7
H index
4
i10 index
127
Citations
Giulio Palomba : Citation Profile
Università Politecnica delle Marche | RESEARCH PRODUCTION: 12 Articles 14 Papers 2 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2001 - 2023). 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 Palomba. | Is cited by:
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Main data
Where Giulio Palomba has published?
| Journals with more than one article published | # docs |
|---|---|
| Resources Policy | 2 |
| Economic Modelling | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali | 12 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Giulio Palomba (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Generalizing the “Masterpiece Effect” in fine art pricing: Quantile Hedonic regression results for the South African fine art market, 2009–2021. (2023). Chen, Tinghua ; Fedderke, Johannes W. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s026499932300113x. Full description at Econpapers || Download paper |
| 2023 | When trackers are aware of ESG: Do ESG ratings matter to tracking error portfolio performance?. (2023). Zhang, YI ; Wen, Limin ; Li, Junxue ; Ling, Aifan. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300158x. Full description at Econpapers || Download paper |
| 2023 | Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Urom, Christian ; Benkraiem, Ramzi ; Masood, Amna ; Raza, Syed Ali. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000890. Full description at Econpapers || Download paper |
| 2023 | Correlation versus co-fractality: Evidence from foreign-exchange-rate variances. (2023). Grobys, Klaus. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000479. Full description at Econpapers || Download paper |
Works by Giulio Palomba:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | Un Modello CGE per lanalisi del federalismo fiscale allitaliana In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2003 | GARCH multivariati e approccio di Black.Litterman nellasset allocation tattica: unanalisi empirica In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2006 | Forecasting US bond yields at weekly frequency In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis.(2008) In: Global Business and Economics Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
| 2007 | Testing similarities of short-run inflation dynamics among EU countries after the Euro In: Working Papers. [Full Text][Citation analysis] | paper | 5 |
| 2007 | Investors Behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2007 | Investors’ behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2007 | Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics In: Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2011 | Simulation?based tests of forward?looking models under VAR learning dynamics.(2011) In: Journal of Applied Econometrics. [Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2008 | A Model for Pricing the Italian Contemporary Art Paintings at Auction In: Working Papers. [Full Text][Citation analysis] | paper | 21 |
| 2011 | A model for pricing Italian Contemporary Art paintings at auction.(2011) In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| A Model for Pricing the Italian Contemporary Art Paintings at Auction.() In: EHUCHAPS. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | chapter | ||
| 2011 | Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk In: Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2012 | Portfolio frontiers with restrictions to tracking error volatility and value at risk.(2012) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
| 2013 | Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Reconciling TEV and VaR in Active Portfolio Management: A New Frontier In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | The role of uncertainty in forecasting volatility comovements across stock markets In: Economic Modelling. [Full Text][Citation analysis] | article | 0 |
| 2009 | Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity In: Economic Modelling. [Full Text][Citation analysis] | article | 4 |
| 2015 | Dynamic relationships between spot and futures prices. The case of energy and gold commodities In: Resources Policy. [Full Text][Citation analysis] | article | 24 |
| 2023 | Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
| 2019 | Asset management with TEV and VaR constraints: the constrained efficient frontiers In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Analytical Gradients of Dynamic Conditional Correlation Models In: JRFM. [Full Text][Citation analysis] | article | 1 |
| 2011 | The Indicators of Risk In: Palgrave Macmillan Studies in Banking and Financial Institutions. [Citation analysis] | chapter | 0 |
| 2008 | Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro In: Empirical Economics. [Full Text][Citation analysis] | article | 5 |
| 2021 | The impact of attractiveness on job opportunities in Italy: a gender field experiment In: Economia Politica: Journal of Analytical and Institutional Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team