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 1 2 35 134
Capital Structure and Financial Flexibility: Expectations of Future Shocks 0 1 2 5 0 2 15 109
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 0 2 0 1 10 37
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 0 0 2 14 4 9 36 95
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 2 34 2 4 15 66
The Contribution of Frictions to Expected Returns 0 0 1 10 0 2 10 80
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure 0 0 4 21 0 1 12 34
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 1 2 2 44 69
Total Working Papers 0 1 11 118 9 23 177 624
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 1 6 4 5 19 48
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 0 0 10 364
An empirical comparison of continuous-time models of implied volatility indices 0 0 0 151 1 2 7 321
Are VIX futures prices predictable? An empirical investigation 0 0 1 78 0 1 30 270
Are VIX futures prices predictable? An empirical investigation 0 0 0 21 0 1 7 87
Are freight futures markets efficient? Evidence from IMAREX 0 0 0 32 0 1 16 156
Are there common factors in individual commodity futures returns? 0 1 2 62 1 4 26 291
Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets 0 0 0 94 2 2 15 358
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices 0 1 2 156 2 7 28 382
Capital structure and financial flexibility: Expectations of future shocks 1 1 5 19 1 1 33 125
Dissecting climate risks: Are they reflected in stock prices? 1 3 24 47 3 12 85 182
Diversification benefits of commodities: A stochastic dominance efficiency approach 1 1 1 38 2 4 14 149
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns 0 1 2 23 3 7 32 125
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS 0 0 0 9 0 0 6 34
Investing in commodities: Popular beliefs and misconceptions 0 0 0 2 1 3 14 24
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market 0 0 0 1 1 1 16 41
Learning and Index Option Returns 0 0 0 5 0 0 8 27
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 0 49 1 1 11 114
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 0 2 61 0 1 20 226
Positive stock information in out-of-the-money option prices 0 0 0 7 1 1 10 46
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options 0 1 1 24 0 2 9 95
Should investors include commodities in their portfolios after all? New evidence 1 1 5 277 2 3 28 743
Simulating the Evolution of the Implied Distribution 0 0 0 19 0 0 3 55
The Dynamics of the S&P 500 Implied Volatility Surface 0 3 11 688 6 14 43 1,463
The Greek implied volatility index: construction and properties 0 0 0 90 1 2 20 449
The effects of margin changes on commodity futures markets 0 1 2 20 5 8 47 136
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY 0 0 3 26 0 0 5 55
Volatility options: Hedging effectiveness, pricing, and model error 0 0 1 3 0 0 6 32
Volatility spillovers and the effect of news announcements 0 0 1 77 2 2 19 265
Total Journal Articles 4 14 65 2,244 39 85 589 6,666

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 0 0 11 66
Total Chapters 0 0 0 8 0 0 11 66

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Statistics updated 2026-09-10