Korea Maritime & Ocean University
GRADUATE SCHOOL OF
MARITIME FINANCE
한국해양대학교 해양금융대학원
교수진소개
해외교수
교수진소개해외교수
해외교수
초빙교수
- 이름 Nikos Nomikos
- 전공 MSc Shipping Trade & Finance
- 연구실위치 Bayes Business School City University of London
- 전화 +44 (0)20 7040 0104
- E-mail n.nomikos@city.ac.uk
- 실험실
-
주요약력
● MSc Shipping, Trade & Finance, Director, 2003 - present,
● MSc Shipping, Trade & Finance, Admissions Tutor, 2003 - present,
● Elected member, The Atheniaum, 2009 ？ present
● International Association of Energy Economists, Sep 2003 - present
● Institute of Chartered Shipbrokers, Sep 2002 - present
● International Association of Maritime Economists, Sep 2002 - present -
주요경력
● Journal of Commodity Markets, Associate Editor, 2015 ？ present.
● Journal of Transport Economics and Policy, Referee, 2013 ？ present.
● International Journal of Financial Engineering and Risk Management, Member of Editorial Board, 2012 ？ present.
● Journal of Energy Markets, Referee, 2012 ？ present.
● Annals of Operations Research, Referee, 2011 ？ present.
● Journal of Applied Mathematics and Decision Sciences, Referee, 2011 ？ present.
● International Review of Economics and Finance, Referee, 2009 ？ present.
● Journal of banking and Finance, Referee, 2009 ？ present.
● Energy Economics, Referee, 2007 ？ present.
● Energy Journal, Referee, 2007 ？ present.
● Review of Derivatives Research, Referee, 2005 ？ present.
● Transportation Research part E, Referee, 2005 ？ present.
● Energy Risk, Referee, 2004 ？ present.
● Maritime Policy and Management, Referee, 2004 ？ present. -
주요연구분야
● Alizadeh, A.H. and Nomikos, N.K. (2009). Shipping Derivatives and Risk Management. Palgrave Macmillan UK. ISBN 978-1-349-30344-1.
● Alizadeh, A. and Nomikos, N. (2009). Shipping Derivatives and Risk Management. Palgrave Macmillan. ISBN 978-0-230-21591-7.
● Nomikos, N. and Karimalis, E. (2014). Measuring Systemic Risk in the European Banking Sector. A Copula CoVar Approach. 2014 Financial Engineering and Banking Society (FEBS) Conference 21-23 June, University of Surrey.
● Kyriakou, I., Nomikos, N.K., Pouliasis, P.K. and Papapostolou, N.C. (2013). Pricing of Asian-style options with discrete sampling under affine models: Application and analysis in oil markets. Cass-ESCP 51st Meeting of the Euro Working Group on Commodities and Financial Modelling London, UK.
● Nomikos, N., Kyriakou, I., Papapostolou, N.C. and Pouliasis, P.K. (2012). Freight options: price modelling and empirical analysis. Managing the Risks of Commodities and Food Prices Conference London, UK.
● Andriosopoulos, K. and Nomikos, N. (2012). Risk management in the energy markets and value-at-risk modelling: A hybrid approach.
● Nomikos, N., Kyriakou, I., Papapostolou, N.C. and Pouliasis, P.K. (2011). Freight options: price modelling and empirical analysis. 2011 Shipping Risk Management Symposium Hamburg.
● Nomikos, N. (2007). A Markov Regime Switching Approach for Hedging Energy Commodities. Commodities Conference Practitioner.
● Soldatos, O. and Nomikos, N. (2005). Affine Jump Diffusion Models for Electricity Derivatives. International Association of Energy Economists Conference Norway.
● 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.
● Grammenos, C.T., Papapostolou, N.C. and Nomikos, N. (2005). Estimating The Probability of Default For Shipping High Yield Bond Issues. International Association of Maritime Economists Conference Cyprus.
● Grammenos, C., Papapostolou, N. and Nomikos, N. (2004). Estimating the Probability of Default for High Yield Bond Issues. Seminar on Issues Relating to Maritime Economics and Business Cass, London.
● Haigh, M., Bessler, D. and Nomikos, N. (2004). Integration and Causality in International Freight markets - modelling with Error Correction and Directed Acyclic Graphs. IAME Ismir, Turkey.
● Alizadeh, A. and Nomikos, N. (2004). Investment Timing and Trading Strategies in the Sale and Purchase Market for Ships. Seminar on Issues Relating to Maritime Economics and Business Cass, London.
● 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.
● Alizadeh, A. and Nomikos, N. (2003). Market Conditions and Stock Indices Hedging: a Markov Regime Switching Approach. Multinational Finance Society July, Montreal, Canada.
● 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.
● Alizadeh, A. and Nomikos, N. (2003). Efficiency of Electricity Futures Prices; Evidence from the Nord Pool Exchange. Cass Research Workshops in Finance London, March.
● Alizadeh, A. and Nomikos, N. (2003). The Efficiency of the Forward Bunker Market. Logistics Research Network Conference London.
● Alizadeh, A. and Nomikos, N. (2003). The Price-Volume Relationship in the Sale & Purchase Markets for Ships. International Maritime Policy Conference London, 14-15 May 2003.
● Alizadeh, A. and Nomikos, N. (2003). The Efficiency of the Forward Bunker Market. International Association of Maritime Economist's Conference Korea, September 2003.
● Alizadeh, A. and Nomikos, N. (2002). Cost of Carry, Predictability and Arbitrage Opportunities between Oil Futures and Tanker Freight Markets. 2002 International Association of Maritime Economists Conference 13-15 November, Panama City, Panama.
● Alizadeh, A. and Nomikos, N. (2002). Market Conditions and Stock Indices Hedging; A Markov Regime Switching Approach. Research Workshop in Finance City University, London, March.
● Kavussanos, M. and Nomikos, N. (2002). Price Discovery, Causality and Forecasting in the Freight Futures Market. 9th Multinational Finance Society Conference Cyprus, 1-3 July 2002.
● Alizadeh, A. and Nomikos, N. (2002). The Price-Volume Relationship in the Sale & Purchase Markets for Ships. 2002 International Association of Maritime Economists Conference Panama City, Panama, 13-15 November.
● Kavussanos, M. and Nomikos, N. (2000). Futures Hedging when the composition of the underlying asset changes; The case of the BIFFEX contract. Joint Meeting and Educational Programme of the American Society of Transportation and Logistics (ASTL) and The Intermodal Distribution Education Academy (IDEA) Atlanta, Georgia, USA, 10-13 April.
● Kavussanos, M. and Nomikos, N. (2000). Futures Hedging when the composition of the underlying asset changes; The case of the BIFFEX contract. SIG2-Group of the World Conference on Transport Research Society Genoa, Italy, 8-10 June.
● Kavussanos, M. and Nomikos, N. (2000). Short-run deviations, volatility and hedging in the freight futures market. 4th Congress on Macroeconomics and Finance University of Crete, Greece, 25-28 May.
● Kavussanos, M. and Nomikos, N. (1998). Constant vs. Time-Varying Hedge Ratios in the BIFFEX Market. World Conference on Transport Reseach Antwerp, Belgium, 12 - 17 July.
● Kavussanos, M. and Nomikos, N. (1998). Price Discovery, Causality and Forecasting in the Freight Futures Market. Research Workshop in Finance City University, London, 9 November.
● Kavussanos, M. and Nomikos, N. (1997). The Forward Pricing Function of the Shipping Freight Futures Market. International Association of Maritime Economists Conference London, 22 - 24 September. 연구업적검색서비스
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