Valerio Potì : Citation Profile


Are you Valerio Potì?

University College Dublin

5

H index

4

i10 index

143

Citations

RESEARCH PRODUCTION:

16

Articles

5

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 10
   Journals where Valerio Potì has often published
   Relations with other researchers
   Recent citing documents: 24.    Total self citations: 9 (5.92 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/ppo218
   Updated: 2019-04-20    RAS profile: 2019-03-13    
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Relations with other researchers


Works with:

Bredin, Don (2)

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

Is cited by:

Ramos, Sofia (6)

GUPTA, RANGAN (5)

Mignon, Valérie (4)

Balcilar, Mehmet (4)

Uddin, Gazi (4)

Pattitoni, Pierpaolo (4)

Razafindrabe, Tovonony (4)

lucey, brian (4)

Batten, Jonathan (3)

Demirer, Riza (3)

Savioli, Marco (3)

Cites to:

Cochrane, John (12)

Engle, Robert (12)

Neely, Christopher (11)

Campbell, John (9)

Menkhoff, Lukas (8)

Hansen, Lars (8)

Sheppard, Kevin (7)

French, Kenneth (7)

Newey, Whitney (7)

Sarno, Lucio (6)

Fama, Eugene (6)

Main data


Where Valerio Potì has published?


Journals with more than one article published# docs
International Review of Financial Analysis4
Research in International Business 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 (2019 and 2018)


YearTitle of citing document
2018Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:167-186.

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2018Long-run wavelet-based correlation for financial time series. (2018). cotter, john ; Genay, Ramazan ; Conlon, Thomas. In: European Journal of Operational Research. RePEc:eee:ejores:v:271:y:2018:i:2:p:676-696.

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2018Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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2018Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Piljak, Vanja ; Kearney, Fearghal ; Fernandez, Viviana ; Gogolin, Fabian ; Versteeg, Roald ; Ly, Kim Cuong ; Urquhart, Andrew ; Lonarski, Igor ; Dimic, Nebojsa ; Stafylas, Dimitrios ; Lindblad, Annika ; Carchano, Oscar ; Sheng, Xin ; Larkin, Charles J ; Brzeszczynski, Janusz ; Sevic, Aleksandar ; Laing, Elaine ; Barbopoulos, Leonidas ; Ballester, Laura ; Ohagan-Luff, Martha ; Ichev, Riste ; Yarovaya, Larisa ; Vigne, Samuel A ; Neville, Conor ; Helbing, Pia ; Wolfe, Simon ; Lucey, Brian M ; McGroarty, Frank ; Goodell, John W ; Vu, Anh N ; McGee, Richard J ; Gonzalez-Urteaga, Ana ; Marin, Matej . In: International Review of Financial Analysis. RePEc:eee:finana:v:55
2018The performance of precious-metal mutual funds: Does uncertainty matter?. (2018). Reboredo, Juan ; Otero, Luis A. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:13-22.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2018Momentum and reversal strategies in Chinese commodity futures markets. (2018). Yang, Yurun ; Pantelous, Athanasios A ; Goncu, Ahmet. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:177-196.

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2018Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices. (2018). He, Zhen ; Thijssen, Jacco ; O'Connor, Fergal. In: International Review of Financial Analysis. RePEc:eee:finana:v:60:y:2018:i:c:p:30-37.

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2018Multi-dimensional portfolio risk and its diversification: A note. (2018). Kim, Tae-Hwan ; Bang, Seungbeom . In: Global Finance Journal. RePEc:eee:glofin:v:35:y:2018:i:c:p:147-156.

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2018Value at risk and expected shortfall based on Gram-Charlier-like expansions. (2018). Zoia, Maria ; Nicolussi, Federica ; Biffi, Paola . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:93:y:2018:i:c:p:92-104.

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2018Does gold act as a safe haven against exchange rate fluctuations? The case of Pakistan rupee. (2018). Qureshi, Saba. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:685-708.

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2018Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Hasim, Haslifah M ; Bhatia, Vaneet. In: Resources Policy. RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252.

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2018Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212.

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2018Interdependence structure of precious metal prices: A multi-scale perspective. (2018). Tweneboah, George ; Alagidede, Paul. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:427-434.

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2019Forecasting downside risk in China’s stock market based on high-frequency data. (2019). Xie, Nan ; Gong, XU ; Chen, Sicen ; Wang, Zongrun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:517:y:2019:i:c:p:530-541.

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2019Do gold mining stocks behave like gold or equities? Evidence from the UK and the US. (2019). Dar, Arif ; Bhanja, Niyati ; Paul, Manas . In: International Review of Economics & Finance. RePEc:eee:reveco:v:59:y:2019:i:c:p:369-384.

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2018The impact of monetary policy on gold price dynamics. (2018). Fan, Jingwen ; Tucker, Jon ; Zhu, Yanhui. In: Research in International Business and Finance. RePEc:eee:riibaf:v:44:y:2018:i:c:p:319-331.

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2018Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test. (2018). Balcilar, Mehmet ; Chisoro, Shingie ; Loate, Tumisang B ; Babalos, Vassilios. In: Empirica. RePEc:kap:empiri:v:45:y:2018:i:1:d:10.1007_s10663-016-9344-4.

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2018Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Conlon, Thomas ; Uddin, Gazi Salah ; Lucey, Brian M. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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2019The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach. (2019). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet ; Wohar, Mark E. In: Working Papers. RePEc:pre:wpaper:201915.

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2019Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification. (2019). Czudaj, Robert ; Thi-Hong-Van Hoang, ; Berger, Theo ; Beckmann, Joscha. In: Empirical Economics. RePEc:spr:empeco:v:56:y:2019:i:3:d:10.1007_s00181-017-1381-8.

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2018Systematic Correlation is Priced as Risk Factor. (2018). MENG, Xiangying ; Wei, Xianhua. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:8:y:2018:i:6:f:8_6_2.

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2018EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500033.

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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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article31
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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paper
2014The signature of sentiment in conditional consumption CAPM estimates: A note In: Journal of Behavioral and Experimental Finance.
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article0
2018A new tight and general bound on return predictability In: Economics Letters.
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article0
2019Measuring excess-predictability of asset returns and market efficiency over time In: Economics Letters.
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article0
2014Predictability, trading rule profitability and learning in currency markets In: International Review of Financial Analysis.
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article0
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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article35
2017The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis.
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article9
2017Predictability and diversification benefits of investing in commodity and currency futures In: International Review of Financial Analysis.
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article1
2015Predictability and ‘good deals’ in currency markets In: International Journal of Forecasting.
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article5
2008Predictability and Good Deals in Currency Markets.(2008) In: NBER Working Papers.
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This paper has another version. Agregated cites: 5
paper
2010The coskewness puzzle In: Journal of Banking & Finance.
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article11
2013What drives currency predictability? In: Journal of International Money and Finance.
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article2
2006Correlation dynamics in European equity markets In: Research in International Business and Finance.
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article36
2005Correlation Dynamics in European Equity Markets.(2005) In: Finance.
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This paper has another version. Agregated cites: 36
paper
2013Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective In: Research in International Business and Finance.
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article5
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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paper3
2017Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood In: Management Science.
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article1
2015The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns In: Statistical Papers.
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article1
2005Discount factor and conditional return volatility In: Applied Financial Economics Letters.
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article0

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