2025

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Pan, J. and Wang, S. ORCID: https://orcid.org/0000-0003-2113-5521 (2025) Measuring climate-related and environmental risks for equities. Journal of Environmental Management, 373. 123393. ISSN 0301-4797 doi: 10.1016/j.jenvman.2024.123393

2024

Hu, H., Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Pan, J. and Wang, S. ORCID: https://orcid.org/0000-0003-2113-5521 (2024) Environmental performance and credit ratings: a transatlantic study. International Review of Financial Analysis, 96 (Part B). 103635. ISSN 1873-8079 doi: 10.1016/j.irfa.2024.103635

Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754, Qi, S. and Tunaru, R. (2024) Measures of model risk for continuous-time finance models. Journal of Financial Econometrics. ISSN 1479-8417 doi: 10.1093/jjfinec/nbae001

2012

Symeonidis, L., Prokopczuk, M., Brooks, C. ORCID: https://orcid.org/0000-0002-2668-1153 and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2012) Futures basis, inventory and commodity price volatility: an empirical analysis. Economic Modelling, 29 (6). pp. 2651-2663. ISSN 0264-9993 doi: 10.1016/j.econmod.2012.07.016 (http://www.sciencedirect.com/science/journal/02649993)

2006

Alexander, C. and Lazar, E. ORCID: https://orcid.org/0000-0002-8761-0754 (2006) Normal mixture GARCH(1,1): applications to exchange rate modelling. Journal of Applied Econometrics, 21 (3). pp. 307-336. ISSN 1099-1255 doi: 10.1002/jae.849