7
H index
5
i10 index
261
Citations
Giulio Cifarelli : Citation Profile
Università degli Studi di Firenze | RESEARCH PRODUCTION: 23 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1992 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Giulio Cifarelli. | Is cited by:
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Main data
Where Giulio Cifarelli has published?
| Journals with more than one article published | # docs |
|---|---|
| Open Economies Review | 3 |
| Economia Internazionale / International Economics | 2 |
| The European Journal of Finance | 2 |
| Energy Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers - Economics / Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa | 14 |
| MPRA Paper / University Library of Munich, Germany | 7 |
Recent works citing Giulio Cifarelli (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | The essential role of U.S.-China tensions: a fresh insight into the gold market. (2024). Qin, Meng. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:227-246. Full description at Econpapers || Download paper |
| 2024 | Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Liang, Chao ; Wang, LU. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80. Full description at Econpapers || Download paper |
| 2024 | Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075. Full description at Econpapers || Download paper |
| 2024 | Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736. Full description at Econpapers || Download paper |
| 2024 | Geopolitical risk: An opportunity or a threat to the green bond market?. (2024). Norena-Chavez, Diego ; Stefea, Petru ; Qin, Meng ; Liu, Fangying. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000999. Full description at Econpapers || Download paper |
| 2024 | Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x. Full description at Econpapers || Download paper |
| 2024 | Recent evidence on the sovereign-bank nexus in the euro area. (2024). Bochmann, Paul ; Pancaro, Cosimo ; Kagerer, Benedikt. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011371. Full description at Econpapers || Download paper |
| 2024 | Exploring the dynamic interaction between geopolitical risks and lithium prices: A time-varying analysis. (2024). Umar, Muhammad ; Qin, Meng ; Su, Chi-Wei ; Chang, Hsu-Ling ; Zhang, Xiaojing. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002071. Full description at Econpapers || Download paper |
| 2024 | The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683. Full description at Econpapers || Download paper |
| 2024 | Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761. Full description at Econpapers || Download paper |
| 2024 | Impact of firm characteristics and country-level governance on global energy stocks during crises. (2024). Pandey, Dharen ; Rusere, Warren ; Al-Ahdal, Waleed M ; Nor, Safwan Mohd ; Ali, Azwadi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002939. Full description at Econpapers || Download paper |
| 2024 | Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach. (2024). Du, Qunyang ; Dong, Qingyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003386. Full description at Econpapers || Download paper |
| 2024 | Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Post-Print. RePEc:hal:journl:hal-04873466. Full description at Econpapers || Download paper |
Works by Giulio Cifarelli:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing In: The Energy Journal. [Full Text][Citation analysis] | article | 0 |
| 2018 | Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 0 |
| 2004 | The impact of the Argentine default on volatility co-movements in emerging bond markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 12 |
| 2010 | Oil price dynamics and speculation: A multivariate financial approach In: Energy Economics. [Full Text][Citation analysis] | article | 166 |
| 2008 | Oil price Dynamics and Speculation. A Multivariate Financial Approach.(2008) In: Working Papers - Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 166 | paper | |
| 2013 | Smooth transition regime shifts and oil price dynamics In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
| 2015 | A dynamic model of hedging and speculation in the commodity futures markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 16 |
| 2006 | Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? In: Global Finance Journal. [Full Text][Citation analysis] | article | 18 |
| 2005 | Volatility linkages across three major equity markets: A financial arbitrage approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 2020 | A non-linear analysis of the sovereign bank nexus in the EU In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 3 |
| 2016 | Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 9 |
| 2018 | Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 1 |
| 2009 | The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation.(2009) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2009 | Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911 In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Nonlinear Regime Shifts in Oil Price Hedging Dynamics In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time? In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Speculative Cotton Pricing in the 1920s. A Nonlinear Tale of Noise Traders and Fundamentalists In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | One size does not fit all. A non-linear analysis of European monetary transmission In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The impact of unconventional monetary policy on the sovereign bank nexus within and across EU countries. A time-varying conditional correlation analysis In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators: Evidence from High-frequency Data In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Endogenous and Exogenous Volatility in the Foreign Exchange Market In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 1998 | The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises In: Giornale degli Economisti. [Citation analysis] | article | 0 |
| 2012 | Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911 In: Open Economies Review. [Full Text][Citation analysis] | article | 7 |
| 1995 | Fundamentals, regime shifts, and dollar behavior in the 1980s In: Open Economies Review. [Full Text][Citation analysis] | article | 1 |
| 2011 | Hedging vs. speculative pressures on commodity futures returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Oil and portfolio risk diversification In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2002 | The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Volatility spillovers and the role of leading financial centres In: BNL Quarterly Review. [Full Text][Citation analysis] | article | 0 |
| 2001 | Volatility spillovers and the role of leading financial centres.(2001) In: Banca Nazionale del Lavoro Quarterly Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2003 | Spreads on Emerging-Market Debt: Global vs. Regional Factors In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 1992 | Exchange Rate Market Efficiency Tests and Cointegration Analysis In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 2008 | Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2001 | Introduction In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Can oil diversify away the unpriced risk of a portfolio? In: International Journal of Finance & Economics. [Citation analysis] | article | 4 |
| 1998 | The exchange rate crisis of September 1992 and the pricing of Italian financial futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team