Lazaros Symeonidis

Essex Business School, University of Essex

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

10

DOWNLOADS
Rank 16,564

SSRN RANKINGS

Top 16,564

in Total Papers Downloads

3,156

SSRN CITATIONS
Rank 19,598

SSRN RANKINGS

Top 19,598

in Total Papers Citations

22

CROSSREF CITATIONS

24

Scholarly Papers (10)

1.

Variance Risk in Commodity Markets

Journal of Banking and Finance, Vol. 81, 2017
Number of pages: 46 Posted: 04 Jan 2013 Last Revised: 21 Mar 2019
Marcel Prokopczuk, Lazaros Symeonidis and Chardin Wese Simen
Leibniz Universität Hannover - Faculty of Economics and Management, Essex Business School, University of Essex and University of Liverpool Management School
Downloads 1,081 (21,192)
Citation 18

Abstract:

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commodities, variance risk premia, variance swaps

2.

Does the Weather Affect Stock Market Volatility?

Finance Research Letters, Vol. 7, No. 4, pp. 214-223, 2010
Number of pages: 18 Posted: 13 Oct 2008 Last Revised: 26 Jan 2011
Lazaros Symeonidis, George Daskalakis and Raphael N. Markellos
Essex Business School, University of Essex, affiliation not provided to SSRN and University of East Anglia (UEA) - Norwich Business School
Downloads 1,004 (23,633)

Abstract:

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Stock market anomalies, Volatility, Sunshine effect, SAD effect, Behavioral Finance

3.

Futures Basis, Inventory and Commodity Price Volatility: An Empirical Analysis

Economic Modelling, Vol. 29, No. 6, 2012
Number of pages: 36 Posted: 25 Oct 2011 Last Revised: 02 Jan 2013
Lazaros Symeonidis, Marcel Prokopczuk, Chris Brooks and Emese Lazar
Essex Business School, University of Essex, Leibniz Universität Hannover - Faculty of Economics and Management, University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 473 (64,879)
Citation 6

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Forward curves, scarcity, commodity price volatility, theory of storage, convenience yield

4.

An International Comparison of Implied, Realized and GARCH Volatility Forecasts

Journal of Futures Markets, Forthcoming
Number of pages: 98 Posted: 26 Mar 2016 Last Revised: 20 Apr 2016
Apostolos Kourtis, Raphael N. Markellos and Lazaros Symeonidis
University of East Anglia (UEA) - Norwich Business School, University of East Anglia (UEA) - Norwich Business School and Essex Business School, University of Essex
Downloads 216 (153,146)
Citation 4

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Implied Volatility, Realized Volatility, Volatility Risk Premium, Financial Crisis, International Diversification

5.

Covariance Forecasting in Equity Markets

Journal of Banking and Finance, vol. 96, pp. 153-168
Number of pages: 79 Posted: 16 Jul 2018 Last Revised: 04 Oct 2018
University of Leeds - Division of Accounting and Finance, Essex Business School, University of Essex, University of East Anglia (UEA) - Norwich Business School and University of East Anglia (UEA) - Norwich Business School
Downloads 101 (284,417)

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covariance forecasting, high-frequency data, implied volatility, asset allocation, risk-return trade-off

6.

Rising and Volatile Food Prices: Are Index Fund Investors to Blame?

Number of pages: 45 Posted: 15 Jun 2014
Marcel Prokopczuk, Lazaros Symeonidis and Timo Verlaat
Leibniz Universität Hannover - Faculty of Economics and Management, Essex Business School, University of Essex and Zeppelin University
Downloads 87 (312,900)
Citation 1

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Food prices, index funds, volatility, agricultural futures

7.

Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets

Journal of Futures Markets, Vol. 36, No. 8, 2016
Number of pages: 81 Posted: 28 Aug 2015 Last Revised: 22 Mar 2019
Marcel Prokopczuk, Lazaros Symeonidis and Chardin Wese Simen
Leibniz Universität Hannover - Faculty of Economics and Management, Essex Business School, University of Essex and University of Liverpool Management School
Downloads 69 (357,876)
Citation 2

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Realized volatility, jumps, high-frequency data, volatility forecasting, forecast evaluation

8.

The Information Content of Short-Term Options

Journal of Financial Markets, Forthcoming
Number of pages: 52 Posted: 16 Sep 2019 Last Revised: 19 Sep 2019
University of Reading - ICMA Centre, University of East Anglia (UEA) - Norwich Business School, Essex Business School, University of Essex and University of Liverpool Management School
Downloads 62 (378,302)

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Implied variance, Predictability, Realized variance, Weekly options

9.

The Economic Drivers of Commodity Market Volatility

Journal of International Money and Finance, Forthcoming
Number of pages: 66 Posted: 11 Jul 2019
Marcel Prokopczuk, Andrei Stancu and Lazaros Symeonidis
Leibniz Universität Hannover - Faculty of Economics and Management, University of East Anglia (UEA) - Norwich Business School and Essex Business School, University of Essex
Downloads 55 (400,985)
Citation 3

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Commodities, Economic Uncertainty, Volatility, Financialization, Crisis

10.

Electricity Futures Prices in an Emissions Constrained Economy: Evidence From European Power Markets

The Energy Journal, vol. 36, no. 3, pp. 1-33, 2015
Number of pages: 48 Posted: 14 Sep 2019
George Daskalakis, Lazaros Symeonidis and Raphael N. Markellos
affiliation not provided to SSRN, Essex Business School, University of Essex and University of East Anglia (UEA) - Norwich Business School
Downloads 8 (641,900)

Abstract:

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Electricity futures, emission allowances, risk premium, futures pricing