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Raphael N. Markellos

17 works· latest 2024· 2 institutionscluster: provisionalORCID 0000-0003-1027-3881

h-index16

i1017

Citations2,195

Works here17

Most cited in this library

Information demand and stock market volatility2012 · 528 citations
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme2009 · 486 citations
The Econometric Modelling of Financial Time Series2008 · 181 citations
Evaluating public transport efficiency with neural network models1997 · 133 citations
Are the European carbon markets efficient2008 · 129 citations

Works

17 shown

Can we price beauty? Aesthetics and digital art markets

Economics Letters·2024·3 authors·Open access

16citations

Covariance Forecasting in Equity Markets

Journal of Banking & Finance·2018·4 authors·Open access

23citations

Interest rate volatility and risk management: Evidence from CBOE Treasury options

The Quarterly Review of Economics and Finance·2017·2 authors·Open access

24citations

An International Comparison of Implied, Realized, and GARCH Volatility Forecasts

Journal of Futures Markets·2016·3 authors·Open access

52citations

Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix

Journal of Banking & Finance·2012·3 authors·Open access

95citations

Wine price risk management: International diversification and derivative instruments

International Review of Financial Analysis

Information demand and stock market volatility

Journal of Banking & Finance·2012·2 authors·Open access

528citations

Does the weather affect stock market volatility?

Finance research letters·2010·3 authors·Open access

120citations

Are the European carbon markets efficient

UEA Digital Repository (University of East Anglia)·2008·2 authors·Open access

129citations

The Econometric Modelling of Financial Time Series

Cambridge University Press eBooks·2008·2 authors·book

181citations

A Jump Diffusion Model for VIX Volatility Options and Futures

Review of Quantitative Finance and Accounting·2007·3 authors·Open access

68citations

Seasonality in the Athens stock exchange

Applied Financial Economics·2000·4 authors

85citations

Evaluating public transport efficiency with neural network models

Transportation Research Part C Emerging Technologies·1997·2 authors

133citations

Diversification benefits in the smaller European stock markets

International Advances in Economic Research·1997·2 authors

20citations