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? 1 1 2 34 1 3 8 165
Dynamic interaction between markets for leasing and selling automobiles 0 0 1 22 0 1 5 90
Total Working Papers 1 1 3 56 1 4 13 255


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 2 66 1 1 5 180
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 0 5 1 2 6 26
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 1 32 1 2 6 132
Asset pricing dynamics 0 0 0 72 0 0 1 230
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 0 1 2 78
Diversification benefits in the smaller European stock markets 0 0 0 0 0 0 1 8
Diversification benefits in trading? 0 0 1 47 0 0 3 282
Does the weather affect stock market volatility? 0 0 1 86 1 2 4 349
Dynamic interaction between markets for leasing and selling automobiles 0 0 1 3 1 1 9 54
Electricity futures prices in an emissions constrained economy: Evidence from European power markets 0 0 0 10 0 3 5 41
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 0 1 2 25
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 2 4 9 407 3 14 42 1,068
Information demand and stock market volatility 2 10 38 189 7 27 96 538
Investment strategy evaluation with cointegration 0 0 0 47 0 0 0 134
Investment under uncertainty and volatility estimation risk 0 0 0 10 0 0 1 57
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 0 1 3 224 1 2 8 642
Nonlinear modelling of European football scores using support vector machines 1 1 1 141 2 2 3 460
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 2 3 11 184
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD 0 0 0 0 1 4 5 32
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix 0 1 8 46 0 4 23 173
Seasonality in the Athens stock exchange 0 0 1 93 0 0 1 225
Sovereign debt markets in light of the shadow economy 0 0 0 5 0 1 4 31
The finite sample properties of the GARCH option pricing model 0 0 0 4 0 0 0 13
Traded American options are Bermudan 0 0 0 1 0 0 0 16
Unit roots in the CAPM? 0 0 0 75 0 0 1 250
Wine price risk management: International diversification and derivative instruments 0 0 1 13 1 3 6 63
Total Journal Articles 5 17 67 1,590 22 73 245 5,291


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 6 16 215
Total Books 0 0 0 0 3 6 16 215


Statistics updated 2019-06-03