80 Karaoli & Dimitriou Str.
18534 Piraeus, 185 34 -GR
Lincoln's Inn Fields
Mile End Rd.
London, E1 4NS
University of Piraeus
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Backtesting, Expected Shortfall, Forward Freight Agreements, Freight Markets, Freight Rates, Value-at-Risk
Asset allocation, Commodity boom, Commodity futures, Commodity indexes. Spanning, Performance evaluation
Asset allocation, Option-implied distributions, Market timing, Performance evaluation, Portfolio Choice, Risk aversion
asset allocation, option-implied distributions, market timing, performance evaluation, portfolio
Implied volatility surface, Market efficiency, Model confidence set, Option strategies, Risk-neutral skewness, Risk-neutral kurtosis
Beta, Implied distributions, Implied volatility, Options, Portfolio construction, Stock selection, Value-at-Risk
Common factors, Commodity-specific factors, Hedging pressure, Inventories, Market segmentation, Principal components analysis
Contagion, Scheduled news announcements, Unscheduled news announcements, Implied volatility, Implied volatility index,Volatility spillovers
Freight markets; Freight rate; IMAREX freight futures; Interval forecasts; Market efficiency, Model Confidence Set
Freight markets, Freight rate, IMAREX freight futures, Interval forecasts, Market efficiency, Model Confidence Set
Granger causality tests, implied volatility indices, implied volatility spillover, volatility derivatives
Point forecasts, Predictability, Principal Components, Temperature, Temperature indices
Funding constraints, Hedging, Market liquidity, Margins, Price stability, Speculators
Commodities, Hedging, Market liquidity, Margins, Speculators.
Capital structure, Financial flexibility, Options, Risk-neutral volatility, Risk-neutral kurtosis
Economic conditions, Predictability, Trading activity, Variance swaps, Variance risk premium, Volatility trading
Funding illiquidity, Predictability, Variance swaps, Variance risk premium, Volatility trading
Co-Jumps, Jumps, Informed traders, Liquidity, Option Markets, Scheduled News Announcements
Alternative asset class, Commodity indices, Portfolio choice, Stochastic dominance
Alternative investments, Asset allocation, Asset pricing, Commodity futures, Margins
Asset allocation, Hedging pressure, Commodity futures, Commodity Index, Performance evaluation
Bootstrapping, interval forecasts, Market efficiency, Performance measures, Predictability, VIX, Volatility futures
Petroleum futures, Principal components analysis, Predictability, Spillovers, Term structure of futures prices
Implied volatility, Implied volatility indices, Interval forecasts, Market efficiency, Predictability, Volatility derivatives
Continuous time estimation, Conditional characteristic function, Implied volatility indices, Volatility derivatives, VIX futures
Hedging Effectiveness, Model Error, Monte Carlo Simulation, Stochastic Volatility, Volatility risk, Volatility Options
Implied volatility, Implied volatility trees, Option Pricing
Implied cumulative distribution function, Monte Carlo Simulation, Option Pricing, Principal Components Analysis, Value-at-Risk.
Value-at-Risk, Correlation Mis-Estimation, Monte Carlo Simulation, Variance-Covariance Methods, Model Error
Value-at-Risk, Historical Simulation, Monte Carlo Simulation, Principal Components Analysis, Greek bond and stock portfolios
Smile-consistent stochastic volatility models,
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