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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Publications

2012

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]

2010

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]

2007

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

2006

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

2005

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]

2004

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]

2003

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

2002

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]

2001

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]

2000

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]

1999

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]

1998

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

1995

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]

1994

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