Alessandra Amendola : Citation Profile


Are you Alessandra Amendola?

Università degli Studi di Salerno

7

H index

3

i10 index

113

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: 37.    Total self citations: 7 (5.83 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pam108
   Updated: 2022-11-19    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)

McAleer, Michael (4)

Clements, Adam (4)

Zhang, Yaojie (3)

Cerqueti, Roy (2)

Alam, Md. Mahmudul (2)

Venegas-Martínez, Francisco (2)

Talavera, Oleksandr (2)

Gallo, Giampiero (2)

Storti, Giuseppe (2)

Chlebus, Marcin (2)

Cites to:

Engle, Robert (38)

Bollerslev, Tim (29)

Gallo, Giampiero (19)

Storti, Giuseppe (15)

Bauwens, Luc (14)

Diebold, Francis (14)

Hansen, Peter (12)

Jagannathan, Ravi (12)

Lunde, Asger (10)

Patton, Andrew (10)

Granger, Clive (10)

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 (2022 and 2021)


YearTitle of citing document
2021Using 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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2021Quality of working environment and corporate financial distress. (2021). Talavera, Oleksandr ; Pham, Tho ; Yin, Shuxing ; Wood, Geoffrey. In: Discussion Papers. RePEc:bir:birmec:21-04.

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2021Determinants of Leverage in Emerging Markets: Empirical Evidence. (2021). Vazquez, Maria ; Sensini, Luca ; Chen, Yarong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-02-6.

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2022Non-parametric analysis of serial dependence in time series using ordinal patterns. (2022). Matilla-García, Mariano ; Matilla-Garcia, Mariano ; Keller, Karsten ; Marin, Manuel Ruiz ; Weiss, Christian H. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:168:y:2022:i:c:s0167947321002152.

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2022On temporal aggregation of some nonlinear time-series models. (2022). Chan, Wai-Sum. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:38-49.

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2021The impact of geopolitical uncertainty on energy volatility. (2021). Xu, Yang ; Han, Liyan ; Liu, Yang. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000855.

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2021Forecasting crude oil volatility with geopolitical risk: Do time-varying switching probabilities play a role?. (2021). Ma, Feng ; Wang, LU ; Gao, Xinxin ; Hao, Jianyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921000983.

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2021Do Chinas macro-financial factors determine the Shanghai crude oil futures market?. (2021). Lin, Boqiang ; Su, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002738.

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2022Economic policy uncertainty and bankruptcy filings. (2022). Drogovoz, Pavel ; Ledyaeva, Svetlana ; Fedorova, Elena ; Nevredinov, Alexandr. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001375.

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2022Quality of working environment and corporate financial distress. (2022). Talavera, Oleksandr ; Pham, Tho ; Yin, Shuxing ; Wood, Geoffrey. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004360.

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2022Random coefficient state-space model: Estimation and performance in M3–M4 competitions. (2022). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:352-366.

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2022Optimal and robust combination of forecasts via constrained optimization and shrinkage. (2022). Vrins, Frederic ; Gambetti, Paolo ; Roccazzella, Francesco. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:97-116.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2021Protecting franchise chains against weather risk: A design science approach. (2021). Bertrand, Jean-Louis ; Chabot, Miia ; Brusset, Xavier. In: Journal of Business Research. RePEc:eee:jbrese:v:125:y:2021:i:c:p:187-200.

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2022An alternative sequential method for the state estimation of a partially observed SETAR(1) process. (2022). Milheiro-Oliveira, Paula. In: Statistics & Probability Letters. RePEc:eee:stapro:v:184:y:2022:i:c:s0167715222000128.

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2022Deterministic Effects of Volatility on Mixed Frequency GARCH in Means MIDAS Model: Evidence from Turkey. (2022). Ozsoy, Fehmi ; Doan, Nukhet. In: International Econometric Review (IER). RePEc:erh:journl:v:14:y:2022:i:1:p:1-20.

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2021Multivariate Analysis of Cryptocurrencies. (2021). Candila, Vincenzo. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:3:p:28-:d:586873.

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2021Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach. (2021). Yang, Qiao ; Liu, Jia ; Jin, Xin. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:4:p:45-:d:695927.

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2021Identifying the Role of Gold on Sustainable Investment in Indonesia: The DCC-GARCH Approach. (2021). Huruta, Andrian Dolfriandra ; Nugroho, Bayu Adi ; Robiyanto, Robiyanto ; Suyanto, Suyanto ; Frensidy, Budi. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:3:p:119-:d:620561.

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2021Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic. (2021). Just, Magorzata ; Echaust, Krzysztof. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4147-:d:591470.

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2021Improving Hotel Room Demand Forecasts for Vienna across Hotel Classes and Forecast Horizons: Single Models and Combination Techniques Based on Encompassing Tests. (2021). Gunter, Ulrich. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:4:p:54-919:d:689837.

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2021Financial Crises, Macroeconomic Variables, and Long-Run Risk: An Econometric Analysis of Stock Returns Correlations (2000 to 2019). (2021). Tronzano, Marco. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:127-:d:518658.

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2022.

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2021.

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2021Multivariate Analysis of Energy Commodities during the COVID-19 Pandemic: Evidence from a Mixed-Frequency Approach. (2021). Morelli, Giacomo ; Candila, Vincenzo ; Andreani, Mila ; Petrella, Lea. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:144-:d:612252.

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2021Explanatory Factors of Business Failure: Literature Review and Global Trends. (2021). Martin-Cervantes, Pedro Antonio ; del Carmen, Maria ; Farias, Fernando Zambrano. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:18:p:10154-:d:633391.

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2021Factors determining Z-score and corporate failure in Malaysian companies. (2021). Said, Jamaliah ; Alam, Md Mahmudul ; Lokman, Norziana ; Hasanah, Nurul Izzaty. In: Post-Print. RePEc:hal:journl:hal-03520192.

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2022Offre des services de microfinance en Afrique subsaharienne. (2022). Faustin, Djoufouet Wulli. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:410.

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2022Best Subset Selection for Double-Threshold-Variable Autoregressive Moving-Average Models: The Bayesian Approach. (2022). Zhang, Dabin ; Xia, Qiang ; Liang, Kun ; Zheng, Xiaobing. In: Computational Economics. RePEc:kap:compec:v:59:y:2022:i:3:d:10.1007_s10614-021-10124-7.

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2021Factors Determining Z-score and Corporate Failure in Malaysian Companies. (2021). Alam, Md. Mahmudul ; Lokman, Norziana ; Hasanah, Nurul Izzaty ; Said, Jamaliah. In: OSF Preprints. RePEc:osf:osfxxx:ke8ab.

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2021Modelling Volatility Cycles: The (MF)2 GARCH Model. (2021). Engle, Robert F ; Conrad, Christian. In: Working Paper series. RePEc:rim:rimwps:21-05.

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2021Backtesting and estimation error: value-at-risk overviolation rate. (2021). Cataldo, James ; Tsafack, Georges. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01905-4.

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2021Financial performance assessment of electricity companies: evidence from Portugal. (2021). Henriques, Carla ; Vilas, Joo ; Neves, Maria Elisabete. In: Operational Research. RePEc:spr:operea:v:21:y:2021:i:4:d:10.1007_s12351-019-00504-1.

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2021Are industry?level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index. (2021). Bai, Lan ; Wei, YU ; Yang, Kun. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:17-39.

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2021Conditional covariance matrix forecast using the hybrid exponentially weighted moving average approach. (2021). Kuang, Wei. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1398-1419.

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2021Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump. (2021). Li, Xiafei ; Wei, YU ; Bai, Lan ; Zhang, Xuhui. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1501-1523.

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2022Firm dynamics and bankruptcy processes: A new theoretical model. (2022). Burton, Bruce ; Aktan, Bora ; elik, aban . In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:567-591.

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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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2017On the influence of US monetary policy on crude oil price volatility.(2017) In: Empirical Economics.
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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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article12
2021Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model In: Econometrics and Statistics.
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article2
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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2009Combination of multivariate volatility forecasts In: SFB 649 Discussion Papers.
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2016Factors Driving the Credit Card Ownership in Italy In: International Business Research.
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article1
In: .
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article0
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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2019Fiscal Policies and Firms Performance:A Propensity Score Matching Analysis inDominican Republic In: CELPE Discussion Papers.
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2001Modelling Asymmetries in Unemployment Rate In: CELPE Discussion Papers.
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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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2006The combination of volatility forecasts In: Computing in Economics and Finance 2006.
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2010Variabile Selection in Forecasting Models for Corporate Bankruptcy In: Working Papers.
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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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2008Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation In: Springer Books.
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2004Predictor distribution and forecast accuracy of threshold models In: Statistical Methods & Applications.
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2020Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy In: Advances in Management and Applied Economics.
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article2
2020Fiscal Policies and Performance: Evidence from Dominican Republic firms In: Journal of Applied Finance & Banking.
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2020Energy and non–energy Commodities: Spillover Effects on African Stock Markets In: Journal of Statistical and Econometric Methods.
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2016Evaluation of volatility predictions in a VaR framework In: Quantitative Finance.
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2016Financial access and household welfare : evidence from Mauritania In: Policy Research Working Paper Series.
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2018Fiscal incentives and firm performance : evidence from the Dominican Republic In: Policy Research Working Paper Series.
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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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2015Model Uncertainty and Forecast Combination in High?Dimensional Multivariate Volatility Prediction In: Journal of Forecasting.
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