Access Statistics for Raphael Nicholas Markellos

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Does the weather affect stock market volatility? 0 0 0 46 0 2 2 214
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 24 0 2 3 129
Total Working Papers 0 0 0 70 0 4 5 343

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A jump diffusion model for VIX volatility options and futures 0 0 0 69 0 1 6 219
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 0 9 0 1 4 58
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 0 38 0 0 1 169
Asset pricing dynamics 0 0 0 73 0 0 0 243
Can we price beauty? Aesthetics and digital art markets 0 1 3 4 0 2 5 9
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 1 3 6 96
Covariance forecasting in equity markets 0 0 0 13 0 1 5 65
Diversification benefits in the smaller European stock markets 0 0 0 2 0 0 1 19
Diversification benefits in trading? 0 0 0 47 1 2 4 305
Does the weather affect stock market volatility? 0 0 2 98 0 2 4 403
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 6 0 0 1 90
Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets 0 0 0 0 2 3 6 6
Electricity futures prices in an emissions constrained economy: Evidence from European power markets 0 0 1 14 0 1 3 64
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 0 0 2 34
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 0 0 8 463 5 10 41 1,254
Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry 0 0 0 3 0 1 4 10
Information demand and stock market volatility 0 5 12 372 2 16 53 1,155
Interest rate volatility and risk management: Evidence from CBOE Treasury options 0 1 1 14 1 4 6 79
Investment strategy evaluation with cointegration 0 0 0 47 0 1 1 139
Investment under uncertainty and volatility estimation risk 0 0 0 10 0 0 1 64
Is there an Olympic gold medal rush in the stock market? 0 1 2 10 0 3 9 34
Keyword portfolio optimization in paid search advertising 1 1 1 5 1 3 6 21
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 1 7 16 326 4 13 39 893
Modeling skewness in portfolio choice 0 0 0 1 1 1 2 10
Nonlinear modelling of European football scores using support vector machines 0 0 0 147 0 0 0 486
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 1 3 4 212
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD 0 0 0 0 0 0 1 43
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix 0 0 3 75 1 4 10 252
Seasonality in the Athens stock exchange 0 0 0 100 0 0 0 250
Sovereign debt markets in light of the shadow economy 0 0 1 12 0 0 4 72
The finite sample properties of the GARCH option pricing model 0 0 0 4 1 1 1 15
Unit roots in the CAPM? 0 0 0 77 0 1 2 259
Wine price risk management: International diversification and derivative instruments 0 0 2 31 0 0 7 138
Total Journal Articles 2 16 52 2,084 21 77 239 7,166
1 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Econometric Modelling of Financial Time Series 0 0 0 0 1 3 6 320
Total Books 0 0 0 0 1 3 6 320

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation of Continuous-Time Stochastic Volatility Models 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 0 0 0

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Statistics updated 2025-10-06