People

Dr Lazaros Symeonidis

Senior Lecturer
EBS - Finance
Dr Lazaros Symeonidis

Profile

Biography

Dr Lazaros Symeonidis joined Essex Business School in January 2020 as a Senior Lecturer in Finance. Before joining Essex University, Lazaros held positions as Lecturer in Finance at the University of East Anglia and the University of Stirling. He holds a PhD in Finance from the ICMA Centre, University of Reading and an MSc in Mathematics for Finance and Quantitative Methods from the Athens University of Economics and Business and the University of Athens. Lazaros’ research interests lie in the areas of financial econometrics, asset pricing, and commodities. He is particularly interested in the following topics: volatility and covariance modelling and forecasting, jumps, measurement error in volatility, factor pricing models, momentum and carry trades, announcement/news effects, and commodity risk premia. His work has been published in internationally recognised academic journals, such as the Journal of Financial Markets, Journal of Banking and Finance, Journal of International Money and Finance, Journal of Futures Markets and the Energy Journal. He has also acted as a reviewer for several peer-reviewed academic journals. His research has attracted funding from the British Academy and the ESCP. Lazaros is an associate editor in the Journal of Commodity Markets and the Commodity Insights Digest (https://www.bayes-cid.com/).

Qualifications

  • PhD Finance ICMA Centre, University of Reading,

  • MSc Mathematics for Finance and Quantitative Methods Athens University of Economics and Business and University of Athens,

  • BSc Management Science and Technology Athens University of Economics and Business,

Appointments

Other academic

  • Lecturer in Finance, Norwich Business School, University of East Anglia (1/10/2014 - 31/12/2019)

  • Lecturer in Finance, University of Stirling (1/7/2013 - 30/9/2014)

  • Sessional Lecturer, ICMA Centre, University of Reading (1/1/2018 - 31/3/2018)

Research and professional activities

Research interests

Financial Econometrics

Open to supervise

Forecasting

Open to supervise

Empirical Asset Pricing

Open to supervise

Commodities

Open to supervise

Teaching and supervision

Current teaching responsibilities

  • Financial Derivatives (BE351)

  • Asset Pricing (BE352)

  • Financial Modelling (BE356)

  • Professional and Academic Development (Finance) (BE908)

Publications

Journal articles (11)

Prokopczuk, M., Symeonidis, L., Wese Simen, C. and Wichmann, R., (2023). Convenience Yield Risk. Energy Economics. 120, 106536-106536

Ahmed, S., Bu, Z., Symeonidis, L. and Tsvetanov, D., (2023). Which factor model? A systematic return covariation perspective. Journal of International Money and Finance. 136, 102865-102865

Oikonomou, I., Stancu, A., Symeonidis, L. and Wese Simen, C., (2019). The information content of short-term options. Journal of Financial Markets. 46, 100504-100504

Prokopczuk, M., Stancu, A. and Symeonidis, L., (2019). The economic drivers of commodity market volatility. Journal of International Money and Finance. 98, 102063-102063

Symitsi, E., Symeonidis, L., Kourtis, A. and Markellos, R., (2018). Covariance forecasting in equity markets. Journal of Banking & Finance. 96 (C), 153-168

Prokopczuk, M., Symeonidis, L. and Wese Simen, C., (2017). Variance risk in commodity markets. Journal of Banking and Finance. 81 (C), 136-149

Kourtis, A., Markellos, RN. and Symeonidis, L., (2016). An International Comparison of Implied, Realized, and GARCH Volatility Forecasts. Journal of Futures Markets. 36 (12), 1164-1193

Prokopczuk, M., Symeonidis, L. and Wese Simen, C., (2016). Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets. Journal of Futures Markets. 36 (8), 758-792

Daskalakis, G., Symeonidis, L. and Markellos, RN., (2015). Electricity futures prices in an emissions constrained economy: Evidence from European power markets. The Energy Journal. 36 (3), 1-33

Symeonidis, L., Prokopczuk, M., Brooks, C. and Lazar, E., (2012). Futures basis, inventory and commodity price volatility: An empirical analysis. Economic Modelling. 29 (6), 2651-2663

Symeonidis, L., Daskalakis, G. and Markellos, RN., (2010). Does the weather affect stock market volatility?. Finance Research Letters. 7 (4), 214-223

Grants and funding

2020

Be in the LOOP: The Storage Premium in the Crude Oil Market

British Academy

Contact

l.symeonidis@essex.ac.uk
+44 (0) 1206 872024

Location:

EBS.3.62, Colchester Campus

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