Raphael N. Markellos                    


Web page in Greek

 

Welcome to my personal home page. My research interests are in the area of finance and time series econometrics while my recent work is mainly on financial decision making in the presence of estimation risk and abrupt changes. I'm also looking into various issues related to asset pricing and market behavior (for volatility, information, carbon, sports bets and HR). Click here to have a look inside the 3rd edition of the "The Econometric Modelling of Financial Time Series" (by Cambridge University Press) which I have co-authored with Terry Mills. For bibliometrics see my accounts at SSRN, Google Scholar and IDEAS.



Working Papers (click on title to view abstract and download from SSRN)

 

Recent and Forthcoming Publications

 

Refereeing & Research Evaluation

Econometrica, Journal of Banking & Finance, Financial Review, Quantitative Finance, European Journal of Finance, Journal of International Financial Markets, Institutions & Money, Journal of Forecasting, International Journal of Forecasting, European Journal of Operational Research, Review of International Economics, Empirical Economics, Energy Journal, Energy Policy, Energy Economics, Resource and Energy Economics, Quarterly Review of Economics and Finance, Applied Economics, Applied Financial Economics, Scottish Journal of Political Economy, Journal of Policy Modeling, Bulletin of Economic Research, Journal of Sports Economics, Energy & Environment, Ekonomia, EFA 2008/2009/2010, Cambridge University Press, Elsevier, Research Grants Council of Hong Kong/China, Research Promotion Foundation of Cyprus.


PhD students advised & first placements


My current PhD students & topic of research

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