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Journal of Economic Behavior & Organization
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The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
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RePEc
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1
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
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2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Large-scale and rooftop solar generation in the NEM : a tale of two renewables strategies
Mwampashi, Muthe Mathias
;
Nikitopoulos, Christina Sklibosios
- In:
Energy economics
115
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013541699
Saved in:
8
Forecasting volatility in commodity markets with long-memory models
Alfeus, Mesias
;
Nikitopoulos, Christina Sklibosios
- In:
Journal of commodity markets
28
(
2022
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014335250
Saved in:
9
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
Saved in:
10
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
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