Raphael Nicholas Markellos
Names
| first: |
Raphael |
| middle: |
Nicholas |
| last: |
Markellos |
Identifer
Contact
Affiliations
-
University of East Anglia
/ Norwich Business School
Research profile
author of:
- Electricity futures prices in an emissions constrained economy: Evidence from European power markets (RePEc:aen:journl:ej36-3-daskalakis)
by George Daskalakis, Lazaros Symeonidis, Raphael N. Markellos - Optimal Price Setting In FixedâOdds Betting Markets Under Information Uncertainty (RePEc:bla:scotjp:v:58:y:2011:i:4:p:519-536)
by Vasiliki Makropoulou & Raphael N. Markellos - The Econometric Modelling of Financial Time Series (RePEc:cup:cbooks:9780521710091)
by Mills,Terence C. & Markellos,Raphael N. - Can we price beauty? Aesthetics and digital art markets (RePEc:eee:ecolet:v:235:y:2024:i:c:s0165176524000557)
by Alsultan, Sarah & Kourtis, Apostolos & Markellos, Raphael N. - Sovereign debt markets in light of the shadow economy (RePEc:eee:ejores:v:252:y:2016:i:1:p:220-231)
by Markellos, Raphael N. & Psychoyios, Dimitris & Schneider, Friedrich - Keyword portfolio optimization in paid search advertising (RePEc:eee:ejores:v:303:y:2022:i:2:p:767-778)
by Symitsi, Efthymia & Markellos, Raphael N. & Mantrala, Murali K. - Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext (RePEc:eee:enepol:v:37:y:2009:i:7:p:2594-2604)
by Daskalakis, George & Markellos, Raphael N. - Wine price risk management: International diversification and derivative instruments (RePEc:eee:finana:v:22:y:2012:i:c:p:30-37)
by Kourtis, Apostolos & Markellos, Raphael N. & Psychoyios, Dimitris - Does the weather affect stock market volatility? (RePEc:eee:finlet:v:7:y:2010:i:4:p:214-223)
by Symeonidis, Lazaros & Daskalakis, George & Markellos, Raphael N. - Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme (RePEc:eee:jbfina:v:33:y:2009:i:7:p:1230-1241)
by Daskalakis, George & Psychoyios, Dimitris & Markellos, Raphael N. - Information demand and stock market volatility (RePEc:eee:jbfina:v:36:y:2012:i:6:p:1808-1821)
by Vlastakis, Nikolaos & Markellos, Raphael N. - Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix (RePEc:eee:jbfina:v:36:y:2012:i:9:p:2522-2531)
by Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N. - Dynamic interaction between markets for leasing and selling automobiles (RePEc:eee:jbfina:v:50:y:2015:i:c:p:260-270)
by Andrikopoulos, Athanasios & Markellos, Raphael N. - Covariance forecasting in equity markets (RePEc:eee:jbfina:v:96:y:2018:i:c:p:153-168)
by Symitsi, Efthymia & Symeonidis, Lazaros & Kourtis, Apostolos & Markellos, Raphael - Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs (RePEc:eee:quaeco:v:53:y:2013:i:4:p:417-428)
by Makropoulou, Vasiliki & Dotsis, George & Markellos, Raphael N. - Interest rate volatility and risk management: Evidence from CBOE Treasury options (RePEc:eee:quaeco:v:68:y:2018:i:c:p:190-202)
by Markellos, Raphael N. & Psychoyios, Dimitris - Unknown item RePEc:eme:mfipps:v:37:y:2011:i:11:p:978-984 (article)
- How efficient is the European football betting market? Evidence from arbitrage and trading strategies (RePEc:jof:jforec:v:28:y:2009:i:5:p:426-444)
by Nikolaos Vlastakis & George Dotsis & Raphael N. Markellos - Diversification benefits in the smaller European stock markets (RePEc:kap:iaecre:v:3:y:1997:i:2:p:142-153:10.1007/bf02294935)
by Raphael Markellos & Costas Siriopoulos - A jump diffusion model for VIX volatility options and futures (RePEc:kap:rqfnac:v:35:y:2010:i:3:p:245-269)
by Dimitris Psychoyios & George Dotsis & Raphael Markellos - Estimation of Continuous-Time Stochastic Volatility Models (RePEc:pal:palchp:978-0-230-24440-5_19)
by George Dotsis & Raphael N. Markellos & Terence C. Mills - Does the weather affect stock market volatility? (RePEc:pra:mprapa:34128)
by Daskalakis, George & Symeonidis, Lazaros & Markellos, Raphael - Dynamic interaction between markets for leasing and selling automobiles (RePEc:pra:mprapa:45225)
by Andrikopoulos, Athanasios & Markellos, Raphael. N - Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets (RePEc:sae:enejou:v:36:y:2015:i:3:p:1-34)
by George Daskalakis & Lazaros Symeonidis & Raphael N. Markellos - Investment under uncertainty and volatility estimation risk (RePEc:taf:apeclt:v:19:y:2012:i:2:p:133-137)
by George Dotsis & Vasiliki Makropoulou & Raphael Nicholas Markellos - Investment strategy evaluation with cointegration (RePEc:taf:apeclt:v:6:y:1999:i:3:p:177-179)
by Raphael Markellos - Unit roots in the CAPM? (RePEc:taf:apeclt:v:8:y:2001:i:8:p:499-502)
by Raphael Markellos & Terence Mills - Seasonality in the Athens stock exchange (RePEc:taf:apfiec:v:10:y:2000:i:2:p:137-142)
by T. C. Mills & C. Siriopoulos & R. N. Markellos & D. Harizanis - Diversification benefits in trading? (RePEc:taf:apfiec:v:14:y:2004:i:1:p:13-17)
by Raphael Markellos - Nonlinear modelling of European football scores using support vector machines (RePEc:taf:applec:v:40:y:2008:i:1:p:111-118)
by Nikolaos Vlastakis & George Dotsis & Raphael Markellos - Corporate real estate analysis: evaluating telecom branch efficiency in Greece (RePEc:taf:applec:v:42:y:2010:i:9:p:1133-1143)
by Manolis Kritikos & Raphael Markellos & Gregory Prastacos - Is there an Olympic gold medal rush in the stock market? (RePEc:taf:eurjfi:v:24:y:2018:i:17:p:1631-1648)
by Jessica Y. Wang & Raphael N. Markellos - Asset pricing dynamics (RePEc:taf:eurjfi:v:9:y:2003:i:6:p:533-556)
by Raphael Markellos & Terence Mills - Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry (RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2696-2711)
by Maria Fotaki & Apostolos Kourtis & Raphael Markellos - Optimal Hedge Ratio Estimation and Effectiveness Using ARCD (RePEc:wly:jforec:v:32:y:2013:i:1:p:41-50)
by Eleftheria Kostika & Raphael N. Markellos - The finite sample properties of the GARCH option pricing model (RePEc:wly:jfutmk:v:27:y:2007:i:6:p:599-615)
by George Dotsis & Raphael N. Markellos - An International Comparison of Implied, Realized, and GARCH Volatility Forecasts (RePEc:wly:jfutmk:v:36:y:2016:i:12:p:1164-1193)
by Apostolos Kourtis & Raphael N. Markellos & Lazaros Symeonidis - Modeling skewness in portfolio choice (RePEc:wly:jfutmk:v:43:y:2023:i:6:p:734-770)
by Trung H. Le & Apostolos Kourtis & Raphael Markellos