Details about Lazaros Symeonidis

Access statistics for papers by Lazaros Symeonidis.

Last updated 2022-01-06. Update your information in the RePEc Author Service.

Short-id: psy57

Working Papers

2012

1. Futures basis, inventory and commodity price volatility: An empirical analysis
   MPRA Paper, University Library of Munich, Germany View citations (44)
   See also Journal Article Futures basis, inventory and commodity price volatility: An empirical analysis, Economic Modelling, Elsevier (2012) View citations (46) (2012)

Journal Articles

2019

1. The economic drivers of commodity market volatility
   Journal of International Money and Finance, 2019, 98, (C), - View citations (48)
2. The information content of short-term options
   Journal of Financial Markets, 2019, 46, (C) View citations (3)

2018

3. Covariance forecasting in equity markets
   Journal of Banking & Finance, 2018, 96, (C), 153-168 View citations (6)

2017

4. Variance risk in commodity markets
   Journal of Banking & Finance, 2017, 81, (C), 136-149 View citations (33)

2016

5. An International Comparison of Implied, Realized, and GARCH Volatility Forecasts
   Journal of Futures Markets, 2016, 36, (12), 1164-1193 View citations (29)
6. Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets
   Journal of Futures Markets, 2016, 36, (8), 758-792 View citations (87)

2015

7. Electricity futures prices in an emissions constrained economy: Evidence from European power markets
   The Energy Journal, 2015, Volume 36, (Number 3) View citations (6)

2012

8. Futures basis, inventory and commodity price volatility: An empirical analysis
   Economic Modelling, 2012, 29, (6), 2651-2663 View citations (46)
   See also Working Paper Futures basis, inventory and commodity price volatility: An empirical analysis, MPRA Paper (2012) View citations (44) (2012)