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Publications

by alumni of

Loughborough University → Business School → Economics Group

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Books | Chapters |

Working papers

2024

  1. Bird, Davina & Garrod, Luke & Wilson, Chris M, 2024, "Consumer protection versus competition: the case of mandatory refunds," MPRA Paper, University Library of Munich, Germany, number 122125, Sep.

2012

  1. Hodjat Ghadimi & Davina Bird, 2012, "A Knowledge Base for the World’s Energy Rich Regions," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2012-07, Jul.
  2. Andrikopoulos, Athanasios & Markellos, Raphael. N, 2012, "Dynamic interaction between markets for leasing and selling automobiles," MPRA Paper, University Library of Munich, Germany, number 45225, Jun.

2010

  1. Davina Bird & Hodjat & Randall W. Jackson, 2010, "Fayette County, WV Case Study: A Look at the Movement towards Energy and Water Efficiency," Working Papers, Regional Research Institute, West Virginia University, number Working Paper 2010-19, Nov.

2009

  1. Daskalakis, George & Symeonidis, Lazaros & Markellos, Raphael, 2009, "Does the weather affect stock market volatility?," MPRA Paper, University Library of Munich, Germany, number 34128, Sep.

Journal articles

2026

  1. Shadrack Muthami Mwatu & Amsalu Woldie Yalew & Victor Nechifor & Amarendra Sahoo, 2026, "Trade policies for low‐carbon development in developing countries: Insights from Kenya," Development Policy Review, Overseas Development Institute, volume 44, issue 1, January, DOI: 10.1111/dpr.70048.

2025

  1. Rozina Shaheen, 2025, "Labor market consequence of exports diversification and terms of trade shocks in EMDEs," International Economics and Economic Policy, Springer, volume 22, issue 1, pages 1-23, February, DOI: 10.1007/s10368-024-00641-9.
  2. Morouj Dardeer & Rozina Shaheen, 2025, "Structural determinants of food price inflation and food security implications: evidence from GCC panel data," Humanities and Social Sciences Communications, Palgrave Macmillan, volume 12, issue 1, pages 1-10, December, DOI: 10.1057/s41599-025-06148-1.
  3. Fahad Maqnas & Rozina Shaheen, 2025, "Services Sector Led Growth Hypothesis, A Fractionally Integrated Heterogeneous Panel Data Analysis for G20 Countries," SAGE Open, , volume 15, issue 4, pages 21582440251, December, DOI: 10.1177/21582440251396370.

2024

  1. Alsultan, Sarah & Kourtis, Apostolos & Markellos, Raphael N., 2024, "Can we price beauty? Aesthetics and digital art markets," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2024.111572.
  2. Shadrack Muthami Mwatu & Charity Kageni Mbaka & John Gakuu Karanja & Grace Mukami Muriithi, 2024, "Trade Agreements, Technical Regulations, and Standards: Competitiveness Implications for Kenyan Exporters to European Union," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), volume 36, issue 2, pages 381-410, April, DOI: 10.1057/s41287-023-00606-9.
  3. Mashael D. Matrafi & Rozina Shaheen, 2024, "The Impact of Educational Level on the Unemployment Rate in Saudi Arabia: A Time Series Quantitative Analysis from 2016 to 2023," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 16, issue 10, pages 1-74, October.

2023

  1. Maria Fotaki & Apostolos Kourtis & Raphael Markellos, 2023, "Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 28, issue 3, pages 2696-2711, July, DOI: 10.1002/ijfe.2558.
  2. Trung H. Le & Apostolos Kourtis & Raphael Markellos, 2023, "Modeling skewness in portfolio choice," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 43, issue 6, pages 734-770, June, DOI: 10.1002/fut.22408.
  3. Shadrack Muthami Mwatu, 2023, "Determinants of gendered participation in domestic trade: evidence from Kenya," Journal of Global Entrepreneurship Research, Springer;UNESCO Chair in Entrepreneurship, volume 13, issue 1, pages 1-15, December, DOI: 10.1007/s40497-023-00356-2.

2022

  1. Symitsi, Efthymia & Markellos, Raphael N. & Mantrala, Murali K., 2022, "Keyword portfolio optimization in paid search advertising," European Journal of Operational Research, Elsevier, volume 303, issue 2, pages 767-778, DOI: 10.1016/j.ejor.2022.03.006.
  2. Shadrack Muthami Mwatu, 2022, "Institutions and export performance: firm level evidence from Kenya," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), volume 69, issue 4, pages 487-506, December, DOI: 10.1007/s12232-022-00401-8.

2020

  1. Rozina Shaheen, 2020, "Credit market conditions and impact of monetary policy in a developing economy context," International Economics and Economic Policy, Springer, volume 17, issue 2, pages 409-425, May, DOI: 10.1007/s10368-020-00461-7.
  2. Rozina Shaheen & Paul Turner, 2020, "Fiscal multipliers and the level of economic activity: a structural threshold VAR model for the UK," Applied Economics, Taylor & Francis Journals, volume 52, issue 17, pages 1857-1865, April, DOI: 10.1080/00036846.2019.1679347.

2019

  1. Rozina Shaheen, 2019, "Impact of Fiscal Policy on Consumption and Labor Supply under a Time-Varying Structural VAR Model," Economies, MDPI, volume 7, issue 2, pages 1-15, June.

2018

  1. Symitsi, Efthymia & Symeonidis, Lazaros & Kourtis, Apostolos & Markellos, Raphael, 2018, "Covariance forecasting in equity markets," Journal of Banking & Finance, Elsevier, volume 96, issue C, pages 153-168, DOI: 10.1016/j.jbankfin.2018.08.013.
  2. Markellos, Raphael N. & Psychoyios, Dimitris, 2018, "Interest rate volatility and risk management: Evidence from CBOE Treasury options," The Quarterly Review of Economics and Finance, Elsevier, volume 68, issue C, pages 190-202, DOI: 10.1016/j.qref.2017.08.005.
  3. Jessica Y. Wang & Raphael N. Markellos, 2018, "Is there an Olympic gold medal rush in the stock market?," The European Journal of Finance, Taylor & Francis Journals, volume 24, issue 17, pages 1631-1648, November, DOI: 10.1080/1351847X.2017.1421245.
  4. Rozina Shaheen, 2018, "Testing Fiscal Dominance Hypothesis in a Structural VAR Specification for Pakistan," Scientific Annals of Economics and Business (continues Analele Stiintifice), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, volume 65, issue 1, pages 51-63, March.

2016

  1. Markellos, Raphael N. & Psychoyios, Dimitris & Schneider, Friedrich, 2016, "Sovereign debt markets in light of the shadow economy," European Journal of Operational Research, Elsevier, volume 252, issue 1, pages 220-231, DOI: 10.1016/j.ejor.2015.12.039.
  2. Apostolos Kourtis & Raphael N. Markellos & Lazaros Symeonidis, 2016, "An International Comparison of Implied, Realized, and GARCH Volatility Forecasts," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 36, issue 12, pages 1164-1193, December.

2015

  1. Andrikopoulos, Athanasios & Markellos, Raphael N., 2015, "Dynamic interaction between markets for leasing and selling automobiles," Journal of Banking & Finance, Elsevier, volume 50, issue C, pages 260-270, DOI: 10.1016/j.jbankfin.2014.01.032.
  2. George Daskalakis & Lazaros Symeonidis & Raphael N. Markellos, 2015, "Electricity Futures Prices in an Emissions Constrained Economy: Evidence from European Power Markets," The Energy Journal, , volume 36, issue 3, pages 1-34, July, DOI: 10.5547/01956574.36.3.gdas.

2013

  1. 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, volume 53, issue 4, pages 417-428, DOI: 10.1016/j.qref.2013.05.001.
  2. Eleftheria Kostika & Raphael N. Markellos, 2013, "Optimal Hedge Ratio Estimation and Effectiveness Using ARCD," Journal of Forecasting, John Wiley & Sons, Ltd., volume 32, issue 1, pages 41-50, January.

2012

  1. Kourtis, Apostolos & Markellos, Raphael N. & Psychoyios, Dimitris, 2012, "Wine price risk management: International diversification and derivative instruments," International Review of Financial Analysis, Elsevier, volume 22, issue C, pages 30-37, DOI: 10.1016/j.irfa.2012.02.001.
  2. Vlastakis, Nikolaos & Markellos, Raphael N., 2012, "Information demand and stock market volatility," Journal of Banking & Finance, Elsevier, volume 36, issue 6, pages 1808-1821, DOI: 10.1016/j.jbankfin.2012.02.007.
  3. Kourtis, Apostolos & Dotsis, George & Markellos, Raphael N., 2012, "Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix," Journal of Banking & Finance, Elsevier, volume 36, issue 9, pages 2522-2531, DOI: 10.1016/j.jbankfin.2012.05.005.
  4. George Dotsis & Vasiliki Makropoulou & Raphael Nicholas Markellos, 2012, "Investment under uncertainty and volatility estimation risk," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 2, pages 133-137, February, DOI: 10.1080/13504851.2011.570697.

2011

  1. 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, volume 58, issue 4, pages 519-536, September.

2010

  1. Symeonidis, Lazaros & Daskalakis, George & Markellos, Raphael N., 2010, "Does the weather affect stock market volatility?," Finance Research Letters, Elsevier, volume 7, issue 4, pages 214-223, December.
  2. Dimitris Psychoyios & George Dotsis & Raphael Markellos, 2010, "A jump diffusion model for VIX volatility options and futures," Review of Quantitative Finance and Accounting, Springer, volume 35, issue 3, pages 245-269, October, DOI: 10.1007/s11156-009-0153-8.
  3. Manolis Kritikos & Raphael Markellos & Gregory Prastacos, 2010, "Corporate real estate analysis: evaluating telecom branch efficiency in Greece," Applied Economics, Taylor & Francis Journals, volume 42, issue 9, pages 1133-1143, DOI: 10.1080/00036840701721166.

2009

  1. 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, volume 37, issue 7, pages 2594-2604, July.
  2. 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, volume 33, issue 7, pages 1230-1241, July.
  3. 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., volume 28, issue 5, pages 426-444, DOI: 10.1002/for.1085.

2008

  1. Nikolaos Vlastakis & George Dotsis & Raphael Markellos, 2008, "Nonlinear modelling of European football scores using support vector machines," Applied Economics, Taylor & Francis Journals, volume 40, issue 1, pages 111-118, DOI: 10.1080/00036840701731546.

2007

  1. George Dotsis & Raphael N. Markellos, 2007, "The finite sample properties of the GARCH option pricing model," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 27, issue 6, pages 599-615, June.

2004

  1. Raphael Markellos, 2004, "Diversification benefits in trading?," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 1, pages 13-17, DOI: 10.1080/0960310042000164185.
  2. Mohammed Nishat & Rozina Shaheen, 2004, "Macroeconomic Factors and Pakistani Equity Market," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 43, issue 4, pages 619-637.

2003

  1. Raphael Markellos & Terence Mills, 2003, "Asset pricing dynamics," The European Journal of Finance, Taylor & Francis Journals, volume 9, issue 6, pages 533-556, DOI: 10.1080/1351847032000082547.

2001

  1. Raphael Markellos & Terence Mills, 2001, "Unit roots in the CAPM?," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 8, pages 499-502, DOI: 10.1080/13504850010017690.

2000

  1. T. C. Mills & C. Siriopoulos & R. N. Markellos & D. Harizanis, 2000, "Seasonality in the Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, volume 10, issue 2, pages 137-142, DOI: 10.1080/096031000331761.

1999

  1. Raphael Markellos, 1999, "Investment strategy evaluation with cointegration," Applied Economics Letters, Taylor & Francis Journals, volume 6, issue 3, pages 177-179, DOI: 10.1080/135048599353582.

1997

  1. Raphael Markellos & Costas Siriopoulos, 1997, "Diversification benefits in the smaller European stock markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, volume 3, issue 2, pages 142-153, May, DOI: 10.1007/BF02294935.

Books

2008

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

Chapters

2009

  1. George Dotsis & Raphael N. Markellos & Terence C. Mills, 2009, "Estimation of Continuous-Time Stochastic Volatility Models," Palgrave Macmillan Books, Palgrave Macmillan, chapter 19, in: Terence C. Mills & Kerry Patterson, "Palgrave Handbook of Econometrics", DOI: 10.1057/9780230244405_19.

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