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Professor Marwan Izzeldin

Senior Lecturer, Director

  1. 2019
  2. Published

    A novel cluster HAR-type model for forecasting realized volatility

    Yao, X., Izzeldin, M. & Li, Z., 1/10/2019, In : International Journal of Forecasting. 35, p. 1318-1331 14 p.

    Research output: Contribution to journalJournal article

  3. Published

    Forecasting Realised Volatility Using ARFIMA and HAR Models

    Izzeldin, M., Hassan, M. K., Pappas, V. & Tsionas, M., 1/10/2019, In : Quantitative Finance. 19, 10, p. 1627-1638 12 p.

    Research output: Contribution to journalJournal article

  4. Published

    Modelling systems with a mixture of I (d) and I (0) variables using the fractionally co-integrated VAR model

    Yao, X., Izzeldin, M. & Li, Z., 1/08/2019, In : Economics Letters. 181, p. 160-163 4 p.

    Research output: Contribution to journalJournal article

  5. E-pub ahead of print

    Board busyness, performance and financial stability: does bank type matter?

    Trinh, V. Q., Elnahass, M., Salama, A. & Izzeldin, M., 4/07/2019, In : European Journal of Finance.

    Research output: Contribution to journalJournal article

  6. Published

    Performance and Productivity in Islamic and Conventional Banks: Evidence from the Global Financial Crisis

    Johnes, J., Izzeldin, M., Pappas, V. & Alexakis, C., 1/06/2019, In : Economic Modelling. 79, p. 1-14 14 p.

    Research output: Contribution to journalJournal article

  7. E-pub ahead of print

    A Novel Forecasting Model for the Baltic Dry Index Utilizing Optimal Squeezing

    Makridakis, S., Merikas, A., Merika, A., Tsionas, M. & Izzeldin, M., 22/05/2019, In : Journal of Forecasting.

    Research output: Contribution to journalJournal article

  8. Published

    The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility

    Hizmeri, R., Izzeldin, M., Murphy, A. & Tsionas, M., 1/05/2019, Lancaster: Lancaster University, Department of Economics, (Economics Working Papers Series).

    Research output: Working paper

  9. E-pub ahead of print

    Multivariate stochastic volatility with large and moderate shocks

    Izzeldin, M., Tsionas, E. & Michaelides, P. G., 23/03/2019, In : Journal of the Royal Statistical Society: Series A (Statistics in Society).

    Research output: Contribution to journalJournal article

  10. 2018
  11. Published

    Smooth Approximations to Monotone Concave Functions in Production Analysis: An Alternative to Nonparametric Concave Least Squares

    Tsionas, E. & Izzeldin, M., 16/12/2018, In : European Journal of Operational Research. 271, 3, p. 797-807 11 p.

    Research output: Contribution to journalJournal article

  12. Published

    A Novel Model of Costly Technical Efficiency

    Tsionas, M. & Izzeldin, M., 16/07/2018, In : European Journal of Operational Research. 268, 2, p. 653-664 12 p.

    Research output: Contribution to journalJournal article

  13. E-pub ahead of print

    Bayesian CV@R/super-quantile regression

    Tsionas, E. & Izzeldin, M., 20/03/2018, In : Journal of Applied Statistics.

    Research output: Contribution to journalJournal article

  14. Published

    Capital and Earnings Management: Evidence from Alternative Banking Business Models

    El Nahass, M., Izzeldin, M. & Steele, G. R., 03/2018, In : The International Journal of Accounting. 53, 1, p. 20-32 13 p.

    Research output: Contribution to journalJournal article

  15. Published

    Forecasting Using Alternative Measures of Model-Free Option-Implied Volatility

    Yao, X. & Izzeldin, M., 02/2018, In : Journal of Futures Markets. 38, 2, p. 199-218 20 p.

    Research output: Contribution to journalJournal article

  16. 2017
  17. Published

    Liquidity Creation Through Efficient M&As: A Viable Solution for Vulnerable Banking Systems? Evidence From a Stress Test Under a Panel VAR methodology

    Baltas, K. N., Kapetanios, G., Tsionas, E. & Izzeldin, M., 10/2017, In : Journal of Banking and Finance. 83, p. 36-56 21 p.

    Research output: Contribution to journalJournal article

  18. 2016
  19. Published

    Examining the relationship between default risk and efficiency in Islamic and conventional banks

    Saeed, M. & Izzeldin, M., 12/2016, In : Journal of Economic Behavior and Organization. 132, Supplement, p. 127-154 28 p.

    Research output: Contribution to journalJournal article

  20. Published

    Will the crisis “tear us apart”? evidence from the EU

    Pappas, V., Ingham, H., Izzeldin, M. & Steele, G., 07/2016, In : International Review of Financial Analysis. 46, p. 346-360 15 p.

    Research output: Contribution to journalJournal article

  21. Published

    Changes in the global oil market

    Bataa, E., Izzeldin, M. & Osborn, D., 05/2016, In : Energy Economics. 56, p. 161-176 16 p.

    Research output: Contribution to journalJournal article

  22. E-pub ahead of print

    A survival analysis of Islamic and conventional banks

    Pappas, V., Ongena, S., Izzeldin, M. & Fuertes, A-M., 12/02/2016, In : Journal of Financial Services Research. 51, 2, p. 221-256 36 p.

    Research output: Contribution to journalJournal article

  23. 2015
  24. Published

    Changes in the global oil market

    Bataa, E., Izzeldin, M. & Osborn, D., 2015, Lancaster: Lancaster University, Department of Economics, 34 p. (Economics Working Paper Series; vol. 2015, no. 4).

    Research output: Working paper

  25. 2014
  26. Published

    A comparison of performance of Islamic and conventional banks 2004 to 2009

    Johnes, J., Izzeldin, M. & Pappas, V., 07/2014, In : Journal of Economic Behavior and Organization. 103, Supplement, p. S93-S107 15 p.

    Research output: Contribution to journalJournal article

  27. Published

    Loan loss provisions, bank valuations and discretion: a comparative study between conventional and Islamic banks

    El Nahass, M., Izzeldin, M. & AbdElsalam, O., 07/2014, In : Journal of Economic Behavior and Organization. 103, Supplement, p. S160-S173 14 p.

    Research output: Contribution to journalJournal article

  28. 2012
  29. Published

    A comparison of performance of Islamic and conventional banks 2004 to 2009

    Johnes, J., Izzeldin, M. & Pappas, V., 10/2012, Lancaster: Lancaster University, Department of Economics, 45 p.

    Research output: Working paper

  30. 2010
  31. Published

    Recovering the moments of information flow and normality of asset returns

    Izzeldin, M. & Murphy, A., 21/05/2010, In : Applied Financial Economics. 20, 10, p. 761-769 8 p.

    Research output: Contribution to journalJournal article

  32. 2009
  33. Published

    Bootstrapping long memory tests: Some Monte Carlo results

    Izzeldin, M. & Murphy, A., 15/04/2009, In : Computational Statistics and Data Analysis. 53, 6, p. 2325-2334 10 p.

    Research output: Contribution to journalJournal article

  34. Published

    On forecasting daily stock volatility: the role of intraday information and market conditions

    Fuertes, A-M., Izzeldin, M. & Kalotychou, E., 6/01/2009, In : International Journal of Forecasting. 25, 2, p. 259-281 23 p.

    Research output: Contribution to journalJournal article

  35. 2007
  36. Published

    Trading volume and the number of trades: a comparative study using high frequency data

    Izzeldin, M., 2007, Lancaster University: The Department of Economics, 25 p. (Economics Working Paper Series; vol. 2007, no. 14).

    Research output: Working paper

  37. 2006
  38. Published

    Bootstrapping long memory tests: some Monte Carlo results

    Murphy, A. & Izzeldin, M., 2006, Lancaster University: The Department of Economics, (Economics Working Paper Series).

    Research output: Working paper

  39. 2005
  40. Published

    A guided tour of TSMod 4.03

    Fuertes, A-M., Izzeldin, M. & Murphy, A., 2005, In : Journal of Applied Econometrics. 20, 5, p. 691-698 8 p.

    Research output: Contribution to journalJournal article

  41. 2000
  42. Published

    Bootstrapping the small sample critical values of the rescaled range statistic

    Izzeldin, M. & Murphy, A., 2000, In : Economic and Social Review. 31, 4, p. 351-359 9 p.

    Research output: Contribution to journalJournal article

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