Details about Charoula Daskalaki

Access statistics for papers by Charoula Daskalaki.

Last updated 2019-12-22. Update your information in the RePEc Author Service.

Short-id: pda872

Working Papers

2016

1. Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach
   Working Papers, Queen Mary University of London, School of Economics and Finance
   See also Journal Article Diversification benefits of commodities: A stochastic dominance efficiency approach, Journal of Empirical Finance, Elsevier (2017) View citations (32) (2017)

2014

2. The Effects of Margin Changes on Commodity Futures Markets
   Working Papers, Queen Mary University of London, School of Economics and Finance
   See also Journal Article The effects of margin changes on commodity futures markets, Journal of Financial Stability, Elsevier (2016) View citations (12) (2016)

Journal Articles

2017

1. Diversification benefits of commodities: A stochastic dominance efficiency approach
   Journal of Empirical Finance, 2017, 44, (C), 250-269 View citations (32)
   See also Working Paper Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach, Working Papers (2016) (2016)

2016

2. The effects of margin changes on commodity futures markets
   Journal of Financial Stability, 2016, 22, (C), 129-152 View citations (12)
   See also Working Paper The Effects of Margin Changes on Commodity Futures Markets, Working Papers (2014) (2014)

2014

3. Are there common factors in individual commodity futures returns?
   Journal of Banking & Finance, 2014, 40, (C), 346-363 View citations (84)

2011

4. Should investors include commodities in their portfolios after all? New evidence
   Journal of Banking & Finance, 2011, 35, (10), 2606-2626 View citations (222)