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 7 12 15 111
Capital Structure and Financial Flexibility: Expectations of Future Shocks 1 1 2 4 3 4 6 98
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 0 2 1 1 2 29
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 0 0 1 12 2 3 7 63
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 1 32 1 3 5 54
The Contribution of Frictions to Expected Returns 0 0 0 9 0 0 3 70
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure 0 1 2 19 0 1 5 25
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 1 11 13 13 38
Total Working Papers 1 2 6 110 25 37 56 488
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 1 4 4 33
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 0 157 0 3 6 357
An empirical comparison of continuous-time models of implied volatility indices 0 0 1 151 1 2 4 316
Are VIX futures prices predictable? An empirical investigation 0 0 0 21 0 2 6 82
Are VIX futures prices predictable? An empirical investigation 0 0 0 77 3 10 16 250
Are freight futures markets efficient? Evidence from IMAREX 0 0 3 32 0 0 4 140
Are there common factors in individual commodity futures returns? 0 0 1 60 2 4 8 269
Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets 0 0 1 94 0 4 6 347
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices 0 1 1 155 2 7 9 361
Capital structure and financial flexibility: Expectations of future shocks 1 1 3 15 2 6 17 102
Dissecting climate risks: Are they reflected in stock prices? 0 5 15 30 9 28 72 128
Diversification benefits of commodities: A stochastic dominance efficiency approach 0 0 1 37 2 5 10 141
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns 0 0 2 22 5 7 11 101
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS 0 0 0 9 2 3 4 31
Investing in commodities: Popular beliefs and misconceptions 0 0 0 2 1 1 2 11
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market 0 0 0 1 7 9 9 34
Learning and Index Option Returns 0 0 0 5 0 2 2 21
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 5 49 2 3 13 106
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 2 60 3 8 12 215
Positive stock information in out-of-the-money option prices 0 0 1 7 1 3 6 39
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options 0 0 0 23 0 1 1 87
Should investors include commodities in their portfolios after all? New evidence 0 1 9 275 0 6 24 723
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 0 2 11 681 1 7 23 1,430
The Greek implied volatility index: construction and properties 0 0 0 90 3 6 9 436
The effects of margin changes on commodity futures markets 0 0 1 18 3 6 9 95
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY 1 1 1 24 1 1 2 51
Volatility options: Hedging effectiveness, pricing, and model error 0 0 1 3 2 2 4 29
Volatility spillovers and the effect of news announcements 0 0 0 76 4 12 13 258
Total Journal Articles 2 11 59 2,199 57 152 306 6,246

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 2 3 57
Total Chapters 0 0 0 8 1 2 3 57

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Statistics updated 2026-01-09