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 0 375 0 5 20 1,003
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 0 0 0 445 0 6 14 1,504
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 0 180 0 3 13 493
Alternative Defaultable Term Structure Models 0 1 1 88 0 4 14 208
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 1 32 0 4 9 99
An Implementation of the Shirakawa Jump-Diffusion Term Structure Model 0 0 0 1 0 1 6 239
Credit Derivative Pricing with Stochastic Volatility Models 0 0 0 64 0 4 20 234
Economic Determinants of Oil Futures Volatility: A Term Structure Perspective 0 0 1 13 0 3 16 58
Empirical Hedging Performance on Long-Dated Crude Oil Derivatives 0 0 0 53 1 4 29 185
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 0 0 0 45 0 3 10 121
Forecasting Commodity Markets Volatility: HAR or Rough? 0 0 5 49 0 10 29 111
Hedging Futures Options with Stochastic Interest Rates 0 0 0 87 0 6 15 250
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 1 65 0 6 17 248
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 0 2 7 161
Pricing American Options under Regime Switching Using Method of Lines 0 0 0 39 0 3 14 113
Pricing American Options with Jumps in Asset and Volatility 0 0 0 46 0 3 10 142
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 0 0 0 51 0 7 12 160
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 0 236 0 1 11 898
The Economic Impact of Volatility Persistence on Energy Markets 0 0 0 31 0 1 10 118
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 0 0 0 66 0 4 10 171
The Return-Volatility Relation in Commodity Futures Markets 0 1 1 201 0 4 16 312
Wind Generation and the Dynamics of Electricity Prices in Australia 0 0 0 12 0 3 15 42
Total Working Papers 0 2 10 2,221 1 87 317 6,870

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 1 4 12 427
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps 0 0 0 33 0 0 6 212
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES 0 0 0 0 0 2 6 20
Alternative Defaultable Term Structure Models 0 1 1 2 0 2 11 32
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS 0 0 0 2 0 0 4 25
Determinants of the crude oil futures curve: Inventory, consumption and volatility 0 0 0 20 1 6 17 124
Economic determinants of oil futures volatility: A term structure perspective 1 1 3 14 2 8 24 79
First Order Strong Approximations of Jump Diffusions 0 0 0 4 0 1 10 35
Forecasting volatility in commodity markets with long-memory models 0 4 13 30 1 7 50 95
Humps in the volatility structure of the crude oil futures market: New evidence 0 1 2 13 1 6 29 117
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 0 2 0 2 9 25
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies 0 0 1 7 0 4 12 26
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 1 25 0 3 13 123
Real-world jump-diffusion term structure models 0 0 2 54 1 3 15 178
The Return–Volatility Relation in Commodity Futures Markets 0 1 3 10 0 8 23 105
Wind generation and the dynamics of electricity prices in Australia 0 0 0 5 0 7 15 58
Total Journal Articles 1 8 26 363 7 63 256 1,681

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 2 18 0 4 15 170
Derivative Security Pricing 0 0 0 1 1 3 19 67
Total Books 0 0 2 19 1 7 34 237

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Statistics updated 2026-07-10