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 4 8 11 223
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 24 2 4 6 133
Total Working Papers 0 0 0 70 6 12 17 356

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 3 6 9 226
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 0 9 3 5 8 63
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 0 38 5 8 9 178
Asset pricing dynamics 0 0 0 73 5 8 14 257
Can we price beauty? Aesthetics and digital art markets 0 0 1 4 3 5 9 15
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 2 3 9 100
Covariance forecasting in equity markets 0 0 0 13 6 9 15 76
Diversification benefits in the smaller European stock markets 0 0 0 2 3 5 5 24
Diversification benefits in trading? 0 0 0 47 2 2 7 308
Does the weather affect stock market volatility? 0 0 1 98 5 6 9 409
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 6 10 11 12 101
Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets 0 0 0 0 3 5 12 13
Electricity futures prices in an emissions constrained economy: Evidence from European power markets 0 0 2 15 2 3 6 68
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 3 7 10 43
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 1 4 12 469 6 15 49 1,273
Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry 1 1 1 4 6 8 11 18
Information demand and stock market volatility 0 3 15 378 6 18 59 1,178
Interest rate volatility and risk management: Evidence from CBOE Treasury options 0 0 2 15 3 4 11 85
Investment strategy evaluation with cointegration 0 0 0 47 3 4 5 143
Investment under uncertainty and volatility estimation risk 0 1 1 11 0 3 5 68
Is there an Olympic gold medal rush in the stock market? 0 0 2 10 2 3 14 39
Keyword portfolio optimization in paid search advertising 0 0 1 5 6 9 17 32
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 4 8 23 335 8 22 54 916
Modeling skewness in portfolio choice 0 0 0 1 11 17 19 28
Nonlinear modelling of European football scores using support vector machines 0 0 0 147 5 6 7 493
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 3 6 10 218
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD 0 0 0 0 1 1 1 44
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix 0 0 1 75 3 8 16 261
Seasonality in the Athens stock exchange 0 0 0 100 3 6 7 257
Sovereign debt markets in light of the shadow economy 0 0 2 13 5 10 13 83
The finite sample properties of the GARCH option pricing model 0 0 0 4 0 1 2 16
Unit roots in the CAPM? 0 0 0 77 6 6 8 265
Wine price risk management: International diversification and derivative instruments 0 0 1 32 6 8 13 148
Total Journal Articles 6 17 65 2,111 138 238 455 7,446
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 2 6 11 327
Total Books 0 0 0 0 2 6 11 327

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 1 1 1
Total Chapters 0 0 0 0 0 1 1 1

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Statistics updated 2026-02-12