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 8 12 224
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 24 4 7 10 137
Total Working Papers 0 0 0 70 5 15 22 361

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 2 7 11 228
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 1 1 1 10 4 9 12 67
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 0 38 5 13 14 183
Asset pricing dynamics 0 0 0 73 0 8 14 257
Can we price beauty? Aesthetics and digital art markets 0 0 1 4 3 6 12 18
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 0 3 8 100
Covariance forecasting in equity markets 0 0 0 13 1 10 16 77
Diversification benefits in the smaller European stock markets 0 0 0 2 1 4 6 25
Diversification benefits in trading? 0 0 0 47 1 3 6 309
Does the weather affect stock market volatility? 0 0 1 98 4 9 13 413
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 6 2 13 14 103
Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets 0 0 0 0 2 6 14 15
Electricity futures prices in an emissions constrained economy: Evidence from European power markets 0 0 2 15 1 3 7 69
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 2 9 12 45
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 1 2 11 470 6 15 51 1,279
Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry 0 1 1 4 3 9 14 21
Information demand and stock market volatility 1 3 15 379 3 14 58 1,181
Interest rate volatility and risk management: Evidence from CBOE Treasury options 0 0 2 15 4 7 15 89
Investment strategy evaluation with cointegration 0 0 0 47 0 4 5 143
Investment under uncertainty and volatility estimation risk 0 1 1 11 0 2 4 68
Is there an Olympic gold medal rush in the stock market? 0 0 2 10 0 3 14 39
Keyword portfolio optimization in paid search advertising 1 1 2 6 1 9 17 33
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 1 9 24 336 8 22 60 924
Modeling skewness in portfolio choice 0 0 0 1 1 15 20 29
Nonlinear modelling of European football scores using support vector machines 0 0 0 147 1 6 8 494
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 0 3 9 218
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD 0 0 0 0 0 1 1 44
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix 0 0 1 75 2 8 18 263
Seasonality in the Athens stock exchange 0 0 0 100 0 4 7 257
Sovereign debt markets in light of the shadow economy 0 0 1 13 3 10 14 86
The finite sample properties of the GARCH option pricing model 0 0 0 4 0 1 2 16
Unit roots in the CAPM? 0 0 0 77 1 7 8 266
Wine price risk management: International diversification and derivative instruments 0 0 1 32 0 6 13 148
Total Journal Articles 5 18 66 2,116 61 249 497 7,507
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 5 12 328
Total Books 0 0 0 0 1 5 12 328

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 2 2 3 3
Total Chapters 0 0 0 0 2 2 3 3

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Statistics updated 2026-03-04