Access Statistics for Christina Nikitopoulos-Sklibosios

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework 0 0 1 375 0 0 1 983
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 0 1 1 445 0 1 1 1,489
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 0 180 0 0 2 480
Alternative Defaultable Term Structure Models 0 0 0 87 0 1 1 194
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 0 31 1 1 1 90
An Implementation of the Shirakawa Jump-Diffusion Term Structure Model 0 0 0 1 0 0 0 233
Credit Derivative Pricing with Stochastic Volatility Models 0 0 0 64 0 2 2 214
Economic Determinants of Oil Futures Volatility: A Term Structure Perspective 0 0 0 12 0 0 0 42
Empirical Hedging Performance on Long-Dated Crude Oil Derivatives 0 1 1 53 0 2 2 156
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 0 0 1 45 0 1 3 111
Forecasting Commodity Markets Volatility: HAR or Rough? 0 0 3 44 0 0 6 81
Hedging Futures Options with Stochastic Interest Rates 0 1 2 87 0 2 4 235
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 0 64 0 0 2 230
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 0 1 3 154
Pricing American Options under Regime Switching Using Method of Lines 0 1 1 39 0 2 2 99
Pricing American Options with Jumps in Asset and Volatility 0 0 2 46 0 1 4 131
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 0 0 0 51 1 1 1 148
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 1 236 0 0 1 887
The Economic Impact of Volatility Persistence on Energy Markets 0 0 2 30 0 0 4 106
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 0 0 0 65 0 2 3 160
The Return-Volatility Relation in Commodity Futures Markets 0 0 0 200 0 0 2 296
Wind Generation and the Dynamics of Electricity Prices in Australia 0 0 1 12 0 0 2 27
Total Working Papers 0 4 16 2,209 2 17 47 6,546

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework 0 0 0 142 0 0 1 414
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps 0 1 1 33 0 1 1 206
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES 0 0 0 0 0 0 0 13
Alternative Defaultable Term Structure Models 0 0 0 1 0 1 2 21
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS 0 0 0 2 0 0 0 21
Determinants of the crude oil futures curve: Inventory, consumption and volatility 0 0 0 20 0 2 4 106
Economic determinants of oil futures volatility: A term structure perspective 0 1 2 11 0 2 5 54
First Order Strong Approximations of Jump Diffusions 0 0 0 4 0 0 0 25
Forecasting volatility in commodity markets with long-memory models 0 2 12 15 0 4 24 41
Humps in the volatility structure of the crude oil futures market: New evidence 0 0 0 11 1 1 4 88
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 0 2 0 0 1 16
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies 0 0 1 5 1 1 3 12
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 1 24 0 2 7 109
Real-world jump-diffusion term structure models 0 0 2 52 0 0 2 163
The Return–Volatility Relation in Commodity Futures Markets 0 1 1 7 0 1 9 81
Wind generation and the dynamics of electricity prices in Australia 0 0 0 5 0 4 11 42
Total Journal Articles 0 5 20 334 2 19 74 1,412

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Class of Markovian Models for the Term Structure of Interest Rates Under Jump-Diffusions 0 0 0 16 0 0 1 153
Derivative Security Pricing 1 1 1 1 1 1 9 48
Total Books 1 1 1 17 1 1 10 201

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Statistics updated 2025-05-12