Michael Tamvakis

Professor of Commodity Economics and Finance; Director, MSc in Energy, Trade & Finance
BSc (Econ; Athens); MSc (City); PhD (City)
Faculty of Finance
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de Menezes L., Houllier, M, Tamvakis, M. (2016), 'Time-Varying Convergence in European Electricity Spot Markets and their Association with Carbon and Fuel Prices', Energy Policy, 88, p.613-627; [Peer Reviewed]

Alizadeh A., Tamvakis, M. (2016), 'Market Conditions, Trader Types and Price-Volume Relation in Energy Futures Markets', Energy Economics, 56, p.134-149; [Peer Reviewed]

Pellet C., Tamvakis M. (2016), 'Investing in Copper Futures: Evaluation of Absolute Return Strategies Within a Discrete-State Hidden Markov Model', SRIC Working Paper Series, Geneva, 22 pages; working paper series: 1-6-2016 ; [Peer Reviewed]

Wu Z., Tamvakis M. (2016), 'Export Restrictions in Minerals and Metals Trade and Prediction of Policy Change', SRIC Working Paper Series, Geneva, 88 pages; working paper series: 1-6-2016 ; [Peer Reviewed]

Cor A., Tamvakis, M. (2016), 'Base Metals Inventories and their Influence on Futures Markets', SRIC Working Paper Series, Geneva, 37 pages; working paper series: 1-6-2016 ; [Peer Reviewed]


Tamvakis M (2015), 'Commodity Trade & Finance', ed. 2nd , London: Routledge


Tamvakis M (2012), 'International Seaborne Trade' in Wayne K. Talley (ed.), The Blackwell Companion to Maritime Economics (by invitation), Wiley-Blackwell, p.52-86; [Peer Reviewed]

Jin X., Xiaowen Lin, S. , Tamvakis, M. (2012), 'Volatility transmission and volatility impulse response functions in crude oil markets', Energy Economics, 34(6), p.2125-2134 ; [Peer Reviewed]


Tamvakis M., Lin, S.X. (2010), 'OPEC announcements and their effects on crude oil prices', Energy Policy, 38(2), p.1010-1016; keywords: OPEC; Event study; Price bands; [Peer Reviewed]

Tamvakis M (2010), 'Energy Economics and Trade' in C Th Grammenos (ed.), The Handbook of Maritime Economics and Business, ed. 2nd , London: Lloyd's List, Informa, p.117-178, ISBN 978-1-84311-880-0 ; [Peer Reviewed]


Tamvakis M (2007), 'Commodity Trade and Finance', London: Informa, p.310, ISBN 978-1-84311-704-9


Tamvakis M, Hallouche, H., Train, B. (2006), 'The Strategies of non-OECD Gas Producers', Oxford Energy Forum(64), p.16-18; [Peer Reviewed]


Tamvakis M, S.X. Lin (2005), 'Trading and news effects of NYMEX on IPE crude oil futures contracts', Journal of Derivatives and Hedge Funds (formerly Derivatives Use, Trading and Regulation), 10(4), p.338-348; [Peer Reviewed]


Tamvakis M, S.X. Lin (2004), 'Effects of Nymex trading on IPE Brent crude futures markets: a duration analysis', Energy Policy, 32(1), p.77-82; [Peer Reviewed]


Tamvakis M, S.X. Lin (2003), 'Trading Houses and the City of London', Report sponsored by the Educational Fund of the London Chamber of Commerce and Industry


Tamvakis M., Giamouridis, D. (2002), 'Asymptotic distribution expansions in option pricing: the case of energy and interest rate markets', Journal of Derivatives, 9(4), p.33-44; [Peer Reviewed]

Tamvakis M (2002), 'Chapter 6: Energy Economics and Trade' in Grammenos, C. Th. (ed.), The Handbook of Maritime Economics and Business, Lloyds of London Press, p.105-146; [Peer Reviewed]


Tamvakis M, S.X. Lin (2001), 'Spillover Effects in Energy Futures Markets', Energy Economics, 23(1), p.43-56; [Peer Reviewed]

Tamvakis M, Giamouridis, D. (2001), 'Returns and Volatilities in the Commodity Markets: The Role of Commodities as an Alternative Means of Portfolio Risk Diversification', Journal of Alternative Investments, 4(1), p.54-62; [Peer Reviewed]


Tamvakis M (2000), 'The NSR's Commercial Potential and Restraints' in Ragner, C. L (ed.), The 21 st Century - Turning Point for the Northern Sea Route?, Kluwer Academic Publishers; [Peer Reviewed]

Tamvakis M, Thanopoulou, H. A. (2000), 'Does Quality Pay? The Case of the Dry Bulk Market', Transportation Research Part E: Logistics and Transportation Review, 36(4), p.297-307; [Peer Reviewed]


Tamvakis M, A. Granberg and E. Gold (1999), 'Economy and Commercial Viability of the Northern Sea Route' in Ostreng, W. (ed.), The Natural and Societal Challenges of the Northern Sea Route: A Reference Work, Kluwer Academic Publishers

Tamvakis M, T. P. Mayr (1999), 'The dynamic relationships between paper petroleum refining and physical trade of crude oil into the United States', Maritime Policy & Management, 26(2), p.127-136; [Peer Reviewed]


Tamvakis M, H. Thanopoulou (1998), 'Two-tier dry market myths put to the test', The Baltic - The official magazine of the Baltic Exchange (by invitation), London: WH Robinson, 4 pages


Tamvakis M (1995), 'Evidence on the Existence of a Two-Tier Spot Charter Market for Crude Oil Carriers', Maritime Policy and Management, 22(1), p.81-90; [Peer Reviewed]


Tamvakis M, P. Papadopoulos (1994), 'Applications of Probability Theory to Marine Project Appraisal', Maritime Policy and Management, 21(2), p.103-123; [Peer Reviewed]