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 1 46 0 0 1 212
Dynamic interaction between markets for leasing and selling automobiles 0 0 1 24 0 0 2 126
Total Working Papers 0 0 2 70 0 0 3 338


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 2 213
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 0 9 0 1 4 54
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 1 37 0 0 4 167
Asset pricing dynamics 0 0 0 73 1 2 2 242
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 0 0 0 90
Diversification benefits in the smaller European stock markets 0 0 1 2 0 0 1 18
Diversification benefits in trading? 0 0 0 47 0 0 0 301
Does the weather affect stock market volatility? 0 0 1 96 0 1 3 399
Dynamic interaction between markets for leasing and selling automobiles 0 0 1 6 0 1 7 88
Electricity futures prices in an emissions constrained economy: Evidence from European power markets 0 0 1 13 0 0 2 61
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 0 0 0 31
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 1 7 15 453 1 13 31 1,210
Information demand and stock market volatility 1 4 19 359 7 15 64 1,100
Investment strategy evaluation with cointegration 0 0 0 47 0 0 0 137
Investment under uncertainty and volatility estimation risk 0 0 0 10 0 0 0 63
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 4 6 19 307 5 10 38 851
Nonlinear modelling of European football scores using support vector machines 0 0 2 147 0 0 6 486
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 1 2 3 208
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD 0 0 0 0 0 0 0 42
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix 0 0 2 72 0 0 6 242
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 11 2 3 5 68
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 1 77 0 0 1 257
Wine price risk management: International diversification and derivative instruments 0 0 2 28 0 0 5 130
Total Journal Articles 6 18 67 1,981 17 49 184 6,722
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 1 15 314
Total Books 0 0 0 0 1 1 15 314


Statistics updated 2024-09-04