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Details about Lazaros Symeonidis

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Workplace:Norwich Business School, University of East Anglia, (more information at EDIRC)

Access statistics for papers by Lazaros Symeonidis.

Last updated 2019-08-03. Update your information in the RePEc Author Service.

Short-id: psy57


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Working Papers

2012

  1. Futures basis, inventory and commodity price volatility: An empirical analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (18)
    See also Journal Article in Economic Modelling (2012)

Journal Articles

2018

  1. Covariance forecasting in equity markets
    Journal of Banking & Finance, 2018, 96, (C), 153-168 Downloads View citations (1)

2017

  1. Variance risk in commodity markets
    Journal of Banking & Finance, 2017, 81, (C), 136-149 Downloads View citations (4)

2016

  1. An International Comparison of Implied, Realized, and GARCH Volatility Forecasts
    Journal of Futures Markets, 2016, 36, (12), 1164-1193 Downloads View citations (5)
  2. Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets
    Journal of Futures Markets, 2016, 36, (8), 758-792 Downloads View citations (20)

2015

  1. Electricity futures prices in an emissions constrained economy: Evidence from European power markets
    The Energy Journal, 2015, Volume 36, (Number 3) Downloads View citations (1)

2012

  1. Futures basis, inventory and commodity price volatility: An empirical analysis
    Economic Modelling, 2012, 29, (6), 2651-2663 Downloads View citations (20)
    See also Working Paper (2012)
 
Page updated 2019-09-09