Narrow search
Showing 1 - 10 of 147
Cover Image
The return-volatility relation in commodity futures markets
Chiarella, Carl; Kang, Boda; Nikitopoulos, Christina … - In: The journal of futures markets 36 (2016) 2, pp. 127-152
Persistent link: https://www.econbiz.de/10011568056
Cover Image
Economic determinants of oil futures volatility : term structure perspective
Kang, Boda; Nikitopoulos, Christina Sklibosios; … - In: Energy economics 88 (2020), pp. 1-27
Persistent link: https://www.econbiz.de/10012515144
Cover Image
Derivative Security Pricing : Techniques, Methods and Applications
Chiarella, Carl - 2015
Part I The Fundamentals of Derivative Security Pricing -- 1 The Stock Option Problem -- 2 Stochastic Processes for Asset Price Modelling -- 3 An Initial Attempt at Pricing an Option -- 4 The Stochastic Differential Equation -- 5 Manipulating Stochastic Differential Equations and Stochastic...
Persistent link: https://www.econbiz.de/10014019196
Cover Image
Interest rate risk in long‐dated commodity options positions : To hedge or not to hedge?
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - In: Journal of Futures Markets 39 (2018) 1, pp. 109-127
Persistent link: https://www.econbiz.de/10012082147
Cover Image
The economic impact of daily volatility persistence on energy markets
Nikitopoulos, Christina Sklibosios; Thomas, Alice Carole; … - In: Journal of commodity markets 30 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014426848
Cover Image
Pricing of long-dated commodity derivatives : do stochastic interest rates matter?
Cheng, Benjamin; Nikitopoulos, Christina Sklibosios; … - In: Journal of banking & finance 95 (2018), pp. 148-166
Persistent link: https://www.econbiz.de/10011966734
Cover Image
Determinants of the crude oil futures curve : inventory, consumption and volatility
Nikitopoulos, Christina Sklibosios; Squires, Matthew; … - In: Journal of banking & finance 84 (2017), pp. 53-67
Persistent link: https://www.econbiz.de/10011816836
Cover Image
Wind generation and the dynamics of electricity prices in Australia
Mwampashi, Muthe Mathias; Nikitopoulos, Christina Sklibosios - In: Energy economics 103 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013363930
Cover Image
Climate transition risk in sovereign bond markets
Collender, Sierra; Gan, Baoqing; Nikitopoulos, … - In: Global finance journal 57 (2023), pp. 1-24
Persistent link: https://www.econbiz.de/10014479075
Cover Image
Implied roughness in the term structure of oil market volatility
Alfeus, Mesias; Nikitopoulos, Christina Sklibosios; … - In: Quantitative finance 24 (2024) 3/4, pp. 347-363
Persistent link: https://www.econbiz.de/10014552013