Advances in the commodity futures literature: a review

von Skiadopoulos, George
Veröffentlicht in The journal of derivatives (2012)

Volatility smile consistent option models : a survey

von Skiadopoulos, George
Veröffentlicht in International journal of theoretical and applied finance (2001)

The simulation of the implied distribution and other smile consistent stochastic volatility models: an overview

von Skiadopoulos, George
Veröffentlicht in Financial engineering, E-commerce and supply chain (2002)

The Greek implied volatility index : construction and properties

von Skiadopoulos, George
Veröffentlicht in Applied financial economics (2004)

Investing in commodities : popular beliefs and misconceptions ; invited editorial

von Skiadopoulos, George
Veröffentlicht in The journal of asset management (2012)

Are freight futures markets efficient? : evidence from IMAREX

von Goulas, Lambros
Veröffentlicht in International journal of forecasting (2012)

Should investors include commodities in their portfolios after all? : new evidence

von Daskalaki, Charoula
Veröffentlicht in Journal of banking & finance (2011)

How does the market variance risk premium vary over time? : evidence from S&P 500 variance swap investment returns

von Konstantinidi, Eirini
Veröffentlicht in Journal of banking & finance (2016)

Predictable dynamics in higher-order risk-neutral moments : evidence from the S&P 500 options

von Neumann, Michael
Veröffentlicht in Journal of financial and quantitative analysis (2013)

A new approach to modeling the dynamics of implied distributions : theory and evidence from the S&P 500 options

von Panigirtzoglou, Nikolaos
Veröffentlicht in Journal of banking & finance (2004)

Volatility options : hedging effectiveness, pricing, and model error

von Psychoyios, Dimitris
Veröffentlicht in The journal of futures markets (2006)

Are VIX futures prices predictable? : an empirical investigation

von Konstantinidi, Eirini
Veröffentlicht in International journal of forecasting (2011)

Can the dynamics of the term structure of petroleum futures be forecasted? : evidence from major markets

von Chantziara, Thalia
Veröffentlicht in Energy economics (2008)

The effects of margin changes on commodity futures markets

von Daskalaki, Charoula
Veröffentlicht in Journal of financial stability (2016)

Measuring the market risk of freight rates : a value-at-risk approach

von Angelidis, Timotheos
Veröffentlicht in International journal of theoretical and applied finance (2008)

Simulating the evolution of the implied distribution

von Skiadopoulos, George
Veröffentlicht in European financial management (2001)

Implied volatility trees and pricing performance: Evidence from the S&P 100 options

von Linaras, Charilaos E.
Veröffentlicht in International journal of theoretical and applied finance (2005)

An empirical comparison of continuous-time models of implied volatility indices

von Dotsis, George
Veröffentlicht in Journal of banking & finance (2007)

Capital structure and financial flexibility : expectations of future shocks

von Lambrinoudakis, Costas
Veröffentlicht in Journal of banking & finance (2019)

Are there common factors in individual commodity futures returns?

von Daskalaki, Charoula
Veröffentlicht in Journal of banking & finance (2014)