| Should investors include commodities in their portfolios after all? New evidence C Daskalaki, G Skiadopoulos Journal of Banking & Finance 35 (10), 2606-2626, 2011 | 453 | 2011 |
| Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices E Konstantinidi, G Skiadopoulos, E Tzagkaraki Journal of Banking & Finance 32 (11), 2401-2411, 2008 | 212 | 2008 |
| The dynamics of the S&P 500 implied volatility surface G Skiadopoulos, S Hodges, L Clewlow Review of derivatives research 3, 263-282, 2000 | 192 | 2000 |
| Are there common factors in individual commodity futures returns? C Daskalaki, A Kostakis, G Skiadopoulos Journal of Banking & Finance 40, 346-363, 2014 | 170 | 2014 |
| Market timing with option-implied distributions: A forward-looking approach A Kostakis, N Panigirtzoglou, G Skiadopoulos Management Science 57 (7), 1231-1249, 2011 | 153 | 2011 |
| Predictable dynamics in higher-order risk-neutral moments: Evidence from the S&P 500 options M Neumann, G Skiadopoulos Journal of Financial and Quantitative Analysis 48 (3), 947-977, 2013 | 143 | 2013 |
| An empirical comparison of continuous-time models of implied volatility indices G Dotsis, D Psychoyios, G Skiadopoulos Journal of Banking & Finance 31 (12), 3584-3603, 2007 | 135 | 2007 |
| Volatility spillovers and the effect of news announcements GJ Jiang, E Konstantinidi, G Skiadopoulos Journal of Banking & Finance 36 (8), 2260-2273, 2012 | 131 | 2012 |
| Dissecting climate risks: Are they reflected in stock prices? R Faccini, R Matin, G Skiadopoulos Journal of Banking & Finance 155, 106948, 2023 | 128 | 2023 |
| The Greek implied volatility index: construction and properties G Skiadopoulos Applied Financial Economics 14 (16), 1187-1196, 2004 | 127 | 2004 |
| A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options N Panigirtzoglou, G Skiadopoulos Journal of Banking & Finance 28 (7), 1499-1520, 2004 | 83 | 2004 |
| Measuring the market risk of freight rates: A value-at-risk approach T Angelidis, G Skiadopoulos International Journal of Theoretical and Applied Finance 11 (05), 447-469, 2008 | 78 | 2008 |
| Are VIX futures prices predictable? An empirical investigation E Konstantinidi, G Skiadopoulos International Journal of Forecasting 27 (2), 543-560, 2011 | 75 | 2011 |
| Diversification benefits of commodities: A stochastic dominance efficiency approach C Daskalaki, G Skiadopoulos, N Topaloglou Journal of Empirical Finance 44, 250-269, 2017 | 73 | 2017 |
| Volatility smile consistent option models: a survey G Skiadopoulos International Journal of Theoretical and Applied Finance 4 (03), 403-437, 2001 | 71 | 2001 |
| Volatility options: Hedging effectiveness, pricing, and model error D Psychoyios, G Skiadopoulos Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006 | 69 | 2006 |
| Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets T Chantziara, G Skiadopoulos Energy Economics 30 (3), 962-985, 2008 | 48 | 2008 |
| Are freight futures markets efficient? Evidence from IMAREX L Goulas, G Skiadopoulos International journal of forecasting 28 (3), 644-659, 2012 | 46 | 2012 |
| Are climate change risks priced in the us stock market? R Faccini, R Matin, G Skiadopoulos Danmarks Nationalbank Working Papers, 2021 | 44 | 2021 |
| How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns E Konstantinidi, G Skiadopoulos Journal of Banking & Finance 62, 62-75, 2016 | 42 | 2016 |
