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 2 14 22 118
Capital Structure and Financial Flexibility: Expectations of Future Shocks 0 1 2 4 2 6 9 101
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 0 2 0 4 5 32
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 0 1 2 13 3 12 17 73
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 1 32 0 2 6 55
The Contribution of Frictions to Expected Returns 0 1 1 10 0 7 8 77
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure 0 1 3 20 1 6 10 31
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 1 0 30 32 57
Total Working Papers 0 4 9 113 8 81 109 544
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 8 11 40
A Review of Stochastic Volatility Processes: Properties and Implications 1 1 1 2 1 2 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 0 4 7 361
An empirical comparison of continuous-time models of implied volatility indices 0 0 1 151 0 3 5 318
Are VIX futures prices predictable? An empirical investigation 0 0 0 77 1 19 29 266
Are VIX futures prices predictable? An empirical investigation 0 0 0 21 0 1 6 83
Are freight futures markets efficient? Evidence from IMAREX 0 0 1 32 1 5 7 145
Are there common factors in individual commodity futures returns? 0 0 1 60 5 11 17 278
Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets 0 0 0 94 1 5 10 352
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices 0 0 1 155 0 8 15 367
Capital structure and financial flexibility: Expectations of future shocks 0 4 6 18 5 18 30 118
Dissecting climate risks: Are they reflected in stock prices? 3 5 17 35 10 26 70 145
Diversification benefits of commodities: A stochastic dominance efficiency approach 0 0 1 37 3 5 11 144
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns 0 0 1 22 6 12 16 108
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS 0 0 0 9 0 3 4 32
Investing in commodities: Popular beliefs and misconceptions 0 0 0 2 1 4 4 14
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market 0 0 0 1 1 12 14 39
Learning and Index Option Returns 0 0 0 5 1 1 3 22
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 4 49 0 8 16 112
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 2 60 1 8 16 220
Positive stock information in out-of-the-money option prices 0 0 1 7 3 4 8 42
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options 0 0 0 23 2 4 5 91
Should investors include commodities in their portfolios after all? New evidence 0 0 6 275 6 9 26 732
Simulating the Evolution of the Implied Distribution 0 0 0 19 1 2 2 54
The Dynamics of the S&P 500 Implied Volatility Surface 1 2 13 683 3 10 31 1,439
The Greek implied volatility index: construction and properties 0 0 0 90 0 7 13 440
The effects of margin changes on commodity futures markets 0 0 1 18 15 23 28 115
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY 1 2 2 25 1 2 3 52
Volatility options: Hedging effectiveness, pricing, and model error 0 0 1 3 0 5 7 32
Volatility spillovers and the effect of news announcements 0 1 1 77 0 6 14 260
Total Journal Articles 6 15 61 2,212 69 235 430 6,424

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 6 8 62
Total Chapters 0 0 0 8 2 6 8 62

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Statistics updated 2026-03-04