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 1 374 0 1 5 979
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 0 193
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 0 233
Credit Derivative Pricing with Stochastic Volatility Models 0 0 1 64 0 0 3 211
Economic Determinants of Oil Futures Volatility: A Term Structure Perspective 0 0 0 12 1 1 3 42
Empirical Hedging Performance on Long-Dated Crude Oil Derivatives 0 1 2 52 0 2 4 152
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 0 0 1 43 0 0 2 106
Forecasting Commodity Markets Volatility: HAR or Rough? 1 2 7 41 1 6 18 72
Hedging Futures Options with Stochastic Interest Rates 0 0 1 84 0 0 4 227
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 0 63 0 0 0 225
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 0 0 1 151
Pricing American Options under Regime Switching Using Method of Lines 0 0 1 38 0 0 2 96
Pricing American Options with Jumps in Asset and Volatility 0 1 2 44 0 2 5 126
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 0 0 0 51 0 0 3 147
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 0 235 0 0 0 885
The Economic Impact of Volatility Persistence on Energy Markets 1 1 3 27 2 4 21 100
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 0 0 0 65 0 1 2 155
The Return-Volatility Relation in Commodity Futures Markets 0 0 0 200 0 1 4 294
Wind Generation and the Dynamics of Electricity Prices in Australia 0 0 1 11 0 0 2 24
Total Working Papers 2 5 20 2,189 4 18 79 6,472

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 1 2 413
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 0 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 3 4 21
Determinants of the crude oil futures curve: Inventory, consumption and volatility 0 0 0 20 0 0 3 101
Economic determinants of oil futures volatility: A term structure perspective 0 0 3 9 0 1 9 46
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 2 2 2 3 10 10
Humps in the volatility structure of the crude oil futures market: New evidence 0 0 1 10 0 4 9 82
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 0 2 0 0 2 15
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies 0 0 1 1 0 1 5 5
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 1 22 0 0 5 99
Real-world jump-diffusion term structure models 0 0 2 50 0 0 3 157
The Return–Volatility Relation in Commodity Futures Markets 0 0 1 5 0 0 7 68
Wind generation and the dynamics of electricity prices in Australia 0 0 2 5 0 2 8 25
Total Journal Articles 1 1 13 307 2 15 68 1,302

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 3 14 1 2 36 147
Derivative Security Pricing 0 0 0 0 0 1 7 37
Total Books 0 0 3 14 1 3 43 184

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Statistics updated 2023-11-05