引用次数
引用: 649
H-指数: 9
I10-指数 : 9
出版物: 14
Does the weather affect stock market volatility
George Daskalakis , Raphael Markellos , Lazaros Symeonidis
Research Papers in Economics
123
2009
Variance risk in commodity markets
Marcel Prokopczuk , Lazaros Symeonidis , Chardin Wese Simen
Journal of Banking and Finance 81 ( 8) 136 -149
26
2017
Covariance forecasting in equity markets
Efthymia Symitsi , Lazaros Symeonidis , Apostolos Kourtis , Raphael Markellos
Journal of Banking and Finance 96 ( 11) 153 -168
5
2018
Electricity futures prices in an emissions constrained economy: Evidence from European power markets
George Daskalakis , Lazaros Symeonidis , Raphael N. Markellos
The Energy Journal 36 ( 3) 1 -33
20
2015
Futures Basis, Inventory and Commodity Price Volatility:An Empirical Analysis
Lazaros Symeonidis , Marcel Prokopczuk , Chris Brooks , Emese Lazar
Economic Modelling 29 ( 6) 2651 -2663
49
2012
The information content of short-term options
Ioannis Oikonomou , Andrei Stancu , Lazaros Symeonidis , Chardin Wese Simen
Journal of Financial Markets 46 100504
2019
The economic drivers of commodity market volatility
Marcel Prokopczuk , Andrei Stancu , Lazaros Symeonidis
Journal of International Money and Finance 98 102063
17
2019
Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets
Marcel Prokopczuk , Lazaros Symeonidis , Chardin Wese Simen
Journal of Futures Markets 36 ( 8) 758 -792
101
2016
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts
Apostolos Kourtis , Raphael N. Markellos , Lazaros Symeonidis
Journal of Futures Markets 36 ( 12) 1164 -1193
27
2016
The Dynamics of Storage Costs
Andrei Stancu , Lazaros Symeonidis , C Wese Simen , Lei Zhao
Smpte Journal
4
2021
Convenience yield risk
Marcel Prokopczuk , Lazaros Symeonidis , Chardin Wese Simen , Robert Wichmann
Energy Economics 120 106536
2023
Rising and Volatile Food Prices: Are Index Fund Investors to Blame?
Marcel Prokopczuk , Lazaros Symeonidis , Timo Verlaat
Available at SSRN 2450397
1
2014
Which factor model? A systematic return covariation perspective
Shamim Ahmed , Ziwen Bu , Lazaros Symeonidis , Daniel Tsvetanov
Journal of International Money and Finance 136 102865 -102865
3
2023
Which factor model?
Shamim Ahmed , Ziwen Bu , Lazaros Symeonidis , Daniel Tsvetanov
perspective 136 102865 -102865