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Raphael Nicholas Markellos

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This is information that was supplied by Raphael Markellos in registering through RePEc. If you are Raphael Nicholas Markellos , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Raphael
Middle Name: Nicholas
Last Name: Markellos
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RePEc Short-ID: pma607

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Homepage: http://raphael.markellos.googlepages.com
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Affiliation

Norwich Business School
University of East Anglia
Location: Norwich, United Kingdom
Homepage: http://business.uea.ac.uk/
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Handle: RePEc:edi:bsueauk (more details at EDIRC)

Works

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Working papers

  1. Andrikopoulos, Athanasios & Markellos, Raphael. N, 2012. "Dynamic interaction between markets for leasing and selling automobiles," MPRA Paper 45225, University Library of Munich, Germany.
  2. Daskalakis, George & Symeonidis, Lazaros & Markellos, Raphael, 2009. "Does the weather affect stock market volatility?," MPRA Paper 34128, University Library of Munich, Germany.

Articles

  1. Eleftheria Kostika & Raphael N. Markellos, 2013. "Optimal Hedge Ratio Estimation and Effectiveness Using ARCD," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 32(1), pages 41-50, 01.
  2. Makropoulou, Vasiliki & Dotsis, George & Markellos, Raphael N., 2013. "Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 53(4), pages 417-428.
  3. Vlastakis, Nikolaos & Markellos, Raphael N., 2012. "Information demand and stock market volatility," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(6), pages 1808-1821.
  4. Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N., 2012. "Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(9), pages 2522-2531.
  5. George Dotsis & Vasiliki Makropoulou & Raphael Nicholas Markellos, 2012. "Investment under uncertainty and volatility estimation risk," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 19(2), pages 133-137, February.
  6. Kourtis, Apostolos & Markellos, Raphael N. & Psychoyios, Dimitris, 2012. "Wine price risk management: International diversification and derivative instruments," International Review of Financial Analysis, Elsevier, Elsevier, vol. 22(C), pages 30-37.
  7. Vasiliki Makropoulou & Raphael N. Markellos, 2011. "Optimal Price Setting In Fixed‐Odds Betting Markets Under Information Uncertainty," Scottish Journal of Political Economy, Scottish Economic Society, vol. 58(4), pages 519-536, 09.
  8. Apostolos Kourtis & Raphael N. Markellos, 2011. "Traded American options are Bermudan," Managerial Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 37(11), pages 978-984, October.
  9. Dimitris Psychoyios & George Dotsis & Raphael Markellos, 2010. "A jump diffusion model for VIX volatility options and futures," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 35(3), pages 245-269, October.
  10. Symeonidis, Lazaros & Daskalakis, George & Markellos, Raphael N., 2010. "Does the weather affect stock market volatility?," Finance Research Letters, Elsevier, Elsevier, vol. 7(4), pages 214-223, December.
  11. Manolis Kritikos & Raphael Markellos & Gregory Prastacos, 2010. "Corporate real estate analysis: evaluating telecom branch efficiency in Greece," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 42(9), pages 1133-1143.
  12. 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, Elsevier, vol. 33(7), pages 1230-1241, July.
  13. Daskalakis, George & Markellos, Raphael N., 2009. "Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext," Energy Policy, Elsevier, Elsevier, vol. 37(7), pages 2594-2604, July.
  14. Nikolaos Vlastakis & George Dotsis & Raphael N. Markellos, 2009. "How efficient is the European football betting market? Evidence from arbitrage and trading strategies," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 28(5), pages 426-444.
  15. Nikolaos Vlastakis & George Dotsis & Raphael Markellos, 2008. "Nonlinear modelling of European football scores using support vector machines," Applied Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 40(1), pages 111-118.
  16. Raphael Markellos, 2004. "Diversification benefits in trading?," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 14(1), pages 13-17.
  17. Raphael Markellos & Terence Mills, 2003. "Asset pricing dynamics," The European Journal of Finance, Taylor & Francis Journals, Taylor & Francis Journals, vol. 9(6), pages 533-556.
  18. Raphael Markellos & Terence Mills, 2001. "Unit roots in the CAPM?," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 8(8), pages 499-502.
  19. T. C. Mills & C. Siriopoulos & R. N. Markellos & D. Harizanis, 2000. "Seasonality in the Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 10(2), pages 137-142.
  20. Raphael Markellos, 1999. "Investment strategy evaluation with cointegration," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 6(3), pages 177-179.

Books

  1. Mills,Terence C. & Markellos,Raphael N., 2008. "The Econometric Modelling of Financial Time Series," Cambridge Books, Cambridge University Press, Cambridge University Press, number 9780521710091.

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