School of Economics and Finance

George Skiadopoulos

George

Professor

Email: g.skiadopoulos@qmul.ac.uk
Telephone: +44 20 7882 3374
Room Number: GC521
Website: https://sites.google.com/view/george-skiadopoulos
Office Hours: Please email for an appointment

Profile

Research interests: Commodities, Empirical asset pricing, Financial Derivatives, Portfolio Management.

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 portfolio management. He has published in academic journals such as the Management Science, Journal of Financial and Quantitative Analysis, Journal of Business and Economic Statistics, Journal of Banking and Finance, Journal of Financial Markets, Journal of Empirical Finance, International Journal of Forecasting, and others. 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. He is the Director and co-Founder of the Institute of Finance and Financial Regulation, and an Associate Research Fellow at Cass Business School, City University, and at Warwick Business School, University of Warwick. George holds a BSc. from the Department of Economics of the Athens University of Economics and Business, an MSc. in Mathematical Economics and Econometrics from the London School of Economics, and a PhD. 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. His research has received a number of grants from organizations like the Chicago Mercantile Exchange, the J.P. Morgan Centre of Commodities, University of Colorado at Denver, the Athens Derivatives Exchange, the Portuguese Ministry of Technology, and the Fondazione Cassa di Risparmio (Italy) and it has received media coverage by Forbes, Market Watch, Seeking Alpha, and the Wall Street Journal. George has also served as an evaluator for a number of grants including the prestigious Onassis Prize in Finance and he has also served in the Academic Advisory Board of the Professional Risk Managers International Association (PRMIA).

Teaching: Advanced Topics in Financial Economics, Part I (MRes in Economics, MRes in Finance), Quantitative Techniques (MSc. Investment and Finance)

Research

Publications

Indicative publications since 2011:

  • Kapetanios, G., Konstantinidi, E., Neumann, M., and Skiadopoulos, G. (2019) "Jumps in Option Prices and their Determinants: Real-Time Evidence from the E-mini S&P 500 Option Market", Journal of Financial Markets (forthcoming).
  • Lambrinoudakis C., Skiadopoulos G., Gkionis K. (2019) "Capital structure and financial flexibility: Expectations of future shocks", Journal of Banking and Finance
  • Bernales A., Cortazar G., Salamunic L., Skiadopoulos G. (2018) "Learning and Index Option Returns", Journal of Business and Economic Statistics
  • Faccini R., Konstantinidi E., Skiadopoulos G., Sarantopoulou S. (2018) "A New Predictor of U.S. Real Economic Activity: The S&P 500 Option Implied Risk Aversion", Management Science (forthcoming).
  • Daskalaki C., Skiadopoulos G., Topaloglou N. (2017) "Do Commodities provide Diversification Benefits? A Stochastic Dominance Efficiency Approach", Journal of Empirical Finance, 44, 250-269.
  • Daskalaki C., Kostakis A., Skiadopoulos G. (2014) "Are there Common Factors in Commodity Futures Returns?", Journal of Banking and Finance, 40, 346-363.
  • Neumann M., 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, 947-977.
  • Kostakis A., Panigirtzoglou N., Skiadopoulos G. (2011) "Market Timing with Option-Implied Distributions: A Forward-Looking Approach", Management Science 57, 1231-1249.

Supervision

Current PhD students at the School of Economics and Finance, Queen Mary University of London

  • Ali Ebadi, Commencement Date: September 2018
  • Kazuhiro Hiraki, Commencement Date: October 2016
  • Konstantinos Gkionis, Commencement Date: October 2015

Public Engagement

Indicative examples:

  1. Part of the team of experts who have been appointed to advise the Hellenic Capital Market Commission (HMCM) Innovation Hub on Financial Technology. The hub is founded in line with the Directives of the European Commission and The European Securities and Markets Authority (ESMA), the European Banking Authority (EBA), and the European Insurance and Occupational Pensions Authority (EIOPA). The role of the team is to consult HCMC on issues related to FinTech in the Greek stock and bond markets.
  2. Member of the Academic Advisory Council of the Professional Risk Managers International Association (PRMIA) for the period 2008-2009.
  3. Media coverage by Forbes, Market Watch, Seeking Alpha, and the Wall Street Journal.
  4. Our work has been cited by a number of professional bodies and outlets including the Chicago Board Options Exchange, CFA Digest, Citigroup Academic Research Digest, Robeco Investment Management
  5. Our research on asset pricing models for commodities is cited in policy reports published by the European Parliament regarding the regulation of agricultural commodity derivatives (2014 Directorate General for Internal Policies report, title: Financial instruments and legal frameworks of derivatives markets in EU agriculture)