1. Ktisis Cyprus University of Technology

Theodossiou, Panayiotis (rp00011)

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Publications

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Date Issued:  [2020 TO 2024]

Results 1-8 of 8 (Search time: 0.186 seconds).

Issue DateTitleAuthor(s)
11-Aug-2022Stochastic properties and pricing of bitcoin using a GJR-GARCH model with conditional skewness and kurtosis componentsTheodossiou, Panayiotis ; Ellina, Polina ; Savva, Christos S. 
21-Sep-2021Consequences of Outlier Returns for Event Studies: A Methodological Investigation and TreatmentTheodossiou, Panayiotis ; Theodossiou, Alexandra K. 
3Apr-2021The impact of the coronavirus crisis on the market price of riskDelis, Manthos D. ; Savva, Christos S. ; Theodossiou, Panayiotis 
41-Mar-2021Electricity pricing using a periodic GARCH model with conditional skewness and kurtosis componentsIoannidis, Filippos ; Kosmidou, Kyriaki ; Savva, Christos S. ; Theodossiou, Panayiotis 
52021Market price of risk estimation: Does distribution matter?Theodossiou, Panayiotis ; Savva, Christos S. 
6Sep-2020Clarifying managerial biases using a probabilistic frameworkEllina, Polina ; Mascarenhas, Briance ; Theodossiou, Panayiotis 
7Jun-2020Freight rates in downside and upside markets: pricing of own and spillover risks from other shipping segmentsTheodossiou, Panayiotis ; Tsouknidis, Dimitris ; Savva, Christos S. 
82020Truncated skewed type III generalized logistic distribution: risk measurement applicationsTheodossiou, Panayiotis