Raphael Nicholas Markellos : Citation Profile

University of East Anglia

12

H index

13

i10 index

892

Citations

RESEARCH PRODUCTION:

33

Articles

2

Papers

1

Books

1

Chapters

RESEARCH ACTIVITY:

   27 years (1997 - 2024). See details.
   Cites by year: 33
   Journals where Raphael Nicholas Markellos has often published
   Relations with other researchers
   Recent citing documents: 90.    Total self citations: 14 (1.55 %)

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   Permalink: http://citec.repec.org/pma607
   Updated: 2025-12-27    RAS profile: 2025-02-07    
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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:

GUPTA, RANGAN (17)

Chevallier, Julien (16)

De Angelis, Luca (9)

Nguyen, Duc Khuong (8)

Sévi, Benoît (7)

Chang, Chia-Lin (7)

Deutscher, Christian (7)

Shen, Dehua (7)

Trueck, Stefan (7)

Zhang, Yue-Jun (7)

Singleton, Carl (7)

Cites to:

Bollerslev, Tim (17)

Shleifer, Andrei (13)

Andersen, Torben (9)

Engle, Robert (9)

Jagannathan, Ravi (9)

Uppal, Raman (9)

Diebold, Francis (8)

Ledoit, Olivier (7)

Wolf, Michael (7)

Newey, Whitney (7)

Patton, Andrew (7)

Main data

Where Raphael Nicholas Markellos has published?

Journals with more than one article published# docs
Journal of Banking & Finance5
Journal of Futures Markets3
Applied Economics Letters3
The European Journal of Finance2
Applied Economics2
Applied Financial Economics2
European Journal of Operational Research2
The Quarterly Review of Economics and Finance2

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

Recent works citing Raphael Nicholas Markellos (2025 and 2024)

YearTitle of citing document
2024Social Media Emotions and Market Behavior. (2024). Vamossy, Domonkos F. In: Papers. RePEc:arx:papers:2404.03792.

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2024Pricing VIX options under the Heston-Hawkes stochastic volatility model. (2024). Font, Oriol Zamora. In: Papers. RePEc:arx:papers:2406.13508.

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2024A Comparison between Financial and Gambling Markets. (2024). Popov, Valentin ; Donovan, Carl ; Liu, Haoyu. In: Papers. RePEc:arx:papers:2409.13528.

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2025Decision-informed Neural Networks with Large Language Model Integration for Portfolio Optimization. (2025). Lee, Yongjae ; Zohren, Stefan ; Kong, Yaxuan ; Hwang, Yoontae. In: Papers. RePEc:arx:papers:2502.00828.

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2025Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767.

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2024The use of derivatives on CO2-emission allowances in Italy. (2024). Vercelli, Francesco ; Magnani, Maurizio ; Bianchi, Michele Leonardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_896_24.

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2025How digitalization can shape markets: the case of sports betting. (2025). Annaert, Jan ; de Ceuster, Marc ; Vandenbruaene, Jonas. In: Economica. RePEc:bla:econom:v:92:y:2025:i:366:p:644-673.

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2024Oil Market Efficiency, Quantity of Information, and Oil Market Turbulence. (2024). Wadud, Sania ; Gronwald, Marc ; Dogah, Kingsley. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10995.

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2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

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2025Carbon emission trading scheme and carbon performance: The role of carbon management system. (2025). Zhang, Yueheng ; Tsang, Albert ; Luo, LE ; Jiang, Yan. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924002725.

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2025Carbon regulatory risk exposure in the bond market: A quasi-natural experiment in China. (2025). Wu, Huaqing ; Tan, Changchun ; Mo, Lingyu ; Zhou, Peng. In: China Economic Review. RePEc:eee:chieco:v:92:y:2025:i:c:s1043951x25000811.

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2024Official or unofficial? extreme bounds analysis on the determinants of sovereign default. (2024). Wang, Zhixuan ; Liu, Ailan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000755.

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2025Time-varying risk aversion and international stock returns. (2025). Hansen, Erwin ; Guidolin, Massimo ; Cabrera, Gabriel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001967.

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2024Measuring tail risk. (2024). Prokopczuk, Marcel ; Dierkes, Maik ; Hollstein, Fabian ; Wursig, Christoph Matthias. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001155.

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2024Long-term dynamic asset allocation under asymmetric risk preferences. (2024). Kallinterakis, Vasileios ; Kontosakos, Vasileios E ; Hwang, Soosung ; Pantelous, Athanasios A. In: European Journal of Operational Research. RePEc:eee:ejores:v:312:y:2024:i:2:p:765-782.

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2025Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179.

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2025Portfolio optimization with estimation errors—A robust linear regression approach. (2025). Du, Yilin ; He, Wenfeng ; Mei, Xiaoling. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000416.

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2024Volatility spillovers and carbon price in the Nordic wholesale electricity markets. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan ; Lyu, Chenyan. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002676.

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2024Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis. (2024). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003414.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Low-carbon movement and stock market uncertainty: Insights from international comparisons between fossil fuel companies. (2024). Benlemlih, Mohammed ; Peillex, Jonathan ; el Ouadghiri, Imane ; Platania, Federico ; Hernandez, Celina Toscano. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004547.

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2024Extreme spillovers across carbon and energy markets: A multiscale higher-order moment analysis. (2024). Chu, Wen-Jun ; Zhou, P ; Fan, Li-Wei. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005413.

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2024Vertical acquisition and carbon capture and storage choices under cap-and-trade regulation with sustainable finance. (2024). Lin, Jyh-Horng ; Chang, Ching-Hui ; Chen, Shi ; Zhao, Yonghong. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006200.

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2025Information linkages across countries around net zero announcements. (2025). Linnenluecke, Martina ; Rajabi, Mona Mashhadi ; Smith, Tom. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007710.

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2025The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets. (2025). Li, Han ; Ignatieva, Katja ; Gmez, Fabio ; Bgin, Jean-Franois. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001197.

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2024Measuring the efficiency gains of merging carbon markets – A microsimulation for thermoelectric and industrial sources. (2024). Mardones, Cristian. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035028.

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2025Carbon option pricing using uncertain differential equation. (2025). Li, Yanbin ; Liu, Zhe. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009624.

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2025A dynamic optimization layout model for CO2–flue gas co-storage considering interactions and geological heterogeneity. (2025). Li, Yuanming ; Liu, Shuangxing ; Xue, Ming ; Wu, Peng. In: Energy. RePEc:eee:energy:v:333:y:2025:i:c:s0360544225028105.

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2025Multivariate range-based EGARCH models. (2025). Lambercy, Lyudmyla ; Kellard, Neil M ; Yan, Lili. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000705.

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2025Analysing art as a safe-haven asset in times of crisis. (2025). Dimitriou, Dimitrios ; Corbet, Shaen ; Tsioutsios, Alexandros. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002819.

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2025Investor–firm interactions versus investor–investor interactions: Which enhances investor learning better?. (2025). Zhu, Xiaoye ; Yin, Libo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003722.

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2025What triggers intraday price jumps and co-jumps in gold?. (2025). Sobti, Neharika. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004673.

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2024Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650.

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2024Does investor attitude toward carbon neutrality affect stock returns in China?. (2024). Wei, Kai ; Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001170.

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2025YouTube view count, investor attention and stock returns. (2025). Jang, Jaehee ; Jun, Sang-Gyung. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007142.

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2025Do hurricanes cause storm on the stock market? The case of US energy companies. (2025). Horvath, Roman ; Kalistov, Anna ; Horvth, Roman ; Moravcov, Michala ; Mikufov, Marta ; Lycsa, Tefan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007488.

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2025Attention to biodiversity and stock returns. (2025). Kaabia, Olfa ; el Ouadghiri, Imane ; Hernandez, Celina Toscano ; Platania, Federico ; Peillex, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007877.

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2024The extreme temperature factor in asset pricing models: Evidence from Europe. (2024). ARGUEDAS SANZ, RAQUEL ; Gonzalez-Sanchez, Mariano ; Segovia, Ana I. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006500.

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2024Economic policy uncertainty and narrative R&D disclosures. (2024). Kim, Sehee ; Jung, Keumah. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013199.

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2025The influence of market liquidity on the efficiency of Chinas pilot carbon markets. (2025). Hueng, C. ; Wu, Sitong ; Wang, Qian ; Huang, Peng. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015897.

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2025The impact of digital transformation on green innovation: Novel evidence from firm resilience perspective. (2025). Wang, Hao ; Zhang, Zeming ; Deng, Lisha ; Luo, QI. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000327.

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2025Beyond the headlines: Sentiment divergence and financial distress. (2025). Garcia, John. In: Global Finance Journal. RePEc:eee:glofin:v:66:y:2025:i:c:s1044028325000535.

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2024Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends. (2024). Monge, Manuel ; Claudio-Quiroga, Gloria ; Poza, Carlos. In: International Economics. RePEc:eee:inteco:v:177:y:2024:i:c:s2110701723000744.

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2024Forecasting day-ahead expected shortfall on the EUR/USD exchange rate: The (I)relevance of implied volatility. (2024). Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1275-1301.

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2025Forecasting realized volatility with spillover effects: Perspectives from graph neural networks. (2025). Cucuringu, Mihai ; Dong, Xiaowen ; Zhang, Chao ; Pu, Xingyue. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:377-397.

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2024Vox populi, vox dei: A concept and measure for grassroots socio-political risk using Google Trends. (2024). Mullner, Jakob ; Puhr, Harald. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:2:s1075425323000935.

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2025International information flow and market quality. (2025). Zhang, Jiang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:173:y:2025:i:c:s0378426625000408.

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2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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2024Social forecasting: Online social opinion and the cross-section of stock returns. (2024). Liang, Yuheng ; Zhu, Mengnan ; Yuan, Kaibin. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001525.

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2024Agreeing to disagree: Informativeness of sentiments in internet message boards. (2024). Leung, Henry ; Schiereck, Dirk ; Gao, Yang ; Ton, Thai. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x24002373.

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2024The new bond on the block — Designing a carbon-linked bond for sustainable investment projects. (2024). Fehrenkotter, Rieke ; Dahlen, Niklas ; Schreiter, Maximilian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:316-325.

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2024Simulating and assessing carbon markets: Application to the Korean and the EU ETSs. (2024). Yoon, Soeun ; Jung, Seoyoung ; Jang, Minchul ; Min, Baehyun. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:195:y:2024:i:c:s1364032124000698.

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2025Carbon-billed future for virtual power plants: A comprehensive review. (2025). Yan, Jinyue ; Zhang, Haoran ; Qiu, Rui ; Chen, Yuntian ; Lin, Zhenjia ; Wang, Guotao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:217:y:2025:i:c:s1364032125003922.

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2024Sustainable investment conditions and corporate cash holdings in the MENA region: Market preparedness and Shariah-compliant funds. (2024). Hamill, Philip A ; Mertzanis, Charilaos ; Pavlopoulos, Athanasios ; Houcine, Asma. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:1043-1063.

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2024The impact of the Olympics on the causality between the Chinese and international equity markets. (2024). Hu, Xuming ; Guo, Xiaozhu ; Xiao, Donghua ; Wang, BO. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024003447.

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2024Financial market spillovers and investor attention to the Russia-Ukraine war. (2024). Yang, Wanyi ; Zhang, Yuqian ; Li, Zhaohua ; Hu, Baiding. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005136.

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2024Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency. (2024). Urquhart, Andrew ; Peng, Long ; Zhang, Liya ; Duan, Kun ; Yao, Kai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001442.

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2024The role of investors’ fear in crude oil volatility forecasting. (2024). Molnar, Peter ; Haukvik, Nicole ; Cheraghali, Hamid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001466.

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2025Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies. (2025). de Peretti, Christian ; Ghaddab, Sarra ; Belkacem, Lotfi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003672.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2025Uncertainty or investor attention: Which has more impact on Bitcoin volatility?. (2025). Aras, Serkan ; Ilgin, Cihan ; Zdemir, Mehmet Ozan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002582.

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2024Volatility spillovers between energy and agriculture markets during the ongoing food & energy crisis: Does uncertainty from the Russo-Ukrainian conflict matter?. (2024). Tran, Minh Phuoc-Bao ; Vo, Duc Hong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005213.

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2025The Hedging Strategies of Enterprises in the European Union Allowances Market—Implementation Actions for Sustainable Development. (2025). Stpie, Pawe ; Baejowska, Magorzata ; Czarny, Anna ; Kowalska, Iwona ; Michalczewski, Andrzej. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:2099-:d:1602255.

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2024Time-varying Causality among Whisky, Wine, and Equity Markets. (2024). Fromentin, Vincent ; Moroz, David ; Pecchioli, Bruno. In: Post-Print. RePEc:hal:journl:hal-04530296.

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2024Investigation of Swedish krona exchange rate volatility by APARCH-Support Vector Regression. (2024). Li, Yushu ; Kim Karlsson, Hyunjoo. In: Working Papers in Economics and Statistics. RePEc:hhs:vxesta:2024_010.

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2024Economic Factors Affecting the Collective Bargaining Agreement Coverage Rate in Turkey: Cointegration Approach. (2024). Aydin, Atilla. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ijs:journl:v:0:y:2024:i:40:p:134-150.

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2024Research on jumps and volatility in China’s carbon market. (2024). Chen, Xiangjun ; Yan, BO. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09592-2.

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2024Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing. (2024). Mozumder, Sharif ; Kabir, Humayun M ; Li, Bingxin ; Talukdar, Bakhtear. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:1:d:10.1007_s11156-023-01195-8.

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2024The scorching temperatures shock effect on firms’ performance: a global perspective. (2024). Sugianto, Lai Ferry ; Huang, Chai Liang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-024-01247-7.

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2024Book-to-market effect and product life cycle. (2024). Huang, Alex ; Yu, Dan-Liou ; Wang, Yanzhi. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:2:d:10.1007_s11156-024-01270-8.

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2025The Time Decaying Synchronization between the Volatility Index and KOSPI Return. (2025). Ahn, Seoungpil. In: Business and Economic Research. RePEc:mth:ber888:v:15:y:2025:i:2:p:1-11.

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2025Automated bidding vs manual bidding strategies in search engine marketing: a keyword efficiency perspective. (2025). Jiang, Pingjun. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:13:y:2025:i:1:d:10.1057_s41270-023-00260-4.

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2024Pay-per-click (PPC) advertising and continuous banking service intentions. (2024). Herjanto, Halimin ; Amin, Muslim ; Rezaei, Sajad. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:29:y:2024:i:4:d:10.1057_s41264-024-00282-8.

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2024Investor attention and environmental performance of Chinese high-tech companies: the moderating effects of media attention and coverage sentiment. (2024). Chen, Yanpeng ; Mai, Wenjun. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03489-1.

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2025The impact of the Hamas-Israel conflict on the U.S. defense industry stock market return. (2025). Klomp, Jeroen. In: PLOS ONE. RePEc:plo:pone00:0314677.

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2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501.

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2024Are Betting Markets Inefficient? Evidence From Simulations and Real Data. (2024). Deutscher, Christian ; Makarewicz, Tomasz ; Tting, Marius ; Winkelmann, David. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:1:p:54-97.

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2024Exogeneous shocks, risk, and market convergence of real alternative and financial assets: evidence from nonlinear dynamics. (2024). Fur, Eric ; Faye, Benot ; Prat, Stphanie. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04510-5.

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2024Google search volume index and investor attention in stock market: a systematic review. (2024). Arteaga-Sanchez, Rocio ; Gonzalvez-Gallego, Nicolas ; Ayala, Maria Jose. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00606-y.

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2024Pricing and valuation of carbon swap in uncertain finance market. (2024). Liu, Zhe. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:23:y:2024:i:3:d:10.1007_s10700-024-09423-z.

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2024Barriers and Strategies for Digital Marketing and Smart Delivery in Urban Courier Companies in Developing Countries. (2024). Molina-Romero, Schneyder ; Boom-Crcamo, Efrain ; Galindo-Angulo, Cesar ; Restrepo, Mara Mar. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01823-1.

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2024Do searches on Google help in deterring property crime? Evidence from Indian states. (2024). Jha, Saakshi ; Bhushan, Sunny. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:2:d:10.1007_s11135-023-01694-9.

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2024Keyword-Level Bayesian Online Bid Optimization for Sponsored Search Advertising. (2024). Ishizuka, Kota ; Kawakami, Kosuke ; Nakata, Kazuhide ; Majima, Kaito. In: SN Operations Research Forum. RePEc:spr:snopef:v:5:y:2024:i:2:d:10.1007_s43069-024-00322-y.

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2025Non-Transitive Patterns in Sports Match Outcomes: A Profitable Anomaly. (2025). van Ours, Jan. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20250015.

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2024Google Search intensity and stock returns in frontier markets: Evidence from the Vietnamese market. (2024). Phong, Nguyen Dang ; Thu, Hoai Nguyen ; Thi, Duc Dang ; Huong, Anh Nguyen ; van Phuoc, Nguyen. In: Economics and Business Review. RePEc:vrs:ecobur:v:10:y:2024:i:1:p:30-56:n:9.

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2024What can we learn from the analysis of the fine wines market efficiency?. (2024). Ftiti, Zied ; ben Ameur, Hachmi ; le Fur, Eric. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:703-718.

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2025Partial index tracking enhanced mean–variance portfolio. (2025). Cui, Zhenyu ; Simaan, Majeed ; Cai, Zhaokun. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1206-1224.

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2024Forecasting VaR and ES in emerging markets: The role of time‐varying higher moments. (2024). Le, Trung H. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:402-414.

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2025Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach. (2025). Garciajorcano, Laura ; Sanchismarco, Lidia. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:6:p:1907-1945.

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2024The impact of air pollution on crude oil futures market. (2024). Zhang, Yuejun ; Yao, Ting. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:1055-1068.

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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]		article8
2015Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets.(2015) In: The Energy Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
2011OPTIMAL PRICE SETTING IN FIXED‐ODDS BETTING MARKETS UNDER INFORMATION UNCERTAINTY In: Scottish Journal of Political Economy.
[Citation analysis]		article8
2008The Econometric Modelling of Financial Time Series In: Cambridge Books.
[Citation analysis]		book47
2024Can we price beauty? Aesthetics and digital art markets In: Economics Letters.
[Full Text][Citation analysis]		article1
2016Sovereign debt markets in light of the shadow economy In: European Journal of Operational Research.
[Full Text][Citation analysis]		article12
2022Keyword portfolio optimization in paid search advertising In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2009Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext In: Energy Policy.
[Full Text][Citation analysis]		article42
2012Wine price risk management: International diversification and derivative instruments In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article26
2010Does the weather affect stock market volatility? In: Finance Research Letters.
[Full Text][Citation analysis]		article39
2009Does the weather affect stock market volatility?.(2009) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 39		paper
2009Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article217
2012Information demand and stock market volatility In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article256
2012Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article40
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 nother version. Agregated cites: 2		paper
2018Covariance forecasting in equity markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article9
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
2018Interest rate volatility and risk management: Evidence from CBOE Treasury options In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article10
2009How efficient is the European football betting market? Evidence from arbitrage and trading strategies In: Journal of Forecasting.
[Full Text][Citation analysis]		article58
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]		article38
2009Estimation of Continuous-Time Stochastic Volatility Models In: Palgrave Macmillan Books.
[Citation analysis]		chapter0
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]		article20
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]		article3
2018Is there an Olympic gold medal rush in the stock market? In: The European Journal of Finance.
[Full Text][Citation analysis]		article6
2003Asset pricing dynamics In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2023Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry In: International Journal of Finance & Economics.
[Full Text][Citation analysis]		article0
2013Optimal Hedge Ratio Estimation and Effectiveness Using ARCD In: Journal of Forecasting.
[Citation analysis]		article4
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]		article29
2023Modeling skewness in portfolio choice In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team