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 29 0 1 10 80
Capital Structure and Financial Flexibility: Expectations of Future Shocks 0 0 0 1 0 0 12 79
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 1 2 1 2 4 24
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 1 49 1 1 4 219
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 0 0 0 11 0 0 1 54
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 0 0 0 39 0 0 0 95
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 1 30 0 0 3 46
The Contribution of Frictions to Expected Returns 0 0 0 9 1 3 14 56
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 1 0 0 0 22
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 24 0 1 5 88
Total Working Papers 0 0 3 195 3 8 53 763

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 1 1 2 2 1 1 8 20
A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options 0 0 3 152 0 0 5 340
An empirical comparison of continuous-time models of implied volatility indices 0 0 2 145 0 1 5 302
Are VIX futures prices predictable? An empirical investigation 0 0 0 75 0 0 6 231
Are VIX futures prices predictable? An empirical investigation 0 0 0 19 0 0 1 72
Are freight futures markets efficient? Evidence from IMAREX 0 2 2 29 1 3 5 131
Are there common factors in individual commodity futures returns? 0 0 4 53 3 6 20 234
Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets 0 0 2 90 5 9 32 309
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices 1 2 4 153 2 5 12 342
Capital structure and financial flexibility: Expectations of future shocks 0 1 1 8 1 4 15 65
Diversification benefits of commodities: A stochastic dominance efficiency approach 0 0 4 30 1 2 10 104
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns 0 0 1 20 0 1 3 82
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS 0 0 1 9 1 1 2 23
Investing in commodities: Popular beliefs and misconceptions 0 0 0 1 0 0 0 2
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market 0 0 0 1 0 1 4 21
Learning and Index Option Returns 0 0 0 5 0 0 2 17
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 8 32 0 3 14 70
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 3 57 1 4 8 199
Positive stock information in out-of-the-money option prices 0 0 3 5 0 1 12 22
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options 0 1 4 18 0 1 7 76
Should investors include commodities in their portfolios after all? New evidence 0 1 13 239 0 5 34 614
Simulating the Evolution of the Implied Distribution 0 0 0 18 0 0 0 51
The Dynamics of the S&P 500 Implied Volatility Surface 2 2 8 642 5 6 18 1,338
The Greek implied volatility index: construction and properties 0 0 0 90 0 0 0 427
The effects of margin changes on commodity futures markets 0 1 3 14 1 2 7 78
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY 0 1 1 20 0 1 3 39
Volatility options: Hedging effectiveness, pricing, and model error 0 0 0 2 0 0 0 24
Volatility spillovers and the effect of news announcements 0 1 4 72 1 2 10 232
Total Journal Articles 4 13 73 2,001 23 59 243 5,465

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 1 1 7 0 1 3 47
Total Chapters 0 1 1 7 0 1 3 47

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Statistics updated 2023-03-10