Access Statistics for George Skiadopoulos

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 New Predictor of US. Real Economic Activity: The S&P 500 Option Implied Risk Aversion 0 0 0 31 1 1 5 98
Capital Structure and Financial Flexibility: Expectations of Future Shocks 1 1 2 3 2 2 4 94
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 0 2 0 0 1 27
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 0 0 1 12 0 0 1 57
Positive Stock Information In Out-Of-The-Money Option Prices 0 1 1 32 0 2 2 51
The Contribution of Frictions to Expected Returns 0 0 0 9 0 1 4 70
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure 0 0 0 17 0 0 4 22
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 1 0 0 2 25
Total Working Papers 1 2 4 107 3 6 23 444
3 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion 0 0 0 5 0 0 1 29
A Review of Stochastic Volatility Processes: Properties and Implications 0 0 0 1 0 0 0 1
A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options 0 0 1 157 0 0 7 354
An empirical comparison of continuous-time models of implied volatility indices 0 0 1 150 0 0 4 313
Are VIX futures prices predictable? An empirical investigation 0 0 1 77 2 3 7 240
Are VIX futures prices predictable? An empirical investigation 0 0 1 21 0 2 5 80
Are freight futures markets efficient? Evidence from IMAREX 0 1 3 32 0 2 7 140
Are there common factors in individual commodity futures returns? 0 1 6 60 0 3 11 264
Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets 0 0 1 94 0 0 3 342
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices 0 0 0 154 0 1 3 353
Capital structure and financial flexibility: Expectations of future shocks 0 1 5 14 0 3 14 92
Dissecting climate risks: Are they reflected in stock prices? 2 5 11 23 4 15 53 94
Diversification benefits of commodities: A stochastic dominance efficiency approach 0 0 1 37 0 0 10 135
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns 0 0 1 21 0 0 6 93
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS 0 0 0 9 0 0 2 28
Investing in commodities: Popular beliefs and misconceptions 0 0 0 2 0 0 2 10
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market 0 0 0 1 0 0 2 25
Learning and Index Option Returns 0 0 0 5 0 0 0 19
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 1 2 6 49 1 3 12 103
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 0 58 0 1 4 205
Positive stock information in out-of-the-money option prices 0 1 2 7 0 2 8 36
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options 0 0 2 23 0 0 2 86
Should investors include commodities in their portfolios after all? New evidence 0 2 12 272 0 6 32 715
Simulating the Evolution of the Implied Distribution 0 0 0 19 0 0 0 52
The Dynamics of the S&P 500 Implied Volatility Surface 1 4 15 677 1 5 33 1,419
The Greek implied volatility index: construction and properties 0 0 0 90 0 0 2 429
The effects of margin changes on commodity futures markets 1 1 2 18 1 2 5 89
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY 0 0 1 23 0 0 1 49
Volatility options: Hedging effectiveness, pricing, and model error 0 0 0 2 1 1 1 26
Volatility spillovers and the effect of news announcements 0 0 1 76 0 0 3 246
Total Journal Articles 5 18 73 2,177 10 49 240 6,067

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling the Dynamics of Temperature with a View to Weather Derivatives 0 0 0 8 1 1 4 55
Total Chapters 0 0 0 8 1 1 4 55

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Statistics updated 2025-08-05