Items where Author is "Markellos, Raphael"

Published

Alsultan, Sarah, Kourtis, Apostolos and Markellos, Raphael N. (2024) Can we price beauty? Aesthetics and digital art markets. Economics Letters, 235. ISSN 0165-1765

Fotaki, Maria, Kourtis, Apostolos and Markellos, Raphael (2023) Human resources turnover as an asset acquisition and divestiture process: Evidence from the U.K. football industry. International Journal of Finance and Economics, 28 (3). pp. 2696-2711. ISSN 1076-9307

Le, Trung H., Kourtis, Apostolos and Markellos, Raphael (2023) Modeling skewness in portfolio choice. Journal of Futures Markets, 43 (6). pp. 734-770. ISSN 0270-7314

Symitsi, Efthymia, Markellos, Raphael N. and Mantrala, Murali K. (2022) Keyword portfolio optimization in paid search advertising. European Journal of Operational Research, 303 (2). pp. 767-778. ISSN 0377-2217

Fearne, Andrew ORCID: https://orcid.org/0000-0003-4910-046X, Kourtis, Apostolos and Markellos, Raphael (2019) Managing Risk in the Red Meat Sector. UNSPECIFIED.

Symitsi, Efthymia, Symeonidis, Lazaros, Kourtis, Apostolos and Markellos, Raphael (2018) Covariance forecasting in equity markets. Journal of Banking and Finance, 96. pp. 153-168. ISSN 0378-4266

Wang, Jessica Y. and Markellos, Raphael N. (2018) Is there an Olympic gold medal rush in the stock market? The European Journal of Finance, 24 (17). pp. 1631-1648. ISSN 1351-847X

Markellos, Raphael N. and Psychoyios, Dimitrios (2018) Interest rate volatility and risk management: Evidence from CBOE treasury options. The Quarterly Review of Economics and Finance, 68. pp. 190-202. ISSN 1062-9769

Kourtis, Apostolos and Markellos, Raphael (2018) Cryptocurrencies as an alternative investment. In: Decentralized, 2018-11-14.

Kourtis, Apostolos, Markellos, Raphael N. and Symeonidis, Lazaros (2016) An international comparison of implied, realized and GARCH volatility forecasts. Journal of Futures Markets, 36 (12). 1164–1193. ISSN 0270-7314

Markellos, Raphael N., Psychoyios, Dimitris and Schneider, Friedrich (2016) Sovereign debt markets in light of the shadow economy. European Journal of Operational Research, 252 (1). pp. 220-231. ISSN 0377-2217

Andrikopoulos, Athanasios and Markellos, Raphael N. (2015) Dynamic interaction between markets for leasing and selling automobiles. Journal of Banking and Finance, 50. pp. 260-270. ISSN 0378-4266

Daskalakis, George ORCID: https://orcid.org/0000-0003-4421-7167, Symeonidis, Lazaros and Markellos, Raphael (2015) Electricity futures prices in an emissions constraint economy:Evidence from European power markets. The Energy Journal, 36 (3). pp. 1-33. ISSN 1944-9089

Makropoulou, Vasiliki, Dotsis, George and Markellos, Raphael N. (2013) Environmental policy implications of extreme variations in pollutant stock levels and socioeconomic costs. The Quarterly Review of Economics and Finance, 53 (4). 417–428. ISSN 1062-9769

Vlastakis, Nikolaos ORCID: https://orcid.org/0000-0001-6411-7708 and Markellos, Raphael (2012) Information demand and stock market volatility. Journal of Banking and Finance, 36 (6). pp. 1808-1821. ISSN 0378-4266

Kourtis, Apostolos, Markellos, Raphael and Psychoyios, Dimitrios (2012) Wine price risk management: International diversification and derivative instruments. International Review of Financial Analysis, 22. pp. 30-37.

Kostika, Eleftheria and Markellos, Raphael-Nicholas (2012) Optimal hedge ratio estimation and effectiveness using ARCD. Journal of Forecasting, 32 (1). pp. 41-50. ISSN 0277-6693

Dotsis, George, Makropoulou, Vasiliki and Markellos, Raphael-Nicholas (2012) Investment under uncertainty and volatility estimation risk. Applied Economics Letters, 19 (2). pp. 133-137. ISSN 1350-4851

Kourtis, Apostolos, Dotsis, George and Markellos, Raphael (2012) Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix. Journal of Banking and Finance, 36 (9). pp. 2522-2531. ISSN 1872-6372

Kourtis, Apostolos and Markellos, Raphael (2011) Traded American options are Bermudan. Managerial Finance, 37 (11). pp. 978-984.

Markellos, Raphael-Nicholas (2011) Nonlinear Cointegration using Lyapunov Stability Theory. In: Progress in Financial Markets Research. Financial Institutions and Services . Nova Science Publishers.

Markopoulou, Vasiliki and Markellos, Raphael-Nicholas (2011) Optimal Price Setting in Fixed-Odds Betting Markets Under Information Uncertainty. Scottish Journal of Political Economy, 58 (4). pp. 519-536. ISSN 1467-9485

Symeonidis, L., Daskalakis, G. ORCID: https://orcid.org/0000-0003-4421-7167 and Markellos, R.N. (2010) Does the weather affect stock market volatility? Finance Research Letters, 7 (4). pp. 214-223.

Kritikos, Manolis, Markellos, Raphael N. and Prastacos, Gregory (2010) Corporate real estate analysis: Evaluating telecom branch efficiency in Greece. Applied Economics, 42 (9). pp. 1133-1143. ISSN 0003-6846

Psychoyios, Dimitris, Dotsis, George and Markellos, Raphael N. (2010) A jump diffusion model for VIX volatility options and futures. Review of Quantitative Finance and Accounting, 35 (3). pp. 245-269. ISSN 1573-7179

Daskalakis, G. ORCID: https://orcid.org/0000-0003-4421-7167 and Markellos, Raphael-Nicholas (2009) Are electricity risk premia affected by emission allowance prices?:Evidence from the EEX, Nord Pool and Powernext. Energy Policy, 37 (7). pp. 2594-2604.

Daskalakis, George ORCID: https://orcid.org/0000-0003-4421-7167, Psychoyios, Dimitris and Markellos, Raphael-Nicholas (2009) Modeling CO2 emission allowance prices and derivatives:Evidence from the European trading scheme. Journal of Banking & Finance, 33 (7). pp. 1230-1241. ISSN 1872-6372

Mills, Terence C. and Markellos, Raphael N. (2009) Financial Economics, Non-linear Time Series in. In: Encyclopedia of Complexity and Systems Science. Springer, pp. 3435-3448. ISBN 978-0-387-75888-6

Vlastakis, Nikolaos ORCID: https://orcid.org/0000-0001-6411-7708, Dotsis, George and Markellos, Raphael-Nicholas (2009) How efficient is the European football betting market? Evidence from arbitrage and trading strategies. Journal of Forecasting, 28 (5). pp. 426-444. ISSN 0277-6693

Daskalakis, George ORCID: https://orcid.org/0000-0003-4421-7167 and Markellos, Raphael-Nicholas (2008) Are the European carbon markets efficient? Review of Futures Markets, 17 (2). pp. 103-128.

Mills, Terence C. and Markellos, Raphael N. (2008) The Econometric Modelling of Financial Time Series. Cambridge University Press, Cambridge. ISBN 9780521883818

Vlastakis, Nikolaos ORCID: https://orcid.org/0000-0001-6411-7708, Dotsis, George and Markellos, Raphael-Nicholas (2008) Nonlinear modelling of European football scores using support vector machines. Applied Economics, 40 (1). pp. 111-118. ISSN 0003-6846

Dotsis, George and Markellos, Raphael-Nicholas (2007) The finite sample properties of the GARCH option pricing model. Journal of Futures Markets, 27 (6). pp. 599-615. ISSN 0270-7314

Dotsis, George, Markellos, Raphael-Nicholas and Mills, Terence (2007) Estimation of Continuous-Time Stochastic Volatility Models. In: Palgrave Handbook of Econometrics: Applied Econometrics. Palgrave Macmillan, pp. 951-971. ISBN 140391799X

Markellos, Raphael N. (2004) Diversification benefits in trading? Applied Financial Economics, 14 (1). pp. 13-17. ISSN 0960-3107

Markellos, Raphael N. and Mills, Terence C. (2003) Asset pricing dynamics. The European Journal of Finance, 9 (6). pp. 533-556. ISSN 1351-847X

Markellos, Raphael N. and Mills, Terence C. (2001) Unit roots in the CAPM? Applied Economics Letters, 8 (8). pp. 499-502. ISSN 1350-4851

Mills, T. C., Siriopoulos, C., Markellos, R. N. and Harizanis, D. (2000) Seasonality in the Athens stock exchange. Applied Financial Economics, 10 (2). pp. 137-142. ISSN 0960-3107

Markellos, Raphael (1999) Investment strategy evaluation with cointegration. Applied Economics Letters, 6 (3). pp. 177-179. ISSN 1350-4851

Costa, Álvaro and Markellos, Raphael N. (1997) Evaluating public transport efficiency with neural network models. Transportation Research Part C: Emerging Technologies, 5 (5). pp. 301-312. ISSN 0968-090X

Markellos, Raphael N. and Siriopoulos, Costas (1997) Diversification benefits in the smaller European stock markets. International Advances in Economic Research, 3 (2). pp. 142-153. ISSN 1083-0898