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 4 6 19 1,002
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 0 0 0 445 5 6 14 1,503
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 0 180 2 3 12 492
Alternative Defaultable Term Structure Models 1 1 1 88 3 4 13 207
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 1 32 3 3 8 98
An Implementation of the Shirakawa Jump-Diffusion Term Structure Model 0 0 0 1 1 2 6 239
Credit Derivative Pricing with Stochastic Volatility Models 0 0 0 64 4 9 20 234
Economic Determinants of Oil Futures Volatility: A Term Structure Perspective 0 0 1 13 3 9 16 58
Empirical Hedging Performance on Long-Dated Crude Oil Derivatives 0 0 0 53 2 16 27 183
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 0 0 0 45 2 2 9 120
Forecasting Commodity Markets Volatility: HAR or Rough? 0 2 5 49 8 10 28 109
Hedging Futures Options with Stochastic Interest Rates 0 0 0 87 6 8 15 250
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 1 65 6 8 18 248
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 2 2 7 161
Pricing American Options under Regime Switching Using Method of Lines 0 0 0 39 3 10 14 113
Pricing American Options with Jumps in Asset and Volatility 0 0 0 46 3 4 11 142
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 0 0 0 51 6 7 11 159
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 0 236 1 2 11 898
The Economic Impact of Volatility Persistence on Energy Markets 0 0 1 31 1 3 12 118
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 0 0 1 66 3 3 10 170
The Return-Volatility Relation in Commodity Futures Markets 1 1 1 201 3 9 15 311
Wind Generation and the Dynamics of Electricity Prices in Australia 0 0 0 12 2 3 14 41
Total Working Papers 2 4 12 2,221 73 129 310 6,856

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 2 3 11 425
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 1 3 6 19
Alternative Defaultable Term Structure Models 1 1 1 2 2 3 11 32
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS 0 0 0 2 0 3 4 25
Determinants of the crude oil futures curve: Inventory, consumption and volatility 0 0 0 20 3 7 15 121
Economic determinants of oil futures volatility: A term structure perspective 0 0 2 13 5 11 22 76
First Order Strong Approximations of Jump Diffusions 0 0 0 4 1 1 10 35
Forecasting volatility in commodity markets with long-memory models 1 4 12 27 3 10 50 91
Humps in the volatility structure of the crude oil futures market: New evidence 1 2 2 13 3 10 26 114
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 0 2 0 2 7 23
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies 0 0 2 7 3 4 13 25
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 1 25 3 7 14 123
Real-world jump-diffusion term structure models 0 0 2 54 2 4 14 177
The Return–Volatility Relation in Commodity Futures Markets 1 1 3 10 8 10 24 105
Wind generation and the dynamics of electricity prices in Australia 0 0 0 5 6 8 15 57
Total Journal Articles 4 8 25 359 42 86 248 1,660

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 4 5 17 170
Derivative Security Pricing 0 0 0 1 1 3 17 65
Total Books 0 0 2 19 5 8 34 235

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Statistics updated 2026-05-06