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 5 12 13 996
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 0 0 1 445 4 7 9 1,497
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 0 180 4 7 9 489
Alternative Defaultable Term Structure Models 0 0 0 87 1 7 10 203
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 1 32 4 4 6 95
An Implementation of the Shirakawa Jump-Diffusion Term Structure Model 0 0 0 1 3 4 4 237
Credit Derivative Pricing with Stochastic Volatility Models 0 0 0 64 6 11 13 225
Economic Determinants of Oil Futures Volatility: A Term Structure Perspective 0 0 1 13 4 5 7 49
Empirical Hedging Performance on Long-Dated Crude Oil Derivatives 0 0 1 53 6 8 13 167
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 0 0 0 45 3 6 8 118
Forecasting Commodity Markets Volatility: HAR or Rough? 1 2 3 47 9 13 18 99
Hedging Futures Options with Stochastic Interest Rates 0 0 1 87 3 5 9 242
Humps in the Volatility Structure of the Crude Oil Futures Market 0 1 1 65 2 8 10 240
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 2 5 6 159
Pricing American Options under Regime Switching Using Method of Lines 0 0 1 39 1 3 6 103
Pricing American Options with Jumps in Asset and Volatility 0 0 0 46 4 4 8 138
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 0 0 0 51 2 4 5 152
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 0 236 3 7 9 896
The Economic Impact of Volatility Persistence on Energy Markets 0 0 1 31 2 5 9 115
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 0 0 1 66 2 4 9 167
The Return-Volatility Relation in Commodity Futures Markets 0 0 0 200 3 3 6 302
Wind Generation and the Dynamics of Electricity Prices in Australia 0 0 0 12 3 7 11 38
Total Working Papers 1 3 12 2,217 76 139 198 6,727

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 4 5 8 422
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps 0 0 1 33 5 5 7 212
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES 0 0 0 0 2 2 3 16
Alternative Defaultable Term Structure Models 0 0 0 1 3 7 9 29
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS 0 0 0 2 1 1 1 22
Determinants of the crude oil futures curve: Inventory, consumption and volatility 0 0 0 20 3 5 10 114
Economic determinants of oil futures volatility: A term structure perspective 0 1 3 13 4 7 13 65
First Order Strong Approximations of Jump Diffusions 0 0 0 4 3 8 9 34
Forecasting volatility in commodity markets with long-memory models 0 4 10 23 13 29 44 81
Humps in the volatility structure of the crude oil futures market: New evidence 0 0 0 11 4 14 17 104
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 0 2 4 5 5 21
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies 0 0 2 7 3 5 10 21
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 1 25 1 3 9 116
Real-world jump-diffusion term structure models 0 0 2 54 1 6 10 173
The Return–Volatility Relation in Commodity Futures Markets 0 0 3 9 5 9 15 95
Wind generation and the dynamics of electricity prices in Australia 0 0 0 5 0 1 11 49
Total Journal Articles 0 5 22 351 56 112 181 1,574

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 7 12 165
Derivative Security Pricing 0 0 1 1 1 5 15 62
Total Books 0 0 3 19 5 12 27 227

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Statistics updated 2026-02-12