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 5 9 28 125
Capital Structure and Financial Flexibility: Expectations of Future Shocks 0 0 2 4 4 8 15 107
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 0 2 1 3 8 35
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 1 1 2 14 7 14 27 84
Positive Stock Information In Out-Of-The-Money Option Prices 0 2 3 34 2 7 13 62
The Contribution of Frictions to Expected Returns 0 0 1 10 1 1 9 78
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure 0 1 4 21 1 3 11 33
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 1 4 10 42 67
Total Working Papers 1 4 12 117 25 55 153 591
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 1 1 6 2 4 14 43
A Review of Stochastic Volatility Processes: Properties and Implications 0 1 1 2 0 1 2 3
A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options 0 0 0 157 2 2 9 363
An empirical comparison of continuous-time models of implied volatility indices 0 0 1 151 0 1 6 319
Are VIX futures prices predictable? An empirical investigation 0 0 0 77 2 3 31 268
Are VIX futures prices predictable? An empirical investigation 0 0 0 21 1 2 7 85
Are freight futures markets efficient? Evidence from IMAREX 0 0 1 32 3 4 10 148
Are there common factors in individual commodity futures returns? 1 1 2 61 3 14 26 287
Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets 0 0 0 94 2 4 13 355
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices 0 0 1 155 4 4 19 371
Capital structure and financial flexibility: Expectations of future shocks 0 0 5 18 1 9 33 122
Dissecting climate risks: Are they reflected in stock prices? 3 7 21 39 6 25 81 160
Diversification benefits of commodities: A stochastic dominance efficiency approach 0 0 0 37 1 4 10 145
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns 0 0 1 22 6 15 24 117
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS 0 0 0 9 2 2 6 34
Investing in commodities: Popular beliefs and misconceptions 0 0 0 2 7 8 11 21
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market 0 0 0 1 1 2 15 40
Learning and Index Option Returns 0 0 0 5 4 5 7 26
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 2 49 0 0 12 112
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 1 1 3 61 4 5 20 224
Positive stock information in out-of-the-money option prices 0 0 1 7 1 4 9 43
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options 0 0 0 23 1 3 6 92
Should investors include commodities in their portfolios after all? New evidence 0 1 6 276 1 10 27 736
Simulating the Evolution of the Implied Distribution 0 0 0 19 0 1 2 54
The Dynamics of the S&P 500 Implied Volatility Surface 0 1 10 683 5 11 33 1,447
The Greek implied volatility index: construction and properties 0 0 0 90 4 6 17 446
The effects of margin changes on commodity futures markets 0 1 2 19 7 27 40 127
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY 0 2 3 26 1 4 6 55
Volatility options: Hedging effectiveness, pricing, and model error 0 0 1 3 0 0 7 32
Volatility spillovers and the effect of news announcements 0 0 1 77 1 3 17 263
Total Journal Articles 5 16 63 2,222 72 183 520 6,538

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 2 4 10 64
Total Chapters 0 0 0 8 2 4 10 64

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Statistics updated 2026-05-06