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 1 1 6 218
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 0 9 1 1 3 56
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 1 4 7
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 1 1 3 93
Covariance forecasting in equity markets 0 0 1 13 1 3 6 64
Diversification benefits in the smaller European stock markets 0 0 0 2 0 0 1 19
Diversification benefits in trading? 0 0 0 47 0 0 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 1 1 3 90
Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets 0 0 0 0 0 2 3 3
Electricity futures prices in an emissions constrained economy: Evidence from European power markets 0 0 0 13 0 0 1 62
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 0 1 3 34
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 2 2 15 461 5 8 39 1,236
Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry 0 0 0 3 1 1 2 8
Information demand and stock market volatility 1 3 12 367 3 10 48 1,133
Interest rate volatility and risk management: Evidence from CBOE Treasury options 0 0 1 13 1 1 4 75
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 0 1 64
Is there an Olympic gold medal rush in the stock market? 0 1 2 9 3 6 8 31
Keyword portfolio optimization in paid search advertising 0 0 0 4 1 2 3 18
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 3 6 17 318 7 12 35 876
Modeling skewness in portfolio choice 0 0 0 1 0 0 2 9
Nonlinear modelling of European football scores using support vector machines 0 0 0 147 0 0 0 486
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 0 0 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 0 1 3 75 1 3 6 248
Seasonality in the Athens stock exchange 0 0 0 100 0 0 0 250
Sovereign debt markets in light of the shadow economy 0 0 2 12 0 0 7 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 0 1 258
Wine price risk management: International diversification and derivative instruments 0 0 3 31 1 2 7 137
Total Journal Articles 6 13 60 2,063 28 56 210 7,066
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 4 317
Total Books 0 0 0 0 1 1 4 317

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 2025-06-06