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 2 4 216
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 24 1 1 4 130
Total Working Papers 0 0 0 70 2 3 8 346

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 2 4 221
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 0 9 0 0 4 58
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 0 38 0 1 2 170
Asset pricing dynamics 0 0 0 73 0 6 6 249
Can we price beauty? Aesthetics and digital art markets 0 0 1 4 2 3 6 12
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 0 2 7 97
Covariance forecasting in equity markets 0 0 0 13 0 2 6 67
Diversification benefits in the smaller European stock markets 0 0 0 2 2 2 3 21
Diversification benefits in trading? 0 0 0 47 0 2 5 306
Does the weather affect stock market volatility? 0 0 1 98 1 1 4 404
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 6 0 0 1 90
Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets 0 0 0 0 1 5 9 9
Electricity futures prices in an emissions constrained economy: Evidence from European power markets 0 1 2 15 1 2 5 66
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 0 2 4 36
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 3 5 12 468 6 15 44 1,264
Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry 0 0 0 3 2 2 6 12
Information demand and stock market volatility 1 4 13 376 7 14 51 1,167
Interest rate volatility and risk management: Evidence from CBOE Treasury options 0 1 2 15 1 4 8 82
Investment strategy evaluation with cointegration 0 0 0 47 0 0 1 139
Investment under uncertainty and volatility estimation risk 0 0 0 10 1 2 3 66
Is there an Olympic gold medal rush in the stock market? 0 0 2 10 0 2 11 36
Keyword portfolio optimization in paid search advertising 0 1 1 5 1 4 9 24
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 0 2 16 327 8 13 45 902
Modeling skewness in portfolio choice 0 0 0 1 3 5 6 14
Nonlinear modelling of European football scores using support vector machines 0 0 0 147 1 2 2 488
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 3 4 7 215
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 0 2 75 2 4 11 255
Seasonality in the Athens stock exchange 0 0 0 100 2 3 3 253
Sovereign debt markets in light of the shadow economy 0 1 2 13 3 4 8 76
The finite sample properties of the GARCH option pricing model 0 0 0 4 0 1 1 15
Unit roots in the CAPM? 0 0 0 77 0 0 2 259
Wine price risk management: International diversification and derivative instruments 0 1 1 32 2 4 8 142
Total Journal Articles 4 16 55 2,098 50 113 293 7,258
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 2 4 8 323
Total Books 0 0 0 0 2 4 8 323

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 1 1 1 1
Total Chapters 0 0 0 0 1 1 1 1

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Statistics updated 2025-12-06