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 2 6 18 230
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 24 0 5 15 142
Total Working Papers 0 0 0 70 2 11 33 372


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 10 228
An International Comparison of Implied, Realized, and GARCH Volatility Forecasts 0 0 1 10 0 4 15 71
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext 0 0 0 38 0 1 15 184
Asset pricing dynamics 0 0 0 73 0 3 17 260
Can we price beauty? Aesthetics and digital art markets 0 0 1 4 0 4 15 22
Corporate real estate analysis: evaluating telecom branch efficiency in Greece 0 0 0 10 0 1 8 101
Covariance forecasting in equity markets 0 0 0 13 0 2 15 79
Diversification benefits in the smaller European stock markets 0 0 0 2 0 1 7 26
Diversification benefits in trading? 0 0 0 47 0 1 7 310
Does the weather affect stock market volatility? 0 0 1 98 1 2 15 415
Dynamic interaction between markets for leasing and selling automobiles 0 0 0 6 0 5 18 108
Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets 0 0 0 0 2 6 18 21
Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs 0 0 0 4 0 4 15 49
How efficient is the European football betting market? Evidence from arbitrage and trading strategies 0 1 10 471 5 16 59 1,295
Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry 1 1 2 5 5 8 21 29
Information demand and stock market volatility 0 1 13 380 2 9 57 1,190
Interest rate volatility and risk management: Evidence from CBOE Treasury options 0 0 2 15 0 4 18 93
Investment strategy evaluation with cointegration 0 0 0 47 0 2 7 145
Investment under uncertainty and volatility estimation risk 0 0 1 11 0 3 7 71
Is there an Olympic gold medal rush in the stock market? 0 0 1 10 0 7 15 46
Keyword portfolio optimization in paid search advertising 0 0 2 6 1 3 18 36
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme 3 6 24 342 6 13 61 937
Modeling skewness in portfolio choice 0 0 0 1 0 3 23 32
Nonlinear modelling of European football scores using support vector machines 0 0 0 147 14 22 30 516
OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY 0 0 0 0 1 5 14 223
Optimal Hedge Ratio Estimation and Effectiveness Using ARCD 0 0 0 0 0 3 4 47
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix 0 0 0 75 3 6 21 269
Seasonality in the Athens stock exchange 0 0 0 100 1 8 15 265
Sovereign debt markets in light of the shadow economy 0 1 2 14 2 6 20 92
The finite sample properties of the GARCH option pricing model 0 0 0 4 0 1 3 17
Unit roots in the CAPM? 0 0 0 77 1 2 10 268
Wine price risk management: International diversification and derivative instruments 0 0 1 32 0 3 14 151
Total Journal Articles 4 10 61 2,111 44 158 592 7,596
2 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 3 14 331
Total Books 0 0 0 0 0 3 14 331


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 5 8 8
Total Chapters 0 0 0 0 0 5 8 8


Statistics updated 2026-06-04