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 0 0 212
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 24 0 0 1 127
Total Working Papers 0 0 0 70 0 0 1 339

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 0 5 217
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 0 9 0 0 4 55
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 1 38 0 0 2 169
Asset pricing dynamics 0 0 0 73 0 0 3 243
Can we price beauty? Aesthetics and digital art markets 0 0 2 3 0 0 4 6
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 0 1 2 92
Covariance forecasting in equity markets 0 0 1 13 0 0 3 61
Diversification benefits in the smaller European stock markets 0 0 0 2 0 1 1 19
Diversification benefits in trading? 0 0 0 47 0 2 2 303
Does the weather affect stock market volatility? 0 0 1 97 0 0 2 400
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 6 0 0 2 89
Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets 0 0 0 0 1 1 2 2
Electricity futures prices in an emissions constrained economy: Evidence from European power markets 0 0 0 13 0 1 2 62
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 1 2 3 34
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 0 3 14 459 1 9 37 1,229
Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry 0 0 1 3 0 1 2 7
Information demand and stock market volatility 2 3 17 366 2 9 56 1,125
Interest rate volatility and risk management: Evidence from CBOE Treasury options 0 0 1 13 0 0 3 74
Investment strategy evaluation with cointegration 0 0 0 47 0 0 1 138
Investment under uncertainty and volatility estimation risk 0 0 0 10 0 1 1 64
Is there an Olympic gold medal rush in the stock market? 1 1 3 9 3 3 6 28
Keyword portfolio optimization in paid search advertising 0 0 0 4 0 1 1 16
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 1 1 15 313 1 3 30 865
Modeling skewness in portfolio choice 0 0 0 1 0 0 4 9
Nonlinear modelling of European football scores using support vector machines 0 0 1 147 0 0 1 486
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 0 1 3 209
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 1 1 4 75 2 2 7 247
Seasonality in the Athens stock exchange 0 0 0 100 0 0 0 250
Sovereign debt markets in light of the shadow economy 0 1 2 12 0 3 8 72
The finite sample properties of the GARCH option pricing model 0 0 0 4 0 0 0 14
Unit roots in the CAPM? 0 0 0 77 0 1 1 258
Wine price risk management: International diversification and derivative instruments 0 0 3 31 1 2 7 136
Total Journal Articles 5 10 66 2,055 12 44 206 7,022
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 0 0 4 316
Total Books 0 0 0 0 0 0 4 316

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 2025-04-04