Jiang, G. J., Konstantinidi, E. and Skiadopoulos, George. (2012) Volatility spillovers and the effect of news announcements. Journal of Banking & Finance, Vol.36 (No.8). pp. 2260-2273. ISSN 0378-4266

Goulas, Lambros and Skiadopoulos, George (2012) Are freight futures markets efficient? Evidence from IMAREX. International Journal of Forecasting . ISSN 0169-2070 (In Press)

Daskalaki, Charoula and Skiadopoulos, George. (2011) Should investors include commodities in their portfolios after all? New evidence. Journal of Banking & Finance, Vol.35 (No.10). pp. 2606-2626. ISSN 0378-4266

Kostakis, A., Panigirtzoglou, Nikolaos and Skiadopoulos, Georgios. (2011) Market timing with option-implied distributions : a forward-looking approach. Management Science, Vol.57 (No.7). pp. 1231-1249. ISSN 0025-1909

Konstantinidi, Eirini and Skiadopoulos, George. (2011) Are VIX futures prices predictable? An empirical investigation. International Journal of Forecasting, Vol.27 (No.2). pp. 543-560. ISSN 0169-2070

Konstantinidi, Eirini, Skiadopoulos, George and Tzakaraki, Emmilia (2008) Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices. In: 19th Australasian Finance and Banking Conference, Sydney, Australia, 13-15 Dec, 2006. Published in: Journal of Banking & Finance, Vol.32 (No.11). pp. 2401-2411.

Chantziara, Thalia and Skiadopoulos, George. (2008) Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets. Energy Economics, Vol.30 (No.3). pp. 962-985. ISSN 0140-9883

Dotsis, George, Psychoylos, Dimitris and Skiadopoulos, George. (2007) An empirical comparison of continuous-time models of implied volatility indices. Journal of Banking & Finance, Vol.31 (No.12). pp. 3584-3603. ISSN 0378-4266