Items where Author is "Symeonidis, Lazaros"
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Ahmed, Shamim and Bu, Ziwen and Symeonidis, Lazaros and Tsvetanov, Daniel (2023) Which factor model? A systematic return covariation perspective. Journal of International Money and Finance, 136. p. 102865. DOI https://doi.org/10.1016/j.jimonfin.2023.102865
Prokopczuk, Marcel and Symeonidis, Lazaros and Wese Simen, Chardin and Wichmann, Robert (2023) Convenience Yield Risk. Energy Economics, 120. p. 106536. DOI https://doi.org/10.1016/j.eneco.2023.106536
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. DOI https://doi.org/10.1016/j.jimonfin.2019.102063
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. DOI https://doi.org/10.1016/j.finmar.2019.07.003
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. DOI https://doi.org/10.1016/j.jbankfin.2018.08.013
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. DOI https://doi.org/10.1016/j.jbankfin.2017.05.003
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. DOI https://doi.org/10.1002/fut.21792
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. DOI https://doi.org/10.1002/fut.21759
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. DOI https://doi.org/10.5547/01956574.36.3.1