Raphael Markellos
Raphael Markellos
Norwich Business School, University of East Anglia
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Cited by
Cited by
The econometric modelling of financial time series
TC Mills, RN Markellos
Cambridge university press, 2008
Information demand and stock market volatility
N Vlastakis, RN Markellos
Journal of Banking & Finance 36 (6), 1808-1821, 2012
Modeling CO2 emission allowance prices and derivatives: Evidence from the European trading scheme
G Daskalakis, D Psychoyios, RN Markellos
Journal of Banking & Finance 33 (7), 1230-1241, 2009
Are the European carbon markets efficient
G Daskalakis, RN Markellos
Review of futures markets 17 (2), 103-128, 2008
Evaluating public transport efficiency with neural network models
┴ Costa, RN Markellos
Transportation Research Part C: Emerging Technologies 5 (5), 301-312, 1997
Seasonality in the Athens stock exchange
TC Mills, C Siriopoulos, RN Markellos, D Harizanis
Applied Financial Economics 10 (2), 137-142, 2000
How efficient is the European football betting market? Evidence from arbitrage and trading strategies
N Vlastakis, G Dotsis, RN Markellos
Journal of Forecasting 28 (5), 426-444, 2009
Does the weather affect stock market volatility?
L Symeonidis, G Daskalakis, RN Markellos
Finance Research Letters 7 (4), 214-223, 2010
Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext
G Daskalakis, RN Markellos
Energy Policy 37 (7), 2594-2604, 2009
Parameter uncertainty in portfolio selection: Shrinking the inverse covariance matrix
A Kourtis, G Dotsis, RN Markellos
Journal of Banking & Finance 36 (9), 2522-2531, 2012
A jump diffusion model for VIX volatility options and futures
D Psychoyios, G Dotsis, RN Markellos
Review of Quantitative Finance and Accounting 35, 245-269, 2010
Wine price risk management: International diversification and derivative instruments
A Kourtis, RN Markellos, D Psychoyios
International Review of Financial Analysis 22, 30-37, 2012
An international comparison of implied, realized, and GARCH volatility forecasts
A Kourtis, RN Markellos, L Symeonidis
Journal of Futures Markets 36 (12), 1164-1193, 2016
Modeling CO2 emission allowance prices and derivatives: evidence from the EEX
G Daskalakis, D Psychoyios, RN Markellos
June [online], Available from http://ssrn. com/abstract 912420, 2006
Diversification benefits in the smaller European stock markets
RN Markellos, C Siriopoulos
International Advances in Economic Research 3 (2), 142-153, 1997
Sovereign debt markets in light of the shadow economy
RN Markellos, D Psychoyios, F Schneider
European Journal of Operational Research 252 (1), 220-231, 2016
Optimal price setting in fixed‐odds betting markets under information uncertainty
V Makropoulou, RN Markellos
Scottish Journal of Political Economy 58 (4), 519-536, 2011
Nonlinear modelling of European football scores using support vector machines
N Vlastakis, G Dotsis, RN Markellos
Economics of Betting Markets, 104-111, 2013
Applications of artificial neural networks in emerging financial markets
C Siriopoulos, R Markellos, K Sirlantzis
World Scientific, 1996
Optimal hedge ratio estimation and effectiveness using ARCD
E Kostika, RN Markellos
Journal of Forecasting 32 (1), 41-50, 2013
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