Lazaros Symeonidis

University of East Anglia (UEA) - Norwich Business School

Norwich

NR4 7TJ

United Kingdom

SCHOLARLY PAPERS

7

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Top 16,168

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2,887

CITATIONS
Rank 33,060

SSRN RANKINGS

Top 33,060

in Total Papers Citations

6

Scholarly Papers (7)

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, University of East Anglia (UEA) - Norwich Business School and University of Reading - ICMA Centre
Downloads 1,046 (19,650)
Citation 2

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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
University of East Anglia (UEA) - Norwich Business School, Norwich Business School - University of East Anglia and University of East Anglia (UEA) - Norwich Business School
Downloads 978 (21,742)
Citation 2

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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
University of East Anglia (UEA) - Norwich Business School, Leibniz Universität Hannover - Faculty of Economics and Management, University of Reading - ICMA Centre and University of Reading - ICMA Centre
Downloads 450 (61,634)
Citation 2

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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 University of East Anglia (UEA) - Norwich Business School
Downloads 193 (153,440)

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

5.

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, University of East Anglia (UEA) - Norwich Business School and Zeppelin University
Downloads 83 (291,948)

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Food prices, index funds, volatility, agricultural futures

6.

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, University of East Anglia (UEA) - Norwich Business School, University of East Anglia (UEA) - Norwich Business School and University of East Anglia (UEA) - Norwich Business School
Downloads 75 (309,871)

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

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, University of East Anglia (UEA) - Norwich Business School and University of Reading - ICMA Centre
Downloads 62 (343,176)

Abstract:

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