Paola Zerilli : Citation Profile


Are you Paola Zerilli?

University of York

2

H index

1

i10 index

25

Citations

RESEARCH PRODUCTION:

5

Papers

RESEARCH ACTIVITY:

   14 years (2005 - 2019). See details.
   Cites by year: 1
   Journals where Paola Zerilli has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 1 (3.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pze62
   Updated: 2020-10-24    RAS profile: 2010-06-11    
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Relations with other researchers


Works with:

Chen, Liyuan (2)

Baum, Christopher (2)

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

Is cited by:

GUPTA, RANGAN (6)

Wohar, Mark (3)

Suleman, Tahir (3)

Laurini, Márcio (3)

Lin, Boqiang (3)

Mauad, Roberto (3)

Demirer, Riza (3)

Caporin, Massimiliano (2)

Nikitopoulos-Sklibosios, Christina (1)

Cortés, Lina (1)

Sun, Zhanli (1)

Cites to:

Chan, Joshua (8)

Gallant, A. (5)

Tauchen, George (5)

Grant, Angelia (4)

Baum, Christopher (3)

Pindyck, Robert (3)

Chernov, Mikhail (3)

Zhang, Yue-Jun (2)

Artzner, Philippe (2)

Askari, Hossein (2)

Bollerslev, Tim (2)

Main data


Where Paola Zerilli has published?


Working Papers Series with more than one paper published# docs
Boston College Working Papers in Economics / Boston College Department of Economics3

Recent works citing Paola Zerilli (2020 and 2019)


YearTitle of citing document
2019OPEC News Announcement Effect on Volatility in the Crude Oil Market: A Reconsideration. (2019). Yoon, Seong-Min ; Lau, Chi Keung ; Gupta, Rangan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:4:p:1-23.

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2019Modeling the electricity spot price with switching regime semi-nonparametric distributions. (2019). Perote, Javier ; Cortés, Lina ; Cortes, Lina M ; Trespalacios, Alfredo. In: Documentos de Trabajo CIEF. RePEc:col:000122:017618.

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2020Economic determinants of oil futures volatility: A term structure perspective. (2020). Prokopczuk, Marcel ; Nikitopoulos-Sklibosios, Christina ; Kang, Boda. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300827.

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2019The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator. (2019). Yousaf, Sheikh Usman ; Islam, Talat ; Ur, Haroon ; Hishan, Sanil S ; Aamir, Alamzeb ; Gani, Showkat ; Sharkawy, Mohamed A ; Shoukry, Alaa Mohamd ; Zaman, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:240-255.

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2020An early risk warning system for Outward Foreign Direct Investment in Mineral Resource-based enterprises using multi-classifiers fusion. (2020). Wang, Yadong ; Tong, Xian. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719304982.

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2020The impact of co-jumps in the oil sector. (2020). Mauad, Roberto ; Laurini, Márcio ; Lucena, Fernando Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301758.

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2020Residual shape risk on natural gas market with mixed jump diffusion price dynamics. (2020). Janda, Karel ; Kourilek, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:85:y:2020:i:c:s0140988319302464.

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2019The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator. (2019). Yousaf, Sheikh Usman ; Islam, Talat ; Ur, Haroon ; Hishan, Sanil S ; Aamir, Alamzeb ; Gani, Showkat ; Sharkawy, Mohamed A ; Shoukry, Alaa Mohamd ; Zaman, Khalid. In: Resources Policy. RePEc:eee:jrpoli:v:62:y:2019:i:c:p:240-255.

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2020The impact of co-jumps in the oil sector. (2020). Mauad, Roberto ; Laurini, Márcio ; Lucena, Fernando Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301758.

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Works by Paola Zerilli:


YearTitleTypeCited
2014Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility In: Boston College Working Papers in Economics.
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paper20
2019Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data In: Boston College Working Papers in Economics.
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paper3
2018Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications In: Boston College Working Papers in Economics.
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paper2
2005Option pricing and spikes in volatility: theoretical and empirical analysis In: Money Macro and Finance (MMF) Research Group Conference 2005.
[Full Text][Citation analysis]
paper0
2007Option Pricing and Spikes in Volatility: Theoretical and Empirical Analysis.(2007) In: Discussion Papers.
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paper

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