Kyriaki Kosmidou

Aristotle University of Thessaloniki - Department of Economics

Thessaloniki, 54006

Greece

SCHOLARLY PAPERS

3

DOWNLOADS

209

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The Investigation of the Dynamic Linkages between Real Estate Market and Stock Market in Greece

European Journal of Finance, Forthcoming
Number of pages: 42 Posted: 08 Dec 2017 Last Revised: 21 Jan 2020
University of Bath, Aristotle University of Thessaloniki - Department of Economics, Aristotle University of Thessaloniki - Law, Economic and Political SciencesAristotle University of Thessaloniki and Cardiff University
Downloads 132 (295,602)

Abstract:

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house prices, stock market, linear cointegration, wealth credit effect

2.

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 63 (467,810)
Citation 2

Abstract:

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

3.

Electricity Pricing Using a Periodic GARCH-M Model with Conditional Skewness and Kurtosis Components

Energy Economics, Forthcoming, Energy Economics, Vol. 95, No. 1, 2021
Number of pages: 50 Posted: 28 Jan 2021 Last Revised: 22 Apr 2022
Aristotle University of Thessaloniki, Greece, Aristotle University of Thessaloniki - Department of Economics, Cyprus University of Technology - Department of Commerce, Finance and Shipping and Cyprus University of Technology
Downloads 14 (743,712)

Abstract:

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Risk analysis; asymmetric volatility; pure and skewness price of risk; risk neutral equilibrium electricity prices; skewed generalized error distribution