20102019

Research output per year

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Research Output

2019

Volatility Forecasts Embedded in the Prices of Crude-Oil Options

Tsiaras, L. & Gilder, D., 1 Dec 2019, (Accepted/In press) In : Journal of Futures Markets.

Research output: Contribution to journalArticle

2011

Density forecasts of crude-oil prices using option-implied and ARCH-type models

Høg, E. & Tsiaras, L., Aug 2011, In : Journal of Futures Markets. 31, 8, p. 727-754 28 p.

Research output: Contribution to journalArticle

2010

Dynamic models of exchange rate dependence using option prices and historical returns

Tsiaras, L., 12 Jan 2010, (Unpublished) Aarhus University, 45 p. (CREATES Research Paper 2010-35).

Research output: Working paper