Browsing byAuthorNikitopoulos Sklibosios, C
Showing results 1 to 8 of 8
Issue Date | Title | Author(s) |
2013 | Alternative term structure models for reviewing the expectations puzzle | Nikitopoulos Sklibosios, C; Platen, E |
2003-01 | A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework | Chiarella, C; Nikitopoulos Sklibosios, C |
2007-01 | A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps | Chiarella, C; Nikitopoulos Sklibosios, C; Schlogl, E |
2025 | Data-driven monetary policy: Evidence from the Bank of Japan’s equity purchase program | Liu, Z; Nikitopoulos Sklibosios, C; Phua, K; Wang, J |
2017 | Determinants of the crude oil futures curve: Inventory, consumption and volatility | Nikitopoulos Sklibosios, C; Squires, M; Thorp, S; Yeung, D |
2020 | Economic determinants of oil futures volatility: A term structure perspective | Kang, B; Nikitopoulos Sklibosios, C; Prokopczuk, M |
2022 | Large Scale and Rooftop Solar Generation in the NEM: A Tale of Two Renewables Strategies | Mwampashi, MM; Nikitopoulos Sklibosios, C; Rai, A; Konstandatos, O |
2024 | Mechanisms for Implementing Fossil Fuel Divestment in Portfolio Management with Impact on Risk, Return and Carbon Reduction | Marupanthorn, P; Nikitopoulos Sklibosios, C; Ofosu-Hene, E; Peters, G; Richards, K-A |