Giovanni Urga : Citation Profile


Are you Giovanni Urga?

City University (50% share)
Università degli Studi di Bergamo (50% share)

13

H index

20

i10 index

735

Citations

RESEARCH PRODUCTION:

52

Articles

51

Papers

1

Chapters

RESEARCH ACTIVITY:

   29 years (1991 - 2020). See details.
   Cites by year: 25
   Journals where Giovanni Urga has often published
   Relations with other researchers
   Recent citing documents: 88.    Total self citations: 22 (2.91 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pur7
   Updated: 2021-01-02    RAS profile: 2020-10-25    
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Relations with other researchers


Works with:

Russo, Marianna (3)

Hillebrand, Eric (3)

BELLAVITE PELLEGRINI, CARLO (2)

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

Is cited by:

Hanousek, Jan (11)

Kutan, Ali (10)

Weale, Martin (9)

Baum, Christopher (9)

Talavera, Oleksandr (8)

Driver, Ciaran (8)

Pierdzioch, Christian (8)

Nguyen, Duc Khuong (8)

AROURI, Mohamed (7)

Caglayan, Mustafa (7)

Sévi, Benoît (7)

Cites to:

Bai, Jushan (26)

Pesaran, M (24)

Perron, Pierre (22)

Dufour, Jean-Marie (20)

Andrews, Donald (20)

Bollerslev, Tim (18)

Phillips, Peter (16)

Ng, Serena (16)

Baltagi, Badi (14)

Watson, Mark (14)

Andersen, Torben (14)

Main data


Where Giovanni Urga has published?


Journals with more than one article published# docs
Journal of Econometrics6
Journal of Business & Economic Statistics4
International Journal of Forecasting4
Econometric Reviews3
Economics Letters3
Oxford Bulletin of Economics and Statistics2
Oxford Economic Papers2
Scottish Journal of Political Economy2
Journal of Financial Econometrics2
Economic Change and Restructuring2
Journal of Comparative Economics2
Emerging Markets Review2

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics and Technology Management, University of Bergamo8
Center for Policy Research Working Papers / Center for Policy Research, Maxwell School, Syracuse University7
School of Economics Discussion Papers / School of Economics, University of Surrey3
Working Papers / HAL3
Royal Economic Society Annual Conference 2004 / Royal Economic Society2

Recent works citing Giovanni Urga (2020 and 2019)


YearTitle of citing document
2020Exchange Rates and Macroeconomic Fundamentals: Evidence of Instabilities from Time-Varying Factor Loadings. (2020). Urga, Giovanni ; Spreng, Lars ; Mikkelsen, Jakob ; Hillebrand, Eric. In: CREATES Research Papers. RePEc:aah:create:2020-19.

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2019Robust portfolio selection using sparse estimation of comoment tensors. (2019). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2019007.

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2020Robust portfolio selection using sparse estimation of comoment tensors. (2020). Vrins, Frédéric ; Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2020003.

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2019Interdependence and Risk Comparison of Slovak, Hungarian and Polish Stock Markets: Policy and Managerial Implications. (2019). Krasniqi, Besnik ; Aliu, Fisnik ; Knapkova, Adriana. In: Acta Oeconomica. RePEc:aka:aoecon:v:69:y:2019:i:2:p:273-287.

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2020Sequential testing for structural stability in approximate factor models. (2018). Trapani, Lorenzo ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:1708.02786.

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2020Dynamic Price Jumps: the Performance of High Frequency Tests and Measures, and the Robustness of Inference. (2018). Forbes, Catherine S ; Martin, Gael M ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:1708.09520.

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2019The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation. (2018). Reese, Simon ; Juodis, Arturas. In: Papers. RePEc:arx:papers:1810.03715.

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2020Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten. In: Papers. RePEc:arx:papers:2001.07949.

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2020Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve. (2020). Reuvers, Hanno ; Lin, Yicong. In: Papers. RePEc:arx:papers:2009.02262.

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2019Money Market Funds and Unconventional Monetary Policy. (2019). Dunne, Peter ; Sorbo, Jacopo ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:7/rt/19.

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2020Economic Policy Uncertainty: Persistence and Cross-Country Linkages. (2020). Caporale, Guglielmo Maria ; Gil-Alana, Luis A ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8289.

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2019On the Markov Switching Welfare Cost of Inflation. (2019). Serletis, Apostolos ; Dai, Wei. In: Working Papers. RePEc:clg:wpaper:2019-12.

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2019An explorative analysis of Italy banking financial stability. (2019). Angelini, Eliana ; Foglia, Matteo. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00071.

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2020The effect of return jumps on herd behavior. (2020). Wanidwaranan, Phasin ; Padungsaksawasdi, Chaiyuth. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300599.

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2019Detecting structural breaks in realized volatility. (2019). Baek, Changryong ; Song, Junmo. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:134:y:2019:i:c:p:58-75.

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2019On the Markov switching welfare cost of inflation. (2019). Serletis, Apostolos ; Dai, Wei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301472.

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2020Historical market genes, marketization and economic growth in China. (2020). Chen, Xirong ; Ma, Zhongxin ; Li, Renyu. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:327-333.

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2020Volatility estimation and jump detection for drift–diffusion processes. (2020). Shi, Shuping ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:259-290.

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2020Nearest comoment estimation with unobserved factors. (2020). Boudt, Kris ; Verdonck, Tim ; Cornilly, Dries. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:2:p:381-397.

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2020Predicting the long-term stock market volatility: A GARCH-MIDAS model with variable selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:36-49.

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2019Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62.

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2020Price and income elasticities of residential and industrial electricity demand in the European Union. (2020). Csereklyei, Zsuzsanna. In: Energy Policy. RePEc:eee:enepol:v:137:y:2020:i:c:s0301421519306664.

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2020Do energy efficiency policies save energy? A new approach based on energy policy indicators (in the EU Member States). (2020). Mosconi, Rocco ; Bertoldi, Paolo. In: Energy Policy. RePEc:eee:enepol:v:139:y:2020:i:c:s030142152030077x.

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2019Heterogeneity and asymmetric effects in energy resources allocation of the manufacturing sectors in China. (2019). Lin, Boqiang ; He, Yongda. In: Energy. RePEc:eee:energy:v:170:y:2019:i:c:p:1019-1035.

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2019Backtesting VaR and ES under the magnifying glass. (2019). Panopoulou, Ekaterini ; Argyropoulos, Christos. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:22-37.

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2019Market sentiment and firm investment decision-making. (2019). Uddin, Moshfique ; Lu, Qinye ; Adomako, Samuel ; Amankwah-Amoah, Joseph ; Lartey, Theophilus ; Danso, Albert. In: International Review of Financial Analysis. RePEc:eee:finana:v:66:y:2019:i:c:s105752191830766x.

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2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

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2019Risk spillovers between large banks and the financial sector: Asymmetric evidence from Europe. (2019). Arreola-Hernandez, Jose ; van Hoang, Thi Hong ; Hussain, Syed Jawad. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:153-159.

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2020Tales of tails: Jumps in currency markets. (2020). Wang, Minho ; Lee, Suzanne S. In: Journal of Financial Markets. RePEc:eee:finmar:v:48:y:2020:i:c:s138641811830243x.

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2020Sovereign bonds, coskewness, and monetary policy regimes. (2020). Wang, Zijun ; Wald, John K ; Li, Yulin. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300826.

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2020Examining stress in Asian currencies: A perspective offered by high frequency financial market data. (2020). Treepongkaruna, Sirimon ; Matei, Marius ; Dungey, Mardi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120300846.

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2019Model risk of expected shortfall. (2019). Zhang, Ning ; Lazar, Emese. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:105:y:2019:i:c:p:74-93.

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2020Economic policy uncertainty, cost of capital, and corporate innovation. (2020). Xu, Zhaoxia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:111:y:2020:i:c:s0378426619302729.

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2020Spectral backtests of forecast distributions with application to risk management. (2020). McNeil, Alexander J ; Gordy, Michael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620300844.

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2019The impact of uncertainty on the number of businesses. (2019). Ye, Yang ; Ghosal, Vivek. In: Journal of Economics and Business. RePEc:eee:jebusi:v:105:y:2019:i:c:s0148619518302546.

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2019Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (2019). Horvath, Lajos ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165.

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2019Hedging U.S. metals & mining Industrys credit risk with industrial and precious metals. (2019). Shahzad, Syed Jawad Hussain ; Kenourgios, Dimitris ; Hussain, Syed Jawad ; Umar, Zaghum. In: Resources Policy. RePEc:eee:jrpoli:v:63:y:2019:i:c:9.

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2020Is there a role for Islamic finance and R&D in endogenous growth models in the case of Indonesia?. (2020). Juhro, Solikin ; Iyke, Bernard Njindan ; Narayan, Paresh Kumar ; Trisnanto, Budi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x19304287.

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2019Financial constraints on investment: Effects of firm size and the financial crisis. (2019). Driver, Ciaran ; Muoz-Bugarin, Jair . In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:441-457.

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2019The EU State aid policy for broadband: An evaluation of the Italian experience with first generation networks. (2019). Matteucci, Nicola. In: Telecommunications Policy. RePEc:eee:telpol:v:43:y:2019:i:9:s0308596118303999.

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2019Empirical likelihood for high frequency data. (2019). Otsu, Taisuke ; Matsushita, Yukitoshi ; Camponovo, Lorenzo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:100320.

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2019What is the investment loss due to uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:102648.

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2020The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. (2019). Tsionas, Mike ; Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo. In: Working Papers. RePEc:fip:feddwp:1902.

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2019Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence. (2019). Swanson, Norman ; Cheng, Mingmian. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:13-:d:213518.

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2019Asymptotic Theory for Cointegration Analysis When the Cointegration Rank Is Deficient. (2019). Bernstein, David H ; Nielsen, Bent. In: Econometrics. RePEc:gam:jecnmx:v:7:y:2019:i:1:p:6-:d:198742.

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2019Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature. (2019). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:105-:d:242195.

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2019Money as an Institution: Rule versus Evolved Practice? Analysis of Multiple Currencies in Argentina. (2019). Gomez, Georgina M. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:80-:d:229396.

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2019Volatility Integration in Spot, Futures and Options Markets: A Regulatory Perspective. (2019). Athaley, Chaitaly ; Rastogi, Shailesh . In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:98-:d:238426.

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2019An Empirical Analysis of Bitcoin Price Jump Risk. (2019). Kang, Naeyoung ; Kim, Jungmu . In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:7:p:2012-:d:220004.

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2020What Does Forecaster Disagreement Tell Us about the State of the Economy?. (2020). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Sinclair, Tara M ; Burgi, Constantin. In: Working Papers. RePEc:gwc:wpaper:2020-001.

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2019Differential Impact of Uncertainty on Exporting Decision in Risk-averse and Risk-taking Firms. (2019). Kim, Haeng-Sun. In: Working Papers. RePEc:hal:wpaper:hal-02128335.

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2019What is the Investment Loss due to Uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe. RePEc:hel:greese:138.

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2019AB Ülkelerinin Yakınsaması: Suradf ve Surkss Birim Kök Testi. (2019). Kizilkaya, Fatma ; Goke, Mustafa ; Konat, Gokhan. In: EKOIST Journal of Econometrics and Statistics. RePEc:ist:ekoist:v:31:y:2019:i:0:p:63-75.

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2019Paranın Dolaşım Hızının ve Para Talebi Fonksiyonunun Ekonometrik Analizi: Türkiye Örneği. (2019). Dermen, Suleyman ; Can, Zeynep Gizem. In: Istanbul Business Research. RePEc:ist:ibsibr:v:48:y:2019:i:2:p:218-247.

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2019Empirical modelling of survey-based expectations for the design of economic indicators in five European regions. (2019). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Empirica. RePEc:kap:empiri:v:46:y:2019:i:2:d:10.1007_s10663-017-9395-1.

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2019Semi-strong factors in asset returns. (2019). Korajczyk, Robert A ; Connor, Gregory . In: Economics, Finance and Accounting Department Working Paper Series. RePEc:may:mayecw:n294-19.pdf.

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2020High-Frequency Jump Tests: Which Test Should We Use?. (2020). Forbes, Catherine S ; Martin, Gael M ; Maneesoonthorn, Worapree. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-3.

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2019The Effectiveness of Internal Controls in Rural Community Banks: Evidence from Ghana. (2019). Santosh, Rupa Jaladi ; Yao, Peter Lartey ; Ibrahim, Rauf ; Jianguo, DU ; Kwabena, Amponsah Clinton. In: Business Management and Strategy. RePEc:mth:bmsmti:v:10:y:2019:i:1:p:202-218.

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2020The CBI Suite of Business Surveys. (2020). Mizen, Paul ; Lee, Kevin ; Mahony, Michael. In: Economic Statistics Centre of Excellence (ESCoE) Technical Reports. RePEc:nsr:escoet:escoe-tr-08.

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2019What is the Investment Loss due to Uncertainty?. (2019). Printzis, Panagiotis ; Panagiotidis, Theodore. In: Working Papers. RePEc:ost:wpaper:383.

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2019Political and Economic Uncertainty and Investment Behaviour in Pakistan. (2019). Husain, Fazal ; Ahmed, Eatzaz ; Abbas, Ahsan. In: The Pakistan Development Review. RePEc:pid:journl:v:58:y:2019:i:3:p:307-331.

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2019Stock Markets: An Overview and A Literature Review. (2019). , Rjumohan. In: MPRA Paper. RePEc:pra:mprapa:101855.

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2019Growth Slowdowns and Middle-Income Trap: Evidence from New Unit Root Framework. (2019). Yaya, Olaoluwa S ; Jacob, Ray Ikechukwu ; Rose, Chinyere Mary ; Pui, Kiew Ling ; Furuoka, Fumitaka. In: MPRA Paper. RePEc:pra:mprapa:98672.

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2019What is the Investment Loss due to Uncertainty?. (2019). Panagiotidis, Theodore ; Printzis, Panagiotis. In: Working Paper series. RePEc:rim:rimwps:19-06.

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2019NEAREST COMOMENT ESTIMATION WITH UNOBSERVED FACTORS. (2019). Boudt, Kris ; Verdonck, Tim ; Cornilly, Dries. In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. RePEc:rug:rugwps:19/970.

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2019An Empirical Analysis of the Russian Financial Markets’ Liquidity and Returns. (2019). Lebedeva, K. In: Вестник исследований бизнеса и экономики // Review of Business and Economics Studies. RePEc:scn:00rbes:y:2015:i:3:p:5-31.

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2020A dominance approach for comparing the performance of VaR forecasting models. (2020). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-020-00990-4.

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2019Asymptotic results for the Fourier estimator of the integrated quarticity. (2019). Marmi, Stefano ; Mancino, Maria Elvira ; Livieri, Giulia. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:2:d:10.1007_s10203-019-00259-6.

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2020Realized volatility and jump testing in the Japanese electricity spot market. (2020). Zarraga, Ainhoa ; Muniain, Peru ; Ciarreta, Aitor. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1577-6.

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2020Estimates of the New Keynesian Phillips Curve for Pakistan. (2020). Hall, Stephen G ; Hyder, Kalim. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:2:d:10.1007_s00181-019-01659-8.

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2020Realized volatility, jump and beta: evidence from Canadian stock market. (2020). Chowdhury, Biplob ; Gajurel, Dinesh. In: Working Papers. RePEc:tas:wpaper:35107.

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2019A dominance approach for comparing the performance of VaR forecasting models. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1923.

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2019Volatility specifications versus probability distributions in VaR forecasting. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1926.

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2020Predicting the Long-term Stock Market Volatility: A GARCH-MIDAS Model with Variable Selection. (2020). Lee, Tae Hwy ; Su, Zhi ; Fang, Tong. In: Working Papers. RePEc:ucr:wpaper:202009.

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2020Are Corn Futures Prices Getting “Jumpy”?. (2020). Couleau, Anabelle ; Garcia, Philip ; Serra, Teresa. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:102:y:2020:i:2:p:569-588.

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2019Exploiting ergodicity in forecasts of corporate profitability. (2019). Milaković, Mishael ; Alfarano, Simone ; Mundt, Philipp. In: BERG Working Paper Series. RePEc:zbw:bamber:147.

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2020A random forest-based approach to identifying the most informative seasonality tests. (2020). Webel, Karsten ; Ollech, Daniel. In: Discussion Papers. RePEc:zbw:bubdps:552020.

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2019Forecasting the Realized Variance in the Presence of Intraday Periodicity. (2019). Hizmeri, Rodrigo ; DUMITRU, ANA-MARIA ; Izzeldin, Marwan. In: EconStor Preprints. RePEc:zbw:esprep:193631.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: Working Paper Series in Economics. RePEc:zbw:kitwps:123.

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2020The contribution of intraday jumps to forecasting the density of returns. (2020). Sevi, Benoit ; Ielpo, Florian ; Chorro, Christophe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s0165188920300233.

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2019Cojumps and asset allocation in international equity markets. (2019). Arouri, Mohamed ; Pukthuanthong, Kuntara ; Nguyen, Duc Khuong ; Msaddek, Oussama. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:98:y:2019:i:c:p:1-22.

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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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2019Good, bad cojumps and volatility forecasting: New evidence from crude oil and the U.S. stock markets. (2019). Ma, Feng ; Chen, Yixiang ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:81:y:2019:i:c:p:52-62.

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2019Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market. (2019). Skiadopoulos, George ; Neumann, Michael ; Konstantinidi, Eirini ; Kapetanios, George. In: Journal of Financial Markets. RePEc:eee:finmar:v:46:y:2019:i:c:s1386418118300168.

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2019Measuring connectedness of euro area sovereign risk. (2019). Schienle, Melanie ; Buse, Rebekka. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:25-44.

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2019Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market. (2019). Ignatieva, Katja ; da Fonseca, Jose. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:45-62.

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2019Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models. (2019). Horvath, Lajos ; Rice, Gregory. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:138-165.

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Works by Giovanni Urga:


YearTitleTypeCited
2015Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models In: CREATES Research Papers.
[Full Text][Citation analysis]
paper2
2018The dynamics of factor loadings in the cross-section of returns In: CREATES Research Papers.
[Full Text][Citation analysis]
paper0
2019Measuring and Assessing the Evolution of Liquidity in Forward Natural Gas Markets: The Case of the UK National Balancing Point In: The Energy Journal.
[Full Text][Citation analysis]
article0
2020Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts In: Papers.
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paper0
2001A Time-Varying Parameter Model to Test for Predictability and Integration in the Stock Markets of Transition Economies. In: Journal of Business & Economic Statistics.
[Citation analysis]
article61
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