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? 1 2 4 36 1 5 10 170
Dynamic interaction between markets for leasing and selling automobiles 0 1 2 23 0 2 6 92
Total Working Papers 1 3 6 59 1 7 16 262


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 1 66 0 1 4 181
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 0 5 1 3 8 29
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 1 32 0 1 7 133
Asset pricing dynamics 0 0 0 72 0 1 1 231
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 0 1 3 79
Diversification benefits in the smaller European stock markets 0 0 0 0 0 0 1 8
Diversification benefits in trading? 0 0 1 47 0 0 2 282
Does the weather affect stock market volatility? 0 0 0 86 1 4 6 353
Dynamic interaction between markets for leasing and selling automobiles 0 0 1 3 0 2 9 56
Electricity futures prices in an emissions constrained economy: Evidence from European power markets 0 0 0 10 0 1 6 42
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 0 0 2 25
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 0 0 8 407 2 4 42 1,072
Information demand and stock market volatility 5 17 47 206 11 34 109 572
Investment strategy evaluation with cointegration 0 0 0 47 0 1 1 135
Investment under uncertainty and volatility estimation risk 0 0 0 10 0 0 1 57
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 0 2 5 226 0 4 12 646
Nonlinear modelling of European football scores using support vector machines 0 1 2 142 0 2 5 462
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 3 3 14 187
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD 0 0 0 0 1 1 6 33
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix 0 1 6 47 0 2 21 175
Seasonality in the Athens stock exchange 0 0 1 93 0 1 2 226
Sovereign debt markets in light of the shadow economy 0 1 1 6 0 2 4 33
The finite sample properties of the GARCH option pricing model 0 0 0 4 0 0 0 13
Traded American options are Bermudan 0 0 0 1 0 0 0 16
Unit roots in the CAPM? 0 0 0 75 0 0 1 250
Wine price risk management: International diversification and derivative instruments 0 0 1 13 0 1 6 64
Total Journal Articles 5 22 75 1,612 19 69 273 5,360


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 4 4 17 219
Total Books 0 0 0 0 4 4 17 219


Statistics updated 2019-09-09