Items where Author is "Symeonidis, Lazaros"

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

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

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

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

Kourtis, Apostolos, Markellos, Raphael N. and Symeonidis, Lazaros (2016) An international comparison of implied, realized and GARCH volatility forecasts. Journal of Futures Markets, 36 (12). 1164–1193. ISSN 0270-7314

Prokopczuk, Marcel, 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, Symeonidis, Lazaros and Markellos, Raphael (2015) Electricity futures prices in an emissions constraint economy:Evidence from European power markets. The Energy Journal, 36 (3). pp. 1-33. ISSN 1944-9089

Prokopczuk, Marcel and Symeonidis, Lazaros (2014) The Economic Drivers of Commodity Market Volatility. (Unpublished)

Symeonidis, Lazaros, Prokopczuk, Marcel, Brooks, Chris and Lazar, Emese (2012) Futures basis, inventory and commodity price volatility: An empirical analysis. Economic Modelling, 29 (6). pp. 2651-2663. ISSN 0264-9993

Symeonidis, L., Daskalakis, G. and Markellos, R.N. (2010) Does the weather affect stock market volatility? Finance Research Letters, 7 (4). pp. 214-223.