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Skiadopoulos, George S.


 SSRN Author Rank: 4,748 by Downloads
 Assistant Professor
 

University of Piraeus


 80 Karaoli & Dimitriou Str.
 18534 Piraeus, 185 34 -GR
 Greece
 HOME PAGE: http://web.xrh.unipi.gr/faculty/gskiadopoulos/
 email address
 

Queen Mary, University of London, School of Economics and Finance


 Lincoln's Inn Fields
 Mile End Rd.
 London, E1 4NS
 United Kingdom
 Honorary Senior Visiting Fellow
 

City University - Faculty of Finance - Cass Business School


 London, EC2Y 8HB
 Great Britain
 email address

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. Skiadopoulos, George S.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,137
Total
Citations
48
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Measuring the Market Risk of Freight Rates: A Value-at-Risk Approach | Show Abstract | Download |
International Journal of Theoretical and Applied Finance, Vol. 11, No. 5, pp. 447-469, 2008
Accepted Paper Series
Angelidis, Timotheos
University of Peloponnese - Department of Economics
Skiadopoulos, George S.
University of Piraeus
Posted:
29 May 07
Last Revised:
24 Oct 08
1,036
(10,565)
2

2.  
Should Investors Include Commodities in Their Portfolios After All? New Evidence | Show Abstract | Download |
Journal of Banking and Finance, Vol. 35, No. 10, 2011
Accepted Paper Series
Daskalaki, Charoula
University of Piraeus
Skiadopoulos, George S.
University of Piraeus
Posted:
05 Aug 10
Last Revised:
27 Nov 11
811
(15,381)
14

3.   Incl. Electronic Paper
Kostakis, Alexandros
University of Manchester - Manchester Business School
Panigirtzoglou, Nikolaos
Queen Mary, University of London
Skiadopoulos, George S.
University of Piraeus
Posted:
23 Oct 08
Last Revised:
27 Nov 11
744
(17,414)
10

4.   Incl. Electronic Paper
Neumann, Michael
Queen Mary, University of London - School of Economics and Finance
Skiadopoulos, George S.
University of Piraeus
Posted:
31 Dec 10
Last Revised:
12 Mar 12
405
(39,684)
3

5.  
The Informational Content of Financial Options for Quantitative Asset Management: A Review | Show Abstract | Download |
HANDBOOK OF QUANTITIVE ASSET MANAGEMENT, B. Scherer, K. Winston, ed., Oxford University Press, Forthcoming
Accepted Paper Series
Giamouridis, Daniel
Athens University of Economics and Business
Skiadopoulos, George S.
University of Piraeus
Posted:
01 Nov 09
Last Revised:
29 Mar 12
379
(43,052)
5

6.  
Volatility Spillovers and the Effect of News Announcements | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming
Working Paper Series
Jiang, George J.
Washington State University
Konstantinidi, Eirini
University of Exeter Business School
Skiadopoulos, George S.
University of Piraeus
Posted:
17 Jul 10
Last Revised:
11 Apr 12
343
(48,450)
 

7.   Incl. Electronic Paper
Daskalaki, Charoula
University of Piraeus
Kostakis, Alexandros
University of Manchester - Manchester Business School
Skiadopoulos, George S.
University of Piraeus
Posted:
13 May 12
Last Revised:
10 Dec 13
326
(51,477)
1

8.  
Skiadopoulos, George S.
University of Piraeus
Posted:
25 Mar 04
321
(52,469)
13

9.   Incl. Electronic Paper
Goulas, Lambros
Systemic Risk Management
Skiadopoulos, George S.
University of Piraeus
Posted:
01 Apr 10
Last Revised:
27 Nov 11
319
(52,896)
 

10.  
Papazian, Gkaren
Accenture
Skiadopoulos, George S.
University of Piraeus
Posted:
06 Dec 09
Last Revised:
22 Jan 10
218
(80,311)
 

11.  
Daskalaki, Charoula
University of Piraeus
Skiadopoulos, George S.
University of Piraeus
Posted:
06 Aug 12
Last Revised:
17 Oct 13
169
(102,671)
 

12.  
Kapetanios, George
University of London - Queen Mary College - Department of Economics
Neumann, Michael
Queen Mary, University of London - School of Economics and Finance
Skiadopoulos, George S.
University of Piraeus
Posted:
17 Dec 13
Last Revised:
23 Jun 14
66
(202,424)
 

13.  
Advances in the Commodity Futures Literature: A Review | Show Abstract |
Journal of Derivatives, Vol. 20, No. 3, 2013
Accepted Paper Series
Skiadopoulos, George S.
University of Piraeus
Posted:
24 Aug 13
 

14.  
Investing in Commodities: Popular Beliefs and Misconceptions | Show Abstract |
Journal of Asset Management, Vol. 13, No. 2, pp. 77-83, 2012
Accepted Paper Series
Skiadopoulos, George S.
University of Piraeus
Posted:
12 Mar 12
 

15.  
Are VIX Futures Prices Predictable? An Empirical Investigation | Show Abstract |
International Journal of Forecasting, Vol. 27, No. 2, pp. 543-560, 2011
Accepted Paper Series
Konstantinidi, Eirini
University of Exeter Business School
Skiadopoulos, George S.
University of Piraeus
Posted:
23 Aug 08
Last Revised:
02 Feb 11
 

16.  
Can the Dynamics of the Term Structure of Petroleum Futures be Forecasted? Evidence from Major Markets | Show 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
Chantziara, Thalia
New York University
Skiadopoulos, George S.
University of Piraeus
Posted:
29 Apr 08
Last Revised:
24 Oct 08
 

17.  
Konstantinidi, Eirini
University of Exeter Business School
Skiadopoulos, George S.
University of Piraeus
Tzagkaraki, Emilia
University of Piraeus
Posted:
04 Mar 07
Last Revised:
24 Oct 08
 

18.  
An Empirical Comparison of Continuous-Time Models of Implied Volatility Indices | Show Abstract |
Journal of Banking and Finance, Vol. 31, No. 12, pp. 3584-3603, 2007
Accepted Paper Series
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
Posted:
27 Jan 07
Last Revised:
03 Jan 08
 

19.  
Volatility Options: Hedging Effectiveness, Pricing, and Model Error | Show Abstract |
Journal of Futures Markets, Vol. 26, No. 1, pp. 1-31, 2006
Accepted Paper Series
Psychoyios, Dimitris
University of Piraeus - Department of Industrial Management
Skiadopoulos, George S.
University of Piraeus
Posted:
13 Dec 05
 

20.  
Implied Volatility Trees and Pricing Performance: Evidence from the S&P 100 Options | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 8, No. 8, pp. 1085-1106, 2005
Accepted Paper Series
Linaras, Charilaos E.
Hellenic Petroleum Group - EKO-ELDA A.B.E.E.
Skiadopoulos, George S.
University of Piraeus
Posted:
12 Dec 05
 

21.  
A New Approach to Modeling the Dynamics of Implied Distributions: Theory and Evidence from the S&P 500 Options | Show Abstract |
Journal of Banking and Finance, Vol. 28, Vol. 7, pp. 1499-1520, 2004
Accepted Paper Series
Panigirtzoglou, Nikolaos
Queen Mary, University of London
Skiadopoulos, George S.
University of Piraeus
Posted:
12 Sep 05
 

22.  
The Effect of Mis-Estimating Correlation on Value-at-Risk | Show Abstract |
Journal of Alternative Investments, Vol. 7, No. 4, pp. 66-82, 2005
Accepted Paper Series
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
Posted:
02 May 05
 

23.  
Volatility Smile Consistent Option Models: A Survey | Show Abstract |
International Journal of Theoretical and Applied Finance, Vol. 4, No. 3, pp. 403-437
Accepted Paper Series
Skiadopoulos, George S.
University of Piraeus
Posted:
10 Dec 03
 

24.  
VaR: History or Simulation? | Show Abstract |
Risk, Vol. 16, No. 9, pp. 122-127, 2003
Accepted Paper Series
Skiadopoulos, George S.
University of Piraeus
Lambadiaris, Greg
Independent
Papadopoulou, Louiza
Nova Bank
Zoulis, Yiannis
Independent
Posted:
09 Nov 03
 

25.  
A Review of Stochastic Volatility Processes: Properties and Implications | Show Abstract |
Journal of Risk Finance, Vol. 4, No. 3, Spring 2003
Accepted Paper Series
Psychoyios, Dimitris
University of Piraeus - Department of Industrial Management
Skiadopoulos, George S.
University of Piraeus
Alexakis, Panayotis
Athens Stock Exchange
Posted:
28 Jun 03
 

26.  
Simulating the Evolution of the Implied Distribution | Show Abstract |
European Financial Management Journal
Accepted Paper Series
Skiadopoulos, George S.
University of Piraeus
Hodges, Stewart D.
University of Warwick - Financial Options Research Centre (FORC)
Posted:
19 Jan 01
 

27.  
The Dynamics of the S&P 500 Implied Volatility Surface | Show Abstract |
Review of Derivatives Research, Vol. 3, No. 3, 1999
Accepted Paper Series
Skiadopoulos, George S.
University of Piraeus
Hodges, Stewart D.
University of Warwick - Financial Options Research Centre (FORC)
Clewlow, Les
Lacima
Posted:
27 Mar 00
 

28.  
The Dynamics of Implied Volatility Surfaces | Show Abstract |
FORC preprint: 1998/86
Working Paper Series
Clewlow, Les
Lacima
Hodges, Stewart D.
University of Warwick - Financial Options Research Centre (FORC)
Skiadopoulos, George S.
University of Piraeus
Posted:
16 Sep 98
 

29.  
The Dynamics of Smiles | Show Abstract |
FORC series Pre-Prints: 98/85
Working Paper Series
Skiadopoulos, George S.
University of Piraeus
Hodges, Stewart D.
University of Warwick - Financial Options Research Centre (FORC)
Clewlow, Les
Lacima
Posted:
07 May 98
 


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