Browsing byAuthorNikitopoulos, CS
Showing results 1 to 12 of 12
| Issue Date | Title | Author(s) |
| 2022-12-09 | A Hyperbolic Bid Stack Approach to Electricity Price Modelling | Katona, K; Nikitopoulos, CS; Schlögl, E |
| 2023-08-01 | Climate transition risk in sovereign bond markets | Collender, S; Gan, B; Nikitopoulos, CS; Richards, KA; Ryan, L |
| 2015-03-25 | Derivative Security Pricing Techniques, Methods and Applications | Chiarella, C; Xue-Zhong, H; Nikitopoulos, CS |
| 2022 | Forecasting volatility in commodity markets with long-memory models | Alfeus, M; Nikitopoulos, CS |
| 2024 | Hedging pressure and oil volatility: Insurance versus liquidity demands | Nikitopoulos, CS; Thomas, AC; Wang, J |
| 2013-11-01 | Humps in the volatility structure of the crude oil futures market: New evidence | Chiarella, C; Kang, B; Nikitopoulos, CS; TÔ, TD |
| 2024 | Implied roughness in the term structure of oil market volatility | Alfeus, M; Nikitopoulos, CS; Overbeck, L |
| 2019-01-01 | Interest rate risk in long-dated commodity options positions: To hedge or not to hedge? | Cheng, B; Nikitopoulos, CS; Schlögl, E |
| 2018-10-01 | Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? | Cheng, B; Nikitopoulos, CS; Schlögl, E |
| 2016-02-01 | The Return-Volatility Relation in Commodity Futures Markets | Chiarella, C; Kang, B; Nikitopoulos, CS; Tô, TD |
| 2025-06 | Stochastic modelling and forecasting of wind capacity utilization with applications to risk management: The Australian case | Alfeus, M; Mwampashi, MM; Nikitopoulos, CS; Overbeck, L |
| 2023 | The economic impact of daily volatility persistence on energy markets | Nikitopoulos, CS; Thomas, AC; Wang, J |
