Iordanis Kalaitzoglou

Audencia Nantes School of Management

8 route de la Jonelière, BP 31222

Nantes Cedex 3, Cedex 3 44312

France

SCHOLARLY PAPERS

4

DOWNLOADS

85

CITATIONS

0

Scholarly Papers (4)

1.

Could Market Making Be Profitable in the European Carbon Market?

USAEE Working Paper
Number of pages: 37 Posted: 18 Jun 2018
Audencia Business School , Audencia Nantes School of Management, Aristotle University of Thessaloniki - Department of Economics, Technical University of Crete (TUC) - School of Production Engineering and Management and Athens University of Economics and Business - Department of Accounting and Finance
Downloads 37 (434,433)

Abstract:

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EUA Futures, UHF Trading, Intraday Price Discovery, Market Making

2.

Market Conditions and Order Type Preference

Number of pages: 48 Posted: 30 Nov 2017 Last Revised: 05 Jun 2018
Iordanis Kalaitzoglou and Boulis Maher Ibrahim
Audencia Nantes School of Management and Heriot Watt University
Downloads 22 (507,659)

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Limit vs Market Orders, Intraday Volatility, Implied Spread

3.

Liquidity and Resolution of Uncertainty in the European Carbon Futures Market

International Review of Financial Analysis, Forthcoming
Number of pages: 38 Posted: 29 Nov 2014
Iordanis Kalaitzoglou and Boulis Maher Ibrahim
Audencia Nantes School of Management and Heriot Watt University
Downloads 22 (507,659)

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Intraday Liquidity, Marked Duration, Temporal Marked Point Process, Carbon Market

4.

Visible and Invisible Forces: What Drives the Intensity of Trading in the European Carbon Market?

Review of Economic Analysis 11 (2019) 117-144
Number of pages: 28 Posted: 11 Jul 2019 Last Revised: 12 Jul 2019
Iordanis Kalaitzoglou
Audencia Nantes School of Management
Downloads 4 (618,492)

Abstract:

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Carbon market, Duration modeling Ultra-High Frequency data