Items where Author is "Dotsis, George"

Article

Coakley, Jerry and Dotsis, George and Kourtis, Apostolos and Psychoyios, Dimitris (2022) The S&P 500 Index inclusion effect: Evidence from the options market. International Journal of Finance and Economics, 29 (1). pp. 1157-1171. DOI https://doi.org/10.1002/ijfe.2728

Triantafyllou, Athanasios and Dotsis, George and Sarris, Alexandros (2020) Assessing the vulnerability to price spikes in agricultural commodity markets. Journal of Agricultural Economics, 71 (3). pp. 631-651. DOI https://doi.org/10.1111/1477-9552.12377

Triantafyllou, Athanasios and Dotsis, George (2017) Option-implied expectations in commodity markets and monetary policy. Journal of International Money and Finance, 77 (C). pp. 1-17. DOI https://doi.org/10.1016/j.jimonfin.2017.06.002

Dotsis, George and Vlastakis, Nikolaos (2016) Corridor Volatility Risk and Expected Returns. Journal of Futures Markets, 36 (5). pp. 488-505. DOI https://doi.org/10.1002/fut.21738

Triantafyllou, Athanasios and Dotsis, George and Sarris, Alexandros H (2015) Volatility Forecasting and Time-varying Variance Risk Premiums in Grains Commodity Markets. Journal of Agricultural Economics, 66 (2). pp. 329-357. DOI https://doi.org/10.1111/1477-9552.12101

Vlastakis, Nikolaos and Dotsis, George and Markellos, Raphael N (2009) How efficient is the European football betting market? Evidence from arbitrage and trading strategies. Journal of Forecasting, 28 (5). pp. 426-444. DOI https://doi.org/10.1002/for.1085

Vlastakis, Nikolaos and Dotsis, George and Markellos, Raphael N (2008) Nonlinear modelling of European football scores using support vector machines. Applied Economics, 40 (1). pp. 111-118. DOI https://doi.org/10.1080/00036840701731546

Monograph

Triantafyllou, Athanasios and Dotsis, George and Sarris, Alexandros (2019) Assessing the vulnerability to price spikes in agricultural commodity markets. Working Paper. Essex Finance Centre Working Papers, Colchester. (Unpublished)