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George S. Skiadopoulos · Study
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Author
George S. Skiadopoulos
11 works
· latest 2023
· 1 institutions
cluster: provisional
ORCID 0000-0002-9111-2280
Works
11 shown
Dissecting climate risks: Are they reflected in stock prices?
Journal of Banking & Finance
·
2023
·
3 authors
·
Open access
452
citations
Are there common factors in individual commodity futures returns?
Journal of Banking & Finance
·
2013
·
3 authors
151
citations
Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options
Journal of Financial and Quantitative Analysis
·
2013
·
1 author
·
Open access
99
citations
Volatility spillovers and the effect of news announcements
Journal of Banking & Finance
·
2012
·
3 authors
·
Open access
97
citations
Should investors include commodities in their portfolios after all? New evidence
Journal of Banking & Finance
·
2011
·
2 authors
·
Open access
342
citations
Market Timing with Option-Implied Distributions: A Forward-Looking Approach
Management Science
·
2011
·
3 authors
·
Open access
126
citations
Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices
Journal of Banking & Finance
·
2008
·
3 authors
·
Open access
174
citations
An empirical comparison of continuous-time models of implied volatility indices
Journal of Banking & Finance
·
2007
·
3 authors
·
Open access
115
citations
The Greek implied volatility index: construction and properties
Applied Financial Economics
·
2004
·
1 author
·
Open access
76
citations
A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options
Journal of Banking & Finance
·
2003
·
2 authors
·
Open access
75
citations
The Dynamics of the S&P 500 Implied Volatility Surface
Review of Derivatives Research
·
2000
·
3 authors
·
Open access
137
citations