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 1 2 374 0 2 3 976
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 0 0 0 444 0 0 0 1,488
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 0 180 0 0 0 477
Alternative Defaultable Term Structure Models 0 0 0 87 0 0 1 193
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 1 233
Credit Derivative Pricing with Stochastic Volatility Models 1 1 1 64 1 2 2 210
Economic Determinants of Oil Futures Volatility: A Term Structure Perspective 0 0 2 12 1 1 6 40
Empirical Hedging Performance on Long-Dated Crude Oil Derivatives 0 0 0 50 1 1 2 149
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 0 0 1 42 1 1 5 105
Forecasting Commodity Markets Volatility: HAR or Rough? 0 2 6 36 0 3 20 60
Hedging Futures Options with Stochastic Interest Rates 0 0 2 83 1 2 10 226
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 0 63 0 0 1 225
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 0 1 1 151
Pricing American Options under Regime Switching Using Method of Lines 0 0 1 37 0 1 3 95
Pricing American Options with Jumps in Asset and Volatility 1 1 5 43 1 2 11 124
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 0 0 2 51 0 1 4 145
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 1 235 0 0 1 885
The Economic Impact of Volatility Persistence on Energy Markets 0 1 8 26 3 11 38 91
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 0 0 7 65 0 1 10 154
The Return-Volatility Relation in Commodity Futures Markets 0 0 0 200 0 1 3 291
Wind Generation and the Dynamics of Electricity Prices in Australia 0 0 0 10 0 0 4 22
Total Working Papers 2 6 38 2,176 9 30 126 6,429

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 1 411
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps 0 0 0 32 0 0 0 203
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES 0 0 0 0 0 1 1 13
Alternative Defaultable Term Structure Models 0 0 0 1 0 0 0 19
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS 0 0 0 2 0 1 1 18
Determinants of the crude oil futures curve: Inventory, consumption and volatility 0 0 0 20 0 1 4 101
Economic determinants of oil futures volatility: A term structure perspective 0 0 1 6 0 2 8 40
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 1 1 1 2 2 2 2
Humps in the volatility structure of the crude oil futures market: New evidence 0 0 0 9 0 2 7 75
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 1 2 0 0 1 13
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies 0 1 1 1 0 3 3 3
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 3 21 0 1 5 95
Real-world jump-diffusion term structure models 0 0 0 48 0 1 1 155
The Return–Volatility Relation in Commodity Futures Markets 0 0 0 4 0 0 4 62
Wind generation and the dynamics of electricity prices in Australia 0 1 2 5 1 2 12 20
Total Journal Articles 1 3 9 298 3 16 50 1,255

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 2 5 13 3 12 48 125
Derivative Security Pricing 0 0 0 0 2 2 6 33
Total Books 0 2 5 13 5 14 54 158

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Statistics updated 2023-03-10