Ioannis Kyriakou

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Panos K PouliasisReader in Energy Commodities Finance (Bayes Business School, City, University of London)Email verificata su city.ac.uk
Nikos C. PapapostolouReader in Shipping FinanceEmail verificata su city.ac.uk
Jens Perch NielsenProfessor of Actuarial Science, Cass Business SchoolEmail verificata su city.ac.uk
Gianluca FusaiPiemonte OrientaleEmail verificata su eco.unipmn.it
Nikos K NomikosProfessor of Risk ManagementEmail verificata su city.ac.uk
Laura BallottaProfessor of Mathematical Finance, Bayes Business School (formerly Cass)Email verificata su city.ac.uk
francesca di iorioDipartimento di Scienze Politiche, Università di Napoli Federico IIEmail verificata su unina.it
Michael TamvakisProfessor of Commodity Economics and Finance, Bayes Business School, City University LondonEmail verificata su city.ac.uk
Munir HiabuDepartment of Mathematical Sciences, University of CopenhagenEmail verificata su math.ku.dk
Aleš ČernýProfessor of Finance, Bayes Business School, City, University of LondonEmail verificata su city.ac.uk
Georgios SermpinisProfessor of Quantitative Finance, University of GlasgowEmail verificata su glasgow.ac.uk
Riccardo BrignoneUniversity of FreiburgEmail verificata su mail.finance.uni-freiburg.de
Anna Maria GambaroUniversità del Piemonte OrientaleEmail verificata su uniupo.it
Muhammad ShahbazProfessor of Economics (Energy), Beijing Institute of Technology, ChinaEmail verificata su bit.edu.cn
Jun Zhao (赵君)Assistant Professor, Beijing University of Chemical TechnologyEmail verificata su buct.edu.cn
Kangyin Dong (董康银)Associate Professor, University of International Business and EconomicsEmail verificata su uibe.edu.cn
Daniele MarazzinaPolitecnico di MilanoEmail verificata su polimi.it
Vali AsimitProfessor in Actuarial Analytics, Bayes Business School, City, University of LondonEmail verificata su city.ac.uk
Athanasios A PantelousDepartment of Econometrics & Business Statistics, Monash University, AustraliaEmail verificata su monash.edu
Andreas TsanakasProfessor of Risk Management, Bayes Business School, City, University of LondonEmail verificata su city.ac.uk

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Ioannis Kyriakou

Professor of Actuarial Finance, Bayes Business School (formerly Cass), City, University of London

Email verificata su city.ac.uk - Home page

Asset Pricing Derivatives Quantitative Finance Simulation Methods Stochastic Processes


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
An improved convolution algorithm for discretely sampled Asian options A Černý, I Kyriakou Quantitative Finance 11 (3), 381-389, 2011	72	2011
Investor sentiment for real assets: the case of dry bulk shipping market NC Papapostolou, NK Nomikos, PK Pouliasis, I Kyriakou Review of Finance 18 (4), 1507-1539, 2014	70	2014
Freight options: Price modelling and empirical analysis NK Nomikos, I Kyriakou, NC Papapostolou, PK Pouliasis Transportation Research Part E: Logistics and Transportation Review 51, 82-94, 2013	64	2013
Shipping investor sentiment and international stock return predictability NC Papapostolou, PK Pouliasis, NK Nomikos, I Kyriakou Transportation Research Part E: Logistics and Transportation Review 96, 81-94, 2016	59	2016
General optimized lower and upper bounds for discrete and continuous arithmetic Asian options G Fusai, I Kyriakou Mathematics of Operations Research 41 (2), 531-559, 2016	55	2016
Monte Carlo simulation of the CGMY process and option pricing L Ballotta, I Kyriakou Journal of Futures Markets 34 (12), 1095-1121, 2014	46	2014
Herd behavior in the drybulk market: an empirical analysis of the decision to invest in new and retire existing fleet capacity NC Papapostolou, PK Pouliasis, I Kyriakou Transportation Research Part E: Logistics and Transportation Review 104, 36-51, 2017	39	2017
Is green growth affected by financial risks? New global evidence from asymmetric and heterogeneous analysis J Zhao, K Dong, X Dong, M Shahbaz, I Kyriakou Energy Economics 113, 106234, 2022	35	2022
Income uncertainty and the decision to invest in bulk shipping I Kyriakou, PK Pouliasis, NC Papapostolou, NK Nomikos European Financial Management 24 (3), 387-417, 2018	34	2018
Forecasting crude oil and refined products volatilities and correlations: New evidence from fractionally integrated multivariate GARCH models M Marchese, I Kyriakou, M Tamvakis, F Di Iorio Energy Economics 88, 104757, 2020	33	2020
Risk management of climate impact for tourism operators: An empirical analysis on ski resorts L Ballotta, G Fusai, I Kyriakou, NC Papapostolou, PK Pouliasis Tourism Management 77, 104011, 2020	33	2020
Forecasting benchmarks of long-term stock returns via machine learning I Kyriakou, P Mousavi, JP Nielsen, M Scholz Annals of Operations Research 297 (1), 221-240, 2021	28	2021
Jumps and stochastic volatility in crude oil prices and advances in average option pricing I Kyriakou, PK Pouliasis, NC Papapostolou Quantitative Finance 16 (12), 1859-1873, 2016	28	2016
Communication and personal selection of pension saver’s financial risk R Gerrard, M Hiabu, I Kyriakou, JP Nielsen European Journal of Operational Research 274 (3), 1102-1111, 2019	27	2019
A general framework for pricing Asian options under stochastic volatility on parallel architectures S Corsaro, I Kyriakou, D Marazzina, Z Marino European Journal of Operational Research 272 (3), 1082-1095, 2019	26	2019
Freight derivatives pricing for decoupled mean-reverting diffusion and jumps I Kyriakou, PK Pouliasis, NC Papapostolou, K Andriosopoulos Transportation Research Part E: Logistics and Transportation Review 108, 80-96, 2017	26	2017
Convertible bond valuation in a jump diffusion setting with stochastic interest rates L Ballotta, I Kyriakou Quantitative Finance 15 (1), 115-129, 2015	26*	2015
Affine‐structure models and the pricing of energy commodity derivatives I Kyriakou, NK Nomikos, NC Papapostolou, PK Pouliasis European Financial Management 22 (5), 853-881, 2016	23	2016
Shipping equity risk behavior and portfolio management PK Pouliasis, NC Papapostolou, I Kyriakou, ID Visvikis Transportation Research Part A: Policy and Practice 116, 178-200, 2018	21	2018
General lattice methods for arithmetic Asian options AM Gambaro, I Kyriakou, G Fusai European Journal of Operational Research 282 (3), 1185-1199, 2020	17	2020

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