Access Statistics for George Skiadopoulos

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 New Predictor of US. Real Economic Activity: The S&P 500 Option Implied Risk Aversion 0 0 0 31 1 1 5 97
Capital Structure and Financial Flexibility: Expectations of Future Shocks 0 0 1 2 0 0 4 92
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 0 2 0 0 2 27
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 1 1 1 12 1 1 2 57
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 0 31 0 0 0 49
The Contribution of Frictions to Expected Returns 0 0 0 9 0 0 3 69
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure 0 0 2 17 0 2 7 22
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 1 0 0 2 25
Total Working Papers 1 1 4 105 2 4 25 438
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion 0 0 0 5 0 0 1 29
A Review of Stochastic Volatility Processes: Properties and Implications 0 0 1 1 0 0 1 1
A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options 0 0 1 157 0 1 7 354
An empirical comparison of continuous-time models of implied volatility indices 0 0 2 150 0 0 5 313
Are VIX futures prices predictable? An empirical investigation 0 0 1 21 0 1 3 78
Are VIX futures prices predictable? An empirical investigation 0 0 1 77 0 1 4 237
Are freight futures markets efficient? Evidence from IMAREX 0 2 2 31 0 2 5 138
Are there common factors in individual commodity futures returns? 0 0 5 59 0 0 12 261
Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets 0 0 2 94 0 0 5 342
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices 0 0 0 154 0 0 4 352
Capital structure and financial flexibility: Expectations of future shocks 1 1 4 13 1 2 13 89
Dissecting climate risks: Are they reflected in stock prices? 0 1 6 18 1 10 41 79
Diversification benefits of commodities: A stochastic dominance efficiency approach 1 1 1 37 2 4 12 135
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns 0 0 1 21 1 2 6 93
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS 0 0 0 9 0 1 3 28
Investing in commodities: Popular beliefs and misconceptions 0 0 0 2 0 0 2 10
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market 0 0 0 1 0 0 2 25
Learning and Index Option Returns 0 0 0 5 0 0 0 19
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 2 6 47 2 4 14 100
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 0 58 0 1 3 204
Positive stock information in out-of-the-money option prices 0 0 1 6 0 1 7 34
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options 0 0 2 23 0 0 2 86
Should investors include commodities in their portfolios after all? New evidence 0 3 12 270 1 8 32 709
Simulating the Evolution of the Implied Distribution 0 0 0 19 0 0 0 52
The Dynamics of the S&P 500 Implied Volatility Surface 3 3 17 673 5 6 34 1,414
The Greek implied volatility index: construction and properties 0 0 0 90 0 2 2 429
The effects of margin changes on commodity futures markets 0 0 2 17 0 0 4 87
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY 0 0 1 23 0 0 2 49
Volatility options: Hedging effectiveness, pricing, and model error 0 0 0 2 0 0 1 25
Volatility spillovers and the effect of news announcements 0 0 2 76 0 1 5 246
Total Journal Articles 5 13 70 2,159 13 47 232 6,018

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling the Dynamics of Temperature with a View to Weather Derivatives 0 0 0 8 0 0 3 54
Total Chapters 0 0 0 8 0 0 3 54

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Statistics updated 2025-05-12