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2013-11-01
Humps in the volatility structure of the crude oil futures market: New evidence
Chiarella, C
;
Kang, B
;
Nikitopoulos, CS
;
TÔ, TD
2015-03-25
Derivative Security Pricing Techniques, Methods and Applications
Chiarella, C
;
Xue-Zhong, H
;
Nikitopoulos, CS
2016-02-01
The Return-Volatility Relation in Commodity Futures Markets
Chiarella, C
;
Kang, B
;
Nikitopoulos, CS
;
Tô, TD
2018-10-01
Pricing of long-dated commodity derivatives: Do stochastic interest rates matter?
Cheng, B
;
Nikitopoulos, CS
;
Schlögl, E
2023
The economic impact of daily volatility persistence on energy markets
Nikitopoulos, CS
;
Thomas, AC
;
Wang, J
2022
Forecasting volatility in commodity markets with long-memory models
Alfeus, M
;
Nikitopoulos, CS
2023-08-01
Climate transition risk in sovereign bond markets
Collender, S
;
Gan, B
;
Nikitopoulos, CS
;
Richards, KA
;
Ryan, 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
2024
Hedging pressure and oil volatility: Insurance versus liquidity demands
Nikitopoulos, CS
;
Thomas, AC
;
Wang, J
2024
Implied roughness in the term structure of oil market volatility
Alfeus, M
;
Nikitopoulos, CS
;
Overbeck, L
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Finance
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1402 Applied Economics
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1502 Banking, Finance and Investment
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3502 Banking, finance and investment
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2020 - 2024
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