Phone: +44 20 7882 6136
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Commodities, Empirical asset pricing, Financial Derivatives, Investments
George Skiadopoulos is Professor of Finance in the School of Economics and Finance at Queen Mary University of London.
George's research interests lie in the areas of commodities, empirical asset pricing, financial derivatives and investments. He has published in academic journals such as the Management Science, Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, International Journal of Forecasting, etc. He serves in the editorial boards of the Journal of Banking and Finance, Journal of Business Finance and Accounting, Journal of Commodity Markets, Journal of Derivatives and Multinational Finance Journal.
George is currently part-time at Queen Mary and he is also a Professor at the University of Piraeus in the Department of Banking and Financial Management, an Associate Research Fellow at Warwick Business School, University of Warwick, and an Honorary Senior Visiting Fellow in the faculty of Finance at Cass Business School, City University. George holds a B.Sc. from the Department of Economics of the Athens University of Economics and Business, an M.Sc. in Mathematical Economics and Econometrics from the London School of Economics, and a Ph.D. from the University of Warwick.
Before joining academia, George worked in the Athens Derivatives Exchange. He has also acted as a consultant to various financial institutions and he has provided a number of executive training courses.
Topics in Financial Economics, Part I (MRes in Economics, MRes in Finance)
Member to public bodies
Member of the nominating committee for the 2012, 2013 Financial Engineer of the Year Awards run by the International Association for Quantitative Finance, NYC.
Member of the Academic Advisory Council of the Professional Risk Managers International Association (PRMIA) for the period 2008-2009.
Citations by the Finance Industry
Our work on volatility derivatives and implied volatility indices has been cited by the Chicago Board Options Exchange (CBOE), https://www.cboe.com/micro/volatility/Bibliography.aspx
Our work on commodities has been cited by NASDAQ Exchange (AllAboutAlpha.com), CFA Digest (February 2012, Vol. 42, No. 1) and Robeco Investment Management
(http://www.robecoinvest.com/assets/pdf/strat-alloc-to-commodity-premiums.pdf). It has also been cited by various other blogs such as the Maverick Investors Rally Site, the Optimal Momentum Site, etc.
Our work on using information from the market option prices to construct market timing strategies has been cited by Citigroup Academic Research Digest (February 2009).
I welcome research proposals in the areas of financial derivatives, asset pricing, portfolio management and alternative investments. In the past, I have supervised and have acted as an external examiner to a number of Ph.D. theses in these areas.
Five Indicative publications since 2008
Daskalaki, C., Kostakis, A., and Skiadopoulos, G. (2014). "Are there Common Factors in Commodity Futures Returns?", Journal of Banking and Finance, 40:3, 346-363.
Neumann, M., and Skiadopoulos, G. (2013). “Predictable Dynamics in Higher Order Risk-Neutral Moments: Evidence from the S&P 500 Options”, Journal of Financial and Quantitative Analysis 48:3, 947-977.
Jiang, G, Konstantinidi, E., and Skiadopoulos, G. (2012). "Volatility Spillovers and the Effect of News Announcements", Journal of Banking and Finance, 36:8, 2260-2273.
Kostakis, A., Panigirtzoglou, N., and Skiadopoulos, G. (2011). “Market Timing with Option-Implied Distributions: A Forward-Looking Approach”, Management Science, 57:7, 1231-1249.
Daskalaki, C. and Skiadopoulos, G. (2011). “Should Investors include Commodities in their Portfolios after All? New Evidence”, Journal of Banking and Finance, 35:10, 2606-2626.