Marco Patacca : Citation Profile

Are you Marco Patacca?

Università degli Studi di Roma "Tor Vergata"

5

H index

1

i10 index

54

Citations

RESEARCH PRODUCTION:

8

Articles

3

Papers

RESEARCH ACTIVITY:

   7 years (2017 - 2024). See details.
   Cites by year: 7
   Journals where Marco Patacca has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 4 (6.9 %)

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   Permalink: http://citec.repec.org/ppa1523
   Updated: 2024-12-03    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Figà-Talamanca, Gianna (6)

Gnoatto, Alessandro (2)

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

Is cited by:

Figà-Talamanca, Gianna (8)

Reule, Raphael (4)

Suardi, Sandy (3)

Ahmed, Walid (2)

Milne, Alistair (2)

Gonçalves, Tiago (2)

Härdle, Wolfgang (2)

Širaňová, Mária (1)

Saggese, Pietro (1)

Kavuri, Anil (1)

Vinogradov, Dmitri (1)

Cites to:

Figà-Talamanca, Gianna (14)

Blau, Benjamin (6)

Rajcaniova, Miroslava (6)

Ciaian, Pavel (6)

Kancs, d'Artis (6)

Roubaud, David (5)

Bouri, Elie (5)

Fry, John (5)

Trognon, Alain (4)

Bukovina, Jaroslav (4)

Ciaian, Pavel (4)

Main data

Where Marco Patacca has published?

Journals with more than one article published# docs
Decisions in Economics and Finance3

Working Papers Series with more than one paper published# docs
Papers / arXiv.org3

Recent works citing Marco Patacca (2024 and 2023)

YearTitle of citing document
2024A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. (2024). Teng, Long ; Kapllani, Lorenc. In: Papers. RePEc:arx:papers:2404.08456.

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2024Full error analysis of the random deep splitting method for nonlinear parabolic PDEs and PIDEs with infinite activity. (2024). Wu, Sizhou ; Schmocker, Philipp ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2405.05192.

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2023A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071.

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2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

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2023Exploring sources of statistical arbitrage opportunities among Bitcoin exchanges. (2023). Krištoufek, Ladislav ; Bouri, Elie. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005116.

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2023Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

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2023Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform. (2023). Saggese, Pietro ; Bohme, Rainer ; Facchini, Angelo ; Dimitri, Nicola ; Belmonte, Alessandro. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:213:y:2023:i:c:p:251-270.

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2023An analysis of the return–volume relationship in decentralised finance (DeFi). (2023). Zhang, Yuanyuan ; Chan, Stephen ; Chu, Jeffrey. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:236-254.

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2023Attention allocation and cryptocurrency return co-movement: Evidence from the stock market. (2023). Urquhart, Andrew ; Shen, Dehua ; Hu, Yitong. In: International Review of Economics & Finance. RePEc:eee:reveco:v:88:y:2023:i:c:p:1173-1185.

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2023Models used to characterise blockchain features. A systematic literature review and bibliometric analysis. (2023). Arguedas-Sanz, Raquel ; Rico-Pea, Juan Jesus ; Lopez-Martin, Carmen. In: Technovation. RePEc:eee:techno:v:123:y:2023:i:c:s0166497223000226.

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2023.

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2023Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

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2023Uncertainties and ambivalence in the crypto market: an urgent need for a regional crypto regulation. (2023). Thomas, Ann Susan ; Nair, Ajithakumari Vijayappan. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:8:d:10.1007_s43546-023-00519-z.

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2023The Impact of Investor Sentiment on Bitcoin Returns and Conditional Volatilities during the Era of Covid-19. (2023). Guler, Derya. In: Journal of Behavioral Finance. RePEc:taf:hbhfxx:v:24:y:2023:i:3:p:276-289.

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Works by Marco Patacca:

YearTitleTypeCited
2017A sentiment-based model for the BitCoin: theory, estimation and option pricing In: Papers.
[Full Text][Citation analysis]		paper5
2022A change of measure formula for recursive conditional expectations In: Papers.
[Full Text][Citation analysis]		paper0
2024A deep solver for BSDEs with jumps In: Papers.
[Full Text][Citation analysis]		paper4
2021Regime switches and commonalities of the cryptocurrencies asset class In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article5
2022Calibrating FBSDEs Driven Models in Finance via NNs In: Risks.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article1
2019Does market attention affect Bitcoin returns and volatility? In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article15
2020Market attention and Bitcoin price modeling: theory, estimation and option pricing In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article5
2021Common dynamic factors for cryptocurrencies and multiple pair-trading statistical arbitrages In: Decisions in Economics and Finance.
[Full Text][Citation analysis]		article4
2019Model-based arbitrage in multi-exchange models for Bitcoin price dynamics In: Digital Finance.
[Full Text][Citation analysis]		article8
2020Disentangling the relationship between Bitcoin and market attention measures In: Economia e Politica Industriale: Journal of Industrial and Business Economics.
[Full Text][Citation analysis]		article7

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