Does the weather affect stock market volatility? L Symeonidis, G Daskalakis, RN Markellos Finance Research Letters 7 (4), 214-223, 2010 | 138 | 2010 |
Do jumps matter for volatility forecasting? Evidence from energy markets M Prokopczuk, L Symeonidis, C Wese Simen Journal of Futures Markets 36 (8), 758-792, 2016 | 112 | 2016 |
Futures basis, inventory and commodity price volatility: An empirical analysis L Symeonidis, M Prokopczuk, C Brooks, E Lazar Economic Modelling 29 (6), 2651-2663, 2012 | 104 | 2012 |
The economic drivers of commodity market volatility M Prokopczuk, A Stancu, L Symeonidis Journal of International Money and Finance 98, 102063, 2019 | 84 | 2019 |
Variance risk in commodity markets M Prokopczuk, L Symeonidis, CW Simen Journal of Banking & Finance 81, 136-149, 2017 | 60 | 2017 |
An international comparison of implied, realized, and GARCH volatility forecasts A Kourtis, RN Markellos, L Symeonidis Journal of Futures Markets 36 (12), 1164-1193, 2016 | 57 | 2016 |
Covariance forecasting in equity markets E Symitsi, L Symeonidis, A Kourtis, R Markellos Journal of Banking & Finance 96, 153-168, 2018 | 20 | 2018 |
Electricity futures prices in an emissions constrained economy: Evidence from European power markets G Daskalakis, L Symeonidis, RN Markellos The Energy Journal 36 (3), 1-34, 2015 | 12 | 2015 |
The information content of short-term options I Oikonomou, A Stancu, L Symeonidis, CW Simen Journal of Financial Markets 46, 100504, 2019 | 11 | 2019 |
The dynamics of storage costs A Stancu, L Symeonidis, CW Simen, L Zhao Working paper, 2021 | 5 | 2021 |
Which factor model? A systematic return covariation perspective S Ahmed, Z Bu, L Symeonidis, D Tsvetanov Journal of International Money and Finance 136, 102865, 2023 | 3 | 2023 |
Convenience yield risk M Prokopczuk, L Symeonidis, CW Simen, R Wichmann Energy Economics 120, 106536, 2023 | 2 | 2023 |
Rising and Volatile Food Prices: Are Index Fund Investors to Blame? M Prokopczuk, L Symeonidis, T Verlaat Available at SSRN 2450397, 2014 | 1 | 2014 |