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 1 5 20 233
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 24 0 0 14 142
Total Working Papers 0 0 0 70 1 5 34 375


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 9 228
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 1 10 0 1 15 72
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 0 38 0 0 15 184
Asset pricing dynamics 0 0 0 73 0 1 18 261
Can we price beauty? Aesthetics and digital art markets 0 0 0 4 1 1 15 23
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 0 0 6 101
Covariance forecasting in equity markets 0 0 0 13 1 2 16 81
Diversification benefits in the smaller European stock markets 0 0 0 2 0 0 7 26
Diversification benefits in trading? 0 0 0 47 0 1 7 311
Does the weather affect stock market volatility? 0 0 0 98 1 2 14 416
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 6 0 0 18 108
Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets 0 0 0 0 1 6 21 25
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 1 2 17 51
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 1 2 10 473 2 11 54 1,301
Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry 0 1 2 5 0 5 20 29
Information demand and stock market volatility 1 1 12 381 4 9 53 1,197
Interest rate volatility and risk management: Evidence from CBOE Treasury options 0 0 2 15 0 0 18 93
Investment strategy evaluation with cointegration 0 0 0 47 0 0 6 145
Investment under uncertainty and volatility estimation risk 0 0 1 11 0 0 7 71
Is there an Olympic gold medal rush in the stock market? 0 1 1 11 1 3 16 49
Keyword portfolio optimization in paid search advertising 0 0 2 6 0 1 18 36
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 2 5 22 344 9 20 68 951
Modeling skewness in portfolio choice 0 0 0 1 0 0 23 32
Nonlinear modelling of European football scores using support vector machines 0 0 0 147 0 15 31 517
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 2 3 15 225
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD 0 0 0 0 0 0 4 47
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix 0 0 0 75 3 8 25 274
Seasonality in the Athens stock exchange 0 0 0 100 1 2 16 266
Sovereign debt markets in light of the shadow economy 0 0 2 14 0 5 23 95
The finite sample properties of the GARCH option pricing model 0 0 0 4 0 0 3 17
Unit roots in the CAPM? 0 0 0 77 1 2 11 269
Wine price risk management: International diversification and derivative instruments 0 0 1 32 0 2 15 153
Total Journal Articles 4 10 56 2,117 28 102 604 7,654
2 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 14 332
Total Books 0 0 0 0 1 1 14 332


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 8 8
Total Chapters 0 0 0 0 0 0 8 8


Statistics updated 2026-08-07