Items where Author is "Symeonidis, Lazaros"

Published

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

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.

Unpublished

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 (Unpublished)