6
H index
5
i10 index
257
Citations
University of Essex | 6 H index 5 i10 index 257 Citations RESEARCH PRODUCTION: 8 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Lazaros Symeonidis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Futures Markets | 2 |
Journal of Banking & Finance | 2 |
Year | Title of citing document |
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2024 | Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers || Download paper |
2024 | Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; Rozin, Philippe ; Bourghelle, David ; Jawadi, Fredj ; Cheffou, Abdoulkarim Idi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737. Full description at Econpapers || Download paper |
2024 | Variance dynamics and term structure of the natural gas market. (2024). Bhar, Ramaprasad ; Sheng, NI ; Colwell, David B ; Shao, Chengwu ; Wei, Xinyang. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004882. Full description at Econpapers || Download paper |
2024 | Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis. (2024). Chu, Wen-Jun ; Zhou, P ; Fan, Li-Wei. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005413. Full description at Econpapers || Download paper |
2024 | Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016. Full description at Econpapers || Download paper |
2024 | Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301. Full description at Econpapers || Download paper |
2024 | Metal and energy price uncertainties and the global economy. (2024). Wang, Ben Zhe ; Sheen, Jeffrey ; Ponomareva, Natalia. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317. Full description at Econpapers || Download paper |
2024 | Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069. Full description at Econpapers || Download paper |
2024 | Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (2024). Yue, Jia ; He, Xin-Jiang ; Yang, Ben-Zhang ; Hu, Zhihao. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:219:y:2024:i:c:p:212-230. Full description at Econpapers || Download paper |
2024 | On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072. Full description at Econpapers || Download paper |
2024 | Asymmetric effect of trading volume on realized volatility. (2024). Maki, Daiki. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003800. Full description at Econpapers || Download paper |
2025 | The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). Gupta, Rangan ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Risky times: Seasonality and event risk of commodities. (2024). Boos, Dominik. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:767-783. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2015 | Electricity futures prices in an emissions constrained economy: Evidence from European power markets In: The Energy Journal. [Full Text][Citation analysis] | article | 6 |
2012 | Futures basis, inventory and commodity price volatility: An empirical analysis In: Economic Modelling. [Full Text][Citation analysis] | article | 46 |
2012 | Futures basis, inventory and commodity price volatility: An empirical analysis.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
2019 | The information content of short-term options In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 4 |
2017 | Variance risk in commodity markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 32 |
2018 | Covariance forecasting in equity markets In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 6 |
2019 | The economic drivers of commodity market volatility In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 48 |
2016 | An International Comparison of Implied, Realized, and GARCH Volatility Forecasts In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 26 |
2016 | Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 89 |
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