Charoula Daskalaki

University of Piraeus

Karaoli and Dimitriou 80

80 KARAOLI & DIMITRIOU STREET

Piraeus, Attiki 18534

Greece

SCHOLARLY PAPERS

4

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1,821

CITATIONS
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SSRN RANKINGS

Top 20,191

in Total Papers Citations

15

Scholarly Papers (4)

1.

Should Investors Include Commodities in Their Portfolios After All? New Evidence

Journal of Banking and Finance, Vol. 35, No. 10, 2011
Number of pages: 56 Posted: 05 Aug 2010 Last Revised: 27 Nov 2011
Charoula Daskalaki and George S. Skiadopoulos
University of Piraeus and University of Piraeus
Downloads 1,082 (15,444)
Citation 13

Abstract:

Asset allocation, Commodity boom, Commodity futures, Commodity indexes. Spanning, Performance evaluation

Are There Common Factors in Individual Commodity Futures Returns?

Journal of Banking and Finance, Forthcoming
Number of pages: 49 Posted: 13 May 2012 Last Revised: 09 Dec 2013
University of Piraeus, University of Manchester - Manchester Business School and University of Piraeus
Downloads 407 (58,178)
Citation 1

Abstract:

Common factors, Commodity-specific factors, Hedging pressure, Inventories, Market segmentation, Principal components analysis

Are There Common Factors in Individual Commodity Futures Returns?

Journal of Banking and Finance, Forthcoming
Posted: 10 Dec 2013
University of Piraeus, University of Manchester - Manchester Business School and University of Piraeus

Abstract:

Common factors, Commodity-specific factors, Hedging pressure, Inventories, Market segmentation, Principal components analysis

The Effects of Margin Changes on Commodity Futures Markets

Number of pages: 47 Posted: 06 Aug 2012 Last Revised: 17 Oct 2013
Charoula Daskalaki and George S. Skiadopoulos
University of Piraeus and University of Piraeus
Downloads 218 (116,678)

Abstract:

Funding constraints, Hedging, Market liquidity, Margins, Price stability, Speculators

The Effects of Margin Changes on Commodity Futures Markets

Journal of Financial Stability, Vol. 22, 2016
Posted: 05 Apr 2016
Charoula Daskalaki and George S. Skiadopoulos
University of Piraeus and University of Piraeus

Abstract:

Commodities, Hedging, Market liquidity, Margins, Speculators.

4.

Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach

Number of pages: 58 Posted: 02 Nov 2015 Last Revised: 22 Jul 2017
Charoula Daskalaki, George S. Skiadopoulos and Nikolas Topaloglou
University of Piraeus, University of Piraeus and Athens University of Economics and Business
Downloads 0 (204,463)

Abstract:

Alternative asset class, Commodity indices, Portfolio choice, Stochastic dominance