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 1 375 0 0 5 983
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton with Jumps 0 0 0 444 0 0 0 1,488
A Markovian Defaultable Term Structure Model with State Dependent Volatilities 0 0 0 180 0 1 2 479
Alternative Defaultable Term Structure Models 0 0 0 87 0 0 0 193
Alternative Term Structure Models for Reviewing Expectations Puzzles 0 0 0 31 0 0 0 89
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 0 0 1 212
Economic Determinants of Oil Futures Volatility: A Term Structure Perspective 0 0 0 12 0 0 1 42
Empirical Hedging Performance on Long-Dated Crude Oil Derivatives 0 0 0 52 0 0 3 154
Empirical Pricing Performance in Long-Dated Crude Oil Derivatives: Do Models with Stochastic Interest Rates Matter? 0 0 1 44 0 0 2 108
Forecasting Commodity Markets Volatility: HAR or Rough? 0 0 4 44 0 0 8 78
Hedging Futures Options with Stochastic Interest Rates 0 1 2 86 0 2 6 233
Humps in the Volatility Structure of the Crude Oil Futures Market 0 0 1 64 0 0 3 228
Markovian Defaultable HJM Term Structure Models with Unspanned Stochastic Volatility 0 0 0 42 0 1 2 153
Pricing American Options under Regime Switching Using Method of Lines 0 0 0 38 0 0 1 97
Pricing American Options with Jumps in Asset and Volatility 0 0 2 45 0 1 5 129
Pricing of Long-dated Commodity Derivatives with Stochastic Volatility and Stochastic Interest Rates 0 0 0 51 0 0 0 147
Pricing under the Real-World Probability Measure for Jump-Diffusion Term Structure Models 0 0 0 235 0 0 1 886
The Economic Impact of Volatility Persistence on Energy Markets 0 0 2 28 0 1 7 103
The Impact of Jumps on American Option Pricing: The S&P 100 Options Case 0 0 0 65 0 0 3 157
The Return-Volatility Relation in Commodity Futures Markets 0 0 0 200 0 0 0 294
Wind Generation and the Dynamics of Electricity Prices in Australia 0 0 0 11 0 0 1 25
Total Working Papers 0 1 13 2,199 0 6 51 6,511

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 2 414
A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps 0 0 0 32 0 0 2 205
A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES 0 0 0 0 0 0 0 13
Alternative Defaultable Term Structure Models 0 0 0 1 0 0 0 19
CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS 0 0 0 2 0 0 3 21
Determinants of the crude oil futures curve: Inventory, consumption and volatility 0 0 0 20 0 1 2 103
Economic determinants of oil futures volatility: A term structure perspective 1 1 1 10 1 2 7 52
First Order Strong Approximations of Jump Diffusions 0 0 0 4 0 0 0 25
Forecasting volatility in commodity markets with long-memory models 0 2 8 9 1 4 21 28
Humps in the volatility structure of the crude oil futures market: New evidence 0 0 1 11 1 1 6 86
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? 0 0 0 2 0 0 0 15
Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies 1 1 4 5 2 2 6 11
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? 0 0 1 23 1 1 5 104
Real-world jump-diffusion term structure models 1 1 1 51 1 1 5 162
The Return–Volatility Relation in Commodity Futures Markets 0 0 1 6 0 2 7 75
Wind generation and the dynamics of electricity prices in Australia 0 0 0 5 2 3 11 35
Total Journal Articles 3 5 17 323 9 18 77 1,368

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 16 0 0 6 152
Derivative Security Pricing 0 0 0 0 1 2 6 42
Total Books 0 0 2 16 1 2 12 194

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Statistics updated 2024-09-04