussanos
City University London - Sir John Cass Business School and Athens University of Economics and Business - Department of Accounting and Finance

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Shipping; Dry bulk freight markets; Seasonality; Market conditions; Seasonal unit roots

5.

Seasonality Patterns in Tanker Shipping Freight Markets

Economic Modelling, Nov. 2002, Vol. 19, Issue 5, 747-782
Posted: 18 Feb 2014
Amir H. Alizadeh and Manolis G. Kavussanos
City University London - Sir John Cass Business School and Athens University of Economics and Business - Department of Accounting and Finance

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Shipping; Seasonality; Tanker freight rates; Markov switching; Market conditions; Forecasting

6.

Efficient Pricing of Ships in the Dry Bulk Sector of the Shipping Industry

Maritime Policy and Management, 2002, Vol. 29, No 3, 303 - 330
Posted: 18 Feb 2014
Amir H. Alizadeh and Manolis G. Kavussanos
City University London - Sir John Cass Business School and Athens University of Economics and Business - Department of Accounting and Finance

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7.

The Expectations Hypothesis of the Term Structure and Risk Premia in Dry Bulk Shipping Freight Markets; An Egarch-M Approach

Journal of Transport Economics and Policy, May 2002, Vol. 36, Part 2, pp. 267-304
Posted: 18 Feb 2014
Amir H. Alizadeh and Manolis G. Kavussanos
City University London - Sir John Cass Business School and Athens University of Economics and Business - Department of Accounting and Finance

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8.

Hedging Against Bunker Price Fluctuations Using Petroleum Futures Contracts; Constant vs Time Varying Hedge Ratios

Applied Economics, Vol. 36, No. 12, 2004 pp. 1337-1353
Posted: 18 Feb 2014
David A Menachof, Amir H. Alizadeh and Manolis G. Kavussanos
Hull University Business School (HUBS), City University London - Sir John Cass Business School and Athens University of Economics and Business - Department of Accounting and Finance

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9.

Factors Affecting the Dynamics of Yield Premia on Shipping Seasoned High Yield Bonds

Transportation Research Part E: Logistics and Transportation Review, Vol. 43, No. 5, p. 549-564, 2007
Posted: 14 Nov 2007 Last Revised: 02 Oct 2011
City University London - Sir John Cass Business School, City University London - Sir John Cass Business School and Cass Business School, City, University of London

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High Yield Bonds, Shipping Market, Panel Data