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 1 2 31 0 2 9 92
Capital Structure and Financial Flexibility: Expectations of Future Shocks 0 0 0 1 1 3 7 89
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 0 2 1 1 1 26
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 0 0 0 11 1 1 1 56
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 0 31 0 0 1 49
The Contribution of Frictions to Expected Returns 0 0 0 9 0 0 8 66
The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure 1 2 7 16 1 2 10 16
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 1 0 1 1 23
Total Working Papers 1 3 9 102 4 10 38 417
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 5 0 1 2 28
A Review of Stochastic Volatility Processes: Properties and Implications 1 1 1 1 1 1 1 1
A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options 0 1 3 156 0 1 4 347
An empirical comparison of continuous-time models of implied volatility indices 1 1 2 149 1 3 5 309
Are VIX futures prices predictable? An empirical investigation 0 0 1 76 0 0 1 233
Are VIX futures prices predictable? An empirical investigation 0 0 1 20 0 0 3 75
Are freight futures markets efficient? Evidence from IMAREX 0 0 0 29 0 0 2 133
Are there common factors in individual commodity futures returns? 0 0 0 54 1 3 8 250
Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets 0 0 1 92 0 0 11 337
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices 0 0 1 154 2 2 7 350
Capital structure and financial flexibility: Expectations of future shocks 0 0 0 9 0 2 8 76
Dissecting climate risks: Are they reflected in stock prices? 0 3 12 12 0 8 38 38
Diversification benefits of commodities: A stochastic dominance efficiency approach 0 3 6 36 0 5 15 123
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns 0 0 0 20 0 0 3 87
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS 0 0 0 9 0 0 2 25
Investing in commodities: Popular beliefs and misconceptions 0 0 0 2 0 0 2 8
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market 0 0 0 1 0 0 2 23
Learning and Index Option Returns 0 0 0 5 0 1 2 19
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 2 9 41 0 4 13 86
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 1 1 58 0 1 2 201
Positive stock information in out-of-the-money option prices 0 0 0 5 1 1 5 28
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options 0 0 3 21 0 1 7 84
Should investors include commodities in their portfolios after all? New evidence 0 3 17 258 1 11 47 678
Simulating the Evolution of the Implied Distribution 0 0 1 19 0 0 1 52
The Dynamics of the S&P 500 Implied Volatility Surface 3 6 15 659 3 11 36 1,383
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 0 0 15 0 1 2 83
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY 0 0 2 22 0 1 6 47
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 0 1 74 1 1 6 242
Total Journal Articles 5 22 78 2,094 11 59 241 5,797


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 8 0 1 3 51
Total Chapters 0 1 1 8 0 1 3 51


Statistics updated 2024-06-06