Determinants of the crude oil futures curve: Inventory, consumption and volatility von Nikitopoulos, Christina Sklibosios, Squires, Matthew, Thorp, Susan, Yeung, Danny

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A Hyperbolic Bid Stack Approach to Electricity Price Modelling von Katona, Krisztina, Nikitopoulos, Christina Sklibosios, Schlögl, Erik

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The Return-Volatility Relation in Commodity Futures Markets von Chiarella, Carl, Kang, Boda, Nikitopoulos, Christina Sklibosios, Tô, Thuy-Duong

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Humps in the volatility structure of the crude oil futures market: New evidence von Chiarella, Carl, Kang, Boda, Nikitopoulos, Christina Sklibosios, Tô, Thuy-Duong

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A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES von CHIARELLA, CARL, NIKITOPOULOS SKLIBOSIOS, CHRISTINA, SCHLÖGL, ERIK

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A Control Variate Method for Monte Carlo Simulations of Heath-Jarrow-Morton Models with Jumps von Chiarella, Carl, Sklibosios, Christina Nikitopoulos, Schlögl, Erik

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Economic determinants of oil futures volatility: A term structure perspective von Kang, Boda, Nikitopoulos, Christina Sklibosios, Prokopczuk, Marcel

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From 30- to 5-minute settlement rule in the NEM: An early evaluation von Mwampashi, Muthe Mathias, Nikitopoulos, Christina Sklibosios, Rai, Alan

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Wind generation and the dynamics of electricity prices in Australia von Mwampashi, Muthe Mathias, Nikitopoulos, Christina Sklibosios, Konstandatos, Otto, Rai, Alan

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A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework von Nikitopoulos-Sklibosios, Christina, Chiarella, Carl

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Forecasting volatility in commodity markets with long-memory models von Alfeus, Mesias, Nikitopoulos, Christina Sklibosios

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Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies von Mwampashi, Muthe Mathias, Nikitopoulos, Christina Sklibosios, Rai, Alan, Konstandatos, Otto

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Data-driven monetary policy: Evidence from the Bank of Japan’s equity purchase program von Liu, Zechu, Nikitopoulos, Christina Sklibosios, Phua, Kenny, Wang, Jianxin

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Pricing of long-dated commodity derivatives: Do stochastic interest rates matter? von Cheng, Benjamin, Nikitopoulos, Christina Sklibosios, Schlögl, Erik

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CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS von Chiarella, Carl, Maina, Samuel Chege, Sklibosios, Christina Nikitopoulos

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Implied roughness in the term structure of oil market volatility von Alfeus, Mesias, Nikitopoulos, Christina S., Overbeck, Ludger

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Hedging pressure and oil volatility: Insurance versus liquidity demands von Nikitopoulos, Christina Sklibosios, Thomas, Alice Carole, Wang, Jianxin

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The economic impact of daily volatility persistence on energy markets von Nikitopoulos, Christina Sklibosios, Thomas, Alice Carole, Wang, Jianxin

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Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge? von Cheng, Benjamin, Nikitopoulos, Christina Sklibosios, Schlögl, Erik

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Alternative Defaultable Term Structure Models von Bruti-Liberati, Nicola, Nikitopoulos-Sklibosios, Christina, Platen, Eckhard, Schlögl, Erik

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