Lazaros Symeonidis : Citation Profile

University of Essex

6

H index

5

i10 index

257

Citations

RESEARCH PRODUCTION:

8

Articles

1

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 36
   Journals where Lazaros Symeonidis has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 3 (1.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psy57
   Updated: 2025-03-08    RAS profile: 2022-01-06    
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Relations with other researchers

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:

Degiannakis, Stavros (17)

GUPTA, RANGAN (14)

Prokopczuk, Marcel (14)

Filis, George (13)

Zhang, Yaojie (8)

Nikitopoulos-Sklibosios, Christina (5)

Wang, Yudong (5)

Demirer, Riza (5)

Walther, Thomas (5)

Lin, Boqiang (5)

Asai, Manabu (4)

Cites to:

Bollerslev, Tim (16)

Andersen, Torben (12)

Diebold, Francis (10)

Patton, Andrew (9)

Wu, Liuren (8)

Corsi, Fulvio (7)

Prokopczuk, Marcel (6)

Markellos, Raphael (6)

Newey, Whitney (6)

West, Kenneth (6)

Chevallier, Julien (6)

Main data

Where Lazaros Symeonidis has published?

Journals with more than one article published# docs
Journal of Futures Markets2
Journal of Banking & Finance2

Recent works citing Lazaros Symeonidis (2025 and 2024)

YearTitle of citing document
2024Heterogeneity 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.

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2024Sentiment 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.

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2024Variance 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.

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2024Extreme 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.

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2024Risk 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.

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2024Forecasting 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.

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2024Metal 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.

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2024Forecasting 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.

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2024Equilibrium 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.

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2024On 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.

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2024Asymmetric 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.

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2025The 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.

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2024.

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2024Risky 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.

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Works by Lazaros Symeonidis:

YearTitleTypeCited
2015Electricity futures prices in an emissions constrained economy: Evidence from European power markets In: The Energy Journal.
[Full Text][Citation analysis]		article6
2012Futures basis, inventory and commodity price volatility: An empirical analysis In: Economic Modelling.
[Full Text][Citation analysis]		article46
2012Futures 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
2019The information content of short-term options In: Journal of Financial Markets.
[Full Text][Citation analysis]		article4
2017Variance risk in commodity markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article32
2018Covariance forecasting in equity markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article6
2019The economic drivers of commodity market volatility In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article48
2016An International Comparison of Implied, Realized, and GARCH Volatility Forecasts In: Journal of Futures Markets.
[Full Text][Citation analysis]		article26
2016Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article89

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