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Items where Author is "Symeonidis, Lazaros"

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Number of items: 7.

Prokopczuk, Marcel and Stancu, Andrei and Symeonidis, Lazaros (2019) 'The economic drivers of commodity market volatility.' Journal of International Money and Finance, 98. p. 102063. ISSN 0261-5606

Oikonomou, Ioannis and Stancu, Andrei and Symeonidis, Lazaros and Wese Simen, Chardin (2019) 'The information content of short-term options.' Journal of Financial Markets, 46. p. 100504. ISSN 1386-4181

Symitsi, Efthymia and Symeonidis, Lazaros and Kourtis, Apostolos and Markellos, Raphael (2018) 'Covariance forecasting in equity markets.' Journal of Banking & Finance, 96 (C). pp. 153-168. ISSN 0378-4266

Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin (2017) 'Variance risk in commodity markets.' Journal of Banking and Finance, 81 (C). pp. 136-149. ISSN 0378-4266

Kourtis, Apostolos and Markellos, Raphael N and Symeonidis, Lazaros (2016) 'An International Comparison of Implied, Realized, and GARCH Volatility Forecasts.' Journal of Futures Markets, 36 (12). pp. 1164-1193. ISSN 0270-7314

Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin (2016) 'Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets.' Journal of Futures Markets, 36 (8). pp. 758-792. ISSN 0270-7314

Daskalakis, George and Symeonidis, Lazaros and Markellos, Raphael N (2015) 'Electricity futures prices in an emissions constrained economy: Evidence from European power markets.' The Energy Journal, 36 (3). pp. 1-33. ISSN 0195-6574

This list was generated on Thu Aug 18 09:15:13 2022 BST.