Raphael Nicholas Markellos : Citation Profile


Are you Raphael Nicholas Markellos?

University of East Anglia

11

H index

11

i10 index

595

Citations

RESEARCH PRODUCTION:

26

Articles

2

Papers

1

Books

RESEARCH ACTIVITY:

   19 years (1997 - 2016). See details.
   Cites by year: 31
   Journals where Raphael Nicholas Markellos has often published
   Relations with other researchers
   Recent citing documents: 109.    Total self citations: 8 (1.33 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma607
   Updated: 2021-10-16    RAS profile: 2017-02-20    
   Missing citations? Add them    Incorrect content? Let us know

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 (15)

GUPTA, RANGAN (13)

Nguyen, Duc Khuong (8)

Trueck, Stefan (7)

McAleer, Michael (7)

Chang, Chia-Lin (7)

Zhang, Yue-Jun (7)

Sévi, Benoît (6)

Sousa, Ricardo (6)

Reboredo, Juan (5)

Bouri, Elie (5)

Cites to:

Bollerslev, Tim (7)

Shleifer, Andrei (7)

Chevallier, Julien (5)

La Porta, Rafael (5)

Vaughan Williams, Leighton (5)

Newey, Whitney (5)

West, Kenneth (5)

French, Kenneth (5)

Daskalakis, George (4)

Corsi, Fulvio (4)

Fama, Eugene (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 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 (2021 and 2020)


YearTitle of citing document
2021Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

Full description at Econpapers || Download paper

2020Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning. (2020). Guterding, Daniel. In: Papers. RePEc:arx:papers:2002.08207.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Bookmakers mispricing of the disappeared home advantage in the German Bundesliga after the COVID-19 break. (2020). Winkelmann, David ; Deutscher, Christian. In: Papers. RePEc:arx:papers:2008.05417.

Full description at Econpapers || Download paper

2020Modelling multi-period carbon markets using singular forward backward SDEs. (2020). Dan, Crisan ; Hinesh, Chotai ; Jean-Francois, Chassagneux. In: Papers. RePEc:arx:papers:2008.09044.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20145.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The Forward Premium in Electricity Markets: An Experimental Study. (2020). Van Koten, Silvester. In: CERGE-EI Working Papers. RePEc:cer:papers:wp656.

Full description at Econpapers || Download paper

2020Betting Market Efficiency in the Presence of Unfamiliar Shocks: The Case of Ghost Games during the Covid-19 Pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8526.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Searching for a better life: Predicting international migration with online search keywords. (2020). Stöhr, Tobias ; Gröger, André ; Stohr, Tobias ; Groger, Andre ; Bohme, Marcus H. In: Journal of Development Economics. RePEc:eee:deveco:v:142:y:2020:i:c:s0304387819304900.

Full description at Econpapers || Download paper

2020Large-scale minimum variance portfolio allocation using double regularization. (2020). Liao, Yin ; Bian, Zhicun ; Zhang, Xueyong ; Shi, Jing ; Oneill, Michael. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s016518892030107x.

Full description at Econpapers || Download paper

2020Volatility transmission to the fine wine market. (2020). ben Ameur, Hachmi ; le Fur, Eric ; Lefur, Eric . In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:307-316.

Full description at Econpapers || Download paper

2020Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108.

Full description at Econpapers || Download paper

2020When do retail investors pay attention to their trading platforms?. (2020). Qadan, Mahmoud ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820301066.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020London vs. Leipzig: Price discovery of carbon futures during Phase III of the ETS. (2020). Wellenreuther, Claudia ; Stefan, Martin. In: Economics Letters. RePEc:eee:ecolet:v:188:y:2020:i:c:s016517652030029x.

Full description at Econpapers || Download paper

2020Variance risk: A bird’s eye view. (2020). Simen, Chardin Wese ; Hollstein, Fabian. In: Journal of Econometrics. RePEc:eee:econom:v:215:y:2020:i:2:p:517-535.

Full description at Econpapers || Download paper

2020A conditional fuzzy inference approach in forecasting. (2020). Verousis, Thanos ; Sermpinis, Georgios ; Stasinakis, Charalampos ; Hassanniakalager, Arman. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:1:p:196-216.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132.

Full description at Econpapers || Download paper

2020How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. (2020). Wang, Xinyu ; Vivian, Andrew ; Sirichand, Kavita ; Tan, Xueping. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302103.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020What determines the issue price of lease asset-backed securities in China?. (2020). Wang, Rui ; Yang, Liuyong ; Luo, Xingguo ; Chen, Zhenyi. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302271.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Monetary policy rate expectation and energy prices during the FOMC announcement period. (2020). Ki, Byoung ; Jang, Hyeonung. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305725.

Full description at Econpapers || Download paper

2020Information, prices and efficiency in an online betting market. (2020). Singleton, Carl ; Reade, J ; Elaad, Guy. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306440.

Full description at Econpapers || Download paper

2020Asymmetry of retail investors’ attention and asymmetric volatility: Evidence from China. (2020). Xiong, Xiong ; Feng, XU ; Zhang, Wei ; Chen, Shuning. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319309353.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Historic risk and implied volatility. (2020). Levendis, John ; Dicle, Mehmet F. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318301625.

Full description at Econpapers || Download paper

2020Internet search volumes of UK banks during the crisis: The role of banking structure and business model. (2020). , Ivo. In: Global Finance Journal. RePEc:eee:glofin:v:45:y:2020:i:c:s1044028318302308.

Full description at Econpapers || Download paper

2020Forecasting value at risk and expected shortfall with mixed data sampling. (2020). Le, Trung H. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1362-1379.

Full description at Econpapers || Download paper

2020VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump. (2020). Wang, Zerong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301114.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2020Seasonal darkness and IPO. (2020). Teti, Emanuele ; Gori, Leonella ; Dallocchio, Maurizio ; Loi, Andrea. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:494-508.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Parimutuel betting on the eSports duels: Evidence of the reverse favourite-longshot bias. (2020). Dagaev, Dmitry ; Stoyan, Egor. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:81:y:2020:i:c:s0167487020300660.

Full description at Econpapers || Download paper

2020Reducing information asymmetry in the auctioning of non-perishable experience goods: The case of online wine auctions. (2020). Lockshin, Larry ; Bruwer, Johan ; Onur, Ilke. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:54:y:2020:i:c:s0969698919307532.

Full description at Econpapers || Download paper

2020The effect of investors’ information search behaviors on rebar market return dynamics using high frequency data. (2020). Zhang, Hongwei ; Tang, Jing ; Huang, Jianbai. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719306038.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Volatility modeling and the asymmetric effect for China’s carbon trading pilot market. (2020). Zheng, Zeyu ; Fu, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319004.

Full description at Econpapers || Download paper

2020Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691.

Full description at Econpapers || Download paper

2020How informative are variance risk premium and implied volatility for Value-at-Risk prediction? International evidence. (2020). Boughrara, Adel ; Dahmene, Meriam ; Slim, Skander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:76:y:2020:i:c:p:22-37.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020A sentiment index to measure sovereign risk using Google data. (2020). Gonzalez-Velasco, Carmen ; Gonzalez-Fernandez, Marcos. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:406-418.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020The impact of Russian sanctions on the return of agricultural commodity futures in the EU. (2020). Klomp, Jeroen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919305781.

Full description at Econpapers || Download paper

2020Internet search intensity, liquidity and returns in emerging markets. (2020). Truong, Phuong ; Shim, Jungwook ; Hoang, Lai ; Nguyen, Cuong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919306130.

Full description at Econpapers || Download paper

2020Predictive power of web search behavior in five ASEAN stock markets. (2020). Thas, Hassanudin Mohd ; Sifat, Imtiaz Mohammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307433.

Full description at Econpapers || Download paper

2020The forecasting ability of solar and space weather data on NASDAQ’s finance sector price index volatility. (2020). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Daglis, Theodoros ; Papadakis, Theodoulos Eleftherios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307639.

Full description at Econpapers || Download paper

2020Historical evolution of monthly anomalies in international stock markets. (2020). Plastun, Alex ; GUPTA, RANGAN ; Wohar, Mark E ; Sibande, Xolani. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919307743.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020Determinants of the Forward Premium in the Nord Pool Electricity Market. (2020). Haugom, Erik ; Molnar, Peter ; Tysdahl, Magne. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1111-:d:327348.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2021Dynamic Responses of Standard and Poor’s Regional Bank Index to the U.S. Fear Index, VIX. (2021). Raffiee, Kambiz ; Kolay, Madhuparna ; Chatrath, Arjun ; Adrangi, Bahram. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:114-:d:513963.

Full description at Econpapers || Download paper

2020Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis. (2020). Sadaqat, Mohsin ; Ashraf, Badar Nadeem ; Shear, Falik. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:2-:d:466308.

Full description at Econpapers || Download paper

2021Are Sports Bettors Biased toward Longshots, Favorites, or Both? A Literature Review. (2021). Cortis, Dominic. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:22-:d:478780.

Full description at Econpapers || Download paper

2020Research on the Price Fluctuation and Risk Formation Mechanism of Carbon Emission Rights in China Based on a GARCH Model. (2020). Xu, Yukun ; Zhang, Jilin . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4249-:d:361542.

Full description at Econpapers || Download paper

2020Investor Attention from Internet Search Volume and Underreaction to Earnings Announcements in Korea. (2020). Han, Jaehee ; Kim, Ryumi ; Chae, Joon. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9358-:d:443168.

Full description at Econpapers || Download paper

2021Regional Carbon Markets in China: Cointegration and Heterogeneity. (2021). Lyu, Chenyan. In: Working Papers. RePEc:hhs:cbsnow:2021_013.

Full description at Econpapers || Download paper

2020Lego - The Toy Of Smart Investors. (2020). Dobrynskaya, Victoria ; Kishilova, Julia. In: HSE Working papers. RePEc:hig:wpaper:80/fe/2020.

Full description at Econpapers || Download paper

2020Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data. (2020). Mazzarella, Gianluca ; Geraci, Andrea ; Colagrossi, Marco ; Capema, Giulio. In: Working Papers. RePEc:jrs:wpaper:202004.

Full description at Econpapers || Download paper

2021Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis. (2021). Zhang, Yongjie ; Shen, Dehua ; Li, Xiao ; Chu, Gang. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09327-z.

Full description at Econpapers || Download paper

2021Valuation Effect of Emotionality in Corporate Philanthropy. (2021). Nguyen, Trung ; Dang, Anh. In: Journal of Business Ethics. RePEc:kap:jbuset:v:173:y:2021:i:1:d:10.1007_s10551-020-04551-z.

Full description at Econpapers || Download paper

2020Oil shocks and volatility jumps. (2020). GUPTA, RANGAN ; Wohar, Mark E ; Gkillas, Konstantinos. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y.

Full description at Econpapers || Download paper

2020Insider trading around auto recalls: Does investor attention matter?. (2020). Geiger, Marshall A ; Kumas, Abdullah ; Keskek, Sami ; Gokalp, Omer N. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:55:y:2020:i:3:d:10.1007_s11156-019-00866-9.

Full description at Econpapers || Download paper

2020Direct and Indirect Effects of COVID-19 Pandemic on Implied Stock Market Volatility: Evidence from Panel Data Analysis. (2020). Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios ; Papadamou, Stephanos. In: MPRA Paper. RePEc:pra:mprapa:100020.

Full description at Econpapers || Download paper

2020How do credit market frictions affect carbon cycles? an estimated DSGE model approach. (2020). Zhao, Hong ; Chan, Ying Tung. In: MPRA Paper. RePEc:pra:mprapa:106987.

Full description at Econpapers || Download paper

2021Investors Information Choice. (2021). Astaiza-Gomez, Jose Gabriel. In: MPRA Paper. RePEc:pra:mprapa:110008.

Full description at Econpapers || Download paper

2020Globalization and socio-economic development in Russia. (2020). Rodionova, Liliya ; Kopnova, Elena. In: Applied Econometrics. RePEc:ris:apltrx:0408.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

2021Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach. (2021). ausloos, marcel ; Shakeel, Bilal ; Dhesi, Gurjeet. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03305-z.

Full description at Econpapers || Download paper

2021Investor behavior and weather factors: evidences from Asian region. (2021). Balakrishnan, S ; Venkateswar, Sankaran ; Selvam, Murugesan ; Kathiravan, Chinnadurai. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03335-7.

Full description at Econpapers || Download paper

2021Google search volumes for portfolio management: performances and asset concentration. (2021). Uberti, Pierpaolo ; Maggi, Mario. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03424-7.

Full description at Econpapers || Download paper

2021Estimating risk premiums for regulated firms when accounting for reference-day variation and high-order moments of return volatility. (2021). Lye, Jenny ; Hirschberg, Joe. In: Environment Systems and Decisions. RePEc:spr:envsyd:v:41:y:2021:i:3:d:10.1007_s10669-021-09812-4.

Full description at Econpapers || Download paper

2020Building stock market resilience through digital transformation: using Google trends to analyze the impact of COVID-19 pandemic. (2020). Liu, Wenting ; Guan, Chong ; Ding, Ding. In: Frontiers of Business Research in China. RePEc:spr:fobric:v:14:y:2020:i:1:d:10.1186_s11782-020-00089-z.

Full description at Econpapers || Download paper

2020Google Search Intensity and the Investor Attention Effect: A Quantile Regression Approach. (2020). Swamy, Vighneswara ; Dharani, M. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:18:y:2020:i:2:d:10.1007_s40953-019-00185-9.

Full description at Econpapers || Download paper

2020Portfolio selection: shrinking the time-varying inverse conditional covariance matrix. (2020). Liu, Shuangzhe ; Ma, Tiefeng ; Sun, Ruili. In: Statistical Papers. RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-1059-0.

Full description at Econpapers || Download paper

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]
article3
2008The Econometric Modelling of Financial Time Series In: Cambridge Books.
[Citation analysis]
book37
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]
article34
2012Wine price risk management: International diversification and derivative instruments In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article16
2010Does the weather affect stock market volatility? In: Finance Research Letters.
[Full Text][Citation analysis]
article21
2009Does the weather affect stock market volatility?.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2009Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article177
2012Information demand and stock market volatility In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article159
2012Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article28
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]
article34
1997Diversification benefits in the smaller European stock markets In: International Advances in Economic Research.
[Full Text][Citation analysis]
article2
2010A jump diffusion model for VIX volatility options and futures In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]
article22
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]
article21
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]
article5
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]
article17

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2021. Contact: CitEc Team