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 1 1 1 445 1 1 1 1,489
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 0 180 0 1 2 480
Alternative Defaultable Term Structure Models 0 0 0 87 1 1 1 194
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 0 31 0 0 0 89
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 1 1 2 213
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 1 1 1 53 2 2 4 156
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 0 1 1 45 1 3 4 111
Forecasting Commodity Markets Volatility: HAR or Rough? 0 0 3 44 0 3 7 81
Hedging Futures Options with Stochastic Interest Rates 1 1 3 87 2 2 7 235
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 0 64 0 1 3 230
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 1 1 3 154
Pricing American Options under Regime Switching Using Method of Lines 1 1 1 39 2 2 3 99
Pricing American Options with Jumps in Asset and Volatility 0 0 2 46 0 0 3 130
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 0 0 0 51 0 0 0 147
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 2 2 30 0 2 4 106
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 0 0 0 65 2 2 5 160
The Return-Volatility Relation in Commodity Futures Markets 0 0 0 200 0 1 2 296
Wind Generation and the Dynamics of Electricity Prices in Australia 0 0 1 12 0 1 3 27
Total Working Papers 4 7 17 2,209 13 24 56 6,542

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 1 1 1 33 1 1 2 206
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 1 2 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 1 2 4 105
Economic determinants of oil futures volatility: A term structure perspective 0 0 1 10 1 1 5 53
First Order Strong Approximations of Jump Diffusions 0 0 0 4 0 0 0 25
Forecasting volatility in commodity markets with long-memory models 1 3 12 14 2 7 24 39
Humps in the volatility structure of the crude oil futures market: New evidence 0 0 0 11 0 0 3 87
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 0 2 0 1 1 16
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies 0 0 3 5 0 0 5 11
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 1 24 1 3 7 108
Real-world jump-diffusion term structure models 0 0 2 52 0 0 5 163
The Return–Volatility Relation in Commodity Futures Markets 0 0 1 6 0 5 11 80
Wind generation and the dynamics of electricity prices in Australia 0 0 0 5 1 3 10 39
Total Journal Articles 2 4 21 331 8 25 80 1,401

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 1 16 0 1 3 153
Derivative Security Pricing 0 0 0 0 0 2 9 47
Total Books 0 0 1 16 0 3 12 200

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Statistics updated 2025-03-03