George Skiadopoulos : Citation Profile

University of Piraeus (50% share)
Queen Mary University of London (50% share)

16

H index

22

i10 index

923

Citations

RESEARCH PRODUCTION:

30

Articles

11

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 40
   Journals where George Skiadopoulos has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 28 (2.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psk19
   Updated: 2025-03-08    RAS profile: 2024-03-07    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with George Skiadopoulos.

Is cited by:

Guidolin, Massimo (33)

Nguyen, Duc Khuong (28)

Alexander, Carol (28)

Prokopczuk, Marcel (14)

Bernales, Alejandro (14)

Kearney, Fearghal (11)

Chevallier, Julien (11)

Power, Gabriel (10)

faff, robert (10)

Shang, Han Lin (10)

Walther, Thomas (9)

Cites to:

Fama, Eugene (21)

French, Kenneth (20)

Pedersen, Lasse (19)

Campbell, John (19)

KOSTAKIS, ALEXANDROS (18)

Bollerslev, Tim (14)

Söderlind, Paul (12)

Svensson, Lars (12)

Bessembinder, Hendrik (11)

Wu, Liuren (11)

Bekaert, Geert (11)

Main data

Production by document typearticlechapterpaper20002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202302.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230204060Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250255075100Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220230100200300Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 16Most cited documents1234567891011121314151617180100200300Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301020h-index Highcharts.comExport to raster or vector imagePrint the chart

Where George Skiadopoulos has published?

Journals with more than one article published# docs
Journal of Banking & Finance10
International Journal of Theoretical and Applied Finance (IJTAF)3
International Journal of Forecasting3

Recent works citing George Skiadopoulos (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Was Covid-19 a wake-up call on climate risks? Evidence from the greenium. (2024). Liberati, Danilo ; Marinelli, Giuseppe. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_832_24.

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2024The potential macroeconomic relevance of critical materials: some preliminary evidence. (2024). Taboga, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_897_24.

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2024.

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2024Corporate Green Pledges. (2024). Bauer, Michael D ; Wilms, Ole ; Renkel, Marlene ; Offner, Eric ; Huber, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11507.

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2024Does climate risk impact firms ESG performance? Evidence from China. (2024). Anh, Ngoc Quang ; Narayan, Seema ; Ren, Yi-Shuai ; Chen, Yongtai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:683-695.

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2024Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Zhang, LU ; Wu, Zhengyu ; Li, Xiaowei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001638.

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2024Economic and financial consequences of water risks: The case of hydropower. (2024). von Jagow, Adrian ; Goel, Skand ; Senni, Chiara Colesanti. In: Ecological Economics. RePEc:eee:ecolec:v:218:y:2024:i:c:s0921800923003117.

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2024How does climate policy uncertainty affect financial markets? Evidence from Europe. (2024). Tedeschi, Marco ; Foglia, Matteo ; Dai, Peng-Fei ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300469x.

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2024Regret-aversion over different maturities: Application to energy futures markets. (2024). Ben Amar, Amine ; Bellalah, Makram ; Clark, Ephraim. In: Economics Letters. RePEc:eee:ecolet:v:241:y:2024:i:c:s0165176524002969.

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2024Climate risks, corporate bonds, and economic uncertainty. (2024). Lalwani, Vaibhav. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004683.

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2024Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition. (2024). Esparcia, Carlos ; Lopez, Raquel ; Jareo, Francisco ; Sevillano, Maria Caridad. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324001063.

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2024How do climate risks impact the contagion in Chinas energy market?. (2024). Lei, Lei ; Ma, Dandan ; Kang, Yuxin ; Guo, Kun. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001580.

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2024Alternative monetary policies and renewable energy stock returns. (2024). Gordo, Natali ; Morley, Bruce ; Hunt, Alistair. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004481.

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2024Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

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2024Climate risk and energy futures high frequency volatility prediction. (2024). Gong, Xue ; Lai, Ping ; He, Mengxi ; Wen, Danyan. In: Energy. RePEc:eee:energy:v:307:y:2024:i:c:s0360544224022400.

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2024Heterogeneous impacts of climate change news on Chinas financial markets. (2024). Ji, Qiang ; Zhang, Yunhan ; Ma, Dandan ; Zhai, Pengxiang ; Zhao, Wan-Li. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005239.

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2024Abnormal temperature and the cross-section of stock returns in China. (2024). Wang, Yudong ; He, Mengxi ; Song, Bingheng ; Zhang, Yaojie. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002060.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Implied volatility is (almost) past-dependent: Linear vs non-linear models. (2024). Wang, Yinuo ; Cao, YI ; Zhai, Jia ; Wen, Conghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003387.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024Unveiling the Nexus: Carbon finance and climate technology advancements. (2024). Treku, Daniel N ; Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005908.

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2024Heterogeneous impacts of multiple climate policies on the chinese stock market. (2024). Chen, Yunyue ; Zeng, Zheyu. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323011881.

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2024Building a sustainable future: The role of corporate social responsibility in climate policy uncertainty management. (2024). Phan, Hieu V ; Nguyen, Tien ; Vo, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012035.

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2024What drives green betas? Climate uncertainty or speculation. (2024). Demirer, Riza ; Eki, Brahim Halil ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012424.

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2024How much does climate-related risk impact stock and commodity markets: A comparative study of the US and China. (2024). Sharma, Aarzoo ; Chen, Yanhua. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001648.

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2024The impact of climate policy uncertainty on the Italian financial market. (2024). di Tommaso, Caterina ; Foglia, Matteo ; Pacelli, Vincenzo. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011243.

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2024The impact of stock index futures margin levels on market quality. (2024). Gao, Yuandong ; Liu, Zhongshan ; Feng, Ting ; Gong, Mengyao. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013345.

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2024Time-Varying effects of extreme weather shocks on output growth of the United States. (2024). Gupta, Rangan ; Sheng, Xin ; Cepni, Oguzhan. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013473.

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2024Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

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2024Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; Gupta, Rangan ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416.

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2024Global climate policy uncertainty and financial markets. (2024). Zhang, Dayong ; Ji, Qiang ; Zhai, Pengxiang ; Ma, Dandan ; Fan, Ying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124001136.

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2024Uncertainty premia for small and large risks. (2024). Savor, Pavel ; Wilson, Mungo ; Puhl, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001675.

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2024Pandemic tail risk. (2024). Marfe, Roberto ; Corvino, Raffaele ; Breugem, Matthijs ; Schonleber, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:167:y:2024:i:c:s0378426624001717.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2024Trading activity, risk aversion, and risk neutral skewness: Evidence from SSE 50ETF option. (2024). Zhou, Xin ; Jiang, Zhengyun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:378-399.

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2024Investors’ attention and network spillover for commodity market forecasting. (2024). Mattera, Raffaele ; Ficcadenti, Valerio ; Cerqueti, Roy. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002222.

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2024Climate policy uncertainty and the U.S. economic cycle. (2024). Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:202:y:2024:i:c:s0040162524001409.

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2024Corporate Green Pledges. (2024). Bauer, Michael ; Wilms, Ole ; Renkel, Marlene ; Offner, Eric ; Huber, Daniel. In: Working Paper Series. RePEc:fip:fedfwp:99236.

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2024The rough Hawkes Heston stochastic volatility model. (2024). Pulido, Sergio ; Bondi, Alessandro ; Scotti, Simone. In: Post-Print. RePEc:hal:journl:hal-03827332.

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2024Chinas business cycle forecasting: a machine learning approach. (2024). Tang, Pan ; Zhang, Yuwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-024-10549-w.

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2024Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Caraiani, Petre ; Cepni, Oguzhan ; Caporin, Massimiliano. In: Working Papers. RePEc:pre:wpaper:202407.

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2024Can Municipal Bonds Hedge US State-Level Climate Risks?. (2024). GUPTA, RANGAN ; Ji, Qiang ; Cepni, Oguzhan ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202419.

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2024Analyzing the Performance of Diversified Commodity Derivatives Portfolios in Brazil. (2024). Kerbeg, Marco Antnio ; de Oliveira, Glauco Fonteles ; Tessmann, Mathias Schneid ; da Silva, Vincius. In: Applied Economics and Finance. RePEc:rfa:aefjnl:v:11:y:2024:i:1:p:21-31.

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2024Commodity and Stock Market Interlinkages: Opportunities and Challenges for Investors in Indian Market. (2024). Suresh, Sandra ; Jhunjhunwala, Shital. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s42-s58.

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2024Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

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2024Breaks in term structures: Evidence from the oil futures markets. (2024). Miller, Curtis ; Liu, Zhenya ; Horvath, Lajos ; Tang, Weiqing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2317-2341.

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2024Hedge and safe haven role of commodities for the US and Chinese equity markets. (2024). Naifar, Nader ; Siddique, Asima ; Mujtaba, Ghulam ; Hussain, Syed Jawad. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:2381-2414.

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2024Early exercise, implied volatility spread and future stock return: Jumps bind them all. (2024). Gazi, Adnan ; Garrett, Ian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:720-743.

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2024Corporate green pledges. (2024). Bauer, Michael ; Renkel, Marlene ; Offner, Eric ; Wilms, Ole ; Huber, Daniel. In: IMFS Working Paper Series. RePEc:zbw:imfswp:306828.

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Works by George Skiadopoulos:

Year  ↓Title  ↓Type  ↓Cited  ↓
2001Simulating the Evolution of the Implied Distribution In: European Financial Management.
[Full Text][Citation analysis]		article1
2013Predictable Dynamics in Higher-Order Risk-Neutral Moments: Evidence from the S&P 500 Options In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article46
2017Diversification benefits of commodities: A stochastic dominance efficiency approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article31
2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
2008Can the dynamics of the term structure of petroleum futures be forecasted? Evidence from major markets In: Energy Economics.
[Full Text][Citation analysis]		article20
2019Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market In: Journal of Financial Markets.
[Full Text][Citation analysis]		article7
2016The effects of margin changes on commodity futures markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article12
2014The Effects of Margin Changes on Commodity Futures Markets.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2011Are VIX futures prices predictable? An empirical investigation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2011Are VIX futures prices predictable? An empirical investigation.(2011) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2012Are freight futures markets efficient? Evidence from IMAREX In: International Journal of Forecasting.
[Full Text][Citation analysis]		article14
2019Capital structure and financial flexibility: Expectations of future shocks In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2014Capital Structure and Financial Flexibility: Expectations of Future Shocks.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2021Positive stock information in out-of-the-money option prices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article5
2018Positive Stock Information In Out-Of-The-Money Option Prices.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2023Dissecting climate risks: Are they reflected in stock prices? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article45
2004A new approach to modeling the dynamics of implied distributions: Theory and evidence from the S&P 500 options In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article32
2007An empirical comparison of continuous-time models of implied volatility indices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article65
2008Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article80
2011Should investors include commodities in their portfolios after all? New evidence In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article212
2012Volatility spillovers and the effect of news announcements In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article59
2014Are there common factors in individual commodity futures returns? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article79
2016How does the market variance risk premium vary over time? Evidence from S&P 500 variance swap investment returns In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article17
2014How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		paper
2003A Review of Stochastic Volatility Processes: Properties and Implications In: Journal of Risk Finance.
[Full Text][Citation analysis]		article0
2011Market Timing with Option-Implied Distributions: A Forward-Looking Approach In: Management Science.
[Full Text][Citation analysis]		article55
2019A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion In: Management Science.
[Full Text][Citation analysis]		article11
2018A New Predictor of US. Real Economic Activity: The S&P 500 Option Implied Risk Aversion.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2000The Dynamics of the S&P 500 Implied Volatility Surface In: Review of Derivatives Research.
[Full Text][Citation analysis]		article21
2012Investing in commodities: Popular beliefs and misconceptions In: Journal of Asset Management.
[Full Text][Citation analysis]		article11
2018The Contribution of Frictions to Expected Returns In: Working Papers.
[Full Text][Citation analysis]		paper0
2023The Contribution of Transaction Costs to Expected Stock Returns: A Novel Measure In: Working Papers.
[Full Text][Citation analysis]		paper1
2014How Does the Market Variance Risk Premium Vary over Time? Evidence from S&P 500 Variance Swap Investment Returns In: Working Papers.
[Full Text][Citation analysis]		paper2
2014The Effects of Margin Changes on Commodity Futures Markets In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach In: Working Papers.
[Full Text][Citation analysis]		paper1
2004The Greek implied volatility index: construction and properties In: Applied Financial Economics.
[Full Text][Citation analysis]		article23
2020Learning and Index Option Returns In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article1
2006Volatility options: Hedging effectiveness, pricing, and model error In: Journal of Futures Markets.
[Full Text][Citation analysis]		article16
2001VOLATILITY SMILE CONSISTENT OPTION MODELS: A SURVEY In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article18
2005IMPLIED VOLATILITY TREES AND PRICING PERFORMANCE: EVIDENCE FROM THE S&P 100 OPTIONS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article7
2008MEASURING THE MARKET RISK OF FREIGHT RATES: A VALUE-AT-RISK APPROACH In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article10
2015Modeling the Dynamics of Temperature with a View to Weather Derivatives In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter0

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