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 2 7 15 998
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 0 0 0 445 1 5 9 1,498
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 0 180 1 5 10 490
Alternative Defaultable Term Structure Models 0 0 0 87 1 2 10 204
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 1 32 0 4 6 95
An Implementation of the Shirakawa Jump-Diffusion Term Structure Model 0 0 0 1 0 4 5 238
Credit Derivative Pricing with Stochastic Volatility Models 0 0 0 64 3 11 16 230
Economic Determinants of Oil Futures Volatility: A Term Structure Perspective 0 0 1 13 1 10 13 55
Empirical Hedging Performance on Long-Dated Crude Oil Derivatives 0 0 0 53 12 20 25 181
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 0 0 0 45 0 3 7 118
Forecasting Commodity Markets Volatility: HAR or Rough? 1 3 5 49 1 11 20 101
Hedging Futures Options with Stochastic Interest Rates 0 0 0 87 2 5 9 244
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 1 65 1 4 12 242
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 0 2 5 159
Pricing American Options under Regime Switching Using Method of Lines 0 0 0 39 2 8 11 110
Pricing American Options with Jumps in Asset and Volatility 0 0 0 46 1 5 8 139
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 0 0 0 51 1 3 6 153
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 0 236 1 4 10 897
The Economic Impact of Volatility Persistence on Energy Markets 0 0 1 31 0 4 11 117
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 0 0 1 66 0 2 7 167
The Return-Volatility Relation in Commodity Futures Markets 0 0 0 200 0 9 12 308
Wind Generation and the Dynamics of Electricity Prices in Australia 0 0 0 12 0 4 12 39
Total Working Papers 1 3 10 2,219 30 132 239 6,783

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 1 5 9 423
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps 0 0 0 33 0 5 6 212
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES 0 0 0 0 1 4 5 18
Alternative Defaultable Term Structure Models 0 0 0 1 1 4 9 30
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS 0 0 0 2 2 4 4 25
Determinants of the crude oil futures curve: Inventory, consumption and volatility 0 0 0 20 3 7 12 118
Economic determinants of oil futures volatility: A term structure perspective 0 0 2 13 5 10 17 71
First Order Strong Approximations of Jump Diffusions 0 0 0 4 0 3 9 34
Forecasting volatility in commodity markets with long-memory models 2 3 11 26 5 20 47 88
Humps in the volatility structure of the crude oil futures market: New evidence 1 1 1 12 5 11 24 111
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 0 2 1 6 7 23
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies 0 0 2 7 1 4 11 22
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 1 25 3 5 11 120
Real-world jump-diffusion term structure models 0 0 2 54 1 3 12 175
The Return–Volatility Relation in Commodity Futures Markets 0 0 2 9 1 7 16 97
Wind generation and the dynamics of electricity prices in Australia 0 0 0 5 1 2 9 51
Total Journal Articles 3 4 21 355 31 100 208 1,618

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 1 5 13 166
Derivative Security Pricing 0 0 1 1 1 3 17 64
Total Books 0 0 3 19 2 8 30 230

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-04-09