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 1 1 21 1,004
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 0 0 0 445 0 1 15 1,505
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 0 180 1 1 13 494
Alternative Defaultable Term Structure Models 0 0 1 88 1 2 15 210
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 0 32 0 0 8 99
An Implementation of the Shirakawa Jump-Diffusion Term Structure Model 0 0 0 1 0 0 6 239
Credit Derivative Pricing with Stochastic Volatility Models 0 0 0 64 1 3 23 237
Economic Determinants of Oil Futures Volatility: A Term Structure Perspective 0 0 0 13 0 0 14 58
Empirical Hedging Performance on Long-Dated Crude Oil Derivatives 0 0 0 53 1 3 31 188
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 0 0 0 45 0 0 9 121
Forecasting Commodity Markets Volatility: HAR or Rough? 0 1 5 50 0 3 29 114
Hedging Futures Options with Stochastic Interest Rates 0 1 1 88 0 1 15 251
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 1 65 0 2 19 250
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 0 0 7 161
Pricing American Options under Regime Switching Using Method of Lines 0 0 0 39 1 2 15 115
Pricing American Options with Jumps in Asset and Volatility 0 0 0 46 1 3 12 145
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 1 2 2 53 1 5 17 165
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 0 236 1 3 13 901
The Economic Impact of Volatility Persistence on Energy Markets 0 0 0 31 0 2 10 120
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 0 0 0 66 1 12 21 183
The Return-Volatility Relation in Commodity Futures Markets 0 0 1 201 0 7 21 319
Wind Generation and the Dynamics of Electricity Prices in Australia 0 0 0 12 0 1 13 43
Total Working Papers 1 4 11 2,225 10 52 347 6,922

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 13 428
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps 0 0 0 33 0 1 7 213
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES 0 0 0 0 0 0 6 20
Alternative Defaultable Term Structure Models 0 0 1 2 0 2 13 34
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS 0 0 0 2 0 1 5 26
Determinants of the crude oil futures curve: Inventory, consumption and volatility 0 0 0 20 1 6 22 130
Economic determinants of oil futures volatility: A term structure perspective 0 0 3 14 1 2 25 81
First Order Strong Approximations of Jump Diffusions 0 0 0 4 0 0 9 35
Forecasting volatility in commodity markets with long-memory models 1 1 13 31 1 5 50 100
Humps in the volatility structure of the crude oil futures market: New evidence 0 0 2 13 1 2 29 119
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 0 2 0 0 9 25
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies 1 2 2 9 2 5 15 31
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 0 25 0 1 13 124
Real-world jump-diffusion term structure models 0 0 0 54 0 0 12 178
The Return–Volatility Relation in Commodity Futures Markets 0 0 1 10 0 0 21 105
Wind generation and the dynamics of electricity prices in Australia 0 0 0 5 0 3 15 61
Total Journal Articles 2 3 22 366 6 29 264 1,710

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 0 18 0 1 14 171
Derivative Security Pricing 0 0 0 1 1 4 21 71
Total Books 0 0 0 19 1 5 35 242

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Statistics updated 2026-10-11