Browse by Warwick Author
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Number of items: 9.
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, Volume 28 (Number 3). pp. 644-659. ISSN 0169-2070
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, George. (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, Volume 27 (Number 2). pp. 543-560. ISSN 0169-2070
Konstantinidi, Eirini, Skiadopoulos, George and Tzakaraki, Emilia (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, Volume 32 (Number 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
Skiadopoulos, George (1999) Modelling the dynamics of implied volatility smiles and surfaces. PhD thesis, University of Warwick.
This list was generated on Thu Sep 29 11:11:07 2016 BST.