Raphael Nicholas Markellos : Citation Profile

Are you Raphael Nicholas Markellos?

University of East Anglia

11

H index

11

i10 index

719

Citations

RESEARCH PRODUCTION:

26

Articles

2

Papers

1

Books

RESEARCH ACTIVITY:

   19 years (1997 - 2016). See details.
   Cites by year: 37
   Journals where Raphael Nicholas Markellos has often published
   Relations with other researchers
   Recent citing documents: 141.    Total self citations: 10 (1.37 %)

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   Permalink: http://citec.repec.org/pma607
   Updated: 2023-03-25    RAS profile: 2017-02-20    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Raphael Nicholas Markellos.

Is cited by:

Chevallier, Julien (16)

GUPTA, RANGAN (14)

Nguyen, Duc Khuong (8)

Zhang, Yue-Jun (7)

Sévi, Benoît (7)

Trueck, Stefan (7)

Sousa, Ricardo (6)

Singleton, Carl (6)

Caporin, Massimiliano (5)

Bouri, Elie (5)

Wohar, Mark (5)

Cites to:

Bollerslev, Tim (9)

Shleifer, Andrei (7)

Chevallier, Julien (6)

Newey, Whitney (5)

French, Kenneth (5)

Neuhoff, Karsten (5)

Jagannathan, Ravi (5)

West, Kenneth (5)

La Porta, Rafael (5)

Fama, Eugene (5)

Engle, Robert (5)

Main data

Where Raphael Nicholas Markellos has published?

Journals with more than one article published# docs
Journal of Banking & Finance4
Applied Economics Letters3
Applied Economics2
Journal of Futures Markets2
Applied Financial Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Raphael Nicholas Markellos (2022 and 2021)

YearTitle of citing document
2021.

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2021Studying Information Acquisition in the Field: A Practical Guide and Review. (2021). Roth, Christopher ; Wohlfart, Johannes ; Haaland, Ingar ; Capozza, Francesco. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:124.

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2022Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2022Can Volatility Solve the Na\ive Diversification Puzzle?. (2020). Zalla, Ryan ; Curran, Michael . In: Papers. RePEc:arx:papers:2005.03204.

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2021Contracts in Electricity Markets under EU ETS: A Stochastic Programming Approach. (2021). Abate, Arega ; Ruiz, Carlos ; Riccardi, Rossana. In: Papers. RePEc:arx:papers:2104.15062.

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2021Mechanism Design for Efficient Nash Equilibrium in Oligopolistic Markets. (2021). You, Pengcheng ; Wang, Beibei ; Lin, Kaiying. In: Papers. RePEc:arx:papers:2106.11120.

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2022EmTract: Investor Emotions and Market Behavior. (2021). Skog, Rolf ; Vamossy, Domonkos. In: Papers. RePEc:arx:papers:2112.03868.

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2022The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horv, Mat'Uvs ; Stavsek, Daniel ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2205.05985.

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2022Gambling on Momentum. (2022). de Angelis, Luca ; Singleton, Carl ; Deutscher, Christian ; Otting, Marius. In: Papers. RePEc:arx:papers:2211.06052.

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2021A Sentiment-based Risk Indicator for the Mexican Financial Sector. (2021). Palma, Brenda ; Fernandez, Raul ; Rho, Caterina. In: Working Papers. RePEc:bdm:wpaper:2021-04.

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2023Forecasting swap rate volatility with information from swaptions. (2023). Xie, Jinming ; Liu, Xiaoxi. In: BIS Working Papers. RePEc:bis:biswps:1068.

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2021Estimation of a term structure model of carbon prices through state space methods: The European Union emissions trading scheme. (2021). Harris, Geoff ; Gepp, Adrian ; Aspinall, Thomas ; Vanstone, Bruce ; Southam, Colette ; Kelly, Simone. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3797-3819.

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2021Advertising, investor attention, and stock prices: Evidence from a natural experiment. (2021). Mayer, Erik J. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:281-314.

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2021Expectations and financial markets: Lessons from Brexit. (2021). Hibbert, Ann Marie ; Gu, Chen. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:279-299.

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2021Internet Search Intensity and Its Relation with Trading Activity and Stock Returns. (2021). Gharghori, Philip ; Dai, Mengjia ; Chai, Daniel ; Hong, Barbara. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:1:p:282-311.

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2022Home advantage in professional soccer and betting market efficiency: The role of spectator crowds. (2022). Haucap, Justus ; Fischer, Kai. In: Kyklos. RePEc:bla:kyklos:v:75:y:2022:i:2:p:294-316.

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2022FEAR Index, city characteristics, and housing returns. (2022). Saydometov, Sergiy ; Sabherwal, Sanjiv ; Aroul, Ramya Rajajagadeesan. In: Real Estate Economics. RePEc:bla:reesec:v:50:y:2022:i:1:p:173-205.

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2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuehl, Patrick. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:298-321.

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2021Analysis of Bitcoin prices using market and sentiment variables. (2021). Olmo, Jose ; Kapar, Burcu. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:45-63.

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2021Rising Temperatures, Falling Ratings: The Effect of Climate Change on Sovereign Creditworthiness. (2021). Mohaddes, Kamiar ; Burke, Matt ; Agarwala, Matthew ; Kraemer, M ; Klusak, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2127.

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2021Does Online Salience Predict Charitable Giving? Evidence from SMS Text Donations. (2021). Talavera, Oleksandr ; Scharf, Kimberley Ann ; Perroni, Carlo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9436.

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2021Online Salience and Charitable Giving: Evidence from SMS Donations. (2021). Talavera, Oleksandr ; Scharf, Kimberley ; Perroni, Carlo. In: CAGE Online Working Paper Series. RePEc:cge:wacage:536.

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2021Now-casting Romanian migration into the United Kingdom by using Google Search engine data. (2021). Winiowski, Arkadiusz ; Avramescu, Andreea. In: Demographic Research. RePEc:dem:demres:v:45:y:2021:i:40.

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2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuhl, Patrick. In: Working Paper Series. RePEc:ecb:ecbwps:20212547.

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2022A Wake-Up Call Theory of Contagion. (2022). Ahnert, Toni ; Bertsch, Christoph. In: Working Paper Series. RePEc:ecb:ecbwps:20222658.

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2021A hybrid model for carbon price forecastingusing GARCH and long short-term memory network. (2021). Zhou, Dequn ; Wang, Qunwei ; Dai, Xingyu ; Huang, Yumeng. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261921000489.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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2022Can anti-corruption help realize the “strong” Porter Hypothesis in China? Evidence from Chinese manufacturing enterprises. (2022). Liu, Zhiyong John ; Chen, Xiaoyang. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s104900782200032x.

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2021Googlization and retail trading activity. (2021). Dhondt, Catherine ; Desagre, Christophe. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:29:y:2021:i:c:s2214635020303828.

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2021Consistent pricing of VIX options with the Hawkes jump-diffusion model. (2021). Ma, Yong ; Li, Shenghong ; Jing, BO. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302114.

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2021Forecasting stock market volatility: Can the risk aversion measure exert an important role?. (2021). Chang, Xiaoming ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001297.

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2021Public Attention to Environmental Issues and Stock Market Returns. (2021). Ziegler, Andreas ; Peillex, Jonathan ; Guesmi, Khaled ; el Ouadghiri, Imane. In: Ecological Economics. RePEc:eee:ecolec:v:180:y:2021:i:c:s0921800919315617.

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2021A real options based decision support tool for R&D investment: Application to CO2 recycling technology. (2021). Pryce, Mary T ; Heintz, Katharina ; Cummins, Mark ; Deeney, Peter. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:2:p:696-711.

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2022Keyword portfolio optimization in paid search advertising. (2022). Symitsi, Efthymia ; Markellos, Raphael N ; Mantrala, Murali K. In: European Journal of Operational Research. RePEc:eee:ejores:v:303:y:2022:i:2:p:767-778.

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2022Evidence of arbitrage trading activity: The case of Chinese metal futures contracts. (2022). Brooks, Robert ; Li, Yang. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014122000024.

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2021The inconvenience yield of carbon futures. (2021). Pardo, Angel ; Palao, Fernando. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003479.

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2021Impacts of oil shocks on the EU carbon emissions allowances under different market conditions. (2021). Wen, Fenghua ; Liu, Wenhua ; Zhou, Min ; Yin, Hua ; Zheng, Yan. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005387.

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2022Equilibrium pricing for carbon emission in response to the target of carbon emission peaking. (2022). Jia, Shuaishuai ; Dong, Hao ; Huang, Zhehao. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003140.

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2022Probability distribution forecasting of carbon allowance prices: A hybrid model considering multiple influencing factors. (2022). Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003395.

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2022Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model. (2022). Wang, LU ; Lai, Xiaodong ; Xia, Zhenglan ; Liang, Chao. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005667.

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2021The forward premium in electricity markets: An experimental study. (2021). Van Koten, Silvester. In: Energy Economics. RePEc:eee:eneeco:v:94:y:2021:i:c:s0140988320303996.

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2021The marginal impacts of energy prices on carbon price variations: Evidence from a quantile-on-quantile approach. (2021). Mishra, Tapas ; Yan, Cheng ; Shi, Yukun ; Ren, Xiaohang ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000360.

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2021Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000852.

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2021Contracts in electricity markets under EU ETS: A stochastic programming approach. (2021). Ruiz, Carlos ; Riccardi, Rossana ; Abate, Arega Getaneh. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002140.

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2021The relationship between air pollution, investor attention and stock prices: Evidence from new energy and polluting sectors. (2021). Sun, Xiaolei ; Guo, Kun ; Kang, Yuxin ; Liu, Fengqi. In: Energy Policy. RePEc:eee:enepol:v:156:y:2021:i:c:s0301421521003001.

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2021Investor attention and global market returns during the COVID-19 crisis. (2021). Smales, L A. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302593.

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2021Retail investor attention and firms idiosyncratic risk: Evidence from China. (2021). Xiong, Xiong ; Hao, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000181.

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2021How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Ilango, Balakrishnan ; Sehgal, Sanjay ; Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209.

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2022Investor attention in cryptocurrency markets. (2022). Smales, L A. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s105752192100288x.

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2022When does attention matter? The effect of investor attention on stock market volatility around news releases. (2022). Audrino, Francesco ; Ballinari, Daniele ; Sigrist, Fabio. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001466.

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2022Crowd wisdom and internet searches: What happens when investors search for stocks?. (2022). Shi, Wen ; Jin, YU ; Ye, Qiang ; Geng, Yuedan. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001697.

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2021The role of investor attention in predicting stock prices: The long short-term memory networks perspective. (2021). Zhang, Yongjie ; Shen, Dehua ; Chu, Gang. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319310943.

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2021Flight-to-quality between global stock and bond markets in the COVID era. (2021). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Fassas, Athanasios P ; Papadamou, Stephanos. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664.

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2021Firm-specific news and the predictability of Consumer stocks in Vietnam. (2021). Salisu, Afees ; Vo, Xuan Vinh. In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316159.

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2022Price discovery in the volatility index option market: A univariate GARCH approach. (2022). Mare, Eben ; Venter, Pierre J. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001501.

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2022The Groundhog Day stock market anomaly. (2022). Fedorova, Svetlana ; Shuraeva, Arina ; Shanaev, Savva. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005766.

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2022Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective. (2022). Li, Youwei ; Shen, Dehua ; Wang, Chen. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s154461232200366x.

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2022The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horvath, Matu ; Staek, Daniel ; Halouskova, Martina. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004755.

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2022Words matter: Market responses to changes in U.S. and Chinese trade-related internet search frequency under different U.S. administrations. (2022). Zhang, Wenjia ; Pruitt, Stephen ; Mauck, Nathan. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000448.

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2022In search of COVID-19 and stock market behavior. (2022). Nedumparambil, Elizabeth ; Chundakkadan, Radeef. In: Global Finance Journal. RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000375.

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2021On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities. (2021). Yfanti, S ; Karanasos, M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121000111.

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2022Does monetary policy fuel bitcoin demand? Event-study evidence from emerging markets. (2022). Marmora, Paul. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121001931.

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2022Informational efficiency and behaviour within in-play prediction markets. (2022). Singleton, Carl ; De Angelis, Luca ; Angelini, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:282-299.

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2021Internet search, fund flows, and fund performance. (2021). Lai, Christine W ; Chen, Hsuan-Chi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001254.

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2021Managing performance expectations in association football. (2021). Serbera, Jean-Philippe ; Fry, John ; Wilson, Rob. In: Journal of Business Research. RePEc:eee:jbrese:v:135:y:2021:i:c:p:445-453.

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2021Optimal pricing in the online betting market. (2021). Montone, Maurizio. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:186:y:2021:i:c:p:344-363.

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2022Does online salience predict charitable giving? Evidence from SMS text donations. (2022). Talavera, Oleksandr ; Scharf, Kimberley ; Perroni, Carlo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:197:y:2022:i:c:p:134-149.

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2021Risk perception and oil and gasoline markets under COVID-19. (2021). Akhundjanov, Sherzod ; Okhunjanov, Botir B ; Ahundjanov, Behzod B. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304239.

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2022Oil price volatility forecasts: What do investors need to know?. (2022). Filis, George ; Degiannakis, Stavros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:123:y:2022:i:c:s026156062100245x.

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2022Recent advances in shrinkage-based high-dimensional inference. (2022). Parolya, Nestor ; Bodnar, Taras. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:188:y:2022:i:c:s0047259x21001044.

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2021The impact of events on metal futures based on the perspective of Google Trends. (2021). Cheng, Hui ; Yu, Zhuling ; Guo, Yaoqi ; Wei, HE. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100297x.

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2021Risk spillover from energy market uncertainties to the Chinese carbon market. (2021). Xu, Yingying. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000688.

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2021Commonality in disagreement. (2021). Lu, Lei ; Li, Shi ; Jacoby, Gady ; Gong, Qiang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000809.

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2021Implied volatility indices – A review. (2021). Siriopoulos, Costas ; Fassas, Athanasios P. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:303-329.

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2021Implied volatility of structured warrants: Emerging market evidence. (2021). Sifat, Imtiaz Mohammad ; Mohamad, Azhar ; Murad, Najmi Ismail. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:464-479.

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2021Individual investor ownership and the news coverage premium. (2021). Marmora, Paul. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:494-507.

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2021Energy based estimation of the shadow economy: The role of governance quality. (2021). Dergiades, Theologos ; Missiou, Olympia ; Psychoyios, Dimitrios. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:797-808.

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2021Analyzing the risks of an illiquid and global asset: The case of fine wine. (2021). Faye, Benoit ; Cardebat, Jean-Marie ; Weisskopf, Jean-Philippe ; Masset, Philippe ; le Fur, Eric ; Lefur, Eric . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:1-25.

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2021Modeling realized volatility of the EUR/USD exchange rate: Does implied volatility really matter?. (2021). Lyocsa, Tefan ; Plihal, Toma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:811-829.

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2021Information dissemination across global markets during the spread of COVID-19 pandemic. (2021). Pandey, Ashish ; Tripathi, Abhinava. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:103-115.

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2021International portfolio allocation: The role of conditional higher moments. (2021). Le, Trung H. In: International Review of Economics & Finance. RePEc:eee:reveco:v:74:y:2021:i:c:p:33-57.

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2021Cryptocurrency price volatility and investor attention. (2021). al Guindy, Mohamed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:556-570.

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2022Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors. (2022). Papathanasiou, Spyros ; Kampouris, Elias ; Koutsokostas, Drosos ; Samitas, Aristeidis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:629-642.

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2022Extreme directional spillovers between investor attention and green bond markets. (2022). Cepni, Oguzhan ; Pham, Linh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:186-210.

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2022Effect of economic policy uncertainty on stock market return and volatility under heterogeneous market characteristics. (2022). Paul, Amartya ; Kundu, Srikanta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:80:y:2022:i:c:p:597-612.

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2022Retail investor attention and IPO prices with a pre-IPO market. (2022). Lu, Cheng-Shou ; Chen, Anlin ; Kao, Lanfeng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:82:y:2022:i:c:p:416-432.

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2021Emerging market exchange rates during quantitative tapering: The effect of US and domestic news. (2021). Tamgac, Unay. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000143.

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2022LEGO: THE TOY OF SMART INVESTORS. (2022). Dobrynskaya, Victoria ; Kishilova, Julia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001604.

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2022How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty. (2022). Plihal, Toma ; Deev, Oleg. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000010.

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2022Pollution abatement using cap-and-trade in a dynamic supply chain and its coordination. (2022). Chang, Shuhua ; Sethi, Suresh P ; Wang, Xinyu. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:158:y:2022:i:c:s1366554521003471.

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2022Examining the Sources of Excess Return Predictability: Stochastic Volatility or Market Inefficiency?. (2018). LeRoy, Stephen ; Lansing, Kevin ; Ma, Jun. In: Working Paper Series. RePEc:fip:fedfwp:2018-14.

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2021The Influence of Investors’ Mood on the Stock Prices: Evidence from Energy Firms in Warsaw Stock Exchange, Poland. (2021). Shahzad, Umer ; Mentel, Urszula ; Tarczyski, Waldemar. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:7396-:d:673347.

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2021Central and Eastern European CO 2 Market—Challenges of Emissions Trading for Energy Companies. (2021). Skrzek-Lubasiska, Magorzata ; Klimczak, Dawid ; Ciesielska-Macigowska, Dorota. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:4:p:1051-:d:500911.

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2022Identification of Breakpoints in Carbon Market Based on Probability Density Recurrence Network. (2022). Gao, Xingyu ; Xu, Hua ; Zhu, Mengrui ; Tian, Lixin ; Wang, Minggang. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:15:p:5540-:d:876237.

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2022The Effect of Carbon Price Volatility on Firm Green Transitions: Evidence from Chinese Manufacturing Listed Firms. (2022). Tang, Fangcheng ; Li, Zhendong ; Wu, Xintong. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:20:p:7456-:d:938599.

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2021Construction of a Predictive Model for MLB Matches. (2021). Chang, Chia-Hao. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:1:p:7-112:d:499928.

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2021The Effect of Quantitative Easing through Google Metrics on US Stock Indices. (2021). Papadamou, Stephanos ; Poutachidou, Nikoletta. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:4:p:56-:d:649470.

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More than 100 citations found, this list is not complete...

Works by Raphael Nicholas Markellos:

YearTitleTypeCited
2015Electricity futures prices in an emissions constrained economy: Evidence from European power markets In: The Energy Journal.
[Full Text][Citation analysis]		article2
2011OPTIMAL PRICE SETTING IN FIXED?ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY In: Scottish Journal of Political Economy.
[Citation analysis]		article6
2008The Econometric Modelling of Financial Time Series In: Cambridge Books.
[Citation analysis]		book44
2016Sovereign debt markets in light of the shadow economy In: European Journal of Operational Research.
[Full Text][Citation analysis]		article9
2009Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext In: Energy Policy.
[Full Text][Citation analysis]		article35
2012Wine price risk management: International diversification and derivative instruments In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article21
2010Does the weather affect stock market volatility? In: Finance Research Letters.
[Full Text][Citation analysis]		article26
2009Does the weather affect stock market volatility?.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26		paper
2009Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article191
2012Information demand and stock market volatility In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article206
2012Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article35
2015Dynamic interaction between markets for leasing and selling automobiles In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article2
2012Dynamic interaction between markets for leasing and selling automobiles.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2013Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article0
2011Traded American options are Bermudan In: Managerial Finance.
[Full Text][Citation analysis]		article0
2009How efficient is the European football betting market? Evidence from arbitrage and trading strategies In: Journal of Forecasting.
[Full Text][Citation analysis]		article44
1997Diversification benefits in the smaller European stock markets In: International Advances in Economic Research.
[Full Text][Citation analysis]		article3
2010A jump diffusion model for VIX volatility options and futures In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article36
2012Investment under uncertainty and volatility estimation risk In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
1999Investment strategy evaluation with cointegration In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2001Unit roots in the CAPM? In: Applied Economics Letters.
[Full Text][Citation analysis]		article2
2000Seasonality in the Athens stock exchange In: Applied Financial Economics.
[Full Text][Citation analysis]		article22
2004Diversification benefits in trading? In: Applied Financial Economics.
[Full Text][Citation analysis]		article0
2008Nonlinear modelling of European football scores using support vector machines In: Applied Economics.
[Full Text][Citation analysis]		article7
2010Corporate real estate analysis: evaluating telecom branch efficiency in Greece In: Applied Economics.
[Full Text][Citation analysis]		article2
2003Asset pricing dynamics In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2013Optimal Hedge Ratio Estimation and Effectiveness Using ARCD In: Journal of Forecasting.
[Citation analysis]		article1
2007The finite sample properties of the GARCH option pricing model In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2016An International Comparison of Implied, Realized, and GARCH Volatility Forecasts In: Journal of Futures Markets.
[Full Text][Citation analysis]		article24

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