Giulio Cifarelli : Citation Profile


Are you Giulio Cifarelli?

Università degli Studi di Firenze

7

H index

5

i10 index

214

Citations

RESEARCH PRODUCTION:

22

Articles

20

Papers

RESEARCH ACTIVITY:

   28 years (1992 - 2020). See details.
   Cites by year: 7
   Journals where Giulio Cifarelli has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 4 (1.83 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pci45
   Updated: 2022-08-13    RAS profile: 2022-02-03    
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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:

Masih, Abul (4)

Czudaj, Robert (4)

Melecký, Martin (4)

Yin, Libo (4)

Beckmann, Joscha (4)

Sensoy, Ahmet (3)

Kaufmann, Robert (3)

Salisu, Afees (3)

Gómez-Puig, Marta (3)

Prat, Georges (3)

Reboredo, Juan (3)

Cites to:

Aizenman, Joshua (21)

Calvo, Guillermo (17)

Engle, Robert (14)

Reinhart, Carmen (13)

Bordo, Michael (11)

Westerhoff, Frank (11)

Shiller, Robert (11)

Johansen, Soren (11)

Perron, Pierre (10)

Summers, Lawrence (10)

Hommes, Cars (10)

Main data


Where Giulio Cifarelli has published?


Journals with more than one article published# docs
Open Economies Review3
Economia Internazionale / International Economics2
The European Journal of Finance2
Energy Economics2

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'Impresa13
MPRA Paper / University Library of Munich, Germany7

Recent works citing Giulio Cifarelli (2022 and 2021)


YearTitle of citing document
2021Optimal Hedging with Margin Constraints and Default Aversion and its Application to Bitcoin Perpetual Futures. (2021). Zou, Bin ; Deng, Jun ; Alexander, Carol. In: Papers. RePEc:arx:papers:2101.01261.

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2021The Essential Role of Pandemics - A Fresh Insight Into the Oil Market. (2021). Su, Chi-Wei ; Zhang, Yu-Chen ; Qin, Meng. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:27.

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2021INTEREST RATE PASS?THROUGH: A META?ANALYSIS OF THE LITERATURE. (2021). Melecky, Ales ; Melecký, Martin ; Gregor, Jiří. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:141-191.

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2022.

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2021Modeling ex-ante risk premia in the oil market. (2021). Uctum, Remzi ; Prat, Georges. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-31.

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2021Can Crude Oil Futures be the Good Hedging Tool for Tyre Equities? Evidence from India. (2021). Ramesh, K G ; Hawaldar, Iqbal Thonse ; Pinto, Prakash ; Kumar, Abhaya K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-60.

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2021Forecasting the U.S. oil markets based on social media information during the COVID-19 pandemic. (2021). Zeng, Yu-Rong ; Wang, Sirui ; Wu, Binrong. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006526.

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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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2022We dont need no fancy hedges! Or do we?. (2022). Power, Gabriel J ; Vedenov, Dmitry. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000357.

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2021Do crude oil price bubbles occur?. (2021). Yue, Xiao-Guang ; Umar, Muhammad ; Su, Chi-Wei ; Khan, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309661.

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2021Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). ben Jabeur, Sami ; Serret, Vanessa ; Mefteh-Wali, Salma ; Gharib, Cheima. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013.

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2021Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis. (2021). Hamori, Shigeyuki ; Shang, Jin. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004098.

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2021Geopolitical risk and volatility spillovers in oil and stock markets. (2021). Smales, Lee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:358-366.

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2021Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?. (2021). Su, Chi-Wei ; Umar, Muhammad ; Shao, Xue-Feng ; Abbas, Syed Kumail. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001128.

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2022Impact of Oil Financialization on Oil Price Fluctuation: A Perspective of Heterogeneity. (2022). Liu, Yanqiong ; Chen, Shuanglian ; Wang, Xiaolei ; Feng, Yanhong. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:12:p:4294-:d:836743.

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2021Modeling ex-ante risk premia in the oil market. (2021). Prat, Georges ; Uctum, Remzi. In: Post-Print. RePEc:hal:journl:hal-03318785.

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2021Relationship Between Oil Prices and Real-Exchange Rate in Turkey: An Investigation Using Asymmetric Fourier Causality Analysis. (2021). Kizilkaya, Fatma. In: Istanbul Journal of Economics-Istanbul Iktisat Dergisi. RePEc:ist:journl:v:71:y:2021:i:2:p:549-568.

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2022Does capital-based regulation affect bank pricing policy?. (2022). Gric, Zuzana ; Hodula, Martin ; Ehrenbergerova, Dominika. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:61:y:2022:i:2:d:10.1007_s11149-022-09448-5.

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2022The role of intermediary capital risk in predicting oil volatility. (2022). Yin, Libo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:401-416.

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2022A Markov regime?switching Cholesky GARCH model for directly estimating the dynamic of optimal hedge ratio. (2022). Lee, Hsiangtai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:3:p:389-412.

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Works by Giulio Cifarelli:


YearTitleTypeCited
2016Speculative 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.
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article0
2004The impact of the Argentine default on volatility co-movements in emerging bond markets In: Emerging Markets Review.
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article12
2010Oil price dynamics and speculation: A multivariate financial approach In: Energy Economics.
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article130
2008Oil price Dynamics and Speculation. A Multivariate Financial Approach.(2008) In: Working Papers - Economics.
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This paper has another version. Agregated cites: 130
paper
2013Smooth transition regime shifts and oil price dynamics In: Energy Economics.
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article2
2015A dynamic model of hedging and speculation in the commodity futures markets In: Journal of Financial Markets.
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article11
2006Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? In: Global Finance Journal.
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article18
2005Volatility linkages across three major equity markets: A financial arbitrage approach In: Journal of International Money and Finance.
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article11
2020A non-linear analysis of the sovereign bank nexus in the EU In: The Journal of Economic Asymmetries.
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article1
2016Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework In: International Review of Economics & Finance.
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article9
2018Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? In: Research in International Business and Finance.
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article1
2007The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation In: Working Papers - Economics.
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paper1
2009The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation.(2009) In: Open Economies Review.
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This paper has another version. Agregated cites: 1
article
2009Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911 In: Working Papers - Economics.
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paper3
2009Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years In: Working Papers - Economics.
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paper0
2010Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures In: Working Papers - Economics.
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paper0
2011Nonlinear Regime Shifts in Oil Price Hedging Dynamics In: Working Papers - Economics.
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paper0
2012An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time? In: Working Papers - Economics.
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paper1
2013Speculative Cotton Pricing in the 1920s. A Nonlinear Tale of Noise Traders and Fundamentalists In: Working Papers - Economics.
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paper0
2014One size does not fit all. A non-linear analysis of European monetary transmission In: Working Papers - Economics.
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paper0
2016The 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.
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paper0
2017On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 In: Working Papers - Economics.
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2017On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016.(2017) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2018Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt In: Working Papers - Economics.
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paper0
2020Structural 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.
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paper0
1998The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises In: Giornale degli Economisti.
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2012Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911 In: Open Economies Review.
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article7
1995Fundamentals, regime shifts, and dollar behavior in the 1980s In: Open Economies Review.
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article1
2011Hedging vs. speculative pressures on commodity futures returns In: MPRA Paper.
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2010Oil and portfolio risk diversification In: MPRA Paper.
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2002The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? In: MPRA Paper.
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2004Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts In: MPRA Paper.
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2018Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation In: MPRA Paper.
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2018Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing In: MPRA Paper.
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2001Volatility spillovers and the role of leading financial centres In: BNL Quarterly Review.
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2001Volatility spillovers and the role of leading financial centres.(2001) In: Banca Nazionale del Lavoro Quarterly Review.
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2003Spreads on Emerging-Market Debt: Global vs. Regional Factors In: Economia Internazionale / International Economics.
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article0
1992Exchange Rate Market Efficiency Tests and Cointegration Analysis In: Economia Internazionale / International Economics.
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2008Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America In: The European Journal of Finance.
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2001Introduction In: The European Journal of Finance.
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2012Can oil diversify away the unpriced risk of a portfolio? In: International Journal of Finance & Economics.
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article2
1998The exchange rate crisis of September 1992 and the pricing of Italian financial futures In: Journal of Futures Markets.
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article1

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