7
H index
4
i10 index
141
Citations
Paolo Zagaglia : Citation Profile
Rimini Centre for Economic Analysis (RCEA) (50% share) | RESEARCH PRODUCTION: 25 Articles 66 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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16 years (2002 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Paolo Zagaglia. | Is cited by:
| Cites to:
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Main data
Where Paolo Zagaglia has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics Letters | 5 |
| Energy Economics | 2 |
| Journal of Finance and Investment Analysis | 2 |
Recent works citing Paolo Zagaglia (2018 and 2017)
| Year | Title of citing document |
|---|---|
| 2017 | Managing Energy Price Risk using Futures Contracts: A Comparative Analysis. (2017). Hanly, Jim. In: The Energy Journal. RePEc:aen:journl:ej38-3-hanly. Full description at Econpapers || Download paper |
| 2017 | Volatility Modelling and Parametric Value-At-Risk Forecast Accuracy: Evidence from Metal Products. (2017). Mabrouk, Samir. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2017:p:63-80. Full description at Econpapers || Download paper |
| 2017 | A note on how to enhance liquidity in emerging markets by levering on trading participants. (2017). Alderighi, Stefano. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00648. Full description at Econpapers || Download paper |
| 2018 | A Regression Analysis of Determinants Affecting Crude Oil Price. (2018). Dawod, Wajdi Hamza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-04-14. Full description at Econpapers || Download paper |
| 2017 | The bank lending channel of monetary policy in EU countries during the global financial crisis. (2017). Tzeremes, Panayiotis ; Heryan, Tomas. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:10-22. Full description at Econpapers || Download paper |
| 2018 | Forecasting the prices of crude oil using the predictor, economic and combined constraints. (2018). Yi, Yongsheng ; Huang, Dengshi ; Zhang, Yaojie ; Ma, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:237-245. Full description at Econpapers || Download paper |
| 2017 | Comparison of data-rich and small-scale data time series models generating probabilistic forecasts: An application to U.S. natural gas gross withdrawals. (2017). Duangnate, Kannika ; Mjelde, James W. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:411-423. Full description at Econpapers || Download paper |
| 2017 | Can investor attention predict oil prices?. (2017). Yin, Libo ; Han, Liyan ; Lv, Qiuna. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558. Full description at Econpapers || Download paper |
| 2017 | A deep learning ensemble approach for crude oil price forecasting. (2017). Zhao, Yang ; Yu, Lean ; Li, Jianping. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:9-16. Full description at Econpapers || Download paper |
| 2017 | Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:508-519. Full description at Econpapers || Download paper |
| 2018 | Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:42-58. Full description at Econpapers || Download paper |
| 2018 | Comparison between Bayesian and information-theoretic model averaging: Fossil fuels prices example. (2018). Drachal, Krzysztof. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:208-251. Full description at Econpapers || Download paper |
| 2017 | Effects of changes in stock index compositions: A literature survey. (2017). Afego, Pyemo. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:228-239. Full description at Econpapers || Download paper |
| 2017 | Inflation targeting and inflation persistence: New evidence from fractional integration and cointegration. (2017). Miller, Stephen ; Canarella, Giorgio. In: Journal of Economics and Business. RePEc:eee:jebusi:v:92:y:2017:i:c:p:45-62. Full description at Econpapers || Download paper |
| 2017 | Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal . In: Resources Policy. RePEc:eee:jrpoli:v:52:y:2017:i:c:p:358-365. Full description at Econpapers || Download paper |
| 2017 | Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284. Full description at Econpapers || Download paper |
| 2017 | Stock liquidity and SMEs’ likelihood of bankruptcy: Evidence from the US market. (2017). Hudson, Robert ; el Kalak, Izidin ; Karim, Mohamad Abd ; Azevedo, Alcino . In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1383-1393. Full description at Econpapers || Download paper |
| 2018 | Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404. Full description at Econpapers || Download paper |
| 2017 | How does the underlying affect the risk-return profiles of structured products?. (2017). Cao, JI. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:1:d:10.1007_s11408-016-0281-9. Full description at Econpapers || Download paper |
| 2017 | On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test. (2017). Pierdzioch, Christian ; GUPTA, RANGAN ; Balcilar, Mehmet. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:14:y:2017:i:4:d:10.1007_s10368-016-0357-z. Full description at Econpapers || Download paper |
| 2017 | On the influence of US monetary policy on crude oil price volatility. (2017). Scognamillo, Antonio ; Amendola, Alessandra ; Candila, Vincenzo . In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1069-5. Full description at Econpapers || Download paper |
| 2018 | A structural approach to identify financial transmission in distinguished scenarios of crises. (2018). Herwartz, Helmut ; Roestel, Jan. In: Economics Working Papers. RePEc:zbw:cauewp:201808. Full description at Econpapers || Download paper |
| 2018 | Bank credit supply and firm innovation. (2018). Giebel, Marek ; Kraft, Kornelius. In: ZEW Discussion Papers. RePEc:zbw:zewdip:18011. Full description at Econpapers || Download paper |
Works by Paolo Zagaglia:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2002 | On (Sub)Optimal Monetary Policy Rules under Untied Fiscal Hands.(2002) In: Rivista italiana degli economisti. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
| 2002 | On (Sub) Optimal Monetary Policy Rules under Untied Fiscal Hands.(2002) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
| 2002 | Matlab Implementation of the AIM Algorithm: A Beginners Guide In: Working Papers. [Full Text][Citation analysis] | paper | 9 |
| 2011 | Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Optimal trading execution with nonlinear market impact: an alternative solution method.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Measuring market liquidity: An introductory survey In: Papers. [Full Text][Citation analysis] | paper | 17 |
| 2011 | Measuring market liquidity: An introductory survey.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2011 | Measuring market liquidity: an introductory survey.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2012 | Measuring Market Liquidity: An Introductory Survey.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
| 2012 | Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework In: Papers. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Forecasting Value-at-Risk with Time-Varying Variance, Skewnessn and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2012 | Forecasting Value-at-Risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2012 | Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2015 | FORECASTING VALUE-AT-RISK WITH TIME-VARYING VARIANCE, SKEWNESS AND KURTOSIS IN AN EXPONENTIAL WEIGHTED MOVING AVERAGE FRAMEWORK.(2015) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2012 | Effective Trade Execution In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Effective Trade Execution.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Effective Trade Execution.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Effective Trade Execution.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Structural distortions in the Euro interbank market: The role of key players during the recent market turmoil In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2012 | Structural distortions in the Euro interbank market: The role of ‘key players’ during the recent market turmoil.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Structural distortions in the Euro interbank market: the role of key players during the recent market turmoil.(2012) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2012 | Structural Distortions in the Euro Interbank Market: The Role of Key Players during the Recent Market Turmoil.(2012) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | Money-market segmentation in the euro area : what has changed during the turmoil? In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2009 | Money-Market Segmentation in the Euro Area: What has Changed During the Turmoil?.(2009) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2008 | Determinacy of interest rate rules with bond transaction services in a cashless economy In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Determinacy of Interest Rate Rules with Bond Transaction Services in a Cashless Economy.(2008) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | A continuous-time model of the term structure of interest rates with fiscal-monetary policy interactions In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A Continuous-Time Model of the Term Structure of Interest Rates with Fiscal-Monetary Policy Interactions.(2008) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2008 | The co-movements along the forward curve of natural gas futures : a structural view In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Optimal Opportunistic Monetary Policy in A New-Keynesian Model In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Optimal Opportunistic Monetary Policy in a New-Keynesian Model.(2006) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2009 | A further look at the 2004 reform of the operational framework of the ECB In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A Further Look at the 2004 Reform of the Operational Framework of the ECB.(2009) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2009 | Distortionary tax instruments and implementable monetary policy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Distortionary tax instruments and implementable monetary policy.(2013) In: International Review of Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2002 | Distortionary Tax Instruments and Implementable Monetary Policy.(2002) In: EcoMod2010. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2007 | Distortionary Tax Instruments and Implementable Monetary Policy.(2007) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Lo shock Lehman Brothers: una tempesta dentro la tempesta? Lesperienza degli ETF LYXOR su Euro MTS In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | A welfare perspective on the fiscal-monetary policy mix: The role of alternative fiscal instruments In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2011 | A welfare perspective on the fiscal–monetary policy mix: The role of alternative fiscal instruments.(2011) In: Journal of Policy Modeling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2011 | The Relationship Between Financial Risk Premia and Macroeconomic Volatility: Issues and Perspectives on the Run-Up to the Turmoil In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2011 | Equilibrium selection in a cashless economy with transaction frictions in the bond market.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2011 | Equilibrium Selection in a Cashless Economy with Transaction Frictions in the Bond Market.(2011) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
| 2012 | Bonds Transaction Services and the Term Structure of Interest Rates: Implications for Equilibrium Determinacy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | How reliable are Taylor rules? A view from asymmetry in the U.S. Fed funds rate In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2008 | A note on the conditional correlation between energy prices: Evidence from future markets In: Energy Economics. [Full Text][Citation analysis] | article | 5 |
| 2010 | Macroeconomic factors and oil futures prices: A data-rich model In: Energy Economics. [Full Text][Citation analysis] | article | 26 |
| 2009 | Macroeconomic Factors and Oil Futures Prices: A Data-Rich Model.(2009) In: Research Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | paper | |
| 2014 | Asymmetric information and term lending in the Euro money market: Evidence from the beginning of the turmoil In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2009 | Nonlinearity in monetary policy: A reconsideration of the opportunistic approach to disinflation In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 0 |
| 2017 | International diversification for portfolios of European fixed-income mutual funds: The case of core EMU countries In: Managerial Finance. [Full Text][Citation analysis] | article | 0 |
| 2007 | Operational Fiscal and Monetary Policy with Staggered Wage and Price Dynamics In: Finnish Economic Papers. [Full Text][Citation analysis] | article | 0 |
| 2018 | Macroeconomic Stability in a Model with Bond Transaction Services In: International Journal of Financial Studies. [Full Text][Citation analysis] | article | 0 |
| 2006 | The Predictive Power of the Yield Spread under the Veil of Time In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2006 | Does the Yield Spread Predict the Output Gap in the U.S.? In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Volatility forecasting for crude oil futures In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
| 2010 | Volatility forecasting for crude oil futures.(2010) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
| 2007 | Conditional Leptokurtosis in Energy Prices: Multivariate Evidence from Futures Markets In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The Comovements between Futures Markets for Crude Oil: Evidence from a Structural GARCH Model In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Along the Forward Curve for Natural Gas: Unobservable Shocks and Dynamic Correlations In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Sources of Volatility Transmission in the Euro Area Money Market: From Longer Maturities to the Overnight? In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2010 | The sources of volatility transmission in the Euro area money market: from longer maturities to the overnight?.(2010) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2009 | The Comovements Along the Term Structure of Oil Forwards in Periods of High and Low Volatility: How Tight Are They? In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2009 | What Drives the Term Structure in the Euro Area? Evidence from a Model with Feedback In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Forecasting with a DSGE Model of the term Structure of Interest Rates: The Role of the Feedback In: Research Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Convergence and clustering of Tier 1 capital in the European banking sector: a non-linear factor approach In: International Journal of Monetary Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds? In: Asia-Pacific Financial Markets. [Full Text][Citation analysis] | article | 1 |
| 2005 | Solving Rational-Expectations Models through the Anderson-Moore Algorithm: An Introduction to the Matlab Implementation In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
| 2015 | Drivers of demand and supply in the Euro interbank market: the role of “Key Players” during the recent turmoil In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 2 |
| 2009 | Monetary Asset Substitution in the Euro Area In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Informed trading in the Euro money market for term lending In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Informed Trading in the Euro Money Market for Term Lending.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2010 | Gold and the U.S. Dollar: Tales from the turmoil In: MPRA Paper. [Full Text][Citation analysis] | paper | 19 |
| 2010 | Gold and the U.S. Dollar: Tales from the Turmoil.(2010) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
| 2013 | Gold and the U.S. dollar: tales from the turmoil.(2013) In: Quantitative Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
| 2014 | International portfolio allocation with European fixed-income funds: What scope for Italian funds? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2014 | International portfolio allocation with European fixed-income funds: What scope for Italian funds?.(2014) In: Working Paper series. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | Forecasting Long-Term Interest Rates with a Dynamic General Equilibrium Model of the Euro Area: The Role of the Feedback In: Working Paper series. [Full Text][Citation analysis] | paper | 2 |
| 2011 | Trading Directions and the Pricing of Euro Interbank Deposits in the Long Run In: Working Paper series. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Trading directions and the pricing of Euro interbank deposits in the long run.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
| 2006 | Monetary Policy and the Term Structure: A Fully Structural DSGE approach In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2006 | Optimal Simple Nonlinear Rules for Monetary Policy in a New-Keynesian Model In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2013 | Hedging Italian Equity Mutual Fund Returns during the Recent Financial Turmoil: A Duration-Dependent Markov-Switching Approach In: Journal of Applied Finance & Banking. [Full Text][Citation analysis] | article | 0 |
| 2012 | Measuring and Modelling the Market Liquidity of Stocks: Methods and Issues In: Journal of Finance and Investment Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | The Impact of the 2004 Reform of the Operational Framework of the ECB:Structural GARCH Evidence In: Journal of Finance and Investment Analysis. [Full Text][Citation analysis] | article | 0 |
| 2009 | Fractional integration of inflation rates: a note In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2010 | Did the turmoil affect money-market segmentation in the Euro area? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
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