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Are electricity risk premia affected by emission allowance prices? : evidence from the EEX, Nord Pool and Powernext
Daskalakis, George; Markellos, Raphaēl N. - In: Energy policy 37 (2009) 7, pp. 2594-2604
Persistent link: https://www.econbiz.de/10003852458
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Electricity futures prices in an emissions constrained economy : evidence from European power markets
Daskalakis, George; Symeonidis, Lazaros; Markellos, … - In: The energy journal 36 (2015) 3, pp. 1-33
Persistent link: https://www.econbiz.de/10011403464
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Interest rate volatility and risk management : evidence from CBOE Treasury options
Markellos, Raphaēl N.; Psychoyios, Dimitris - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 190-202
Persistent link: https://www.econbiz.de/10012034535
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Modeling skewness in portfolio choice
Trung Hai Le; Kourtis, Apostolos; Markellos, Raphaēl N. - In: The journal of futures markets 43 (2023) 6, pp. 734-770
Persistent link: https://www.econbiz.de/10014293220