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 3 4 4 987
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 0 0 1 445 2 2 4 1,492
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 0 180 1 2 4 483
Alternative Defaultable Term Structure Models 0 0 0 87 3 4 6 199
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 1 32 0 0 2 91
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 0 64 3 3 5 217
Economic Determinants of Oil Futures Volatility: A Term Structure Perspective 0 0 1 13 1 1 3 45
Empirical Hedging Performance on Long-Dated Crude Oil Derivatives 0 0 1 53 0 3 5 159
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 0 0 1 45 0 1 4 112
Forecasting Commodity Markets Volatility: HAR or Rough? 0 1 1 45 1 5 9 87
Hedging Futures Options with Stochastic Interest Rates 0 0 1 87 2 3 6 239
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 0 64 1 2 4 233
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 0 0 1 154
Pricing American Options under Regime Switching Using Method of Lines 0 0 1 39 2 3 5 102
Pricing American Options with Jumps in Asset and Volatility 0 0 0 46 0 2 4 134
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 0 0 0 51 1 1 2 149
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 0 236 1 3 3 890
The Economic Impact of Volatility Persistence on Energy Markets 0 0 3 31 0 0 6 110
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 0 0 1 66 1 2 6 164
The Return-Volatility Relation in Commodity Futures Markets 0 0 0 200 0 2 4 299
Wind Generation and the Dynamics of Electricity Prices in Australia 0 0 0 12 2 3 7 33
Total Working Papers 0 1 12 2,214 24 46 94 6,612

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 2 3 417
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps 0 0 1 33 0 1 2 207
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES 0 0 0 0 0 0 1 14
Alternative Defaultable Term Structure Models 0 0 0 1 2 3 5 24
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS 0 0 0 2 0 0 0 21
Determinants of the crude oil futures curve: Inventory, consumption and volatility 0 0 0 20 1 2 7 110
Economic determinants of oil futures volatility: A term structure perspective 1 2 3 13 3 5 9 61
First Order Strong Approximations of Jump Diffusions 0 0 0 4 3 4 4 29
Forecasting volatility in commodity markets with long-memory models 1 3 9 20 5 9 25 57
Humps in the volatility structure of the crude oil futures market: New evidence 0 0 0 11 2 2 5 92
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 0 2 1 1 2 17
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies 0 0 2 7 2 2 7 18
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 1 25 2 4 10 115
Real-world jump-diffusion term structure models 0 0 2 54 0 1 4 167
The Return–Volatility Relation in Commodity Futures Markets 0 0 3 9 2 4 13 88
Wind generation and the dynamics of electricity prices in Australia 0 0 0 5 1 3 13 49
Total Journal Articles 2 5 21 348 24 43 110 1,486

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 2 3 8 160
Derivative Security Pricing 0 0 1 1 1 9 13 58
Total Books 0 0 3 19 3 12 21 218

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Statistics updated 2025-12-06