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Economics and Finance

D-Index
35
Citations
4336
World Ranking
2970
National Ranking
11

Overview

Manolis G. Kavussanos is affiliated with the Athens University of Economics and Business in Greece. Their research contributions span several fields including Engineering, Economics, Econometrics and Finance, and Energy. Specifically, their work has engaged with subfields such as Industrial and Manufacturing Engineering, Environmental Engineering, Economics and Econometrics, and Renewable Energy, Sustainability and the Environment.

The scientist's publications focus on topics related to maritime and energy sectors. Key research themes include Maritime Ports and Logistics, Maritime Transport Emissions and Efficiency, Market Dynamics and Volatility, Energy, Environment, and Transportation Policies, Energy Load and Power Forecasting, Global Energy Security and Policy, as well as Monetary Policy and Economic Impact.

Recent papers authored or co-authored by Manolis G. Kavussanos illustrate these interests and include:

  • Special issue: ends of eras and new beginnings: twenty-first century challenges for shipping, 2022, Maritime Economics & Logistics
  • Determinants of vessels' fixtures allocation over contracts of different duration and global economic uncertainty, 2025, Maritime Policy & Management

Other relevant papers in related fields by frequent co-authors include:

  • Time series forecasting methods for the Baltic dry index, 2021, Journal of Forecasting
  • Hedging IMO2020 compliant fuel price exposure using futures contracts, 2022, Energy Economics

Frequent coauthors collaborating with Manolis G. Kavussanos are:

  • Dimitris A. Tsouknidis
  • Stergiani A. Moysiadou
  • Christos Katris
  • Xiwen Bai
  • Siri Pettersen Strandenes

Key venues where Kavussanos has published or collaborated include:

  • Journal of Forecasting
  • Energy Economics
  • Maritime Economics & Logistics
  • Maritime Policy & Management

Best Publications

  • COMPARISONS OF VOLATILITY IN THE DRY-CARGO SECTOR: SPOT VERSUS TIME CHARTERS, AND SMALLER VERSUS LARGER VESSELS.

    Manolis G Kavussanos

  • Market interactions in returns and volatilities between spot and forward shipping freight markets

    Manolis G Kavussanos;Ilias D Visvikis

  • Seasonality patterns in dry bulk shipping spot and time charter freight rates

    Manolis G. Kavussanos;Amir H. Alizadeh-M

  • The dynamics of time-varying volatilities in different size second-hand ship prices of the dry-cargo sector

    Manolis G. Kavussanos

  • Price Discovery, Causality and Forecasting in the Freight Futures Market

    Manolis G. Kavussanos;Nikos K. Nomikos

  • Shipping freight derivatives: a survey of recent evidence

    Manolis G. Kavussanos;Ilias D. Visvikis

  • The Expectations Hypothesis of the Term Structure and Risk Premiums in Dry Bulk Shipping Freight Markets

    Manolis G. Kavussanos;Amir H. Alizadeh-M

  • A survey of shipping finance research: setting the future research agenda

    George Alexandridis;Manolis G. Kavussanos;Chi Y. Kim;Dimitris A. Tsouknidis

  • The forward pricing function of the shipping freight futures market

    Manolis G. Kavussanos;Nikos K. Nomikos

  • PRICE RISK MODELLING OF DIFFERENT SIZE VESSELS IN THE TANKER INDUSTRY USING AUTOREGRESSIVE CONDITIONAL HETERSKEDASTIC (ARCH) MODELS

    M G Kavussanos

  • The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market

    Manolis G. Kavussanos;Ilias D. Visvikis;Panayotis D. Alexakis

  • Price Limits and Stock Market Volatility in the Athens Stock Exchange

    Kate Phylaktis;Manolis Kavussanos;Gikas Manalis

  • Over-the-counter forward contracts and spot price volatility in shipping

    Manolis G. Kavussanos;Ilias D. Visvikis;Roy A. Batchelor

  • Economic spillovers between related derivatives markets: The case of commodity and freight markets

    Manolis G. Kavussanos;Ilias D. Visvikis;Dimitris N. Dimitrakopoulos

  • Constant vs. time-varying hedge ratios and hedging efficiency in the BIFFEX market

    Manolis G Kavussanos;Nikos K Nomikos

  • Time Varying Risks Among Segments of the Tanker Freight Markets

    Manolis G Kavussanos

  • Efficient pricing of ships in the dry bulk sector of the shipping industry

    Manolis G. Kavussanos;Amir H. Alizadeh

  • The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests

    Manolis G. Kavussanos;Ilias D. Visvikis;David Menachof

  • A multivariate test for stock market efficiency: the case of ASE

    Manolis G. Kavussanos;Everton Dockery

  • Value at risk models for volatile emerging markets equity portfolios

    Dimitris N. Dimitrakopoulos;Manolis G. Kavussanos;Spyros I. Spyrou

  • Price Risk Modelling of Different Size Vessels in the Tanker Industry Using Autoregressive Conditional Heteroskedasticity (ARCH) Models

    Manolis G. Kavussanos

  • Comparisons of Volatility in the Dry-Cargo Ship Sector. Spot versus Time-Charters, and Smaller Versus Larger Vessels

    Manolis G. Kavussanos

Frequent Co-Authors

Kate Phylaktis
Kate Phylaktis City, University of London

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