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 3 5 7 219
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 24 1 2 4 131
Total Working Papers 0 0 0 70 4 7 11 350

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 4 6 223
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 0 9 2 2 5 60
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 0 38 3 4 4 173
Asset pricing dynamics 0 0 0 73 3 9 9 252
Can we price beauty? Aesthetics and digital art markets 0 0 1 4 0 3 6 12
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 1 2 7 98
Covariance forecasting in equity markets 0 0 0 13 3 5 9 70
Diversification benefits in the smaller European stock markets 0 0 0 2 0 2 3 21
Diversification benefits in trading? 0 0 0 47 0 1 5 306
Does the weather affect stock market volatility? 0 0 1 98 0 1 4 404
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 6 1 1 2 91
Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets 0 0 0 0 1 4 9 10
Electricity futures prices in an emissions constrained economy: Evidence from European power markets 0 1 2 15 0 2 5 66
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 4 6 8 40
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 0 5 12 468 3 13 47 1,267
Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry 0 0 0 3 0 2 6 12
Information demand and stock market volatility 2 6 15 378 5 17 56 1,172
Interest rate volatility and risk management: Evidence from CBOE Treasury options 0 1 2 15 0 3 8 82
Investment strategy evaluation with cointegration 0 0 0 47 1 1 2 140
Investment under uncertainty and volatility estimation risk 1 1 1 11 2 4 5 68
Is there an Olympic gold medal rush in the stock market? 0 0 2 10 1 3 12 37
Keyword portfolio optimization in paid search advertising 0 0 1 5 2 5 11 26
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 4 5 19 331 6 15 46 908
Modeling skewness in portfolio choice 0 0 0 1 3 7 8 17
Nonlinear modelling of European football scores using support vector machines 0 0 0 147 0 2 2 488
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 0 3 7 215
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD 0 0 0 0 0 0 0 43
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix 0 0 1 75 3 6 13 258
Seasonality in the Athens stock exchange 0 0 0 100 1 4 4 254
Sovereign debt markets in light of the shadow economy 0 1 2 13 2 6 9 78
The finite sample properties of the GARCH option pricing model 0 0 0 4 1 1 2 16
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 0 4 8 142
Total Journal Articles 7 21 60 2,105 50 142 330 7,308
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 5 9 325
Total Books 0 0 0 0 2 5 9 325

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

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Statistics updated 2026-01-09