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 14 35 132
Capital Structure and Financial Flexibility: Expectations of Future Shocks 0 0 2 4 0 6 15 107
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 0 2 1 4 9 36
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 0 1 2 14 2 13 29 86
Positive Stock Information In Out-Of-The-Money Option Prices 0 2 2 34 0 7 12 62
The Contribution of Frictions to Expected Returns 0 0 1 10 0 1 9 78
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure 0 1 4 21 0 2 11 33
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 1 0 10 42 67
Total Working Papers 0 4 11 117 10 57 162 601
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 0 3 14 43
A Review of Stochastic Volatility Processes: Properties and Implications 0 0 1 2 0 0 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 1 3 10 364
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 1 1 1 78 1 3 31 269
Are VIX futures prices predictable? An empirical investigation 0 0 0 21 1 3 6 86
Are freight futures markets efficient? Evidence from IMAREX 0 0 0 32 7 10 16 155
Are there common factors in individual commodity futures returns? 0 1 2 61 0 9 26 287
Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets 0 0 0 94 1 4 14 356
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices 0 0 1 155 4 8 23 375
Capital structure and financial flexibility: Expectations of future shocks 0 0 5 18 2 6 35 124
Dissecting climate risks: Are they reflected in stock prices? 5 9 24 44 10 25 83 170
Diversification benefits of commodities: A stochastic dominance efficiency approach 0 0 0 37 0 1 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 1 10 25 118
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS 0 0 0 9 0 2 6 34
Investing in commodities: Popular beliefs and misconceptions 0 0 0 2 0 7 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 0 1 15 40
Learning and Index Option Returns 0 0 0 5 1 5 8 27
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 1 49 1 1 11 113
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 1 3 61 1 5 21 225
Positive stock information in out-of-the-money option prices 0 0 1 7 2 3 10 45
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options 0 0 0 23 1 2 7 93
Should investors include commodities in their portfolios after all? New evidence 0 1 5 276 4 8 27 740
Simulating the Evolution of the Implied Distribution 0 0 0 19 1 1 3 55
The Dynamics of the S&P 500 Implied Volatility Surface 2 2 10 685 2 10 33 1,449
The Greek implied volatility index: construction and properties 0 0 0 90 1 7 18 447
The effects of margin changes on commodity futures markets 0 1 2 19 1 13 41 128
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY 0 1 3 26 0 3 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 0 3 17 263
Total Journal Articles 8 18 64 2,230 43 157 542 6,581

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 12 66
Total Chapters 0 0 0 8 2 4 12 66

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Statistics updated 2026-06-04