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 0 2 5 99
Capital Structure and Financial Flexibility: Expectations of Future Shocks 0 1 1 3 0 2 3 94
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 0 2 1 1 1 28
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 0 0 1 12 1 3 4 60
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 1 32 0 0 2 51
The Contribution of Frictions to Expected Returns 0 0 0 9 0 0 4 70
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure 1 1 1 18 2 2 5 24
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 1 0 0 2 25
Total Working Papers 1 2 4 108 4 10 26 451
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 0 1 0 0 0 1
A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options 0 0 0 157 0 0 5 354
An empirical comparison of continuous-time models of implied volatility indices 0 1 1 151 0 1 4 314
Are VIX futures prices predictable? An empirical investigation 0 0 1 77 0 2 7 240
Are VIX futures prices predictable? An empirical investigation 0 0 1 21 0 0 5 80
Are freight futures markets efficient? Evidence from IMAREX 0 0 3 32 0 0 7 140
Are there common factors in individual commodity futures returns? 0 0 4 60 0 1 9 265
Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets 0 0 1 94 0 1 3 343
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices 0 0 0 154 0 1 4 354
Capital structure and financial flexibility: Expectations of future shocks 0 0 3 14 4 4 15 96
Dissecting climate risks: Are they reflected in stock prices? 2 4 11 25 3 10 52 100
Diversification benefits of commodities: A stochastic dominance efficiency approach 0 0 1 37 1 1 11 136
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns 1 1 2 22 1 1 4 94
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS 0 0 0 9 0 0 2 28
Investing in commodities: Popular beliefs and misconceptions 0 0 0 2 0 0 1 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 1 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 1 6 49 0 1 12 103
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 1 2 2 60 1 2 6 207
Positive stock information in out-of-the-money option prices 0 0 1 7 0 0 4 36
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options 0 0 1 23 0 0 1 86
Should investors include commodities in their portfolios after all? New evidence 2 2 11 274 2 2 27 717
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 2 3 15 679 3 5 31 1,423
The Greek implied volatility index: construction and properties 0 0 0 90 1 1 3 430
The effects of margin changes on commodity futures markets 0 1 2 18 0 1 4 89
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY 0 0 1 23 0 1 2 50
Volatility options: Hedging effectiveness, pricing, and model error 1 1 1 3 1 2 2 27
Volatility spillovers and the effect of news announcements 0 0 1 76 0 0 3 246
Total Journal Articles 9 16 69 2,188 17 37 226 6,094

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 1 1 55
Total Chapters 0 0 0 8 0 1 1 55

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Statistics updated 2025-10-06