Raphael Nicholas Markellos : Citation Profile


Are you Raphael Nicholas Markellos?

University of East Anglia

10

H index

10

i10 index

414

Citations

RESEARCH PRODUCTION:

26

Articles

2

Papers

1

Books

RESEARCH ACTIVITY:

   19 years (1997 - 2016). See details.
   Cites by year: 21
   Journals where Raphael Nicholas Markellos has often published
   Relations with other researchers
   Recent citing documents: 113.    Total self citations: 8 (1.9 %)

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   Permalink: http://citec.repec.org/pma607
   Updated: 2019-03-23    RAS profile: 2017-02-20    
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Relations with other researchers


Works with:

Symeonidis, Lazaros (2)

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 (9)

Zhang, Yue-Jun (7)

Sévi, Benoît (7)

Trueck, Stefan (6)

Nguyen, Duc Khuong (6)

Sousa, Ricardo (6)

McAleer, Michael (5)

Reboredo, Juan (5)

Chang, Chia-Lin (5)

Wei, Yi-Ming (4)

Cites to:

Shleifer, Andrei (7)

Bollerslev, Tim (7)

French, Kenneth (5)

La Porta, Rafael (5)

West, Kenneth (5)

Vaughan Williams, Leighton (5)

Lo, Andrew (4)

Fama, Eugene (4)

Engle, Robert (4)

Phillips, Peter (4)

shin, yongcheol (4)

Main data


Where Raphael Nicholas Markellos has published?


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

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

Recent works citing Raphael Nicholas Markellos (2018 and 2017)


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

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2017Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Papaioannou, Panagiotis G ; Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas . In: Papers. RePEc:arx:papers:1708.07063.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1812.09452.

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2017Does Extreme Rainfall Lead to Heavy Economic Losses in the Food Industry?. (2017). Araujo, Gustavo ; da Silva, Wesley Mendes ; Lucas, Edimilson Costa. In: Working Papers Series. RePEc:bcb:wpaper:462.

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2018Does Nuclear Uncertainty Threaten Financial Markets? The Attention Paid to North Korean Nuclear Threats and Its Impact on South Koreas Financial Markets. (2018). Pyun, Ju Hyun ; Hyun, JU ; Huh, IN. In: Asian Economic Journal. RePEc:bla:asiaec:v:32:y:2018:i:1:p:55-82.

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2017The Behaviour of Betting and Currency Markets on the Night of the EU Referendum. (2017). LINTON, OLIVER ; Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1750.

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2017Investors sentiment in predicting the Effective Federal Funds Rate. (2017). Meshcheryakov, Artem ; Ivanov, Stoyu I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00751.

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2018Using a Rolling Vector Error Correction Model to Model Static and Dynamic Causal Relations between Electricity Spot Price and Related Fundamental Factors: The Case of Greek Electricity Market. (2018). Papaioannou, George P ; Alexandridis, Antonio T ; Dramountanis, Anargyros ; Stratigakos, Akylas ; Dikaiakos, Christos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-01-6.

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2018Scale invariant behavior of cropping area losses. (2018). Torres-Rojo, Juan Manuel ; Bahena-Gonzalez, Roberto. In: Agricultural Systems. RePEc:eee:agisys:v:165:y:2018:i:c:p:33-43.

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2017Emission trading and carbon market performance in Shenzhen, China. (2017). Cong, Ren ; Lo, Alex Y. In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:414-425.

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2017Pure jump models for pricing and hedging VIX derivatives. (2017). Li, Jing ; Zhang, Gongqiu . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:74:y:2017:i:c:p:28-55.

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2017Relative pricing of binary options in live soccer betting markets. (2017). Hofer, Vera ; Leitner, Johannes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:66-85.

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2017Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:194-206.

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2018Information demand and stock market liquidity: International evidence. (2018). Roubaud, David ; AROURI, Mohamed ; Aouadi, Amal. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:194-202.

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2018Can Google econometrics predict unemployment? Evidence from Spain. (2018). Gonzalez-Fernandez, Marcos ; Gonzalez-Velasco, Carmen. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:42-45.

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2017Asset allocation with correlation: A composite trade-off. (2017). Conlon, Thomas ; cotter, john ; Salvador, Enrique ; Carroll, Rachael . In: European Journal of Operational Research. RePEc:eee:ejores:v:262:y:2017:i:3:p:1164-1180.

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2018Naive versus optimal diversification: Tail risk and performance. (2018). Hwang, In Chang ; Xu, Simon ; In, Francis. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:1:p:372-388.

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2017Google search keywords that best predict energy price volatility. (2017). Afkhami, Mohamad ; Ghoddusi, Hamed ; Cormack, Lindsey. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:17-27.

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2017Oil volatility risk and stock market volatility predictability: Evidence from G7 countries. (2017). Yin, Libo ; Feng, Jiabao ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:240-254.

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2018Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58.

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2018Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hedstrom, Axel ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:35-46.

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2018Does investor attention to energy stocks exhibit power law?. (2018). Ranjan, Ravi Prakash ; Bhattachharyya, Malay. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:573-582.

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2017What policy adjustments in the EU ETS truly affected the carbon prices?. (2017). Fan, Ying ; Xu, Jin-Hua ; Wang, Xin ; Jia, Jun-Jun. In: Energy Policy. RePEc:eee:enepol:v:103:y:2017:i:c:p:145-164.

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2017Multiple bubbles in the European Union Emission Trading Scheme. (2017). Creti, Anna ; Joets, Marc. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:119-130.

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2018Temporal restrictions on emissions trading and the implications for the carbon futures market: Lessons from the EU emissions trading scheme. (2018). Daskalakis, George. In: Energy Policy. RePEc:eee:enepol:v:115:y:2018:i:c:p:88-91.

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2017Crude oil price behaviour before and after military conflicts and geopolitical events. (2017). Pérez de Gracia, Fernando ; Monge, Manuel ; Gil-Alana, Luis. In: Energy. RePEc:eee:energy:v:120:y:2017:i:c:p:79-91.

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2018The dynamic spillover between carbon and energy markets: New evidence. (2018). Wang, Yudong ; Guo, Zhuangyue. In: Energy. RePEc:eee:energy:v:149:y:2018:i:c:p:24-33.

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2018Impact of climate on firm value: Evidence from the electric power industry in Brazil. (2018). Lucas, Edimilson Costa ; Mendes-Da, Wesley. In: Energy. RePEc:eee:energy:v:153:y:2018:i:c:p:359-368.

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2019The EIA WPSR release, OVX and crude oil internet interest. (2019). Nikkinen, Jussi ; Rothovius, Timo . In: Energy. RePEc:eee:energy:v:166:y:2019:i:c:p:131-141.

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2017How security prices respond to a surge in investor attention: Evidence from Google Search of ADRs. (2017). Tang, Wenbin ; Zhu, Lili . In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:38-50.

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2017Stock return prediction under GARCH — An empirical assessment. (2017). Herwartz, Helmut. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:569-580.

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2019The behaviour of betting and currency markets on the night of the EU referendum. (2019). LINTON, OLIVER ; Auld, Tom. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:371-389.

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2017Variance risk in commodity markets. (2017). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Simen, Chardin Wese . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:81:y:2017:i:c:p:136-149.

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2018Value at risk and expected shortfall based on Gram-Charlier-like expansions. (2018). Zoia, Maria ; Nicolussi, Federica ; Biffi, Paola . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:92-104.

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2018Covariance forecasting in equity markets. (2018). Symeonidis, Lazaros ; Markellos, Raphael ; Kourtis, Apostolos ; Symitsi, Efthymia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:153-168.

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2018Smiling twice: The Heston++ model. (2018). Pacati, Claudio ; Reno, Roberto ; Pompa, Gabriele . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:185-206.

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2018Ambiguities in valuing information technology firms: Do internet searches help?. (2018). Chang, Young Bong ; Kwon, Youngok . In: Journal of Business Research. RePEc:eee:jbrese:v:92:y:2018:i:c:p:260-269.

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2018Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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2018What drives the demand for information in the commodity market?. (2018). Aharon, David Y ; Qadan, Mahmoud. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:532-543.

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2018Measuring the risk-adjusted performance of CO2 emission markets: Evidence from SENDECO2. (2018). Feria-Dominguez, Jose Manuel ; Guerra-Martinez, Jose Carlos ; Rodriguez-Carrillero, David. In: Utilities Policy. RePEc:eee:juipol:v:50:y:2018:i:c:p:124-132.

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2018Fluctuating attention and financial contagion. (2018). Hasler, Michael ; ORNTHANALAI, CHAYAWAT . In: Journal of Monetary Economics. RePEc:eee:moneco:v:99:y:2018:i:c:p:106-123.

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2017Google search intensity and its relationship to the returns and liquidity of Japanese startup stocks. (2017). Takeda, Fumiko ; Masuda, Motoki ; Adachi, Yuta. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:46:y:2017:i:pb:p:243-257.

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2018The puzzling media effect in the Chinese stock market. (2018). Huang, Tzu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:129-146.

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2018A new method for better portfolio investment: A case of the Korean stock market. (2018). Eom, Cheoljun ; Park, Jongwon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:213-231.

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2018Is wine a good choice for investment?. (2018). Wong, Wing-Keung ; GUPTA, RANGAN ; Bouri, Elie ; Zhu, Zhenzhen. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:51:y:2018:i:c:p:171-183.

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2017Stochastic volatility of the futures prices of emission allowances: A Bayesian approach. (2017). Kim, Jungmu ; Ryu, Doojin ; Park, Yuen Jung. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:714-724.

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2018Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Fang, Sheng ; Qu, Ling ; Li, Jianfeng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:551-566.

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2018Internet attention and information asymmetry: Evidence from Qihoo 360 search data on the Chinese stock market. (2018). Gao, Yang ; Liu, Chao ; Wang, Chao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:802-811.

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2017Financial market inclusion, shadow economy and economic growth: New evidence from emerging economies. (2017). Metghalchi, Massoud ; Hajilee, Massomeh ; Stringer, Donna Y. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:149-158.

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2018The long-term financial drivers of fine wine prices: The role of emerging markets. (2018). Cardebat, Jean-Marie ; Jiao, Linda. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:347-361.

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2018Interest rate volatility and risk management: Evidence from CBOE Treasury options. (2018). Markellos, Raphael N ; Psychoyios, Dimitris. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:68:y:2018:i:c:p:190-202.

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2018Modeling inter-country spatial financial interactions with Graphical Lasso: An application to sovereign co-risk evaluation. (2018). Arbia, Giuseppe ; Zappa, Diego ; Facchinetti, Silvia ; Bramante, Riccardo. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:70:y:2018:i:c:p:72-79.

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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2017Research on the efficiency of carbon trading market in China. (2017). Zhao, Xin-Gang ; Li, Ang ; Wu, Lei. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:79:y:2017:i:c:p:1-8.

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2018Dynamic hedging performance and downside risk: Evidence from Nikkei index futures. (2018). Ubukata, Masato. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:270-281.

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2017Stock return and volatility reactions to information demand and supply. (2017). Moussa, Faten ; Benouda, Olfa ; ben Ouda, Olfa ; Delhoumi, Ezzeddine . In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:54-67.

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2017Can (unusual) weather conditions in New York predict South African stock returns?. (2017). GUPTA, RANGAN ; Apergis, Nicholas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:377-386.

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2017The use of open source internet to analysis and predict stock market trading volume. (2017). Moussa, Faten ; Delhoumi, Ezzeddine ; Benouda, Olfa ; ben Ouda, Olfa . In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:399-411.

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2018Investor sentiment, soccer games and stock returns. (2018). Dimic, Nebojsa ; Aijo, Janne ; Orlov, Vitaly ; Neudl, Manfred. In: Research in International Business and Finance. RePEc:eee:riibaf:v:43:y:2018:i:c:p:90-98.

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2018Investor attention to market categories and market volatility: The case of emerging markets. (2018). Peltomaki, Jarkko ; Hasselgren, Anton ; Graham, Michael. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:532-546.

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2018Variance risk premium and equity returns. (2018). Papadamou, Stephanos ; Fassas, Athanasios P. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:462-470.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2018_14.

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

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2017Building News Measures from Textual Data and an Application to Volatility Forecasting. (2017). Caporin, Massimiliano ; Poli, Francesco. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:35-:d:108901.

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2018Moving Average Market Timing in European Energy Markets: Production Versus Emissions. (2018). McAleer, Michael ; Chang, Chia-Lin ; Laurila, Hannu ; Ilomaki, Jukka. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3281-:d:185360.

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2018An Asymmetric Nash Bargaining Model for Carbon Emission Quota Allocation among Industries: Evidence from Guangdong Province, China. (2018). Ye, Fei ; Li, Yina ; Wang, Zhiqiang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:4210-:d:182988.

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2018Joint Pricing and Product Carbon Footprint Decisions and Coordination of Supply Chain with Cap-and-Trade Regulation. (2018). Cheng, Yonghong ; Luo, Qinglin ; Xiong, Zhongkai. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:2:p:481-:d:131407.

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2018Evolutionary Analysis of a Three-Dimensional Carbon Price Dynamic System. (2018). Fan, Xinghua ; Yin, Jiuli ; Zhang, Ying. In: Sustainability. RePEc:gam:jsusta:v:11:y:2018:i:1:p:116-:d:193281.

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2017Stochastic Differential Equation Models for the Price of European CO 2 Emissions Allowances. (2017). Cai, Wugan ; Pan, Jiafeng . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:2:p:207-:d:89326.

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2017The Diversification Benefits of Including Carbon Assets in Financial Portfolios. (2017). Zhang, Yinpeng ; Yu, Xueying ; Liu, Zhixin. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:3:p:437-:d:93470.

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2017Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619.

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2017Realized volatility of CO2 futures. (2017). López Cabrera, Brenda ; Benschop, Thijs. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-025.

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2017Modelling VIX and VIX derivatives with reducible diffusions. (2017). Tong, Zhigang. In: International Journal of Bonds and Derivatives. RePEc:ids:ijbder:v:3:y:2017:i:2:p:153-175.

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2018The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom. In: CeMMAP working papers. RePEc:ifs:cemmap:01/18.

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2017Forecasting Financial Market Volatility Using a Dynamic Topic Model. (2017). Morimoto, Takayuki ; Kawasaki, Yoshinori. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:3:d:10.1007_s10690-017-9228-z.

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2018The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia. (2018). Benlagha, Noureddine ; Hemrit, Wael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9249-2.

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2018How did the Sovereign debt crisis affect the Euro financial integration? A fractional cointegration approach. (2018). Vides, Jose Carlos ; Iglesias, Jesus ; Golpe, Antonio A. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:4:d:10.1007_s10663-017-9386-2.

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2017Green Finance: Recent developments, characteristics and important actors. (2017). Welling, Andreas . In: FEMM Working Papers. RePEc:mag:wpaper:170002.

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2018The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-10.

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2017The Impact of Attention to News about Tax Changes on the Stock Market. (2017). Stejskalova, Jolana. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065062113.

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2017Nowcasting Building Permits with Google Trends. (2017). Pincheira, Pablo ; Coble, David. In: MPRA Paper. RePEc:pra:mprapa:76514.

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2018Quel avenir du dinar tunisien face à leuro ? Prévision avec le modèle ARIMA. (2018). Gritli, Mohamed Ilyes. In: MPRA Paper. RePEc:pra:mprapa:83937.

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2018Chance or Ability? The Efficiency of the Football Betting Market Revisited. (2018). Rebeggiani, Luca ; Gross, Johannes. In: MPRA Paper. RePEc:pra:mprapa:87230.

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2017Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Bouri, Elie ; Balcilar, Mehmet ; Antonakakis, Nikolaos. In: Working Papers. RePEc:pre:wpaper:201708.

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2017Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets. (2017). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Liu, Ruipeng. In: Working Papers. RePEc:pre:wpaper:201728.

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2017Is Wine a Good Choice for Investment?. (2017). Wong, Wing-Keung ; GUPTA, RANGAN ; Bouri, Elie ; Zhu, Zhenzhen. In: Working Papers. RePEc:pre:wpaper:201781.

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2018Media attention and crude oil volatility: Is there any new news in the newspaper?. (2018). Clements, Adam ; Aromi, D. In: NCER Working Paper Series. RePEc:qut:auncer:2018_01.

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2017Effects of intraday weather changes on asset returns and volatilities. (2017). Shim, Hyein ; Ryu, Doojin ; Kim, Maria H. In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:35:y:2017:i:2:p:301-330.

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2018Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil. (2018). Panagiotidis, Theodore ; Bampinas, Georgios ; Rouska, Christina. In: Working Paper series. RePEc:rim:rimwps:18-13.

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2018D-trace estimation of a precision matrix using adaptive Lasso penalties. (2018). Avagyan, Vahe ; Nogales, Francisco J ; Alonso, Andres M. In: Advances in Data Analysis and Classification. RePEc:spr:advdac:v:12:y:2018:i:2:d:10.1007_s11634-016-0272-8.

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2018Risk minimization in multi-factor portfolios: What is the best strategy?. (2018). Kremer, Philipp J ; Paterlini, Sandra ; Talmaciu, Andreea. In: Annals of Operations Research. RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2467-6.

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2017Efficiency analysis of European Freight Villages: three peers for benchmarking. (2017). Dong, Guozhi ; Yang, Congcong ; Taudes, Alfred . In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:25:y:2017:i:1:d:10.1007_s10100-015-0424-5.

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2018Asset allocation strategies based on penalized quantile regression. (2018). Caporin, Massimiliano ; Paterlini, Sandra ; Bonaccolto, Giovanni. In: Computational Management Science. RePEc:spr:comgts:v:15:y:2018:i:1:d:10.1007_s10287-017-0288-3.

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2017Forecasting volatility of carbon under EU ETS: a multi-phase study. (2017). Dhamija, Ajay ; Jain, P K ; Yadav, Surendra S. In: Environmental Economics and Policy Studies. RePEc:spr:envpol:v:19:y:2017:i:2:d:10.1007_s10018-016-0155-4.

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2017Internet big data and capital markets: a literature review. (2017). Ye, Minjian ; Li, Guangzhong. In: Financial Innovation. RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0056-y.

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2018The erratic behaviour of the EU ETS on the path towards consolidation and price stability. (2018). Galan-Valdivieso, Federico ; Huete-Morales, Maria-Dolores ; Villar-Rubio, Elena. In: International Environmental Agreements: Politics, Law and Economics. RePEc:spr:ieaple:v:18:y:2018:i:5:d:10.1007_s10784-018-9411-3.

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2018Investors’ attention and overpricing of IPO: an empirical study on China’s growth enterprise market. (2018). Huang, Hailiang ; Zhang, Yingying ; Li, Yanhong . In: Information Systems and e-Business Management. RePEc:spr:infsem:v:16:y:2018:i:4:d:10.1007_s10257-017-0351-1.

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2018The impact of interest rate volatility on financial market inclusion: evidence from emerging markets. (2018). Hajilee, Massomeh ; Niroomand, Farhang. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:42:y:2018:i:2:d:10.1007_s12197-017-9422-x.

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2018A Stein-type shrinkage estimator of the covariance matrix for portfolio selections. (2018). Sun, Ruili ; Liu, Shuangzhe ; Ma, Tiefeng. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:81:y:2018:i:8:d:10.1007_s00184-018-0663-2.

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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.
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article1
2011OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY In: Scottish Journal of Political Economy.
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article3
2008The Econometric Modelling of Financial Time Series In: Cambridge Books.
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2016Sovereign debt markets in light of the shadow economy In: European Journal of Operational Research.
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article2
2009Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext In: Energy Policy.
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article28
2012Wine price risk management: International diversification and derivative instruments In: International Review of Financial Analysis.
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article11
2010Does the weather affect stock market volatility? In: Finance Research Letters.
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article15
2009Does the weather affect stock market volatility?.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 15
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2009Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme In: Journal of Banking & Finance.
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article151
2012Information demand and stock market volatility In: Journal of Banking & Finance.
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article90
2012Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix In: Journal of Banking & Finance.
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article21
2015Dynamic interaction between markets for leasing and selling automobiles In: Journal of Banking & Finance.
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article1
2012Dynamic interaction between markets for leasing and selling automobiles.(2012) In: MPRA Paper.
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paper
2013Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs In: The Quarterly Review of Economics and Finance.
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article0
2011Traded American options are Bermudan In: Managerial Finance.
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article0
2009How efficient is the European football betting market? Evidence from arbitrage and trading strategies In: Journal of Forecasting.
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article19
1997Diversification benefits in the smaller European stock markets In: International Advances in Economic Research.
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article2
2010A jump diffusion model for VIX volatility options and futures In: Review of Quantitative Finance and Accounting.
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article14
2012Investment under uncertainty and volatility estimation risk In: Applied Economics Letters.
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article0
1999Investment strategy evaluation with cointegration In: Applied Economics Letters.
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article0
2001Unit roots in the CAPM? In: Applied Economics Letters.
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article1
2000Seasonality in the Athens stock exchange In: Applied Financial Economics.
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article16
2004Diversification benefits in trading? In: Applied Financial Economics.
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article0
2008Nonlinear modelling of European football scores using support vector machines In: Applied Economics.
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article2
2010Corporate real estate analysis: evaluating telecom branch efficiency in Greece In: Applied Economics.
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article2
2003Asset pricing dynamics In: The European Journal of Finance.
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article1
2013Optimal Hedge Ratio Estimation and Effectiveness Using ARCD In: Journal of Forecasting.
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article1
2007The finite sample properties of the GARCH option pricing model In: Journal of Futures Markets.
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article0
2016An International Comparison of Implied, Realized, and GARCH Volatility Forecasts In: Journal of Futures Markets.
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