Items where Author is "Wese Simen, Chardin"

Article

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

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

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

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