Lazaros Symeonidis

University of East Anglia (UEA) - Norwich Business School

Norwich

NR4 7TJ

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 16,207

SSRN RANKINGS

Top 16,207

in Total Papers Downloads

2,932

CITATIONS
Rank 21,534

SSRN RANKINGS

Top 21,534

in Total Papers Citations

30

Scholarly Papers (8)

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 1,057 (19,744)
Citation 10

Abstract:

Loading...

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 979 (22,123)

Abstract:

Loading...

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 454 (62,056)
Citation 3

Abstract:

Loading...

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 197 (152,898)

Abstract:

Loading...

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 84 (294,438)
Citation 1

Abstract:

Loading...

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 80 (303,195)

Abstract:

Loading...

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 64 (343,184)

Abstract:

Loading...

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

8.

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 University of East Anglia (UEA) - Norwich Business School
Downloads 17 (536,175)

Abstract:

Loading...

Commodities, Economic Uncertainty, Volatility, Financialization, Crisis