Citations of
Raphael Nicholas Markellos

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

| Articles | Books | Access and download statistics

Articles

1. Daskalakis, George & Psychoyios, Dimitris & Markellos, Raphael N., 2009. "Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme," Journal of Banking & Finance, Elsevier, vol. 33(7), pages 1230-1241, July. [Downloadable!] (restricted)

   Cited by:

   1. Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," Working Papers halshs-00387286_v1, HAL. [Downloadable!]
   2. Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," EconomiX Working Papers 2009-24, University of Paris West - Nanterre la Défense, EconomiX. [Downloadable!]
      Other versions:

2. Markellos, Raphael N & Mills, Terence C, 2001. "Unit Roots in the CAPM?," Applied Economics Letters, Taylor and Francis Journals, vol. 8(8), pages 499-502, August. [Downloadable!] (restricted)

   Cited by:

   1. Raphael N. Markellos, 2004. "Diversification benefits in trading?," Applied Financial Economics, Taylor and Francis Journals, vol. 14(1), pages 13-17, January. [Downloadable!] (restricted)

3. Mills, T C, et al, 2000. "Seasonality in the Athens Stock Exchange," Applied Financial Economics, Taylor and Francis Journals, vol. 10(2), pages 137-42, April. [Downloadable!] (restricted)

   Cited by:

   1. Evangelos Drimbetas & Nikolaos Sariannidis & Nicos Porfiris, 2007. "The effect of derivatives trading on volatility of the underlying asset: evidence from the Greek stock market," Applied Financial Economics, Taylor and Francis Journals, vol. 17(2), pages 139-148, January. [Downloadable!] (restricted)
   2. Alexandros Leontitsis & Costas Siriopoulos, 2006. "Nonlinear forecast of financial time series through dynamical calendar correction," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(5), pages 337-340, September. [Downloadable!] (restricted)
   3. Floros, Ch. & Failler, P., 2004. "Seasonaility and Cointegration in the Fishing Industry of Conrwall," International Journal of Applied Econometrics and Quantitative Studies, Euro-American Association of Economic Development, vol. 1(4), pages 27-52. [Downloadable!]
   4. Talla M. Al-Deehani, 2006. "Seasonality as an unobservable component: the case of Kuwait stock market," Applied Financial Economics, Taylor and Francis Journals, vol. 16(6), pages 471-478, March. [Downloadable!] (restricted)

This page was last updated on 2009-12-17.