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Skiadopoulos, George S.'s
Scholarly Papers
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Total
Downloads
4,388 |
Total
Citations
41 |
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1.
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Angelidis, Timotheos
University of Peloponnese - Department of Economics Skiadopoulos, George S.
University of Piraeus
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29 May 07
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Last Revised:
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24 Oct 08
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971
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Backtesting, Expected Shortfall, Forward Freight Agreements, Freight Markets, Freight Rates, Value-at-Risk
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2.
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Market Timing with Option-Implied Distributions: A Forward-Looking Approach
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Kostakis, Alexandros
University of Manchester - Manchester Business School Panigirtzoglou , Nikolaos
Queen Mary, University of London Skiadopoulos, George S.
University of Piraeus
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Posted:
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23 Oct 08
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Last Revised:
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27 Nov 11
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714
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Kostakis, Alexandros
University of Manchester - Manchester Business School Panigirtzoglou , Nikolaos
Queen Mary, University of London Skiadopoulos, George S.
University of Piraeus
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24 Nov 11
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Last Revised:
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27 Nov 11
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asset allocation, option-implied distributions, market timing, performance evaluation, portfolio
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Kostakis, Alexandros
University of Manchester - Manchester Business School Panigirtzoglou , Nikolaos
Queen Mary, University of London Skiadopoulos, George S.
University of Piraeus
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23 Oct 08
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Last Revised:
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07 Mar 11
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714
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Asset allocation, Option-implied distributions, Market timing, Performance evaluation, Portfolio Choice, Risk aversion
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3.
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Daskalaki, Charoula
University of Piraeus Skiadopoulos, George S.
University of Piraeus
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05 Aug 10
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Last Revised:
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27 Nov 11
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680
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12
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Asset allocation, Commodity boom, Commodity futures, Commodity indexes. Spanning, Performance evaluation
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4.
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Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options
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Neumann, Michael
Queen Mary, University of London - School of Economics and Finance Skiadopoulos, George S.
University of Piraeus
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Posted:
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31 Dec 10
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Last Revised:
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12 Mar 12
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336
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3
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Neumann, Michael
Queen Mary, University of London - School of Economics and Finance Skiadopoulos, George S.
University of Piraeus
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Implied volatility surface, Market efficiency, Model confidence set, Option strategies, Risk-neutral skewness, Risk-neutral kurtosis
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Neumann, Michael
Queen Mary, University of London - School of Economics and Finance Skiadopoulos, George S.
University of Piraeus
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31 Dec 10
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Last Revised:
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12 Mar 12
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336
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3
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Implied volatility surface, Market efficiency, Model confidence set, Option strategies, Risk-neutral skewness, Risk-neutral kurtosis
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5.
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Giamouridis, Daniel
Athens University of Economics and Business Skiadopoulos, George S.
University of Piraeus
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01 Nov 09
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29 Mar 12
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318
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Beta, Implied distributions, Implied volatility, Options, Portfolio construction, Stock selection, Value-at-Risk
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6.
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Skiadopoulos, George S.
University of Piraeus
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313
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12
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Granger causality tests, implied volatility indices, implied volatility spillover, volatility derivatives
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7.
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Are Freight Futures Markets Efficient? Evidence from Imarex
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Versions (2)
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Goulas, Lambros
Systemic Risk Management Skiadopoulos, George S.
University of Piraeus
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Posted:
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01 Apr 10
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Last Revised:
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27 Nov 11
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284
(51,282)
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Goulas, Lambros
Systemic Risk Management Skiadopoulos, George S.
University of Piraeus
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0
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Freight markets, Freight rate, IMAREX freight futures, Interval forecasts, Market efficiency, Model Confidence Set
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Goulas, Lambros
Systemic Risk Management Skiadopoulos, George S.
University of Piraeus
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01 Apr 10
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Last Revised:
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27 Nov 11
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284
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Freight markets; Freight rate; IMAREX freight futures; Interval forecasts; Market efficiency, Model Confidence Set
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8.
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Jiang, George J.
Washington State University Konstantinidi, Eirini
University of Exeter Business School Skiadopoulos, George S.
University of Piraeus
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17 Jul 10
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Last Revised:
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11 Apr 12
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280
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Contagion, Scheduled news announcements, Unscheduled news announcements, Implied volatility, Implied volatility index,Volatility spillovers
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9.
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Daskalaki, Charoula
University of Piraeus Kostakis, Alexandros
University of Manchester - Manchester Business School Skiadopoulos, George S.
University of Piraeus
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13 May 12
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Last Revised:
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17 Apr 13
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191
(78,106)
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Common factors, Commodity-specific factors, Hedging pressure, Inventories, Market segmentation, Principal components analysis
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10.
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Papazian, Gkaren
Accenture Skiadopoulos, George S.
University of Piraeus
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06 Dec 09
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Last Revised:
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22 Jan 10
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181
(82,232)
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Point forecasts, Predictability, Principal Components, Temperature, Temperature indices
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11.
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Daskalaki, Charoula
University of Piraeus Skiadopoulos, George S.
University of Piraeus
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120
(117,907)
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Dodd-Frank, Funding liquidity, Hedging, Market liquidity, Margins, Price stability, Speculation, Volatility
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12.
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Skiadopoulos, George S.
University of Piraeus
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Asset allocation, Hedging pressure, Commodity futures, Commodity Index, Performance evaluation
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13.
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Konstantinidi, Eirini
University of Exeter Business School Skiadopoulos, George S.
University of Piraeus
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23 Aug 08
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Last Revised:
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02 Feb 11
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Bootstrapping, interval forecasts, Market efficiency, Performance measures, Predictability, VIX, Volatility futures
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14.
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Can the Dynamics of the Term Structure of Petroleum Futures be Forecasted? Evidence from Major Markets
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Show Abstract
Hide Abstract |
Chantziara, T., and Skiadopoulos, G. (2008): ¿Can the Dynamics of the Term Structure of Petroleum Futures be forecasted? Evidence from Major Markets¿, Energy Economics, 30:3, pp. 962-985., Energy Economics, Vol. 30, No. 3, 2008
Accepted Paper Series
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Chantziara, Thalia
New York University Skiadopoulos, George S.
University of Piraeus
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29 Apr 08
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Last Revised:
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24 Oct 08
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Petroleum futures, Principal components analysis, Predictability, Spillovers, Term structure of futures prices
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15.
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Konstantinidi, Eirini
University of Exeter Business School Skiadopoulos, George S.
University of Piraeus Tzagkaraki, Emilia
University of Piraeus
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04 Mar 07
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Last Revised:
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24 Oct 08
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Implied volatility, Implied volatility indices, Interval forecasts, Market efficiency, Predictability, Volatility derivatives
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16.
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Dotsis, George
Essex Finance Centre, Essex Business School,University of Essex - Psychoyios, Dimitris
University of Piraeus - Department of Industrial Management Skiadopoulos, George S.
University of Piraeus
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27 Jan 07
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Last Revised:
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03 Jan 08
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Continuous time estimation, Conditional characteristic function, Implied volatility indices, Volatility derivatives, VIX futures
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17.
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Psychoyios, Dimitris
University of Piraeus - Department of Industrial Management Skiadopoulos, George S.
University of Piraeus
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Hedging Effectiveness, Model Error, Monte Carlo Simulation, Stochastic Volatility, Volatility risk, Volatility Options
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18.
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Linaras, Charilaos E.
Hellenic Petroleum Group - EKO-ELDA A.B.E.E. Skiadopoulos, George S.
University of Piraeus
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Implied volatility, Implied volatility trees, Option Pricing
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19.
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Panigirtzoglou , Nikolaos
Queen Mary, University of London Skiadopoulos, George S.
University of Piraeus
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Implied cumulative distribution function, Monte Carlo Simulation, Option Pricing, Principal Components Analysis, Value-at-Risk.
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20.
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Skintzi, Vasiliki D.
Athens University of Economics and Business - Department of Management Science and Technology Skiadopoulos, George S.
University of Piraeus Refenes, Apostolos N.
Athens University of Economics and Business - Financial Engineering Research Centre
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Value-at-Risk, Correlation Mis-Estimation, Monte Carlo Simulation, Variance-Covariance Methods, Model Error
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21.
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Skiadopoulos, George S.
University of Piraeus
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22.
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Skiadopoulos, George S.
University of Piraeus Lambadiaris, Greg
Independent Papadopoulou, Louiza
Nova Bank Zoulis, Yiannis
Independent
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Value-at-Risk, Historical Simulation, Monte Carlo Simulation, Principal Components Analysis, Greek bond and stock portfolios
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23.
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Psychoyios, Dimitris
University of Piraeus - Department of Industrial Management Skiadopoulos, George S.
University of Piraeus Alexakis, Panayotis
Athens Stock Exchange
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24.
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Skiadopoulos, George S.
University of Piraeus Hodges, Stewart D.
University of Warwick - Financial Options Research Centre (FORC)
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Smile-consistent stochastic volatility models,
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25.
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Skiadopoulos, George S.
University of Piraeus Hodges, Stewart D.
University of Warwick - Financial Options Research Centre (FORC) Clewlow, Les
Lacima
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26.
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Clewlow, Les
Lacima Hodges, Stewart D.
University of Warwick - Financial Options Research Centre (FORC) Skiadopoulos, George S.
University of Piraeus
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27.
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Skiadopoulos, George S.
University of Piraeus Hodges, Stewart D.
University of Warwick - Financial Options Research Centre (FORC) Clewlow, Les
Lacima
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