{"id":"https://openalex.org/W3206552488","doi":"https://doi.org/10.1007/s12351-021-00673-y","title":"VaR as a risk management framework for the spot and futures tanker markets","display_name":"VaR as a risk management framework for the spot and futures tanker markets","publication_year":2021,"publication_date":"2021-10-03","ids":{"openalex":"https://openalex.org/W3206552488","doi":"https://doi.org/10.1007/s12351-021-00673-y","mag":"3206552488"},"language":"en","primary_location":{"id":"doi:10.1007/s12351-021-00673-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12351-021-00673-y","pdf_url":null,"source":{"id":"https://openalex.org/S140563256","display_name":"Operational Research","issn_l":"1109-2858","issn":["1109-2858","1866-1505"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operational Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5079462289","display_name":"Charalampos Basdekis","orcid":"https://orcid.org/0000-0003-3497-1430"},"institutions":[{"id":"https://openalex.org/I200777214","display_name":"National and Kapodistrian University of Athens","ror":"https://ror.org/04gnjpq42","country_code":"GR","type":"education","lineage":["https://openalex.org/I200777214"]}],"countries":["GR"],"is_corresponding":true,"raw_author_name":"Charalampos Basdekis","raw_affiliation_strings":["Department of Economics, National & Kapodistrian University of Athens, Athens, Greece"],"affiliations":[{"raw_affiliation_string":"Department of Economics, National & Kapodistrian University of Athens, Athens, Greece","institution_ids":["https://openalex.org/I200777214"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5026300491","display_name":"Apostolos G. Christopoulos","orcid":"https://orcid.org/0000-0003-2617-970X"},"institutions":[{"id":"https://openalex.org/I98805295","display_name":"University of the Aegean","ror":"https://ror.org/03zsp3p94","country_code":"GR","type":"education","lineage":["https://openalex.org/I98805295"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Apostolos Christopoulos","raw_affiliation_strings":["Department of Business Administration, University of the Aegean, Chios, Greece"],"affiliations":[{"raw_affiliation_string":"Department of Business Administration, University of the Aegean, Chios, Greece","institution_ids":["https://openalex.org/I98805295"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5051941467","display_name":"Gkolfinopoulos Alexandros","orcid":null},"institutions":[{"id":"https://openalex.org/I174458059","display_name":"National Technical University of Athens","ror":"https://ror.org/03cx6bg69","country_code":"GR","type":"education","lineage":["https://openalex.org/I174458059"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Alexandros Gkolfinopoulos","raw_affiliation_strings":["School of Applied Mathematics & Physics, National Technical University of Athens, Athens, Greece"],"affiliations":[{"raw_affiliation_string":"School of Applied Mathematics & Physics, National Technical University of Athens, Athens, Greece","institution_ids":["https://openalex.org/I174458059"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5068537250","display_name":"Ioannis Katsampoxakis","orcid":"https://orcid.org/0000-0001-8019-6231"},"institutions":[{"id":"https://openalex.org/I200777214","display_name":"National and Kapodistrian University of Athens","ror":"https://ror.org/04gnjpq42","country_code":"GR","type":"education","lineage":["https://openalex.org/I200777214"]}],"countries":["GR"],"is_corresponding":false,"raw_author_name":"Ioannis Katsampoxakis","raw_affiliation_strings":["Department of Economics, National & Kapodistrian University of Athens, Athens, Greece"],"affiliations":[{"raw_affiliation_string":"Department of Economics, National & Kapodistrian University of Athens, Athens, Greece","institution_ids":["https://openalex.org/I200777214"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5079462289"],"corresponding_institution_ids":["https://openalex.org/I200777214"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.896,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.78149095,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":99},"biblio":{"volume":"22","issue":"4","first_page":"4287","last_page":"4352"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.991100013256073,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12276","display_name":"Risk Management in Financial Firms","score":0.991100013256073,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9891999959945679,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11223","display_name":"Maritime Ports and Logistics","score":0.9807000160217285,"subfield":{"id":"https://openalex.org/subfields/2209","display_name":"Industrial and Manufacturing Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.8947798013687134},{"id":"https://openalex.org/keywords/computational-intelligence","display_name":"Computational intelligence","score":0.6998058557510376},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.601385772228241},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.4609902501106262},{"id":"https://openalex.org/keywords/business-intelligence","display_name":"Business intelligence","score":0.4129071831703186},{"id":"https://openalex.org/keywords/risk-analysis","display_name":"Risk analysis (engineering)","score":0.35448455810546875},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3330431580543518},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.12542009353637695},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.12502789497375488},{"id":"https://openalex.org/keywords/knowledge-management","display_name":"Knowledge management","score":0.09455606341362}],"concepts":[{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.8947798013687134},{"id":"https://openalex.org/C139502532","wikidata":"https://www.wikidata.org/wiki/Q1122090","display_name":"Computational intelligence","level":2,"score":0.6998058557510376},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.601385772228241},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4609902501106262},{"id":"https://openalex.org/C2767350","wikidata":"https://www.wikidata.org/wiki/Q6662173","display_name":"Business intelligence","level":2,"score":0.4129071831703186},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.35448455810546875},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3330431580543518},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.12542009353637695},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.12502789497375488},{"id":"https://openalex.org/C56739046","wikidata":"https://www.wikidata.org/wiki/Q192060","display_name":"Knowledge management","level":1,"score":0.09455606341362}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s12351-021-00673-y","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12351-021-00673-y","pdf_url":null,"source":{"id":"https://openalex.org/S140563256","display_name":"Operational Research","issn_l":"1109-2858","issn":["1109-2858","1866-1505"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Operational Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:operea:v:22:y:2022:i:4:d:10.1007_s12351-021-00673-y","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s12351-021-00673-y","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":53,"referenced_works":["https://openalex.org/W113054917","https://openalex.org/W569936482","https://openalex.org/W1417853016","https://openalex.org/W1530688987","https://openalex.org/W1571438983","https://openalex.org/W1577789187","https://openalex.org/W1604768995","https://openalex.org/W1741572234","https://openalex.org/W1855361975","https://openalex.org/W1971844251","https://openalex.org/W1979575715","https://openalex.org/W1979593580","https://openalex.org/W1989824032","https://openalex.org/W1991475547","https://openalex.org/W1994177366","https://openalex.org/W1999814123","https://openalex.org/W1999996900","https://openalex.org/W2005424182","https://openalex.org/W2027857183","https://openalex.org/W2031418630","https://openalex.org/W2043121114","https://openalex.org/W2045907900","https://openalex.org/W2051273538","https://openalex.org/W2061160212","https://openalex.org/W2064978316","https://openalex.org/W2065598626","https://openalex.org/W2076209196","https://openalex.org/W2079615115","https://openalex.org/W2082745533","https://openalex.org/W2085688293","https://openalex.org/W2090315182","https://openalex.org/W2111724258","https://openalex.org/W2147317922","https://openalex.org/W2149184771","https://openalex.org/W2316921999","https://openalex.org/W2496717212","https://openalex.org/W2604543828","https://openalex.org/W2639148822","https://openalex.org/W2807239190","https://openalex.org/W2807753999","https://openalex.org/W2896390179","https://openalex.org/W3009645016","https://openalex.org/W3021411508","https://openalex.org/W3084430745","https://openalex.org/W3122265940","https://openalex.org/W3122575960","https://openalex.org/W3123098930","https://openalex.org/W3125246470","https://openalex.org/W3125623747","https://openalex.org/W3152307685","https://openalex.org/W3153319816","https://openalex.org/W4230670048","https://openalex.org/W4232114364"],"related_works":["https://openalex.org/W1923764247","https://openalex.org/W4252059530","https://openalex.org/W2114208415","https://openalex.org/W2369233745","https://openalex.org/W2125534874","https://openalex.org/W2611614597","https://openalex.org/W2619501344","https://openalex.org/W4240788009","https://openalex.org/W4386500624","https://openalex.org/W2246096879"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":2},{"year":2022,"cited_by_count":3}],"updated_date":"2026-04-11T08:14:18.477133","created_date":"2025-10-10T00:00:00"}
