Volcanoes can affect the weather in a number of ways.
The only effects that you can undeniably blame on eruptions are those close to the volcano. There is often a lot of lightning and thunder associated with explosive eruptions, due to the static charge of the ash and gas. The effects can be spectacular when there is abundant fine particles within a rapidly expanding eruption cloud. It is thought that friction between particles and gases cause potential differences that create the static charges. The particles then seperate out by gravity and size, much like water drops, and electrical discharges result.