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 5 8 104
Capital Structure and Financial Flexibility: Expectations of Future Shocks 0 0 1 3 1 1 3 95
Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach 0 0 0 2 0 1 1 28
How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns 0 0 1 12 0 2 5 61
Positive Stock Information In Out-Of-The-Money Option Prices 0 0 1 32 1 2 4 53
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 2 2 19 0 3 5 25
The Effects of Margin Changes on Commodity Futures Markets 0 0 0 1 1 2 3 27
Total Working Papers 0 2 5 109 5 16 32 463
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 3 3 4 32
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 1 3 7 357
An empirical comparison of continuous-time models of implied volatility indices 0 0 1 151 0 1 4 315
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 7 13 247
Are freight futures markets efficient? Evidence from IMAREX 0 0 3 32 0 0 6 140
Are there common factors in individual commodity futures returns? 0 0 3 60 2 2 9 267
Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets 0 0 1 94 2 4 6 347
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices 0 1 1 155 1 5 8 359
Capital structure and financial flexibility: Expectations of future shocks 0 0 2 14 2 8 16 100
Dissecting climate risks: Are they reflected in stock prices? 3 7 15 30 9 22 65 119
Diversification benefits of commodities: A stochastic dominance efficiency approach 0 0 1 37 3 4 8 139
How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns 0 1 2 22 1 3 6 96
IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS 0 0 0 9 1 1 2 29
Investing in commodities: Popular beliefs and misconceptions 0 0 0 2 0 0 1 10
Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market 0 0 0 1 2 2 3 27
Learning and Index Option Returns 0 0 0 5 1 2 2 21
MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH 0 0 5 49 1 1 12 104
Market Timing with Option-Implied Distributions: A Forward-Looking Approach 0 1 2 60 3 6 9 212
Positive stock information in out-of-the-money option prices 0 0 1 7 1 2 5 38
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 3 9 275 2 8 25 723
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 2 4 14 681 5 9 26 1,429
The Greek implied volatility index: construction and properties 0 0 0 90 1 4 6 433
The effects of margin changes on commodity futures markets 0 0 1 18 2 3 6 92
VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY 0 0 0 23 0 0 1 50
Volatility options: Hedging effectiveness, pricing, and model error 0 1 1 3 0 1 2 27
Volatility spillovers and the effect of news announcements 0 0 0 76 2 8 9 254
Total Journal Articles 5 18 62 2,197 48 112 268 6,189

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 1 2 56
Total Chapters 0 0 0 8 1 1 2 56

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-12-06