Publications

2024
Karditsa A, Roumpis E, Markozanes F, Lesioti M, Monioudi I, Poulos S, Hatzaki M, Vaggelas G. The Impact of Sea Level Rise on the Port of Heraklio: Operational Risk Assessment and Economic Implications. Technical Annals. 2024;1(7).
2023
Syriopoulos T, Roumpis E, Tsatsaronis M. Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets. Energies. 2023;16(17):6396.
2022
Gavalas D, Syriopoulos T, Roumpis E. Digital adoption and efficiency in maritime industry. Journal of Shipping and Trade. 2022;7(11).
2020
Tsakalos I, Roumpis E. FED’s unconventional monetary policy and correlation dynamics among conventional and alternative investments. in C. Zopounidis, D. Kenourgios and G. Dotsis (Eds.), Recent Advances and applications in Alternative Investments, Hershey, PA: IGI Global. 2020:37-56.
2014
Roumpis E, Syriopoulos T. Dynamics and risk factors in hedge funds returns: Implications for portfolio construction and performance evaluation. Journal of Economic Asymmetries. 2014;11(1):58-77.
2012
Tsamourgelis I, Roumpis E. Micro founded freight rates dynamics in international bulk shipping. Journal of Shipping and Ocean Engineering. 2012;2:115-124.
2011
Thomaidis N, Roumpis E, Karavas V. Quantification on risk and return for portfolio optimization: a comparison of forecasting models. in G.N. Gregoriou and R. Pascalau (eds.), Nonlinear Financial Econometrics: Forecasting Models, Computational and Bayesian Models,Palgrave Macmillan. 2011:74-96.
2010
Thomaidis N, Roumpis E, Kondakis N. Optimal portfolio allocation strategies with dynamic factor models. International Journal of Financial Markets and Derivatives. 2010;1(4):352-370.
2009
Syriopoulos T, Roumpis E. Asset allocation and value at risk in shipping equity portfolios. Maritime Policy and Management. 2009;36(1):57-78.
Syriopoulos T, Roumpis E. Dynamic correlations, volatility effects in the Balkan equity markets. Journal of International Financial Markets, Institutions and Money. 2009;19(4):565-587.
2006
Syriopoulos T, Roumpis E. Price and volume dynamics in second-hand dry bulk and tanker shipping markets. Maritime Policy and Management. 2006;33(5):497-518.