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Number of items: 9.
Journal Article
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. doi:10.1016/j.jbankfin.2012.04.006 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. doi:10.1016/j.ijforecast.2011.11.004 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. doi:10.1016/j.jbankfin.2011.02.022 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. doi:10.1287/mnsc.1110.1346 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. doi:10.1016/j.ijforecast.2009.11.004 ISSN 0169-2070.
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. doi:10.1016/j.eneco.2007.07.008 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. doi:10.1016/j.jbankfin.2007.01.011 ISSN 0378-4266.
Conference Item
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. doi:10.1016/j.jbankfin.2008.02.003 ISSN 0378-4266.
Thesis
Skiadopoulos, George (1999) Modelling the dynamics of implied volatility smiles and surfaces. PhD thesis, University of Warwick.
This list was generated on Thu Mar 28 22:01:58 2024 GMT.