Giulio Palomba : Citation Profile


Are you Giulio Palomba?

Università Politecnica delle Marche

5

H index

2

i10 index

52

Citations

RESEARCH PRODUCTION:

7

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2001 - 2015). See details.
   Cites by year: 3
   Journals where Giulio Palomba has often published
   Relations with other researchers
   Recent citing documents: 12.    Total self citations: 2 (3.7 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa281
   Updated: 2020-04-04    RAS profile: 2020-02-09    
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Relations with other researchers


Works with:

Nicolau, Mihaela (2)

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

Is cited by:

Fanelli, Luca (4)

Riccetti, Luca (4)

Harris, Richard (2)

Nymoen, Ragnar (2)

Pierdzioch, Christian (2)

Georges, Patrick (2)

Tedeschi, Gabriele (2)

Seckin, Aylin (2)

Risse, Marian (2)

Cela, Eralba (2)

Tiwari, Aviral (1)

Cites to:

McAleer, Michael (17)

Engle, Robert (13)

AROURI, Mohamed (11)

Nguyen, Duc Khuong (11)

Hammoudeh, Shawkat (10)

Lahiani, Amine (9)

Diebold, Francis (8)

Harvey, Andrew (7)

Mariano, Roberto (6)

Bollerslev, Tim (6)

Shiller, Robert (6)

Main data


Where Giulio Palomba has published?


Working Papers Series with more than one paper published# docs
Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali11
MPRA Paper / University Library of Munich, Germany2

Recent works citing Giulio Palomba (2019 and 2018)


YearTitle of citing document
2018Index tracking model, downside risk and non-parametric kernel estimation. (2018). Huang, Jinbo ; Yao, Haixiang ; Li, Yong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:103-128.

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2019An information theory perspective on the informational efficiency of gold price. (2019). Fernandez Bariviera, Aurelio ; Rosso, Osvaldo A ; Sorrosal-Forradellas, Teresa M ; Font-Ferrer, Alejandro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818304534.

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2017The dynamic Black–Litterman approach to asset allocation. (2017). Harris, Richard ; Tan, Linzhi ; Stoja, Evarist. In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:3:p:1085-1096.

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2018Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test. (2018). Zhang, Dayong ; Liu, Jia ; Shi, Xunpeng ; Wang, Tiantian . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:495-503.

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2019Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

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2018How sensitive is corporate debt to swings in commodity prices?. (2018). Donders, Pablo ; Wagner, Rodrigo ; Jara, Mauricio. In: Journal of Financial Stability. RePEc:eee:finsta:v:39:y:2018:i:c:p:237-258.

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2019The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina ; Ugurlu-Yildirim, Ecenur. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:410-422.

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2018Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets. (2018). Toyoshima, Yuki ; Hamori, Shigeyuki. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:2893-:d:178030.

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2019Is inflation driven by survey-based, VAR-based or myopic expectations?. (2019). Bec, Frédérique ; Kanda, Patrick. In: Working Papers. RePEc:hal:wpaper:hal-02175836.

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2018On the relationship between reserve prices and low estimates in art auctions. (2018). scorcu, antonello ; Pattitoni, Pierpaolo ; Castellani, Massimiliano. In: Journal of Cultural Economics. RePEc:kap:jculte:v:42:y:2018:i:1:d:10.1007_s10824-016-9279-4.

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2018Determinants of sales and price at auction for three Australian Indigenous artists: to pool or not to pool?. (2018). Fry, Tim ; Farrell, Lisa. In: Journal of Cultural Economics. RePEc:kap:jculte:v:42:y:2018:i:3:d:10.1007_s10824-017-9314-0.

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2019Cholesky-ANN models for predicting multivariate realized volatility. (2019). Bucci, Andrea. In: MPRA Paper. RePEc:pra:mprapa:95137.

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Works by Giulio Palomba:


YearTitleTypeCited
2001Un Modello CGE per lanalisi del federalismo fiscale allitaliana In: Working Papers.
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paper0
2003GARCH multivariati e approccio di Black.Litterman nellasset allocation tattica: unanalisi empirica In: Working Papers.
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paper0
2006Forecasting US bond yields at weekly frequency In: Working Papers.
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paper0
2006Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis In: Working Papers.
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paper6
2008Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis.(2008) In: Global Business and Economics Review.
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This paper has another version. Agregated cites: 6
article
2007Testing similarities of short-run inflation dynamics among EU countries after the Euro In: Working Papers.
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paper0
2007Investors Behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach In: Working Papers.
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paper0
2007Investors’ behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach.(2007) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
paper
2007Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics In: Working Papers.
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paper8
2011Simulation‐based tests of forward‐looking models under VAR learning dynamics.(2011) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 8
article
2008A Model for Pricing the Italian Contemporary Art Paintings at Auction In: Working Papers.
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paper15
2011A model for pricing Italian Contemporary Art paintings at auction.(2011) In: The Quarterly Review of Economics and Finance.
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This paper has another version. Agregated cites: 15
article
A Model for Pricing the Italian Contemporary Art Paintings at Auction.() In: EHUCHAPS.
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This paper has another version. Agregated cites: 15
chapter
2011Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk In: Working Papers.
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paper4
2012Portfolio frontiers with restrictions to tracking error volatility and value at risk.(2012) In: Journal of Banking & Finance.
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This paper has another version. Agregated cites: 4
article
2013Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets In: Working Papers.
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paper0
2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach In: Working Papers.
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paper1
2009Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity In: Economic Modelling.
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article3
2015Dynamic relationships between spot and futures prices. The case of energy and gold commodities In: Resources Policy.
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article10
2008Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity In: MPRA Paper.
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paper0
2009Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro In: Empirical Economics.
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article5

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