1. Affine‐Structure Models and the Pricing of Energy Commodity Derivatives. (2nd October 2015) Authors: Kyriakou, Ioannis; Nomikos, Nikos K.; Papapostolou, Nikos C.; Pouliasis, Panos K. Journal: European financial management Issue: Volume 22:Number 5(2016:Nov.) Page Start: 853 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Celebrating the 27th anniversary of International Journal of Finance and Economics and shaping the future. (22nd December 2022) Authors: Pilbeam, Keith; Beckmann, Joscha; Kyriakou, Ioannis; Liu, Jia Journal: International journal of finance & economics Issue: Volume 28:Number 1(2023) Page Start: 5 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Estimating risk‐neutral freight rate dynamics: A nonparametric approach. Issue 11 (15th July 2021) Authors: Gómez‐Valle, Lourdes; Kyriakou, Ioannis; Martínez‐Rodríguez, Julia; Nomikos, Nikos K. Journal: Journal of futures markets Issue: Volume 41:Issue 11(2021) Page Start: 1824 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Freight derivatives pricing for decoupled mean-reverting diffusion and jumps. (December 2017) Authors: Kyriakou, Ioannis; Pouliasis, Panos K.; Papapostolou, Nikos C.; Andriosopoulos, Kostas Journal: Transportation research Issue: Volume 108(2017) Page Start: 80 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Hedging of Asian options under exponential Lévy models: computation and performance. Issue 4 (16th March 2017) Authors: Ballotta, Laura; Gerrard, Russell; Kyriakou, Ioannis Journal: European journal of finance Issue: Volume 23:Issue 4(2017) Page Start: 297 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity. (August 2017) Authors: Papapostolou, Nikos C.; Pouliasis, Panos K.; Kyriakou, Ioannis Journal: Transportation research Issue: Volume 104(2017) Page Start: 36 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Income uncertainty and the decision to invest in bulk shipping. (15th June 2017) Authors: Kyriakou, Ioannis; Pouliasis, Panos K.; Papapostolou, Nikos C.; Nomikos, Nikos K. Journal: European financial management Issue: Volume 24:Number 3(2018:Jun.) Page Start: 387 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Jumps and stochastic volatility in crude oil prices and advances in average option pricing. Issue 12 (1st December 2016) Authors: Kyriakou, Ioannis; Pouliasis, Panos K.; Papapostolou, Nikos C. Journal: Quantitative finance Issue: Volume 16:Issue 12(2016) Page Start: 1859 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Monte Carlo Simulation of the CGMY Process and Option Pricing. Issue 12 (30th January 2014) Authors: Ballotta, Laura; Kyriakou, Ioannis Journal: Journal of futures markets Issue: Volume 34:Issue 12(2014:Dec.) Page Start: 1095 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. On equity risk prediction and tail spillovers. (16th October 2017) Authors: Pouliasis, Panos; Kyriakou, Ioannis; Papapostolou, Nikos Journal: International journal of finance & economics Issue: Volume 22:Number 4(2017:Oct.) Page Start: 379 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗