Giulio Palomba : Citation Profile


Are you Giulio Palomba?

Università Politecnica delle Marche

7

H index

4

i10 index

119

Citations

RESEARCH PRODUCTION:

10

Articles

14

Papers

2

Chapters

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 5
   Journals where Giulio Palomba has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 3 (2.46 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppa281
   Updated: 2022-09-24    RAS profile: 2021-06-14    
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Relations with other researchers


Works with:

Riccetti, Luca (2)

Lucchetti, Riccardo (Jack) (2)

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

Is cited by:

Riccetti, Luca (11)

Fratesi, Ugo (8)

Cela, Eralba (7)

Sacchi, Agnese (6)

Fiorillo, Fabio (6)

Esposti, Roberto (4)

Fanelli, Luca (4)

Tedeschi, Gabriele (4)

Sterlacchini, Alessandro (4)

Seckin, Aylin (3)

Russo, Alberto (2)

Cites to:

McAleer, Michael (20)

Engle, Robert (18)

AROURI, Mohamed (10)

Nguyen, Duc Khuong (10)

Hammoudeh, Shawkat (9)

Bollerslev, Tim (9)

Diebold, Francis (8)

Lahiani, Amine (8)

Marcellino, Massimiliano (8)

Stock, James (7)

Ling, Shiqing (7)

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 Sociali12
MPRA Paper / University Library of Munich, Germany2

Recent works citing Giulio Palomba (2022 and 2021)


YearTitle of citing document
2022Horizontal and vertical differentiation in comic art auctions. (2022). Blum, Marie ; Blazy, Regis. In: Economic Inquiry. RePEc:bla:ecinqu:v:60:y:2022:i:3:p:1382-1415.

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2022Copula-based Black–Litterman portfolio optimization. (2022). Stephan, Andreas ; Ostermark, Ralf ; Sahamkhadam, Maziar. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:3:p:1055-1070.

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2021Hedging stock market risks: Can gold really beat bonds?. (2021). Jin, YI ; Zhai, Pengxiang ; Sun, Bianxia ; Ma, Rufei. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317323.

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2021Energy commodities and advanced stock markets: A post-crisis approach. (2021). Kiohos, Apostolos ; Stoupos, Nikolaos. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309181.

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2021Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?. (2021). Assaf, Ata ; Al-Shboul, Mohammed ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s030142072100249x.

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2022Spillovers and interdependency across base metals: Evidence from Chinas futures and spot markets. (2022). Tongurai, Jittima ; Chen, Xiangyu. In: Resources Policy. RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004876.

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2021Comparing the performance and composition of tracking error constrained and unconstrained portfolios. (2021). van Vuuren, Gary W ; du Sart, Colin F. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:81:y:2021:i:c:p:276-287.

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2021Auction hosts: are they really impartial?. (2021). Blum, Marie. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2021-09.

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2022Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach. (2022). Wanke, Peter ; Tan, Yong ; Riccardi, Rossana ; Gil-Alana, Luis Alberiko ; Antunes, Jorge. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04211-z.

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2021The catalogue raisonné and art auction prices: the case of Berthe Morisot. (2021). Oczkowski, Eddie. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:3:d:10.1007_s00181-020-01920-5.

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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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paper7
2003GARCH multivariati e approccio di Black.Litterman nellasset allocation tattica: unanalisi empirica In: Working Papers.
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paper7
2006Forecasting US bond yields at weekly frequency In: Working Papers.
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paper3
2006Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis In: Working Papers.
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paper9
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: 9
article
2007Testing similarities of short-run inflation dynamics among EU countries after the Euro In: Working Papers.
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paper5
2007Investors Behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach In: Working Papers.
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paper6
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: 6
paper
2007Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics In: Working Papers.
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paper14
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: 14
article
2008A Model for Pricing the Italian Contemporary Art Paintings at Auction In: Working Papers.
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paper19
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: 19
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: 19
chapter
2011Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk In: Working Papers.
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paper12
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: 12
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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paper1
2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach In: Working Papers.
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paper2
2022Reconciling TEV and VaR in Active Portfolio Management: A New Frontier In: Working Papers.
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paper0
2009Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity In: Economic Modelling.
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article4
2015Dynamic relationships between spot and futures prices. The case of energy and gold commodities In: Resources Policy.
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article22
2019Asset management with TEV and VaR constraints: the constrained efficient frontiers In: Studies in Economics and Finance.
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article1
2020Analytical Gradients of Dynamic Conditional Correlation Models In: JRFM.
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article1
2011The Indicators of Risk In: Palgrave Macmillan Studies in Banking and Financial Institutions.
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chapter0
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
2021The impact of attractiveness on job opportunities in Italy: a gender field experiment In: Economia Politica: Journal of Analytical and Institutional Economics.
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article1

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