Alessandra Amendola : Citation Profile


Are you Alessandra Amendola?

Università degli Studi di Salerno

7

H index

4

i10 index

124

Citations

RESEARCH PRODUCTION:

20

Articles

12

Papers

3

Chapters

RESEARCH ACTIVITY:

   21 years (2000 - 2021). See details.
   Cites by year: 5
   Journals where Alessandra Amendola has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 7 (5.34 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pam108
   Updated: 2024-01-16    RAS profile: 2022-04-04    
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Relations with other researchers


Works with:

Gallo, Giampiero (4)

Storti, Giuseppe (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Alessandra Amendola.

Is cited by:

Caporin, Massimiliano (4)

Clements, Adam (4)

Petrella, Lea (4)

Zhang, Yaojie (3)

Conrad, Christian (2)

Pham, Tho (2)

Talavera, Oleksandr (2)

Venegas-Martínez, Francisco (2)

Chlebus, Marcin (2)

GUPTA, RANGAN (2)

Cerqueti, Roy (2)

Cites to:

Engle, Robert (38)

Bollerslev, Tim (29)

Gallo, Giampiero (19)

Storti, Giuseppe (15)

Bauwens, Luc (14)

Diebold, Francis (14)

Jagannathan, Ravi (12)

Hansen, Peter (12)

Patton, Andrew (10)

Lunde, Asger (10)

Laurent, Sébastien (9)

Main data


Where Alessandra Amendola has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis2
Statistical Methods & Applications2

Working Papers Series with more than one paper published# docs
Policy Research Working Paper Series / The World Bank2

Recent works citing Alessandra Amendola (2024 and 2023)


YearTitle of citing document
2023Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552.

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2023S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387.

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2023The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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2023On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x.

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2023The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. (2023). Li, Jie ; Han, Yingwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004264.

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2023Non-Gaussian models for CoVaR estimation. (2023). Rivieccio, Giorgia ; de Luca, Giovanni ; Bianchi, Michele Leonardo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:391-404.

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2023.

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2023Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Bouri, Elie ; Li, Haohua. In: Working Papers. RePEc:pre:wpaper:202301.

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2023Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model. (2023). Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting ; Salisu, Afees A. In: Working Papers. RePEc:pre:wpaper:202323.

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2023A model-free approach to do long-term volatility forecasting and its variants. (2023). Karmakar, Sayar ; Wu, Kejin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00466-6.

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Works by Alessandra Amendola:


YearTitleTypeCited
2015On the influence of the U.S. monetary policy on the crude oil price volatility In: 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy.
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paper11
2017On the influence of US monetary policy on crude oil price volatility.(2017) In: Empirical Economics.
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This paper has nother version. Agregated cites: 11
article
2020Doubly Multiplicative Error Models with Long- and Short-run Components In: Papers.
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paper1
2006Special Issue on Nonlinear Modelling and Financial Econometrics In: Computational Statistics & Data Analysis.
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article3
2008A GMM procedure for combining volatility forecasts In: Computational Statistics & Data Analysis.
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article5
2019On the asymmetric impact of macro–variables on volatility In: Economic Modelling.
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article14
2021Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model In: Econometrics and Statistics.
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article4
2020A Model Confidence Set approach to the combination of multivariate volatility forecasts In: International Journal of Forecasting.
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article8
2015An analysis of the determinants of financial distress in Italy: A competing risks approach In: International Review of Economics & Finance.
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article15
2006The moments of SETARMA models In: Statistics & Probability Letters.
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article7
2014Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation In: Working Papers - Economics.
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paper0
2009Combination of multivariate volatility forecasts In: SFB 649 Discussion Papers.
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paper11
2016Factors Driving the Credit Card Ownership in Italy In: International Business Research.
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article1
In: .
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article1
2013CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN In: Global Economic Observer.
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article1
2009Concepts and tools for nonlinear time series modelling In: MPRA Paper.
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paper4
2020Tax Policy and Firms Financial Choices: Empirical Evidence from the Dominican Republic In: MIC 2020: The 20th Management International Conference.
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chapter0
2019Fiscal Policies and Firms Performance:A Propensity Score Matching Analysis inDominican Republic In: CELPE Discussion Papers.
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paper0
2001Modelling Asymmetries in Unemployment Rate In: CELPE Discussion Papers.
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paper0
2000A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES In: Computing in Economics and Finance 2000.
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paper4
2002A non-linear time series approach to modelling asymmetry in stock market indexes.(2002) In: Statistical Methods & Applications.
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This paper has nother version. Agregated cites: 4
article
2006The combination of volatility forecasts In: Computing in Economics and Finance 2006.
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paper0
2010Variabile Selection in Forecasting Models for Corporate Bankruptcy In: Working Papers.
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paper0
2017An evaluation study on students’ international mobility experience In: Quality & Quantity: International Journal of Methodology.
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article1
2021On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS In: Springer Books.
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chapter0
2008Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation In: Springer Books.
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chapter0
2004Predictor distribution and forecast accuracy of threshold models In: Statistical Methods & Applications.
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article1
2020Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy In: Advances in Management and Applied Economics.
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article3
2020Fiscal Policies and Performance: Evidence from Dominican Republic firms In: Journal of Applied Finance & Banking.
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article1
2020Energy and non–energy Commodities: Spillover Effects on African Stock Markets In: Journal of Statistical and Econometric Methods.
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article0
2016Evaluation of volatility predictions in a VaR framework In: Quantitative Finance.
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article8
2016Financial access and household welfare : evidence from Mauritania In: Policy Research Working Paper Series.
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paper4
2018Fiscal incentives and firm performance : evidence from the Dominican Republic In: Policy Research Working Paper Series.
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paper1
2017Variable selection in high?dimensional regression: a nonparametric procedure for business failure prediction In: Applied Stochastic Models in Business and Industry.
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article6
2015Model Uncertainty and Forecast Combination in High?Dimensional Multivariate Volatility Prediction In: Journal of Forecasting.
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article9

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