Dr Lazaros Symeonidis

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Email
l.symeonidis@essex.ac.uk -
Telephone
+44 (0) 1206 872024
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Location
EBS.3.62, Colchester Campus
Profile
Biography
Dr Lazaros Symeonidis joined ÌÇÐÄVlog Business School in January 2020 as a Senior Lecturer in Finance. Before joining ÌÇÐÄVlog 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
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PhD Finance ICMA Centre, University of Reading,
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MSc Mathematics for Finance and Quantitative Methods Athens University of Economics and Business and University of Athens,
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BSc Management Science and Technology Athens University of Economics and Business,
Appointments
Other academic
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Lecturer in Finance, Norwich Business School, University of East Anglia (1/10/2014 - 31/12/2019)
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Lecturer in Finance, University of Stirling (1/7/2013 - 30/9/2014)
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Sessional Lecturer, ICMA Centre, University of Reading (1/1/2018 - 31/3/2018)
Research and professional activities
Research interests
Financial Econometrics
Forecasting
Empirical Asset Pricing
Commodities
Teaching and supervision
Current teaching responsibilities
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Financial Derivatives (BE351)
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Asset Pricing (BE352)
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Finance Research Project (BE937)
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Student Success Tutorial (BE917)
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Research Methods in Financial Econometrics (BE990)
Current supervision
Publications
Journal articles (11)
Prokopczuk, M., Symeonidis, L., Wese Simen, C. and Wichmann, R., (2023). . Energy Economics. 120, 106536-106536
Ahmed, S., Bu, Z., Symeonidis, L. and Tsvetanov, D., (2023). . Journal of International Money and Finance. 136, 102865-102865
Oikonomou, I., Stancu, A., Symeonidis, L. and Wese Simen, C., (2019). . Journal of Financial Markets. 46, 100504-100504
Prokopczuk, M., Stancu, A. and Symeonidis, L., (2019). . Journal of International Money and Finance. 98, 102063-102063
Symitsi, E., Symeonidis, L., Kourtis, A. and Markellos, R., (2018). . Journal of Banking & Finance. 96 (C), 153-168
Prokopczuk, M., Symeonidis, L. and Wese Simen, C., (2017). . Journal of Banking and Finance. 81 (C), 136-149
Kourtis, A., Markellos, RN. and Symeonidis, L., (2016). . Journal of Futures Markets. 36 (12), 1164-1193
Prokopczuk, M., Symeonidis, L. and Wese Simen, C., (2016). . Journal of Futures Markets. 36 (8), 758-792
Daskalakis, G., Symeonidis, L. and Markellos, RN., (2015). . 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