Konstantinos Metaxoglou

Carleton University

SCHOLARLY PAPERS

4

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5

Scholarly Papers (4)

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1.

Option-Implied Equity Premium Predictions via Entropic Tilting

Number of pages: 35 Posted: 26 Mar 2016 Last Revised: 12 Sep 2017
Konstantinos Metaxoglou, Davide Pettenuzzo and Aaron Smith
Carleton University, Brandeis University - International Business School and University of California, Davis - Department of Agricultural and Resource Economics
Downloads 131 (221,568)
Citation 1

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entropic tilting, density forecasts, variance risk premium, equity premium, options

2.

Natural Gas Prices and Coal Displacement: Evidence from Electricity Markets

NBER Working Paper No. w21627
Number of pages: 46 Posted: 12 Oct 2015
Christopher R. Knittel, Konstantinos Metaxoglou and Andre Trindade
Massachusetts Institute of Technology (MIT) - Sloan School of Management, Carleton University and Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças
Downloads 48 (401,545)

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3.

Carbon Emissions and Business Cycles

NBER Working Paper No. w22294
Number of pages: 30 Posted: 01 Jun 2016 Last Revised: 29 Jun 2016
Hashmat U Khan, Christopher R. Knittel, Konstantinos Metaxoglou and Maya Papineau
Carleton University - Department of Economics, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Carleton University and Carleton University
Downloads 21 (524,604)

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4.

Coordinating Separate Markets for Externalities

NBER Working Paper No. w24481
Number of pages: 72 Posted: 12 Apr 2018
Jose Miguel Abito, Christopher R. Knittel, Konstantinos Metaxoglou and Andre Trindade
University of Pennsylvania, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Carleton University and Getulio Vargas Foundation (FGV) - FGV/EPGE Escola Brasileira de Economia e Finanças
Downloads 4 (631,986)
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