Dimitris Psychoyios

University of Piraeus - Department of Industrial Management

Lecturer

80, Karaoli & Dimitriou Str.

18534 Piraeus

Greece

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 44,635

in Total Papers Downloads

936

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (7)

1.

Interest Rate Volatility and Risk Management: Evidence from CBOE Treasury Options

Number of pages: 27 Posted: 08 Apr 2010 Last Revised: 02 Aug 2013
Raphael N. Markellos and Dimitris Psychoyios
University of East Anglia (UEA) - Norwich Business School and University of Piraeus - Department of Industrial Management
Downloads 386 (76,526)
Citation 1

Abstract:

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interest rate volatility, treasury options, volatility risk premium, volatility index, option pricing

2.

Wine Price Risk Management: International Diversification and Derivative Instruments

International Review of Financial Analysis, Vol. 22, pp. 30-37, 2012
Number of pages: 23 Posted: 09 Nov 2010 Last Revised: 10 Sep 2012
Apostolos Kourtis, Raphael N. Markellos and Dimitris Psychoyios
University of East Anglia (UEA) - Norwich Business School, University of East Anglia (UEA) - Norwich Business School and University of Piraeus - Department of Industrial Management
Downloads 366 (81,424)
Citation 1

Abstract:

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Fine Wine, International Diversification, Derivatives, Option Pricing

3.

Sovereign Debt Markets in Light of the Shadow Economy

Number of pages: 30 Posted: 06 Mar 2011 Last Revised: 23 Oct 2015
Raphael N. Markellos, Dimitris Psychoyios and Friedrich Schneider
University of East Anglia (UEA) - Norwich Business School, University of Piraeus - Department of Industrial Management and Johannes Kepler University Linz - Department of Economics
Downloads 184 (165,303)
Citation 2

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Informal Sector, Credit Ratings, Sovereign Debt

4.

An Empirical Comparison of Continuous-Time Models of Implied Volatility Indices

Journal of Banking and Finance, Vol. 31, No. 12, pp. 3584-3603, 2007
Posted: 27 Jan 2007 Last Revised: 03 Jan 2008
George Dotsis, Dimitris Psychoyios and George S. Skiadopoulos
National and Kapodistrian University of Athens - Faculty of Economics, University of Piraeus - Department of Industrial Management and Queen Mary, University of London, School of Economics and Finance

Abstract:

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Continuous time estimation, Conditional characteristic function, Implied volatility indices, Volatility derivatives, VIX futures

5.

Modeling CO2 Emission Allowance Prices and Derivatives: Evidence from the European Trading Scheme

Journal of Banking & Finance, Vol. 33, No. 7, pp. 1230-1241, 2009
Posted: 27 Jun 2006 Last Revised: 10 May 2014
George Daskalakis, Dimitris Psychoyios and Raphael N. Markellos
Norwich Business School - University of East Anglia, University of Piraeus - Department of Industrial Management and University of East Anglia (UEA) - Norwich Business School

Abstract:

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Emission Allowances, Futures, Options on Futures, Derivative Pricing

6.

Volatility Options: Hedging Effectiveness, Pricing, and Model Error

Journal of Futures Markets, Vol. 26, No. 1, pp. 1-31, 2006
Posted: 13 Dec 2005
Dimitris Psychoyios and George S. Skiadopoulos
University of Piraeus - Department of Industrial Management and Queen Mary, University of London, School of Economics and Finance

Abstract:

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Hedging Effectiveness, Model Error, Monte Carlo Simulation, Stochastic Volatility, Volatility risk, Volatility Options

7.

A Review of Stochastic Volatility Processes: Properties and Implications

Journal of Risk Finance, Vol. 4, No. 3, Spring 2003
Posted: 28 Jun 2003
Dimitris Psychoyios, George S. Skiadopoulos and Panayotis Alexakis
University of Piraeus - Department of Industrial Management, Queen Mary, University of London, School of Economics and Finance and Athens Stock Exchange

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