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上海海事大学上海高级国际航运学院导师教师师资介绍简介-Visvikis,llias(PGD)

本站小编 Free考研考试/2021-01-21



Visvikis, llias
伦敦城市大学CASS商学院金融学博士
上海海事大学高级国际航运学院客座教授

教授简介
Dr. Ilias Visvikis现为上海海事大学高级国际航运学院客座教授,同时是世界海事大学船舶融资和风险管理专业的副教授,是英国雷丁大学ICMA中心的高级访问研究员。
曾创立并负责英国雷丁大学和希腊ALBA大学合作的《航运与金融》硕士课程。他在几所大学同时任教,设计并指导研究生水平的学术课程。

主要研究领域
船舶融资和投资,货运衍生工具(远期运费协议),航运风险管理,计量经济分析,航运市场的建模

主要学术成果
主要著作
1. “Derivatives in Freight Markets”, Special Report Commissioned by Lloyd’s Shipping Economist, A Lloyd’s MIU Publication, Informa Business, London, November 2007, with M. Kavussanos.
2. “Capital Markets and the Shipping Industry”, Special Report Commissioned by Lloyd’s Shipping Economist, A Lloyd’s MIU Publication, Informa Business, London, August 2007, with M. Kavussanos.
3. “Derivatives and Risk Management in Shipping”, 1stEdition, Witherbys Publishing & Seamanship International, United Kingdom, June 2006, with M. Kavussanos.
主要论文
1. “The Time Dimension and Value of Flexibility in Resource Allocation: The Case of the Maritime Industry”, Transportation Research Part E: Logistics and Transportation Review, Special Issue: Maritime Financial Management, with K. Axarloglou and S. Zarkos, Forthcoming 2013.
2. “The Predictability of Non-Overlapping Forecasts: Evidence from a New Market”, Multinational Finance Journal, Volume 15 (1/2), pp. 125-156, 2011, with M. Kavussanos.
3. “Information Linkages between Panamax Freight Derivatives and Commodity Derivatives Markets”, Maritime Economics and Logistics, Volume 12, Issue 1, pp. 91-110, 2010, with M. Kavussanos and D. Dimitrakopoulos.
4. “The Lead-Lag Relationship between Cash and Stock Index Futures in a New Market”, European Financial Management Journal, Volume 14, Issue 5, pp. 1007-1025, 2008, with M. Kavussanos and P. Alexakis.
5. “Hedging Effectiveness of the Athens Stock Index Futures Contracts”, European Journal of Finance, Volume 14, Issue 3, pp. 243-270, 2008, with M. Kavussanos.
6. “An Investigation of the Use of Risk Management and Shipping Derivatives: The Case of Greece”, International Journal of Transport Economics, Volume XXXIV, Issue 1, pp. 49-68, 2007, with M. Kavussanos and M. Goulielmou.
7. “Forecasting Spot and Forward Prices in the International Freight Market”, International Journal of Forecasting, Volume 23, pp. 101-114, 2007, with R. Batchelor and A. Alizadeh.
8. “Shipping Freight Derivatives: A Survey of Recent Evidence”, Journal of Maritime Policy and Management, Volume 33, Issue 3, pp. 233-255, 2006, with M. Kavussanos.
9. “The Relation between Bid-Ask Spreads and Price Volatility in Forward Markets”, Journal of Derivatives & Hedge Funds (formerly Derivatives Use, Trading & Regulation), Volume 11, Issue 2, pp. 105-125, 2005, with R. Batchelor and A. Alizadeh.
10. “Market Interactions in Returns and Volatilities between Spot and Forward Shipping Markets”, Journal of Banking and Finance, Volume 28, Issue 8, pp. 2015-2049, 2004, with M. Kavussanos.
11. “Over-the-Counter Forward Contracts and Spot Price Volatility in Shipping”, Transportation Research Part E: Logistics and Transportation Review, Volume 40, Issue 4, pp. 273-296, 2004, with M. Kavussanos and R. Batchelor.
12. “The Unbiasedness Hypothesis in the Freight Forward Market”, Review of Derivatives Research, Volume 7, Issue 3, pp. 241-266, 2004, with M. Kavussanos and D. Menachof.






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