Valerio Potì : Citation Profile


Are you Valerio Potì?

University College Dublin

6

H index

5

i10 index

249

Citations

RESEARCH PRODUCTION:

19

Articles

6

Papers

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 14
   Journals where Valerio Potì has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 12 (4.6 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo218
   Updated: 2021-11-28    RAS profile: 2021-05-14    
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Relations with other researchers


Works with:

Conlon, Thomas (3)

cotter, john (2)

Eyiah-Donkor, Emmanuel (2)

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

Is cited by:

lucey, brian (13)

GUPTA, RANGAN (9)

Shahzad, Syed Jawad Hussain (8)

Conlon, Thomas (7)

Balcilar, Mehmet (7)

Ramos, Sofia (6)

Nguyen, Duc Khuong (6)

Bouri, Elie (5)

O'Connor, Fergal (4)

Demirer, Riza (4)

Salisu, Afees (4)

Cites to:

Cochrane, John (19)

Campbell, John (15)

Neely, Christopher (12)

Engle, Robert (12)

Hansen, Lars (9)

French, Kenneth (9)

Sarno, Lucio (8)

Watson, Mark (8)

West, Kenneth (8)

Newey, Whitney (8)

Menkhoff, Lukas (8)

Main data


Where Valerio Potì has published?


Journals with more than one article published# docs
International Review of Financial Analysis4
International Journal of Forecasting2
Research in International Business and Finance2
Journal of International Money and Finance2
Economics Letters2

Working Papers Series with more than one paper published# docs
The Institute for International Integration Studies Discussion Paper Series / IIIS3

Recent works citing Valerio Potì (2021 and 2020)


YearTitle of citing document
2021Modeling Portfolios with Leptokurtic and Dependent Risk Factors. (2021). Zoia, Maria Grazia ; Vacca, Gianmarco ; Quatto, Piero. In: Papers. RePEc:arx:papers:2106.04218.

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2021Does Gold Retain its Hedge and Safe Haven Role for Energy Sector Indices During COVID-19 Pandemic? A Crossquantilogram Approach. (2021). Raju, Guntur Anjana ; Manohar, Jambotkar Mrunali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-29.

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2021Time-frequency connectedness between Asian electricity sectors. (2021). TAGHIZADEH-HESARY, Farhad ; Ngo, Thanh ; Naeem, Muhammad Abubakr ; Arif, Muhammad ; Hasan, Mudassar ; Taghizadehhesary, Farhad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:208-224.

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2021Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57.

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2020Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets. (2020). Kang, Sang Hoon ; Ali, Alanoud ; Ur, Mobeen ; Hammoudeh, Shawkat ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301615.

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2021Bitcoin: Bubble that bursts or Gold that glitters?. (2021). Morone, Andrea ; Caferra, Rocco ; Tedeschi, Gabriele. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002196.

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2020Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301146.

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2020Theyre back! Post-financialization diversification benefits of commodities. (2020). Manseau, Guillaume ; Gagnon, Marie-Helene ; Power, Gabriel J. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301599.

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2021Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878.

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2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Raheem, Ibrahim. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000090.

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2021Diversifying equity with cryptocurrencies during COVID-19. (2021). Goutte, Stéphane ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001198.

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2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market. (2020). McGee, Richard ; Conlon, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612320304244.

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2021Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis. (2021). Goutte, Stéphane ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320306978.

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2021Can technical trading beat the foreign exchange market in times of crisis?. (2021). Yamani, Ehab. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300818.

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2021COVID-19 and time-frequency connectedness between green and conventional financial markets. (2021). Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Alawi, Suha M. In: Global Finance Journal. RePEc:eee:glofin:v:49:y:2021:i:c:s104402832100048x.

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2021Flight to quality – Gold mining shares versus gold bullion. (2021). Schweikert, Karsten ; Prange, Philipp ; Baur, Dirk G. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000159.

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2020Asymmetric causality between stock returns and usual hedges: An industry-level analysis. (2020). Bahmani-Oskooee, Mohsen ; Hadzic, Muris ; Ghodsi, Seyed Hesam. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494920300074.

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2020Revisiting the valuable roles of commodities for international stock markets. (2020). Czudaj, Robert ; Hussain, Syed Jawad ; Bouri, Elie ; Ali, Sajid. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275.

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2020How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique. (2020). Sharif, Arshian ; Jermsittiparsert, Kittisak ; Sarwat, Salman ; Godil, Danish Iqbal. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719308402.

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2020Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. (2020). Salisu, Afees ; Adediran, Idris. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309377.

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2020Is factionalism a push for gold price?. (2020). Umar, Muhammad ; Tao, Ran ; Su, Chi-Wei ; Qin, Meng. In: Resources Policy. RePEc:eee:jrpoli:v:67:y:2020:i:c:s030142071930604x.

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2020Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Ajmi, Ahdi Noomen ; Youssef, Manel ; Hammoudeh, Shawkat ; Mokni, Khaled. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515.

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2020When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

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2020Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?. (2020). Wang, Yudong ; Zhang, Yaojie ; Ma, Chaoqun ; Wen, Danyan. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720309028.

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2021Asymmetric and time-frequency spillovers among commodities using high-frequency data. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Hasan, Mudassar ; Arif, Muhammad ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309879.

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2021Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Qureshi, Fiza ; Naeem, Muhammad Abubakr. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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2021How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson A ; Fasanya, Ismail O ; Agbatogun, Taofeek ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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2021Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches. (2021). Belkacem, Lotfi ; de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001549.

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2021Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002270.

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2020Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis. (2020). Kumar, Surya Bhushan ; Das, Debojyoti ; Bhatia, Vaneet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119320242.

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2020Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. (2020). Balli, Faruk ; Hussain, Syed Jawad ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s0378437120300583.

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2020Time-varying linkages among gold, stocks, bonds and real estate. (2020). Yunus, Nafeesa. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:77:y:2020:i:c:p:165-185.

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2020Are there any other safe haven assets? Evidence for “exotic” and alternative assets. (2020). Kenourgios, Dimitris ; Dimitriou, Dimitrios ; Simos, Theodore. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:614-628.

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2020Do foreign investments increase firm value and firm performance? Evidence from Japan. (2020). Vithessonthi, Chaiporn ; Likitwongkajon, Napaporn. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s027553191830713x.

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2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic. (2020). Corbet, Shaen ; Conlon, Thomas ; McGee, Richard J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304438.

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2021Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management. (2021). Tiwari, Aviral ; Gözgör, Giray ; Hammoudeh, Shawkat ; Gozgor, Giray ; Trabelsi, Nader. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920305560.

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2021Gold and US sectoral stocks during COVID-19 pandemic. (2021). Salisu, Afees ; Lucey, Brian ; Vo, Xuan Vinh. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000453.

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2021In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Aysan, Ahmet F ; Rizkiah, Siti K ; Salim, Kinan ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000829.

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2021Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison. (2021). Rasheed, Abdul A ; Diniz, Eduardo H ; Diniz-Maganini, Natalia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000933.

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2021Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges. (2021). Guo, Yaoqi ; Yang, Cai ; Zhang, Hongwei ; Wang, Peijin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001008.

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2021Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market. (2021). Sensoy, Ahmet ; Jiang, Yuexiang ; Ali, Fahad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001239.

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2020The effect of global and regional stock market shocks on safe haven assets. (2020). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Wohar, Mark E. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:54:y:2020:i:c:p:297-308.

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2020Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution?. (2020). Nasir, Muhammad ; Duc, Toan Luu ; Thampanya, Natthinee. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310210.

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2020On the efficiency of foreign exchange markets in times of the COVID-19 pandemic. (2020). Nguyen, Duc Khuong ; Khan, Maaz ; Mughal, Khurrum S ; Aziz, Saqib ; Aslam, Faheem. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:161:y:2020:i:c:s0040162520310878.

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2021How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period. (2021). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004212.

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2020Multinational country risk: Exposure to asset holding risk and operating risk in international business. (2020). Deligonul, Seyda Z. In: Journal of World Business. RePEc:eee:worbus:v:55:y:2020:i:2:s1090951618308241.

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2020Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions. (2020). Barbieri, Laura ; Vacca, Gianmarco ; Zoia, Maria Grazia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:123-:d:445689.

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2021Is Gold a Hedge against Stock Price Risk in U.S. or Indian Markets?. (2021). Manuj, Hemant. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:174-:d:645358.

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2020Geopolitical Risk and Tourism Stocks of Emerging Economies. (2020). Shahzad, Syed Jawad Hussain ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Nor, Safwan Mohd ; Arif, Muhammad. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:21:p:9261-:d:441495.

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2020Sustainability of Both Pecking Order and Trade-Off Theories in Chinese Manufacturing Firms. (2020). Wong, Wing-Keung ; Wu, Yang-Che ; Nguyen, Thi Huong ; Giang, Thi Huong. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:9:p:3883-:d:355969.

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2021Cryptocurrencies and COVID-19: What have we learned?. (2021). Goodell, John ; Goutte, Stephane. In: Working Papers. RePEc:hal:wpaper:halshs-03211702.

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2020Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach. (2020). Nguyen, Duc Khuong ; Walther, Thomas ; Topaloglou, Nikolas. In: Working Papers. RePEc:ipg:wpaper:2020-009.

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2020On the Efficiency of Foreign Exchange Markets in Times of the COVID-19 Pandemic. (2020). Nguyen, Duc K ; Aziz, Saqib ; Aslam, Faheem ; Khan, Maaz ; Mughal, Khurram S. In: Working Papers. RePEc:ipg:wpaper:2020-010.

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2020Higher Co-Moment CAPM and Hedge Fund Returns. (2020). Knif, Johan ; Koutmos, Gregory. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:48:y:2020:i:1:d:10.1007_s11293-020-09659-1.

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2021Gold Against the Machine. (2021). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10019-z.

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2020Does Gold Serve as a Hedge for the Stock Market in China? Evidence from a Time-Frequency Analysis. (2020). Zhu, Hong ; Yang, Shenggang ; Shen, Yao ; Ming, Lei. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:56:y:2020:i:3:p:659-672.

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2020On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic. (2020). Khan, Maaz ; Mughal, Khurram S ; Nguyen, Duc Khuong ; Aziz, Saqib ; Aslam, Faheem. In: MPRA Paper. RePEc:pra:mprapa:102458.

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2020Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach. (2020). Walther, Thomas ; Topaloglou, Nikolas ; Nguyen, Duc Khuong. In: MPRA Paper. RePEc:pra:mprapa:103870.

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2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Salisu, Afees ; Raheem, Ibrahim ; Vo, Xuan. In: MPRA Paper. RePEc:pra:mprapa:105353.

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2021Safe Haven or Hedge: Diversification Abilities of Asset Classes in Pakistan. (2021). Imran, Zulfiqar Ali ; Ahad, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:107613.

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2021What is the optimal weight for gold in a portfolio?. (2021). Peat, Maurice ; Lucey, Brian M ; Vigne, Samuel A ; Evi, Aleksandar. In: Annals of Operations Research. RePEc:spr:annopr:v:297:y:2021:i:1:d:10.1007_s10479-019-03496-5.

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2021Is gold a useful hedge against inflation across multiple time horizons?. (2021). Ortiz, Jaime ; Su, Chi-Wei ; Xu, Yingying. In: Empirical Economics. RePEc:spr:empeco:v:60:y:2021:i:3:d:10.1007_s00181-019-01807-0.

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2021Re-examining the leverage effect and gold’s safe haven properties with the utilization of the implied volatility of gold: a non-parametric quantile regression approach. (2021). Panagiotou, Dimitrios. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00092-3.

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2021Market Efficiency of Euro Exchange Rates and Trading Strategies. (2021). Bošnjak, Mile ; Davor, Vlaji ; Ivan, Novak. In: Naše gospodarstvo/Our economy. RePEc:vrs:ngooec:v:67:y:2021:i:2:p:10-19:n:2.

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Works by Valerio Potì:


YearTitleTypeCited
2008Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area In: European Financial Management.
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article33
2006Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area.(2006) In: The Institute for International Integration Studies Discussion Paper Series.
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This paper has another version. Agregated cites: 33
paper
2014The signature of sentiment in conditional consumption CAPM estimates: A note In: Journal of Behavioral and Experimental Finance.
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article1
2018A new tight and general bound on return predictability In: Economics Letters.
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article1
2019Measuring excess-predictability of asset returns and market efficiency over time In: Economics Letters.
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article6
2014Predictability, trading rule profitability and learning in currency markets In: International Review of Financial Analysis.
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article1
2015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon In: International Review of Financial Analysis.
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article95
2017The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis.
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article25
2017Predictability and diversification benefits of investing in commodity and currency futures In: International Review of Financial Analysis.
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article6
2015Predictability and ‘good deals’ in currency markets In: International Journal of Forecasting.
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article6
2008Predictability and Good Deals in Currency Markets.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 6
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2021Nonparametric tests for Optimal Predictive Ability In: International Journal of Forecasting.
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article0
2010The coskewness puzzle In: Journal of Banking & Finance.
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article16
2020Predictability and pricing efficiency in forward and spot, developed and emerging currency markets In: Journal of International Money and Finance.
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article0
2013What drives currency predictability? In: Journal of International Money and Finance.
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article2
2020Precautionary motives for private firms’ cash holdings In: International Review of Economics & Finance.
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article1
2006Correlation dynamics in European equity markets In: Research in International Business and Finance.
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article39
2005Correlation Dynamics in European Equity Markets.(2005) In: Finance.
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This paper has another version. Agregated cites: 39
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2013Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective In: Research in International Business and Finance.
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article6
2004Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets In: The Institute for International Integration Studies Discussion Paper Series.
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paper3
2005International Portfolio Formation, Skewness & the Role of Gold In: The Institute for International Integration Studies Discussion Paper Series.
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paper2
2015The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns In: Statistical Papers.
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article5
2005Discount factor and conditional return volatility In: Applied Financial Economics Letters.
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article0
2016Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence In: Communications in Statistics - Theory and Methods.
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article1
2020Commodity Futures Return Predictability and Intertemporal Asset Pricing In: Working Papers.
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