7
H index
5
i10 index
368
Citations
Valerio Potì : Citation Profile
University College Dublin | RESEARCH PRODUCTION: 24 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2004 - 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 Valerio Potì. | Is cited by:
| Cites to:
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Main data
Where Valerio Potì has published?
| Journals with more than one article published | # docs |
|---|---|
| International Review of Financial Analysis | 4 |
| Economics Letters | 3 |
| Journal of International Money and Finance | 2 |
| Research in International Business and Finance | 2 |
| Digital Finance | 2 |
| International Journal of Forecasting | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| The Institute for International Integration Studies Discussion Paper Series / IIIS | 3 |
| NBER Working Papers / National Bureau of Economic Research, Inc | 2 |
Recent works citing Valerio Potì (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27. Full description at Econpapers || Download paper |
| 2023 | Macroeconomic volatility and the current account: Extending the evidence. (2023). Jalles, Joao ; Karras, Georgios. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001463. Full description at Econpapers || Download paper |
| 2023 | How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005. Full description at Econpapers || Download paper |
| 2023 | The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395. Full description at Econpapers || Download paper |
| 2023 | Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372. Full description at Econpapers || Download paper |
| 2023 | The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871. Full description at Econpapers || Download paper |
| 2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper |
| 2023 | Revisiting the Silver Crisis. (2023). Salvador, Enrique ; Poti, Valerio ; Bredin, Don. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000459. Full description at Econpapers || Download paper |
| 2023 | Commodity futures return predictability and intertemporal asset pricing. (2023). Poti, Valerio ; Eyiah-Donkor, Emmanuel ; Cotter, John. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000460. Full description at Econpapers || Download paper |
| 2023 | Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets. (2023). Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006390. Full description at Econpapers || Download paper |
| 2023 | Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137. Full description at Econpapers || Download paper |
| 2023 | Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war. (2023). Szafarz, Ariane ; OOSTERLINCK, Kim ; Reyns, Ariane. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300421x. Full description at Econpapers || Download paper |
| 2023 | Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?. (2023). Ogbonna, Ahamuefula ; Abolade, Onomeabure C ; Olaniran, Abeeb O ; Ayinde, Taofeek O. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828. Full description at Econpapers || Download paper |
| 2023 | Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020. Full description at Econpapers || Download paper |
| 2023 | On the predictive ability of conditional market skewness. (2023). Serna, Gregorio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:186-191. Full description at Econpapers || Download paper |
| 2023 | Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730. Full description at Econpapers || Download paper |
| 2023 | Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375. Full description at Econpapers || Download paper |
| 2023 | Between money and speculative asset: the role of financial literacy on the perception towards Bitcoin in Italy. (2023). Cascavilla, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:118472. Full description at Econpapers || Download paper |
| 2023 | Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic. (2023). Liu, Yuntong ; Zhang, Yifeng ; Wei, YU ; Wang, Qian. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:3:p:391-432. Full description at Econpapers || Download paper |
| 2023 | Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. (2023). Selmi, Refk ; Vo, Xuan Vinh ; Maitra, Debasish ; Mensi, Walid. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00451-z. Full description at Econpapers || Download paper |
| 2023 | Co?movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Abbas, Syed Kumail ; Gokmenoglu, Korhan K ; He, Xingxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1994-2005. Full description at Econpapers || Download paper |
| 2023 | Time?frequency dynamics between fear connectedness of stocks and alternative assets. (2023). Balli, Faruk ; Hasan, Md Iftekhar ; Agyemang, Abraham ; Naeem, Muhammad Abubakr. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2188-2201. Full description at Econpapers || Download paper |
| 2023 | Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622. Full description at Econpapers || Download paper |
Works by Valerio Potì:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area In: European Financial Management. [Full Text][Citation analysis] | article | 35 |
| 2006 | Have 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. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | paper | |
| 2014 | The signature of sentiment in conditional consumption CAPM estimates: A note In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 1 |
| 2018 | A new tight and general bound on return predictability In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2019 | Measuring excess-predictability of asset returns and market efficiency over time In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
| 2022 | Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2014 | Predictability, trading rule profitability and learning in currency markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 1 |
| 2015 | Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 151 |
| 2017 | The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 43 |
| 2017 | Predictability and diversification benefits of investing in commodity and currency futures In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 7 |
| 2022 | Shall the winning last? A study of recent bubbles and persistence In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2022 | Shall the winning last? A study of recent bubbles and persistence.(2022) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2015 | Predictability and ‘good deals’ in currency markets In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 6 |
| 2008 | Predictability and Good Deals in Currency Markets.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2021 | Nonparametric tests for Optimal Predictive Ability In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2010 | The coskewness puzzle In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 20 |
| 2020 | Predictability and pricing efficiency in forward and spot, developed and emerging currency markets In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 1 |
| 2013 | What drives currency predictability? In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 5 |
| 2020 | Precautionary motives for private firms’ cash holdings In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
| 2006 | Correlation dynamics in European equity markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 47 |
| 2005 | Correlation Dynamics in European Equity Markets.(2005) In: Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | paper | |
| 2013 | Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
| 2004 | Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 7 |
| 2005 | International Portfolio Formation, Skewness & the Role of Gold In: The Institute for International Integration Studies Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Food Prices, Ethics and Forms of Speculation In: Journal of Business Ethics. [Full Text][Citation analysis] | article | 2 |
| 2023 | Sentiment, Productivity, and Economic Growth In: NBER Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic In: Digital Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples In: Digital Finance. [Full Text][Citation analysis] | article | 0 |
| 2015 | The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns In: Statistical Papers. [Full Text][Citation analysis] | article | 9 |
| 2005 | Discount factor and conditional return volatility In: Applied Financial Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 3 |
| 2020 | Commodity Futures Return Predictability and Intertemporal Asset Pricing In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
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