A5067379367- Horticultural and Viticultural Research
- Fermentation and Sensory Analysis
- Stochastic processes and financial applications
- Phytochemicals and Antioxidant Activities
- Market Dynamics and Volatility
- Financial Markets and Investment Strategies
- Economic theories and models
- Banking stability, regulation, efficiency
- Monetary Policy and Economic Impact
- Capital Investment and Risk Analysis
- Corporate Finance and Governance
- Credit Risk and Financial Regulations
- Behavioral and Psychological Studies
- Cognitive and developmental aspects of mathematical skills
- Energy, Environment, Economic Growth
- Insurance and Financial Risk Management
- Corporate Social Responsibility Reporting
- Photography and Visual Culture
- Private Equity and Venture Capital
- Sensory Analysis and Statistical Methods
- Global Energy Security and Policy
- Teacher Education and Leadership Studies
- Tea Polyphenols and Effects
- Crime, Illicit Activities, and Governance
- 3D Surveying and Cultural Heritage
University of West Attica
2023-2024
Comillas Pontifical University
2018-2022
Bank of Spain
2019
Technological Educational Institute of Athens
2010-2018
TD Bank
2009-2017
Bridge University
2010
University of Utah
2010
New York University
2010
University of Washington
2010
New York University Press
2010
This paper illustrates the impact of Environmental Social and Governance (ESG) disclosure on European corporate equity performance. In this study, we use an extensive data set ESG ratings provided by Bloomberg to demonstrate that is associated with improved return growth, pillar exhibiting strongest effect The volatility changing over time, suggesting existence opaque limits transmission information into
Six wild-type non-Saccharomyces strains, belonging to the species Zygosaccharomyces bailii, Priceomyces carsonii, Trigonopsis californica, and Pichia manshurica, were evaluated for white wine production using Assyrtiko grapes from Santorini in Greece. Fermentation kinetics, terms of glucose fructose consumption sensory analysis, was first employed test enological potential yeast strains. Based on their performance, two strains Z. bailii (Zb-A19Y5 Zb-K29Y2) one strain T. californica (Tc-A9Y1)...
The selection of native yeast for alcoholic fermentation in wine focuses on ensuring the success process and promoting quality final product. purpose this study was firstly to create a large collection new isolates categorize them based their oenological potential. Additionally, geographical distribution most dominant species, Saccharomyces cerevisiae , further explored. Towards direction, fourteen spontaneously fermented wines from different regions Greece were collected typing. subjected...
Abstract The value of American options depends on the exercise policy followed by option holders. Market frictions, risk aversion, or a misspecified model, for example, can result in suboptimal behavior. We study sensitivity to strategies. show that this measure is given Gamma at optimal boundary. More precisely, “if B price, but either brought forward when delayed until price B̃ has been reached, cost ½ × Γ ( ) − 2 , where denotes Gamma.” Therefore, second-order bias and Gamma. This...
<p style="text-align: justify;"><strong>Aims</strong>: Viticultural practices that improve light penetration and air circulation into the canopy can wine quality. The aim of this work is to investigate consequences some commonly applied viticultural on polyphenolic content cv. Agiorgitiko, an indigenous Greek grape variety.</p><p justify;"><strong>Methods results</strong>: Three (training system, leaf removal shoot elongation) were Agiorgitiko in...
This paper uses an exclusive proprietary data set of European Credit Derivatives and VIX markets, covering a sample 5 to 7 years, study the nature link between credit risk market risk, widely acknowledged in academic literature. allows us establish cointegration iTraxx/CDS markets framework where arbitrageurs exploit temporary equilibrium mispricing following pairs strategies. Expected profits, defined terms VECM parameters, are positive for all futures-iTraxx strategies considered. Markets...
AbstractStudents of 102 Elementary and Secondary school classes in Illinois rated their teachers on Rogge’s Style Teaching Inventory, Reducing the item ratings to class means, inter-item correlation matrix was computed subjected factor analysis. Three main factors were extracted: (a) Friendly warm teacher; (b) Understanding flexible (c) Encouraging students’ initiative participation teacher.Teachers classified along four types personality preference as determined by Myers- Briggs Type...
The value of American options depends on the exercise policy followed by option holders. Market frictions, risk aversion, a misspecified model, or an inaccurate algorithm can result in suboptimal behavior. We study sensitivity to strategies. show that this measure is given Gamma at optimal boundary. Precisely, "if B price, but either brought forward when delayed until price has been reached, cost "(1/2)xL(B)x(B-B)2," where L(B) denotes Gamma." Therefore, with small are less sensitive...
In this paper, we adapt the demand and supply framework introduced by Figuerola‐Ferretti Gonzalo ( Journal of Econometrics , 2010) to illustrate dynamics Pairs‐trading. We underline process which a finite elasticity for spread trading determines speed mean reversion pairs‐trading profitability. A persistence‐dependent trigger is accordingly. Applied STOXX Europe 600–traded equities, our strategy exploits price leadership portfolio replication purposes delivers Sharpe ratios that outperform...
In this paper we adapt the demand and supply framework introduced by Figuerola-Ferretti Gonzalo (Journal of Econometrics 2010) to illustrate dynamics pairs trading. We underline process which a finite elasticity for spread trading determines speed mean reversion profitability. A persistence-dependent trigger is accordingly. Applied STOXX Europe 600 traded equities our strategy exploits price leadership portfolio replication purposes delivers Sharpe ratios that outperform benchmark rules used...
This study uses a comprehensive data set of VIX and CDS markets to propose pairs trading strategies that represent the dynamic relation between market risk credit in an equilibrium framework with common non stationary factor. involves analysis price discovery 47 most traded iTraxx companies. We find cointegration predominant leadership market. spreads can thus be replicated through positions derivatives markets. demonstrate how one capitalize on by building arbitrage strategy whose profits...
In this paper, we establish the process of building up knowledge in oil markets using market observables from derivatives trading activity and a measure academic publication volume. We way which feeds back into via channels different regulation policies. Employing textual analysis based on information Web Science Scopus databases, build our proxy total number publications, run cointegration test for 2000 to 2020 period against two measures activity. find leadership variable when considering...
Financial market participants can benefit from understanding how shocks affect equity mispricings.Energy corporates have been exposed to multiple structural changes over the past decades.This paper applies pairs trading algorithm of Figuerola-Ferretti et al. (2018) (Journal FuturesMarkets, 2018) analyze mean reversion cointegrated stocks in global energy markets.Using daily data covering US, Europe and Asia we report positive risk adjusted returns thatsupersede their corresponding index...
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