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Items where Author is "Dotsis, George"

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Number of items: 8.

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 (Unpublished)

This list was generated on Mon May 27 03:30:57 2024 BST.