George Skiadopoulos

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Contact

Affiliations

• University of Piraeus / Department of Banking and Financial Management (weight: 50%)
  • EDIRC entry
  • location:
• Queen Mary University of London / School of Economics and Finance (weight: 50%)
  • EDIRC entry
  • location:

Research profile

author of:

• Simulating the Evolution of the Implied Distribution (RePEc:bla:eufman:v:7:y:2001:i:4:p:497-522)
  by George Skiadopoulos & Stewart Hodges
• Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options (RePEc:cup:jfinqa:v:48:y:2013:i:03:p:947-977_00)
  by Neumann, Michael & Skiadopoulos, George
• Diversification benefits of commodities: A stochastic dominance efficiency approach (RePEc:eee:empfin:v:44:y:2017:i:c:p:250-269)
  by Daskalaki, Charoula & Skiadopoulos, George & Topaloglou, Nikolas
• Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets (RePEc:eee:eneeco:v:30:y:2008:i:3:p:962-985)
  by Chantziara, Thalia & Skiadopoulos, George
• Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market (RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300168)
  by Kapetanios, George & Konstantinidi, Eirini & Neumann, Michael & Skiadopoulos, George
• The effects of margin changes on commodity futures markets (RePEc:eee:finsta:v:22:y:2016:i:c:p:129-152)
  by Daskalaki, Charoula & Skiadopoulos, George
• Are VIX futures prices predictable? An empirical investigation (RePEc:eee:intfor:v:27:y::i:2:p:543-560)
  by Konstantinidi, Eirini & Skiadopoulos, George
• Are VIX futures prices predictable? An empirical investigation (RePEc:eee:intfor:v:27:y:2011:i:2:p:543-560)
  by Konstantinidi, Eirini & Skiadopoulos, George
• Are freight futures markets efficient? Evidence from IMAREX (RePEc:eee:intfor:v:28:y:2012:i:3:p:644-659)
  by Goulas, Lambros & Skiadopoulos, George
• Capital structure and financial flexibility: Expectations of future shocks (RePEc:eee:jbfina:v:104:y:2019:i:c:p:1-18)
  by Lambrinoudakis, Costas & Skiadopoulos, George & Gkionis, Konstantinos
• Positive stock information in out-of-the-money option prices (RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000704)
  by Gkionis, Konstantinos & Kostakis, Alexandros & Skiadopoulos, George & Stilger, Przemyslaw S.
• Dissecting climate risks: Are they reflected in stock prices? (RePEc:eee:jbfina:v:155:y:2023:i:c:s037842662300153x)
  by Faccini, Renato & Matin, Rastin & Skiadopoulos, George
• A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options (RePEc:eee:jbfina:v:28:y:2004:i:7:p:1499-1520)
  by Panigirtzoglou, Nikolaos & Skiadopoulos, George
• An empirical comparison of continuous-time models of implied volatility indices (RePEc:eee:jbfina:v:31:y:2007:i:12:p:3584-3603)
  by Dotsis, George & Psychoyios, Dimitris & Skiadopoulos, George
• Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices (RePEc:eee:jbfina:v:32:y:2008:i:11:p:2401-2411)
  by Konstantinidi, Eirini & Skiadopoulos, George & Tzagkaraki, Emilia
• Should investors include commodities in their portfolios after all? New evidence (RePEc:eee:jbfina:v:35:y:2011:i:10:p:2606-2626)
  by Daskalaki, Charoula & Skiadopoulos, George
• Volatility spillovers and the effect of news announcements (RePEc:eee:jbfina:v:36:y:2012:i:8:p:2260-2273)
  by Jiang, George J. & Konstantinidi, Eirini & Skiadopoulos, George
• Are there common factors in individual commodity futures returns? (RePEc:eee:jbfina:v:40:y:2014:i:c:p:346-363)
  by Daskalaki, Charoula & Kostakis, Alexandros & Skiadopoulos, George
• How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns (RePEc:eee:jbfina:v:62:y:2016:i:c:p:62-75)
  by Konstantinidi, Eirini & Skiadopoulos, George
• A Review of Stochastic Volatility Processes: Properties and Implications (RePEc:eme:jrfpps:eb022965)
  by Dimitris Psychoyios & George Skiadopoulos & Panayotis Alexakis
• Market Timing with Option-Implied Distributions: A Forward-Looking Approach (RePEc:inm:ormnsc:v:57:y:2011:i:7:p:1231-1249)
  by Alexandros Kostakis & Nikolaos Panigirtzoglou & George Skiadopoulos
• A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion (RePEc:inm:ormnsc:v:65:y:2019:i:10:p:4927-4949)
  by Renato Faccini & Eirini Konstantinidi & George Skiadopoulos & Sylvia Sarantopoulou-Chiourea
• The Dynamics of the S&P 500 Implied Volatility Surface (RePEc:kap:revdev:v:3:y:2000:i:3:p:263-282)
  by George Skiadopoulos & Stewart Hodges & Les Clewlow
• Investing in commodities: Popular beliefs and misconceptions (RePEc:pal:assmgt:v:13:y:2012:i:2:d:10.1057_jam.2011.35)
  by George Skiadopoulos
• Capital Structure and Financial Flexibility: Expectations of Future Shocks (RePEc:qmw:qmwecw:731)
  by Costas Lambrinoudakis & Michael Neumann & George Skiadopoulos
• How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns (RePEc:qmw:qmwecw:732)
  by Eirini Konstantinidi & George Skiadopoulos
• The Effects of Margin Changes on Commodity Futures Markets (RePEc:qmw:qmwecw:736)
  by Charoula Daskalaki & George Skiadopoulos
• Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach (RePEc:qmw:qmwecw:797)
  by Charoula Daskalaki & George Skiadopoulos & Nikolas Topaloglou
• A New Predictor of US. Real Economic Activity: The S&P 500 Option Implied Risk Aversion (RePEc:qmw:qmwecw:850)
  by Renato Faccini & Eirini Konstantinidi & George Skiadopoulos & Sylvia Sarantopoulou-Chiourea
• Positive Stock Information In Out-Of-The-Money Option Prices (RePEc:qmw:qmwecw:859)
  by Konstantinos Gkionis & Alexandros Kostakis & George Skiadopoulos & Przemyslaw S. Stilger
• The Contribution of Frictions to Expected Returns (RePEc:qmw:qmwecw:874)
  by Kazuhiro Hiraki & George Skiadopoulos
• The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure (RePEc:qmw:qmwecw:946)
  by Kazuhiro Hiraki & George Skiadopoulos
• Unknown item RePEc:qmw:qmwecw:wp732 (paper)
• Unknown item RePEc:qmw:qmwecw:wp736 (paper)
• Unknown item RePEc:qmw:qmwecw:wp797 (paper)
• Unknown item RePEc:taf:apfiec:v:14:y:2004:i:16:p:1187-1196 (article)
• Learning and Index Option Returns (RePEc:taf:jnlbes:v:38:y:2020:i:2:p:327-339)
  by Alejandro Bernales & Gonzalo Cortazar & Luka Salamunic & George Skiadopoulos
• Volatility options: Hedging effectiveness, pricing, and model error (RePEc:wly:jfutmk:v:26:y:2006:i:1:p:1-31)
  by Dimitris Psychoyios & George Skiadopoulos
• Volatility Smile Consistent Option Models: A Survey (RePEc:wsi:ijtafx:v:04:y:2001:i:03:n:s021902490100105x)
  by George Skiadopoulos
• Implied Volatility Trees And Pricing Performance: Evidence From The S&P 100 Options (RePEc:wsi:ijtafx:v:08:y:2005:i:08:n:s0219024905003359)
  by Charilaos E. Linaras & George Skiadopoulos
• Measuring The Market Risk Of Freight Rates: A Value-At-Risk Approach (RePEc:wsi:ijtafx:v:11:y:2008:i:05:n:s0219024908004889)
  by Timotheos Angelidis & George Skiadopoulos
• Modeling the Dynamics of Temperature with a View to Weather Derivatives (RePEc:wsi:wschap:9789814566926_0017)
  by Eirini Konstantinidi & Gkaren Papazian & George Skiadopoulos