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 5 16 228
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 24 0 9 15 142
Total Working Papers 0 0 0 70 4 14 31 370

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 2 11 228
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 1 1 10 2 8 16 71
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 0 38 0 6 15 184
Asset pricing dynamics 0 0 0 73 3 3 17 260
Can we price beauty? Aesthetics and digital art markets 0 0 1 4 2 7 15 22
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 1 1 9 101
Covariance forecasting in equity markets 0 0 0 13 2 3 16 79
Diversification benefits in the smaller European stock markets 0 0 0 2 1 2 7 26
Diversification benefits in trading? 0 0 0 47 1 2 7 310
Does the weather affect stock market volatility? 0 0 1 98 0 5 14 414
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 6 3 7 19 108
Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets 0 0 0 0 2 6 16 19
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 1 6 15 49
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 0 2 12 471 5 17 59 1,290
Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry 0 0 1 4 2 6 17 24
Information demand and stock market volatility 0 2 14 380 2 10 58 1,188
Interest rate volatility and risk management: Evidence from CBOE Treasury options 0 0 2 15 3 8 19 93
Investment strategy evaluation with cointegration 0 0 0 47 2 2 7 145
Investment under uncertainty and volatility estimation risk 0 0 1 11 2 3 7 71
Is there an Olympic gold medal rush in the stock market? 0 0 1 10 4 7 18 46
Keyword portfolio optimization in paid search advertising 0 1 2 6 2 3 18 35
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 2 4 24 339 4 15 62 931
Modeling skewness in portfolio choice 0 0 0 1 2 4 23 32
Nonlinear modelling of European football scores using support vector machines 0 0 0 147 3 9 16 502
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 2 4 13 222
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD 0 0 0 0 3 3 4 47
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix 0 0 0 75 0 5 19 266
Seasonality in the Athens stock exchange 0 0 0 100 2 7 14 264
Sovereign debt markets in light of the shadow economy 0 1 2 14 3 7 18 90
The finite sample properties of the GARCH option pricing model 0 0 0 4 1 1 3 17
Unit roots in the CAPM? 0 0 0 77 1 2 9 267
Wine price risk management: International diversification and derivative instruments 0 0 1 32 2 3 15 151
Total Journal Articles 2 11 63 2,107 63 174 576 7,552
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 3 4 15 331
Total Books 0 0 0 0 3 4 15 331

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 3 7 8 8
Total Chapters 0 0 0 0 3 7 8 8

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Statistics updated 2026-05-06