7
H index
5
i10 index
238
Citations
Giulio Cifarelli : Citation Profile
Università degli Studi di Firenze | RESEARCH PRODUCTION: 23 Articles 21 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1992 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Giulio Cifarelli. | Is cited by:
| Cites to:
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Main data
Where Giulio Cifarelli has published?
| Journals with more than one article published | # docs |
|---|---|
| Open Economies Review | 3 |
| Economia Internazionale / International Economics | 2 |
| Energy Economics | 2 |
| The European Journal of Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers - Economics / Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa | 14 |
| MPRA Paper / University Library of Munich, Germany | 7 |
Recent works citing Giulio Cifarelli (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63. Full description at Econpapers || Download paper |
| 2023 | Hedging with automatic liquidation and leverage selection on bitcoin futures. (2023). Zou, Bin ; Deng, Jun ; Alexander, Carol. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:478-493. Full description at Econpapers || Download paper |
| 2023 | The impact of consumer confidence on oil prices. (2023). Zhong, Yifan ; Umar, Muhammad ; Mirza, Nawazish ; Wang, Dan ; Su, Chi-Wei. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003183. Full description at Econpapers || Download paper |
| 2023 | The essential role of Russian geopolitics: A fresh perception into the gold market. (2023). Peculea, Adelina Dumitrescu ; Pirtea, Marilen Gabriel ; Su, Chi-Wei ; Qin, Meng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000181. Full description at Econpapers || Download paper |
| 2023 | Risk co-movements and portfolio strategies between energy, gold and BRICS markets. (2023). Shah, Waheed Ullah ; Younis, Ijaz ; Longsheng, Cheng ; Qureshi, Fiza ; Hkiri, Besma. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001952. Full description at Econpapers || Download paper |
| 2023 | Fluctuation in the global oil market, stock market volatility, and economic policy uncertainty: A study of the US and China. (2023). Du, Qunyang ; Zhou, Fangxing ; Yang, Tianle. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:377-387. Full description at Econpapers || Download paper |
| 2023 | Can a house resale restriction policy curb speculation? Evidence from a quasi-natural experiment in China. (2023). Zhao, Sheng ; Moreira, Fernando ; Lan, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:841-859. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Commodity price shocks and the business cycles in emerging economies: the role of banking system balance sheets. (2023). Torres García, Alejandro ; Torres-Garcia, Alejandro ; Villca, Alfredo. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02420-y. Full description at Econpapers || Download paper |
Works by Giulio Cifarelli:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing In: The Energy Journal. [Full Text][Citation analysis] | article | 0 |
| 2018 | Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2016 | Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s In: Cliometrica, Journal of Historical Economics and Econometric History. [Full Text][Citation analysis] | article | 0 |
| 2004 | The impact of the Argentine default on volatility co-movements in emerging bond markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 12 |
| 2010 | Oil price dynamics and speculation: A multivariate financial approach In: Energy Economics. [Full Text][Citation analysis] | article | 148 |
| 2008 | Oil price Dynamics and Speculation. A Multivariate Financial Approach.(2008) In: Working Papers - Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 148 | paper | |
| 2013 | Smooth transition regime shifts and oil price dynamics In: Energy Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | A dynamic model of hedging and speculation in the commodity futures markets In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 14 |
| 2006 | Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? In: Global Finance Journal. [Full Text][Citation analysis] | article | 18 |
| 2005 | Volatility linkages across three major equity markets: A financial arbitrage approach In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 11 |
| 2020 | A non-linear analysis of the sovereign bank nexus in the EU In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 2 |
| 2016 | Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 9 |
| 2018 | Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
| 2007 | The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 1 |
| 2009 | The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation.(2009) In: Open Economies Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2009 | Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911 In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 3 |
| 2009 | Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | Nonlinear Regime Shifts in Oil Price Hedging Dynamics In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time? In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 1 |
| 2013 | Speculative Cotton Pricing in the 1920s. A Nonlinear Tale of Noise Traders and Fundamentalists In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | One size does not fit all. A non-linear analysis of European monetary transmission In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | The impact of unconventional monetary policy on the sovereign bank nexus within and across EU countries. A time-varying conditional correlation analysis In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016.(2017) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2018 | Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators: Evidence from High-frequency Data In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Endogenous and Exogenous Volatility in the Foreign Exchange Market In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 1998 | The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises In: Giornale degli Economisti. [Citation analysis] | article | 0 |
| 2012 | Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911 In: Open Economies Review. [Full Text][Citation analysis] | article | 7 |
| 1995 | Fundamentals, regime shifts, and dollar behavior in the 1980s In: Open Economies Review. [Full Text][Citation analysis] | article | 1 |
| 2011 | Hedging vs. speculative pressures on commodity futures returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2010 | Oil and portfolio risk diversification In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2002 | The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2001 | Volatility spillovers and the role of leading financial centres In: BNL Quarterly Review. [Full Text][Citation analysis] | article | 0 |
| 2001 | Volatility spillovers and the role of leading financial centres.(2001) In: Banca Nazionale del Lavoro Quarterly Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2003 | Spreads on Emerging-Market Debt: Global vs. Regional Factors In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 1992 | Exchange Rate Market Efficiency Tests and Cointegration Analysis In: Economia Internazionale / International Economics. [Citation analysis] | article | 0 |
| 2008 | Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 2001 | Introduction In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | Can oil diversify away the unpriced risk of a portfolio? In: International Journal of Finance & Economics. [Citation analysis] | article | 3 |
| 1998 | The exchange rate crisis of September 1992 and the pricing of Italian financial futures In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team