7
H index
4
i10 index
121
Citations
Alessandra Amendola : Citation Profile
Università degli Studi di Salerno | RESEARCH PRODUCTION: 22 Articles 14 Papers 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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24 years (2000 - 2024). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Alessandra Amendola. | Is cited by:
| Cites to:
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Main data
Where Alessandra Amendola has published?
| Journals with more than one article published | # docs |
|---|---|
| Statistical Methods & Applications | 2 |
| Computational Statistics & Data Analysis | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Policy Research Working Paper Series / The World Bank | 2 |
| Papers / arXiv.org | 2 |
Recent works citing Alessandra Amendola (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Using mixed-frequency and realized measures in quantile regression. (2020). Gallo, Giampiero ; Candila, Vincenzo ; Petrella, Lea. In: Papers. RePEc:arx:papers:2011.00552. Full description at Econpapers || Download paper |
| 2023 | S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387. Full description at Econpapers || Download paper |
| 2023 | The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074. Full description at Econpapers || Download paper |
| 2024 | Autoregressive conditional betas. (2024). Laurent, Sébastien ; Francq, Christian ; Blasques, F. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003469. Full description at Econpapers || Download paper |
| 2023 | On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x. Full description at Econpapers || Download paper |
| 2024 | Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331. Full description at Econpapers || Download paper |
| 2023 | The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. (2023). Li, Jie ; Han, Yingwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004264. Full description at Econpapers || Download paper |
| 2024 | Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?. (2024). Cao, Xiangye ; Zhang, Junchao ; Li, Wei. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400299x. Full description at Econpapers || Download paper |
| 2023 | Non-Gaussian models for CoVaR estimation. (2023). Rivieccio, Giorgia ; de Luca, Giovanni ; Bianchi, Michele Leonardo. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:391-404. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Bouri, Elie ; Li, Haohua. In: Working Papers. RePEc:pre:wpaper:202301. Full description at Econpapers || Download paper |
| 2023 | Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model. (2023). Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting ; Salisu, Afees A. In: Working Papers. RePEc:pre:wpaper:202323. Full description at Econpapers || Download paper |
| 2023 | A model-free approach to do long-term volatility forecasting and its variants. (2023). Karmakar, Sayar ; Wu, Kejin. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00466-6. Full description at Econpapers || Download paper |
| 2023 | Financial distress, free cash flow, and interfirm payment network: Evidence from an agentâ€based model. (2020). Dannabuitrago, Jenny P ; Stellian, Remi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:25:y:2020:i:4:p:598-616. Full description at Econpapers || Download paper |
| 2023 | Are industry?level indicators more helpful to forecast industrial stock volatility? Evidence from Chinese manufacturing purchasing managers index. (2021). Bai, Lan ; Wei, YU ; Yang, Kun. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:17-39. Full description at Econpapers || Download paper |
Works by Alessandra Amendola:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | On the influence of the U.S. monetary policy on the crude oil price volatility In: 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy. [Full Text][Citation analysis] | paper | 13 |
| 2017 | On the influence of US monetary policy on crude oil price volatility.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
| 2020 | Doubly Multiplicative Error Models with Long- and Short-run Components In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Doubly multiplicative error models with long- and short-run components.(2024) In: Socio-Economic Planning Sciences. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2024 | Adaptive combinations of tail-risk forecasts In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Special Issue on Nonlinear Modelling and Financial Econometrics In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 3 |
| 2008 | A GMM procedure for combining volatility forecasts In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 6 |
| 2019 | On the asymmetric impact of macro–variables on volatility In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
| 2021 | Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 6 |
| 2020 | A Model Confidence Set approach to the combination of multivariate volatility forecasts In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 9 |
| 2015 | An analysis of the determinants of financial distress in Italy: A competing risks approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 18 |
| 2006 | The moments of SETARMA models In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 7 |
| 2014 | Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation In: Working Papers - Economics. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2023 | The Impact of ESG Scores on Risk Market Performance In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2009 | Combination of multivariate volatility forecasts In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 13 |
| 2016 | Factors Driving the Credit Card Ownership in Italy In: International Business Research. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 2013 | CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN In: Global Economic Observer. [Full Text][Citation analysis] | article | 1 |
| 2009 | Concepts and tools for nonlinear time series modelling In: MPRA Paper. [Full Text][Citation analysis] | paper | 5 |
| 2020 | Tax Policy and Firms Financial Choices: Empirical Evidence from the Dominican Republic In: MIC 2020: The 20th Management International Conference. [Full Text][Citation analysis] | chapter | 0 |
| 2019 | Fiscal Policies and Firms Performance:A Propensity Score Matching Analysis inDominican Republic In: CELPE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Modelling Asymmetries in Unemployment Rate In: CELPE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2000 | A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES In: Computing in Economics and Finance 2000. [Full Text][Citation analysis] | paper | 4 |
| 2002 | A non-linear time series approach to modelling asymmetry in stock market indexes.(2002) In: Statistical Methods & Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2006 | The combination of volatility forecasts In: Computing in Economics and Finance 2006. [Citation analysis] | paper | 0 |
| 2010 | Variabile Selection in Forecasting Models for Corporate Bankruptcy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Do fiscal policies affect the firms’ growth and performance? Urban versus rural area In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2017 | An evaluation study on students’ international mobility experience In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 1 |
| 2021 | On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS In: Springer Books. [Citation analysis] | chapter | 0 |
| 2008 | Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation In: Springer Books. [Citation analysis] | chapter | 0 |
| 2004 | Predictor distribution and forecast accuracy of threshold models In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 1 |
| 2020 | Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy In: Advances in Management and Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Fiscal Policies and Performance: Evidence from Dominican Republic firms In: Journal of Applied Finance & Banking. [Full Text][Citation analysis] | article | 1 |
| 2020 | Energy and non–energy Commodities: Spillover Effects on African Stock Markets In: Journal of Statistical and Econometric Methods. [Full Text][Citation analysis] | article | 0 |
| 2016 | Evaluation of volatility predictions in a VaR framework In: Quantitative Finance. [Full Text][Citation analysis] | article | 8 |
| 2016 | Financial access and household welfare : evidence from Mauritania In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
| 2018 | Fiscal incentives and firm performance : evidence from the Dominican Republic In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 1 |
| In: . [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team