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 1 1 127
Total Working Papers 0 0 0 70 0 1 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 0 0 5 217
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 0 9 0 1 4 55
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 1 38 0 1 2 169
Asset pricing dynamics 0 0 0 73 0 0 3 243
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 1 2 2 92
Diversification benefits in the smaller European stock markets 0 0 0 2 0 1 1 19
Diversification benefits in trading? 0 0 0 47 2 2 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 1 6 0 0 3 89
Electricity futures prices in an emissions constrained economy: Evidence from European power markets 0 0 0 13 0 1 2 62
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 0 1 2 33
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 2 3 16 459 4 8 38 1,228
Information demand and stock market volatility 1 1 18 364 4 7 65 1,123
Investment strategy evaluation with cointegration 0 0 0 47 0 0 1 138
Investment under uncertainty and volatility estimation risk 0 0 0 10 1 1 1 64
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 0 1 15 312 2 7 34 864
Nonlinear modelling of European football scores using support vector machines 0 0 1 147 0 0 1 486
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 1 1 3 209
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD 0 0 0 0 0 1 1 43
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix 0 1 3 74 0 1 5 245
Seasonality in the Athens stock exchange 0 0 0 100 0 0 0 250
Sovereign debt markets in light of the shadow economy 1 1 3 12 2 4 9 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 1 1 1 258
Wine price risk management: International diversification and derivative instruments 0 0 3 31 0 1 7 135
Total Journal Articles 4 7 62 2,005 18 41 194 6,811
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 0 1 7 316
Total Books 0 0 0 0 0 1 7 316


Statistics updated 2025-03-03