Portrait of Professor Amir Alizadeh-Masoodian

Professor Amir Alizadeh-Masoodian

Professor of Finance

Bayes Business School, Faculty of Finance

Contact

Visit Amir Alizadeh-Masoodian

Room BR5066, Bunhill Row

Postal address

Bayes Business School
106 Bunhill Row
London
EC1Y 8TZ
United Kingdom

About

Overview

Amir Alizadeh is Professor of Shipping Economics and Finance and a member of faculty at the Costas Grammenos Centre for Shipping Trade and Finance. Currently, he lectures in Advanced Quantitative Methods, Shipping Investment and Finance, Oil and Energy Transportation & Logistics, Econometric Modelling, Shipping Risk Management, Energy & Weather Derivatives, and Energy Project Investment and Finance.

His research interest includes, modelling freight markets and markets for ships, derivatives and risk management in financial and commodity markets, and forecasting. He has published in several academic journals in the area of transportation, finance and economics. He also has visiting positions at University of Geneva and Copenhagen Business School and the ESCP Europe. He also serves on the Editorial Board of Transportation Research Part E, Maritime Policy and Management, Maritime Business Review, Journal of Multinational Finance, and Logistics, while is a member of the scientific committee of the Swiss Research Institute on Commodities (SRIC).

He has been in close contact with the industry, acting as an adviser and consultant for a number of the trading and shipping companies and institutions including the A P Moller Maersk, Baltic Exchange, Danish Maritime Cluster, OW Bunker, Overseas Shipholding Group, Swiss Shipping and Trading Association (STSA), Barclays Capital, Standard Chartered Bank, Basset & Gold, NGL Strategy, among others.

Qualifications

MSc (City) and PhD (City).

Languages

Persian (can read, write and speak).

Expertise

Primary topics

  • Commodities
  • Shipping, Trade & Finance
  • Risk Management
  • International Trade
  • Transportation
  • Investment Management
  • Derivatives
  • Bond Markets
  • Qualitative Research Methods
  • Risk Modelling
  • Econometrics
  • Asset Valuation

Additional topics

  • Finance
  • Futures & Options
  • Simulation Methods

Industries

  • commodities
  • energy
  • shipbuilding
  • transportation

Research

Research topics

Speed optimisation in shipping operations

Hedging and risk management in freight markets

Shipping investment and market conditions

Shipping freight rates and stock market returns

Research students

Huang Chih-Yueh

Attendance: Oct 2012 – present, full-time

Role: 1st Supervisor

K Andriosopoulos

Attendance: Oct 2010 – present, full-time

Role: 2nd Supervisor

Attendance: Oct 2006 – Jan 2011, full-time

Role: 1st Supervisor

Attendance: Oct 2004 – Mar 2011, full-time

Role: 1st Supervisor

Attendance: Oct 2002 – Dec 2006, full-time

Role: 1st Supervisor

Publications

Book

  1. Alizadeh, A.H. and Nomikos, N.K. (2009). Shipping Derivatives and Risk Management. El Agraa, (Ed.), Palgrave-McMillan. ISBN 978-0-230-21591-7.

Chapters (6)

  1. Alizadeh, A.H. and Nomikos, N.K. (2012). Ship Finance: Hedging Ship Price Risk Using Freight Derivatives. (pp. 433–451). Wiley.
  2. Alizadeh, A.H. and Nomikos, N. (2011). An investigation into the effect of risk management on the profitability of shipping investment and operations. In Cullinane, K. (Ed.), (pp. 121–143). EDWARD ELGAR PUBLISHING LTD.
  3. Alizadeh, A.H. and Nomikos, N. (2010). An Overview of the Dry Bulk Shipping Industry. In Grammenos, C.T. (Ed.), The Handbook of Maritime Economics and Business London: Lloyd's List.
  4. Nomikos, N. and Alizadeh, A.H. (2010). Managing Freight Rate Risk using Freight Derivatives: An Overview of the Evidence. In Grammenos, C.T. (Ed.), The Handbook of Maritime Economics and Business London: Lloyd's List.
  5. Nomikos, N. and Alizadeh, A.H. (2002). Risk Management in the Shipping Industry: Theory and Practice. In Grammenos, C.T. (Ed.), The Handbook of Maritime Economics and Business (pp. 693–730). London: LLP Professional Publishing. ISBN 978-1-84311-195-5.
  6. Nomikos, N.K. and Alizadeh, A.H. (2002). The Dry Bulk Shipping Market. In Grammenos, C.T. (Ed.), The Handbook of Maritime Economics and Business (pp. 227–250). London: LLP Professional Publishing. ISBN 978-1-84311-195-5.

Conference papers and proceedings (26)

  1. Alizadeh-Masoodian, A.H. (2015). Ship Valuation and Investment Strategies: The case of dry bulk carriers. Global Shipping Trends & Trade Patterns 28-29 April, London.
  2. Alizadeh-Masoodian, A.H., Thanopoulou, H. and Yip, T.L. (2015). Dynamics of Ship Prices: A Behavioural Finance Approach. IAME Annual Conference 2015 Kuala Lumpur, Malaysia.
  3. Alizadeh-Masoodian, A.H., Thanopoulou, H. and Strandenes, S.P. (2015). Capacity retirement in the dry bulk market: A vessel based logit model. IAME Annual Conference 2015 Kuala Lumpur, Malaysia.
  4. Alizadeh-Masoodian, A.H., Van Dellen, S. and Huang, C. (2015). A New Regime Switching Approach for Hedging Tanker Freight Rates. IAME Annual Confernece 2014 2014, Norfolk, Virginia, USA.
  5. Alizadeh-Masoodian, A.H., Kappu,, K., Tsouknidis, D. and Visvikis, I. (2014). Liquidity Risk Premia in Shipping FFA Market. IAME Annual Conference 2014 Norfolk, Virginia USA.
  6. Alizadeh-Masoodian, A.H. (2014). Decision to Layup ships under the assumption of stochastic freight rate and volatility. IAME Annual Conference Norfolk, Virginia USA.
  7. Alizadeh, A. and Nomikos, N. (2005). Investment Timing and Trading Strategies in the Sale and Purchase Market for Ships. International Association of Maritime Economists - paper was awarded "Most Innovative Paper Prize" Cyprus.
  8. Tamvakis, M., Jia, J. and Alizadeh, A. (2004). Cost of Carry and Regime Shifts in the Commodity Futures Market. European Financial Management Association Basel, Switzerland.
  9. Adland, R., Koekebakker, S. and Alizadeh, A. (2004). Predictability and Unbiasedness of Implied Forward Charter Rates. International Association of Maritime Economists Izmir, Turkey.
  10. Papapostolou, N., Grammenos, C.T. and Alizadeh, A. (2004). Factors Affecting the Dynamics of Yield Premia on Shipping Seasoned High Yield Bonds. International Association of Maritime Economists (IAME) Izmir, Turkey.
  11. Alizadeh, A., Lin, S. and Nomikos, N. (2004). Effectiveness of Oil Futures Contracts for Hedging International Crude Oil Prices. Multinational Finance Society Conference Istanbul, Turkey.
  12. Nomikos, N. and Alizadeh, A. (2003). Efficiency of Electricity Futures Prices; Evidence from the Nord Pool Exchange. 10th Annual Conference of the Multinational Finance Society 28 Jun 2003 – 2 Jul 2003, Montreal, Canada.
  13. Nomikos, N. and Alizadeh, A. (2003). Market Conditions and Stock Indices Hedging; A Markov Regime Switching Approach. Multinational Finance Society Montreal, Canada.
  14. Nomikos, N. and Alizadeh, A. (2003). Unbiasedness of Bunker Forward Contracts. International Association of Maritime Economists.
  15. Alizadeh, A., Visvikis, I. and Batchelor, R. (2003). Forecasting performance of spot and forward prices in the freight market. International Symposium on Forecasting Merida, Mexico.
  16. Nomikos, N. and Alizadeh, A. (2002). Cost of Carry, Causality and Arbitrage between Oil Futures and Tanker Freight Markets. IAME Panama.
  17. Kavussanos, M. and Alizadeh, A. (2002). Efficient Pricing of Assets with Terminal values. Multinational Finance Society conference Paphos, Cyprus.
  18. Nomikos, N. and Alizadeh, A. (2002). Market Conditions and Stock Indices Hedging; A Markov Regime Switching Approach. International Conference on: Modelling Structural Breaks, Long Memory and Stock Market Volatility Cass Business School, London, 6-7, December 2002.
  19. Nomikos, N. and Alizadeh, A. (2002). The Price Volume Relationship in the Sale and Purchase Market for Dry Bulk Vessels. IMAE conference Panama.
  20. Kavussanos, M. and Alizadeh, A. (2001). Efficient Pricing of Ships in the Dry Bulk Market. Nominated as the Best paper in the conference. IMAE conference Hong Kong.
  21. Kavussanos, M., Menachof, D. and Alizadeh, A. (2001). Hedging Against Bunker Price Fluctuations Using Petroleum Futures Contracts; Constant versus Time-varying Hedge Ratios. Nominated as the Best paper in the conference. IMAE conference Hong Kong..
  22. Kavussanos, M. and Alizadeh, A. (2001). The Expectations Hypothesis of the Term Structure in Dry Bulk Shipping Markets. WTCI conference South Korea.
  23. Kavussanos, M. and Alizadeh, A. (2000). Present Value Models, the Efficient Market Hypothesis and Risk Premia in the Market for Dry Bulk Carriers. Research Seminar City University Business School, London.
  24. Kavussanos, M. and Alizadeh, A. (2000). Seasonality Patterns in Tanker Spot Freight Rate Markets. IMAE conference, Naples, Italy.
  25. Kavussanos, M. and Alizadeh, A. (2000). The Expectations Hypothesis of the Term Structure in Dry Bulk Shipping Markets. Australasian Finance Conference Sydney, Australia.
  26. Kavussanos, M. and Alizadeh, A. (1998). Deterministic and Stochastic Seasonality in Shipping Freight Markets. International Conference on World Shipping Markets Facing the 21st Century and International Maritime Statistics Forum (IMSF) Shenzhen, China and Cardiff, UK.

Journal articles (38)

  1. Alizadeh, A., Huang, C.-.Y. and Marsh, I. (2019). Modelling the Volatility of TOCOM Energy Futures: A Regime Switching Realised Volatility Approach. Energy Economics. doi:10.1016/j.eneco.2019.06.019.
  2. Adland, R. and Alizadeh, A.H. (2018). Explaining price differences between physical and derivative freight contracts. Transportation Research Part E: Logistics and Transportation Review, 118, pp. 20–33. doi:10.1016/j.tre.2018.07.002.

    [publisher’s website]

  3. Alizadeh, A.H., Thanopoulou, H. and Yip, T.L. (2017). Investors’ behavior and dynamics of ship prices: A heterogeneous agent model. Transportation Research Part E: Logistics and Transportation Review, 106, pp. 98–114. doi:10.1016/j.tre.2017.07.012.

    [publisher’s website]

  4. Alizadeh, A.H., Strandenes, S.P. and Thanopoulou, H. (2016). Capacity retirement in the dry bulk market: A vessel based logit model. Transportation Research Part E: Logistics and Transportation Review, 92, pp. 28–42. doi:10.1016/j.tre.2016.03.005.

    [publisher’s website]

  5. Alizadeh, A.H. and Tamvakis, M. (2016). Market conditions, trader types and price–volume relation in energy futures markets. Energy Economics, 56, pp. 134–149. doi:10.1016/j.eneco.2016.03.001.

    [publisher’s website]

  6. Alizadeh, A.H., Huang, C.-.Y. and van Dellen, S. (2015). A regime switching approach for hedging tanker shipping freight rates. Energy Economics, 49, pp. 44–59. doi:10.1016/j.eneco.2015.01.004.

    [publisher’s website]

  7. Alizadeh, A.H., Kappou, K., Tsouknidis, D. and Visvikis, I. (2015). Liquidity effects and FFA returns in the international shipping derivatives market. Transportation Research Part E: Logistics and Transportation Review, 76, pp. 58–75. doi:10.1016/j.tre.2015.02.001.

    [publisher’s website]

  8. Alizadeh, A.H. and Muradoglu, G. (2014). Stock market efficiency and international shipping-market information. Journal of International Financial Markets, Institutions and Money, 33, pp. 445–461. doi:10.1016/j.intfin.2014.10.002.

    [publisher’s website]

  9. Alizadeh, A.H. and Gabrielsen, A. (2013). Dynamics of credit spread moments of European corporate bond indexes. Journal of Banking & Finance, 37(8), pp. 3125–3144. doi:10.1016/j.jbankfin.2013.02.030.

    [publisher’s website]

  10. Alizadeh, A.H. (2013). Trading volume and volatility in the shipping forward freight market. Transportation Research Part E: Logistics and Transportation Review, 49(1), pp. 250–265. doi:10.1016/j.tre.2012.08.001.

    [publisher’s website]

  11. Alizadeh, A.H. and Talley, W.K. (2011). Vessel and voyage determinants of tanker freight rates and contract times. Transport Policy, 18(5), pp. 665–675. doi:10.1016/j.tranpol.2011.01.001.
  12. Alizadeh, A.H. and Talley, W.K. (2011). Microeconomic Determinants of Dry Bulk Shipping Freight Rates and Contract Times. Transportation, 38(3), pp. 561–579. doi:10.1007/s11116-010-9308-7.
  13. Alizadeh-Masoodian, A. and Nomikos, N. (2011). Dynamics of the Term Structure and Volatility of Shipping Freight Rates. Journal of Transport Economics and Policy, 45(1), pp. 105–128.
  14. Alizadeh, A.H., Nomikos, N.K. and Pouliasis, P.K. (2008). A Markov regime switching approach for hedging energy commodities. Journal of Banking & Finance, 32(9), pp. 1970–1983. doi:10.1016/j.jbankfin.2007.12.020.

    [publisher’s website]

  15. Alizadeh, A.H. and Nomikos, N.K. (2008). Performance of statistical arbitrage in petroleum futures markets. The Journal of Energy Markets, 1(2), pp. 3–33. doi:10.21314/jem.2008.006.

    [publisher’s website]

  16. Alizadeh, A.H., Adland, R.O. and Koekebakker, S. (2007). Predictive power and unbiasedness of implied forward charter rates. Journal of Forecasting, 26(6), pp. 385–403.
  17. Alizadeh, A.H. and Verioti, C. (2007). Tanker Trends; Double Vision. Lloyd's Shipping Economist, 39173, pp. 23–26.
  18. Nomikos, N.K. and Alizadeh, A.H. (2007). Investment timing and trading strategies in the sale and purchase market for ships. Transportation Research Part B: Methodological, 41(1), pp. 126–143.
  19. Alizadeh, A.H., Grammenos, C.T. and Papapostolou, N.C. (2007). Factors affecting the dynamics of yield premia on shipping seasoned high yield bonds. Transportation Research Part E: Logistics and Transportation Review, 43(5), pp. 549–564.
  20. Alizadeh, A.H., Batchelor, R. and Visvikis, I. (2007). Forecasting spot and forward prices in the international freight market. International Journal of Forecasting, 23(1), pp. 101–114.
  21. Alizadeh, A.H. and Nomikos, N.K. (2006). Trading strategies in the market for tankers. Maritime Policy & Management, 33(2), pp. 119–140. doi:10.1080/03088830600612799.

    [publisher’s website]

  22. Alizadeh, A.H. and Nomikos, N.K. (2005). Investing at the Right Time; A Trading Model for the Sale and Purchase Market for Ships. Lloyd's Shipping Economist, July.
  23. Alizadeh, A.H., Batchelor, R.A. and Visvikis, I.D. (2005). The relation between bid-ask spreads and price volatility in forward markets. Journal of Derivatives and Hedge Funds (formerly Derivatives Use, Trading and Regulation), 11(2), pp. 105–125.
  24. Alizadeh, A. and Nomikos, N. (2004). A Markov regime switching approach for hedging stock indices. Journal of Futures Markets, 24(7), pp. 649–674. doi:10.1002/fut.10130.

    [publisher’s website]

  25. Alizadeh, A. and Papapostolou, N.C. (2004). A review of Performance of High Yield Shipping Bonds. Lloyd's Shipping Economist, (April).
  26. Alizadeh, A.H., Kavussanos, M.G. and Menachof, D.A. (2004). Hedging against bunker price fluctuations using petroleum futures contracts: constant versus time-varying hedge ratios. Applied Economics, 36(12), pp. 1337–1353.
  27. Nomikos, N. and Alizadeh, A.H. (2004). Cost of carry, causality and arbitrage between oil futures and tanker freight markets. Transportation Research Part E: Logistics and Transportation Review, 40(4), pp. 297–316.
  28. Alizadeh, A.H. and Nomikos, N.K. (2004). The efficiency of the forward bunker market. International Journal of Logistics: Research and Applications, 7(3), pp. 281–296.
  29. Alizadeh, A.H. and Nomikos, N.K. (2003). The price-volume relationship in the sale and purchase market for dry bulk vessels. Maritime Policy & Management, 30(4), pp. 321–337. doi:10.1080/0308883032000145627.

    [publisher’s website]

  30. Alizadeh, A.H. and Nomikos, N.K. (2003). Bunker Risk Management Using Forward and Swap Contracts. Lloyd's Shipping Economist, 37681(March).
  31. Alizadeh, A. and Nomikos, N.K. (2003). Do FFAs provide good forecasts? Lloyd's Shipping Economist, 37956(December), pp. 32–34.
  32. Alizadeh, A.H. and Kavussanos, M.G. (2002). Efficient pricing of ships in the dry bulk sector of the shipping industry. Maritime Policy and Management, 29(3), pp. 303–330.
  33. Alizadeh, A. and Kavussanos, M.G. (2002). Seasonality patterns in tanker spot freight rate markets. Economic Modelling, 19(5), pp. 747–782.
  34. Alizadeh, A.H. and Kavussanos, M.G. (2002). The expectations hypothesis of the term structure and risk premiums in dry bulk shipping freight markets. Journal of Transport Economics and Policy, 36(2), pp. 267–304.
  35. Alizadeh, A.H. and Kavussanos, M.G. (2001). Seasonality patterns in dry bulk shipping spot and time charter freight rates. Transportation Research Part E: Logistics and Transportation Review, 37(6), pp. 443–467.
  36. Alizadeh-Masoodian, A., Strandenes,, S.P. and Thanouplolou,, H. Decision to Lay-up under the assumption of stochastic freight rate and volatility. .
  37. Alizadeh, A.H. and Talley, W.K. Dynamics of the Forward Curve and Volatility of Energy Futures Prices. SSRN Electronic Journal. doi:10.2139/ssrn.1698159.

    [publisher’s website]

  38. Alizadeh-Masoodian, A.H., Thanopoulou, H. and Strandenes, S. Capacity adjustment decisions in the service industry under stochastic revenue: the case of the shipping industry. .

Report

Working papers (6)

  1. Alizadeh-Masoodian, A.H., Marsh, I. and Huang, C.-.Y. (2018). Modelling the Volatility of TOCOM Energy Futures: A Regime Switching Realised Volatility Approach.
  2. Alizadeh, A.H., Adland, R. and Fusai, G. (2017). A New Ship Valuation Model based on Spread Option Pricing Approach.
  3. Alizadeh, A.H. and Abouarghoub, W. (2017). A Regime Switching Approach for Forecasting Short and Long Term Dry Bulk Freight Rates.
  4. Alizadeh-Masoodian, A.H. and Tamvakis, M. (2017). Speculators or Hedgers, Who Drives the FFA Market?
  5. Alizadeh-Masoodian, A.H. and Xiaolin, S. Dry bulk freight rates hedging using Conditional Value-at-Risk and buffered Probability of Exceedance.
  6. Alizadeh-Masoodian, A.H. and Xiaolin, S. Dry bulk freight rates hedging using Conditional Value-at-Risk and buffered Probability of Exceedance.

Education

Course Directorship

- 2002 - 2008, MSc Energy, Trade & Finance, Director

Professional activities

Editorial activity (6)

  1. Maritime Business Review, Member of Editorial Board, 2016 – present.
  2. Multinational Finance Journal, Associate Editor, 2014 – present.
  3. Logistics, Member of Editorial Board, 2013 – present.
  4. Transportation Research Part E: Logistics & Transportation Review, Member of Editorial Board, 2010 – present.
  5. Maritime Policy and Management, Member of Editorial Board, 2005 – 2008.
  6. Journal of Banking and Finance, Energy Journal, Energy Economics, Journal of Transport Economics and Policy, Transportation Research Part E, Journal of Empirical Finance, International Review of Financial Analysis, Multinational Finance Journal, and many others, Referee, 2002 – present.

Events/conferences (32)

  1. Iran's resurgence and its impact on shipping markets. (Seminar) London (2016). Invited speaker.
    Paper: Iran Post SanctionsOutlook and Opportunities for Shipping
    Author: Alizadeh Amir
  2. LMS on One Belt One Road. (Conference) Hong Kong (2016). Invited speaker.
    Paper: The Dynamics of Ship Values under Heterogeneous Agent Behaviour
    Author: Alizadeh Amir
    Co-authors: T.L. Yip and Helen Thanopoulou
  3. Global Shipping Trends & Trade Patterns. (Public lecture) London, UK (2015).
    Paper: Ship Valuation & Investment Strategies: The case of dry bulk carriers
    Author: Alizadeh A H
  4. IAME Conference. (Conference) Malaysia (2015).
    Paper: Dynamics of Ship Prices: A Behavioural Finance Approach
    Author: Alizadeh A H
    Co-authors: H. Thanopoulou and T. L. Yip
  5. IAME Conference. (Conference) (2015).
    Paper: Capacity Retirement in the Dry Bulk Market: A Vessel Bees Logic Modek
    Author: Alizadeh A H
    Co-authors: H. Thanopoulou and S. P. Strandenes
  6. UNIST Research Seminars. (Seminar) (2014). Invited speaker.
    Paper: Market Conditions and Price-Volume Relation in Energy Futures Markets
    Author: Alizadeh A H
    Co-authors: Michael Tamvakis
  7. IAME 2014. (Conference) Norfolk, Virginia. USA (2014).
    Paper: A New Regime Switching Approach for Hedging Tanker Freight Rates
    Author: Alizadeh A H
    Co-authors: Stefan Van Dellen and Chi-Yueh Huang
  8. IAME 2014. (Conference) Norfolk, Virginia, USA (2014).
    Paper: Liquidity Risk Premia in Shipping FFA Market
    Author: Alizadeh A H
    Co-authors: K. Kappu, D. Tsouknidis and I. Visvikis
  9. IAME 2014. (Conference) Norfolk, Virginia USA (2014).
    Paper: Decision to Layup ships under the assumption of stochastic freight rate and volatility
    Author: Alizadeh A H
    Co-authors: Siri Stradenes and Helen Thanoupolou
  10. ODU Maritime Institute Speaker Series at Nauticus. (Public lecture) Norfolk, Virginia, USA (2009). Invited speaker.
    Paper: Market conditions and volatility of shipping freight rates
    Author: Alizadeh A H
    Co-authors: Nikos Nomikos
  11. Energy Risk. (Conference) (2007). Invited speaker.
    Paper: Statistical Arbitrage in Energy Futures Markets
    Author: Alizadeh A H
    Co-authors: Nikos Nomikos
  12. Hong Kong Shipowners Association. (Seminar) Hong Kong (2006). Invited speaker.
    Paper: Investment Timing and Trading Strategies in the Market for Ships
    Author: Alizadeh A H
    Co-authors: Nikos Nomikos
  13. International Association of Maritime Economists. Limasol, Cyprus (2005).
    Paper: Investment Timing and Trading Strategies in the Sale and Purchase Market for Ships
    Co-authors: N. Nomikos
  14. Multinational Finance Society Conference. (Conference) Istanbul, Turkey (2004).
    Paper: Effectiveness of Oil Futures Contracts for Hedging International Crude Oil Prices
    Co-authors: n. Nomikos, S. Lin
  15. International Association of Maritime Economists. Izmir, Turkey (2004).
    Paper: Factors Affecting the Dynamics of Yield Premia on Shipping Seasoned High Yield Bonds
    Co-authors: C. Th. Grammnos & N. Papapostolou
  16. International Association of Maritime Economists. Izmir, Turkey (2004).
    Paper: Predictability and Unbiasedness of Implied Forward Charter Rates
    Co-authors: R. Adland, S. Koekebakker
  17. European Financial Management Association. Basel, Switzerland (2004).
    Paper: Cost of Carry and Regime Shifts in the Commodity Futures Market
    Co-authors: M. Tamvakis, Jackie Jia
  18. Multinational Finance Society Montreal, Canada (2003).
    Paper: Market Conditions and Stock Indices Hedging; A Markov Regime Switching Approach
    Co-authors: N.Nomikos
  19. Multinational Finance Society. Montreal, Canada (2003).
    Paper: Efficiency of Electricity of Futures Prices: Evidence from the Nord Pool Exchange
    Co-authors: N.Nomikos
  20. International Association of Maritime Economists. (2003).
    Paper: Unbiasedness of Bunker Forward Contracts
    Co-authors: N. Nomikos
  21. 23rd International Symposium on Forecasting. Yucatan, Mexico (2003).
    Paper: Forecasting Performance of Spot and Forward Prices in the Freight Market
    Co-authors: R Batchlor and Ilias Visvikis
  22. Multinational Finance Society conference. Paphos, Cyprus (2002).
    Paper: Efficient Pricing of Assets with Terminal values
    Co-authors: M. Kavussanos
  23. International Conference on: Modelling Structural Breaks, Long Memory and Stock Market Volatility. Cass Business School, London (2002).
    Paper: Market Conditions and Stock Indices Hedging; A Markov Regime Switching Approach
    Co-authors: N.Nomikos
  24. IMAE conference. Panama (2002).
    Paper: Cost of Carry, Causality and Arbitrage between Oil Futures and Tanker Freight Markets
    Co-authors: N. Nomikos
  25. IMAE conference. Panama (2002).
    Paper: The Price Volume Relationship in the Sale and Purchase Market for Dry Bulk Vessels
    Co-authors: N. Nomikos
  26. WTCI conference. South Korea (2001).
    Paper: The Expectations Hypothesis of the Term Structure in Dry Bulk Shipping Markets
    Co-authors: M. Kavussanos
  27. IMAE conference. Hong Kong (2001).
    Paper: Efficient Pricing of Ships in the Dry Bulk Market. Nominated as the Best paper in the conference
    Co-authors: M. Kavussanos
  28. IMAE conference. Hong Kong (2001).
    Paper: Hedging Against Bunker Price Fluctuations Using Petroleum Futures Contracts; Constant versus Time-varying Hedge Ratios. Nominated as the Best paper in the conference
    Co-authors: M. Kavussanos and D. Menachof
  29. Research Seminar. City University Business School, London (2000).
    Paper: Present Value Models, the Efficient Market Hypothesis and Risk Premia in the Market for Dry Bulk Carriers
    Co-authors: M. Kavussanos
  30. IMAE conference. Naples, Italy (2000).
    Paper: Seasonality Patterns in Tanker Spot Freight Rate Markets
    Co-authors: M. Kavussanos
  31. Australasian Finance Conference. Sydney, Australia (2000).
    Paper: The Expectations Hypothesis of the Term Structure in Dry Bulk Shipping Markets
    Co-authors: M. Kavussanos
  32. International Conference on World Shipping Markets Facing the 21st Century and International Maritime Statistics Forum (IMSF). Shenzhen, China and Cardiff, UK (1998).
    Paper: Deterministic and Stochastic Seasonality in Shipping Freight Markets
    Co-authors: M. Kavussanos

Keynote lecture/speech

  1. Recent Development in Ship Finance and Newbuilding Market. London International Shipping Week, ICS (2017). Invited Speaker at the London International Shipping Week, ICS, .

Media appearances (8)

  1. El Gran Canal: Nicaragua's $50bn shipping canal could boost economy but serious concerns remain. (2015) IB Times (website).
  2. The Batltic Dry Index: Shipshaped or Shipwreked ? (2015) Barrons, Dow Jones.
  3. Economic eyes again turn to the Baltic Dry Index. (2014) Marketplace Economy.
  4. Trends in Oil Prices. (2012) The National UAE.
  5. Porte aperte anche nei big industriali. (2010) Corriere Della Sera.
  6. Bygg videre pa erfaringen i bedriften. (2006) Origo.
  7. Bridging the Skills Gap. (2006) Our Word Our Bond.
  8. (2004) CNBS Squawk box.