Efthymios Roumpis is Assistant Professor of Maritime Economics, at the Department of Port Management & Shipping, National and Kapodistrian University of Athens, Greece. Efthymios holds a MSc in Shipping, Trade and Transport and a PhD in Shipping Finance from the Department of Shipping Trade and Transport, University of the Aegean, Greece.
Research fields of interest include shipping economics and finance, shipping risk management, commodities, pricing derivatives. Efthymios has published his research in international academic journals such as Maritime Policy & Management, Journal of International Financial Markets, Institutions & Money και Journal of Economic Asymmetries.
Efthymios has an extensive professional experience in shipping economics and financial advisory services. He worked at Tufton Oceanic with his role focusing on developing quantitative models for shipping markets analysis and financial models for the shipping sector. Efthymios also worked at Deloitte providing consulting services for multiple organizations with specialist experience in market risk, credit risk and pricing derivatives.
– Syriopoulos, T., Roumpis, E., Tsatsaronis, M., 2023. Hedging Strategies in Carbon Emission Price Dynamics: Implications for Shipping Markets, Energies 16(17), 6396.
– Gavalas, D., Syriopoulos, T., Roumpis, E., 2022. Digital adoption and efficiency in maritime industry, Journal of Shipping and Trade, 7:11.
-Tsakalos, I., Roumpis, E., 2020. 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, 37-56, Hershey, PA: IGI Global.
–Roumpis, E., Syriopoulos, T., 2014. Dynamics and risk factors in hedge funds returns: Implications for portfolio construction and performance evaluation, Journal of Economic
Asymmetries 11(1), 58-77.
-Tsamourgelis, I., Roumpis, E., 2012. Micro founded freight rates dynamics in international bulk shipping, Journal of Shipping and Ocean Engineering 2, 115-124.
-Thomaidis, N., Roumpis, E., Karavas, V., 2011. 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, 74-96, Palgrave Macmillan.
-Thomaidis, N., Roumpis, E., Kondakis, N., 2010. Optimal portfolio allocation strategies with dynamic factor models, International Journal of Financial Markets and Derivatives 1(4), 352-370.
-Syriopoulos, T., Roumpis, E., 2009. Dynamic correlations, volatility effects in the Balkan equity markets, Journal of International Financial Markets, Institutions and Money 19(4), 565-587.
-Syriopoulos, T., Roumpis, E., 2009. Asset allocation and value at risk in shipping equity portfolios, Maritime Policy and Management 36(1), 57-78.
-Syriopoulos, T., Roumpis, E., 2006. Price and volume dynamics in second-hand dry bulk and tanker shipping markets, Maritime Policy and Management 33(5), 497-518.
