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Renewable energy generation capacity following the Russian invasion of Ukraine, and the stock market performance of energy firms : evidence from southern European Union countries
Chondrokouki, Maria; Tsekrekos, Andrianos; Vasileiadis, … - In: The journal of energy markets 16 (2023) 4, pp. 31-47
Persistent link: https://www.econbiz.de/10014556502
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How important is the term structure in implied volatility surface modeling? : evidence from foreign exchange options
Chalamandaris, Georgios; Tsekrekos, Andrianos E. - In: Journal of international money and finance 30 (2011) 4, pp. 623-640
Persistent link: https://www.econbiz.de/10009268799
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Explanatory factors and causality in the dynamics of volatility surfaces implied from OTC Asian-Pacific currency options
Chalamandaris, Georgios; Tsekrekos, Andrianos E. - In: Computational economics 41 (2013) 3, pp. 327-358
Persistent link: https://www.econbiz.de/10009711327
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Exploring the role of the realized return distribution in the formation of the implied volatility smile
Chalamandaris, Georgios; Rompolis, Leonidas S. - In: Journal of banking & finance 36 (2012) 4, pp. 1028-1044
Persistent link: https://www.econbiz.de/10009557834
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Predictability in implied volatility surfaces : evidence from the euro OTC FX market
Chalamandaris, Georgios; Tsekrekos, Andrianos E. - In: The European journal of finance 20 (2014) 1/3, pp. 33-58
Persistent link: https://www.econbiz.de/10010462211
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Predictable dynamics in implied volatility surfaces from OTC currency options
Chalamandaris, Georgios; Tsekrekos, Andrianos E. - In: Journal of banking & finance 34 (2010) 6, pp. 1175-1188
Persistent link: https://www.econbiz.de/10003977944