3
H index
1
i10 index
40
Citations
Maria Grazia Zoia : Citation Profile
Università Cattolica del Sacro Cuore | RESEARCH PRODUCTION: 20 Articles 8 Papers 1 Books EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2002 - 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 Maria Grazia Zoia. | Is cited by:
| Cites to:
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Main data
Where Maria Grazia Zoia has published?
| Journals with more than one article published | # docs |
|---|---|
| Communications in Statistics - Theory and Methods | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 5 |
| Department of Economics and Statistics Cognetti de Martiis. Working Papers / University of Turin | 2 |
Recent works citing Maria Grazia Zoia (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Constructing Copulas Using Corrected Hermite Polynomial Expansion for Estimating Cross Foreign Exchange Volatility. (2023). Yamakami, Tomohisa ; Shiraya, Kenichiro. In: Papers. RePEc:arx:papers:2301.10044. Full description at Econpapers || Download paper |
| 2023 | GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets. (2023). Li, Min-Jian ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000335. Full description at Econpapers || Download paper |
| 2023 | Dynamic analysis of natural gas substitution for crude oil: Scenario simulation and quantitative evaluation. (2023). Ding, Qinyi ; Pan, Lingying ; Yang, Weixin. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223021588. Full description at Econpapers || Download paper |
| 2023 | Long-run macroeconomic consequences of Taiwans aging labor force: an analysis of policy options. (2023). Chen, Li-Ju ; McNown, Robert ; Wong, Koi Nyen ; Goh, Soo Khoon. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:1:p:121-138. Full description at Econpapers || Download paper |
| 2023 | Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715. Full description at Econpapers || Download paper |
| 2023 | Natural resources: A determining factor of geopolitical risk in Russia? Revisiting conflict-based perspective. (2023). Dagestani, Abd Alwahed ; Sadiq, Muhammad ; Sun, Xiaofei ; Wang, Yangjie ; Pan, Lijun. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007444. Full description at Econpapers || Download paper |
| 2023 | Green Household Technology and Its Impacts on Environmental Sustainability in China. (2023). Su, Chi-Wei ; Chang, Hsu-Ling ; Wang, Yunxu ; Zhang, Jing-Wen ; Meng, Qin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:17:p:12919-:d:1226193. Full description at Econpapers || Download paper |
| 2023 | Effects of Technology, Energy, Monetary, and Fiscal Policies on the Relationship between Renewable and Fossil Fuel Energies and Environmental Pollution: Novel NBARDL and Causality Analyses. (2023). Ersin, Ozgur Omer ; Irpici, Yasemin Asu ; Bildirici, Melike. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:20:p:14887-:d:1260156. Full description at Econpapers || Download paper |
| 2023 | Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis. (2023). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Working Papers. RePEc:hhs:cbsnow:2023_008. Full description at Econpapers || Download paper |
| 2023 | Risk budgeting using a generalized diversity index. (2023). Koumou, Gilles Boevi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00326-z. Full description at Econpapers || Download paper |
Maria Grazia Zoia has edited the books:
| Year | Title | Type | Cited |
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Works by Maria Grazia Zoia:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | An econometric analysis of the Italian cultural supply In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | A Novel Multi-Period and Multilateral Price Index In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Modeling Portfolios with Leptokurtic and Dependent Risk Factors In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | Bootstrap Cointegration Tests in ARDL Models In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Bootstrap cointegration tests in ARDL models.(2022) In: Economic Modelling. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2019 | An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains In: Metroeconomica. [Full Text][Citation analysis] | article | 0 |
| 2019 | A new proposal for the construction of a multi-period/multilateral price index In: DISCE - Quaderni del Dipartimento di Politica Economica. [Full Text][Citation analysis] | paper | 3 |
| 2002 | ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS In: Econometric Theory. [Full Text][Citation analysis] | article | 1 |
| 2021 | A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | Kurtosis analysis in GARCH models with Gram–Charlier-like innovations In: Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
| 2022 | EU electricity market integration and cross-country convergence in residential and industrial end-user prices In: Energy Policy. [Full Text][Citation analysis] | article | 3 |
| 2023 | Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | Forecasting in GARCH models with polynomially modified innovations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2018 | Value at risk and expected shortfall based on Gram-Charlier-like expansions In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 10 |
| 2006 | New insights into best linear unbiased estimation and the optimality of least-squares In: Journal of Multivariate Analysis. [Full Text][Citation analysis] | article | 0 |
| 2018 | Gram–Charlier-like expansions of power-raised hyperbolic secant laws In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
| 2020 | Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions In: Risks. [Full Text][Citation analysis] | article | 0 |
| 2018 | The determinants of Italian firms’ technological competencies and capabilities In: Eurasian Business Review. [Full Text][Citation analysis] | article | 4 |
| 2006 | Topics in Dynamic Model Analysis In: Lecture Notes in Economics and Mathematical Systems. [Citation analysis] | book | 1 |
| 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 | 3 |
| 2013 | Band-limited component estimation in time-limited economic series In: Journal of Applied Statistics. [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 | 0 |
| 2022 | Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2023 | Kurtosis-based risk parity: methodology and portfolio effects In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | Kurtosis-Based Risk Parity: Methodology and Portfolio Effects..(2022) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2022 | Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling In: Rivista Internazionale di Scienze Sociali. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team