Concepedia

Dimitris Psychoyios

DP

8

Publications

760

Citations

8

H-Index

2005

Active since

Affiliations

University of Piraeus(Current)

University of East Anglia

University of Essex

University of Manchester

Athens University of Economics and Business

Dimitris Psychoyios is an author at University of Piraeus specializing in business, finance, and option pricing.

Top concepts

FinanceBusinessAsset PricingOption PricingFinancial EconomicsVolatility ModelingEngineeringEconomicsEconometricsStatistics

Publications per year

2005–2017

8

Publications

8

Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme

George Daskalakis, Dimitris Psychoyios, Raphael N. Markellos · Journal of Banking & Finance · 2009 · 425 citations

Economics, Carbon Emission Trading, Engineering +12

An empirical comparison of continuous-time models of implied volatility indices

George Dotsis, Dimitris Psychoyios, George Skiadopoulos · Journal of Banking & Finance · 2007 · 118 citations

Option Pricing, Volatility Modeling, Financial Economics +7

A jump diffusion model for VIX volatility options and futures

Dimitris Psychoyios, George Dotsis, Raphael N. Markellos · Review of Quantitative Finance and Accounting · 2009 · 71 citations

Vix Volatility Options, Volatility Modeling, Option Pricing +10

Volatility options: Hedging effectiveness, pricing, and model error

Dimitris Psychoyios, George Skiadopoulos · Journal of Futures Markets · 2005 · 45 citations

Volatility Modeling, Option Pricing, Multivariate Stochastic Volatility +13

Wine price risk management: International diversification and derivative instruments

Apostolos Kourtis, Raphael N. Markellos, Dimitris Psychoyios · International Review of Financial Analysis · 2012 · 44 citations

International Diversification, Financial Risk Management, Risk Management +7

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