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Lazaros Symeonidis
Lazaros Symeonidis
Senior Lecturer in Finance, University of Essex
Dirección de correo verificada de essex.ac.uk - Página principal
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Does the weather affect stock market volatility?
L Symeonidis, G Daskalakis, RN Markellos
Finance Research Letters 7 (4), 214-223, 2010
1382010
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
1122016
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
1042012
The economic drivers of commodity market volatility
M Prokopczuk, A Stancu, L Symeonidis
Journal of International Money and Finance 98, 102063, 2019
842019
Variance risk in commodity markets
M Prokopczuk, L Symeonidis, CW Simen
Journal of Banking & Finance 81, 136-149, 2017
602017
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
572016
Covariance forecasting in equity markets
E Symitsi, L Symeonidis, A Kourtis, R Markellos
Journal of Banking & Finance 96, 153-168, 2018
202018
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
122015
The information content of short-term options
I Oikonomou, A Stancu, L Symeonidis, CW Simen
Journal of Financial Markets 46, 100504, 2019
112019
The dynamics of storage costs
A Stancu, L Symeonidis, CW Simen, L Zhao
Working paper, 2021
52021
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
32023
Convenience yield risk
M Prokopczuk, L Symeonidis, CW Simen, R Wichmann
Energy Economics 120, 106536, 2023
22023
Rising and Volatile Food Prices: Are Index Fund Investors to Blame?
M Prokopczuk, L Symeonidis, T Verlaat
Available at SSRN 2450397, 2014
12014
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