23
H index
44
i10 index
1855
Citations
| 23 H index 44 i10 index 1855 Citations RESEARCH PRODUCTION: 109 Articles 139 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Massimiliano Caporin. | Is cited by: | Cites to: |
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2024 | Rockets and Feathers in the Oil and Gasoline Markets: In-Depth Analysis of Three Asymmetries. (2024). Qiu, Feng ; Zhang, Wenbei. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:344062. Full description at Econpapers || Download paper | |
2025 | Dynamic CoVaR Modeling and Estimation. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2206.14275. Full description at Econpapers || Download paper | |
2025 | A Comprehensive Survey on Enterprise Financial Risk Analysis from Big Data Perspective. (2025). Zhao, YU ; Du, Huaming. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers || Download paper | |
2024 | Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications. (2024). Rossini, Luca ; Iacopini, Matteo ; Ravazzolo, Francesco. In: Papers. RePEc:arx:papers:2211.16121. Full description at Econpapers || Download paper | |
2024 | Uniform Pessimistic Risk and its Optimal Portfolio. (2024). Hong, Sungchul ; Jeon, Jong-June. In: Papers. RePEc:arx:papers:2303.07158. Full description at Econpapers || Download paper | |
2024 | A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2024). Fanelli, Viviana ; Rotondi, Francesco ; Fontana, Claudio. In: Papers. RePEc:arx:papers:2309.00875. Full description at Econpapers || Download paper | |
2024 | Risk valuation of quanto derivatives on temperature and electricity. (2024). Vadillo, Nerea ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2310.07692. Full description at Econpapers || Download paper | |
2024 | Quantile Granger Causality in the Presence of Instability. (2024). Wied, Dominik ; Troster, Victor ; Mayer, Alexander. In: Papers. RePEc:arx:papers:2402.09744. Full description at Econpapers || Download paper | |
2024 | Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145. Full description at Econpapers || Download paper | |
2024 | International vulnerability of inflation. (2024). Ruiz, Esther ; Garr, Ignacio ; Rodr, Vladimir C. In: Papers. RePEc:arx:papers:2410.20628. Full description at Econpapers || Download paper | |
2025 | Systemic Risk in the European Insurance Sector. (2025). di Giorgio, Giorgio ; Consiglio, Andrea ; Borri, Nicola ; Bonaccolto, Giovanni. In: Papers. RePEc:arx:papers:2505.02635. Full description at Econpapers || Download paper | |
2025 | Predicting Financial Market Crises using Multilayer Network Analysis and LSTM-based Forecasting of Spillover Effects. (2025). Sefidi, Mahdi Kohan. In: Papers. RePEc:arx:papers:2505.11019. Full description at Econpapers || Download paper | |
2024 | The Dynamics of the Chinese and Global Crude Oil Market Integration - Evidence From a DCC-MIDAS Model. (2024). Ren, Xiaohang ; Duan, Kun ; Cao, Jingxuan. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:98. Full description at Econpapers || Download paper | |
2024 | Employee financial participation and corporate social and environmental performance: Evidence from European panel data. (2024). Schouteten, Roel ; Braam, Geert ; Poutsma, Erik ; van der Heijden, Beatrice. In: British Journal of Industrial Relations. RePEc:bla:brjirl:v:62:y:2024:i:2:p:381-409. Full description at Econpapers || Download paper | |
2024 | International vulnerability of inflation. (2024). Ortega, Esther Ruiz ; Rodrguez, Carlos Vladimir ; Vedia, Ignacio Garrn. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:44814. Full description at Econpapers || Download paper | |
2024 | Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?. (2024). Leung, Charles ; Ho, Edward Chi ; Ka, Charles. In: ISER Discussion Paper. RePEc:dpr:wpaper:1252. Full description at Econpapers || Download paper | |
2025 | A wavelet coherence approach to analyze contagion between equity markets during three major crises. (2025). Belhassine, Olfa ; Nivoix, Sophie ; Riahi, Montassar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-24-00469. Full description at Econpapers || Download paper | |
2024 | Hedging Effectiveness on the MISO Exchange. (2024). Jones, Kevin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-31. Full description at Econpapers || Download paper | |
2024 | Time Frequency and Co-movements between Global Economic Policy Uncertainty, Precious Metals and Agricultural Prices: A Wavelet Coherence Analysis and Bootstrap Rolling Window Granger Causality. (2024). el Abed, Riadh ; ben Hamouda, Abderrazek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-02-55. Full description at Econpapers || Download paper | |
2024 | The Volatility Spillover of Global Oil Price Uncertainty. (2024). Chuponov, Sanat ; Tich, Lucie ; Pcha, Kamil ; Ataev, Jasur ; Hudayberganov, Dilshod ; Kuziboev, Bekhzod. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-03-63. Full description at Econpapers || Download paper | |
2025 | Change point detection in temporal networks based on graph snapshot similarity measures. (2025). Chen, Liming ; Huang, Xianbin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:489:y:2025:i:c:s009630032400626x. Full description at Econpapers || Download paper | |
2024 | How do uncertain renewable energy induced risks evolve in a two-stage deregulated wholesale power market. (2024). Zhang, Yining ; Wang, Qunwei ; Ding, Hao ; Zhou, Dequn. In: Applied Energy. RePEc:eee:appene:v:353:y:2024:i:pb:s0306261923015040. Full description at Econpapers || Download paper | |
2024 | Revealing the energy pyramid: Global energy dependence network and national status based on industry chain. (2024). Xia, Qifan ; Zhang, Qiang ; Ding, Junfeng ; Du, Debin. In: Applied Energy. RePEc:eee:appene:v:367:y:2024:i:c:s030626192400713x. Full description at Econpapers || Download paper | |
2024 | Skewed multifractal cross-correlation between price and volume during the COVID-19 pandemic: Evidence from China and European carbon markets. (2024). Li, Zhihui ; Tian, Yun. In: Applied Energy. RePEc:eee:appene:v:371:y:2024:i:c:s0306261924010997. Full description at Econpapers || Download paper | |
2024 | Is geopolitical oil price uncertainty forcing the world to use energy more efficiently? Evidence from advanced statistical methods. (2024). Lee, Chien-Chiang ; Ozkan, Oktay ; Olasehinde-Williams, Godwin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:908-919. Full description at Econpapers || Download paper | |
2025 | Bayesian analysis for functional coefficient conditional autoregressive range model with applications. (2025). Qian, Yixin ; Wang, Bin ; Yu, Enping. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003602. Full description at Econpapers || Download paper | |
2024 | How macroeconomic conditions affect systemic risk in the short and long-run?. (2024). Kurter, Zeynep O. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082400007x. Full description at Econpapers || Download paper | |
2024 | Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111. Full description at Econpapers || Download paper | |
2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper | |
2024 | Inflation dynamics and persistence: The importance of the uncertainty channel. (2024). Canepa, Alessandra. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000603. Full description at Econpapers || Download paper | |
2024 | Risk spillover mechanism among commercial banks and FinTech institutions throughout public health emergencies. (2024). Zhu, Jing ; Zhao, Jingsong ; Sun, Jiaojiao ; Zhang, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001402. Full description at Econpapers || Download paper | |
2025 | Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries. (2025). Zeng, Tian ; Zhu, Huiming ; Xia, Xiling ; Wang, Xinghui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824001840. Full description at Econpapers || Download paper | |
2024 | Computational dynamics of information ratios. (2024). Marohn, Marcel ; Auer, Benjamin R. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000946. Full description at Econpapers || Download paper | |
2024 | Airline industry equities under external uncertainty shocks. (2024). Mahadeo, Scott ; Blampied, Nicols ; Romeo, Scott Mark. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004786. Full description at Econpapers || Download paper | |
2024 | Modelling cycles in climate series: The fractional sinusoidal waveform process. (2024). Proietti, Tommaso ; Maddanu, Federico. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622000987. Full description at Econpapers || Download paper | |
2024 | Time-varying multivariate causal processes. (2024). GAO, Jiti ; Yan, Yayi ; Wu, Wei Biao ; Peng, Bin. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000174. Full description at Econpapers || Download paper | |
2024 | Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050. Full description at Econpapers || Download paper | |
2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper | |
2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper | |
2024 | Energy crisis, economic growth and public finance in Italy. (2024). Fontana, Giuseppe ; Canelli, Rosa ; Realfonzo, Riccardo ; Passarella, Marco Veronese. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001385. Full description at Econpapers || Download paper | |
2024 | Tracing the dynamic impact of energy transitions on equity market volatility in an era of financial turbulence. (2024). Xiao, Xunyong ; Shan, Shan ; Kchouri, Bilal ; Li, Aixi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001518. Full description at Econpapers || Download paper | |
2024 | Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models. (2024). Hasanli, Mubariz. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002184. Full description at Econpapers || Download paper | |
2024 | Is the carbon emission trading scheme conducive to promoting energy transition? Some empirical evidence from China. (2024). Ren, Yi-Shuai ; Duc, Toan Luu ; Narayan, Seema ; Liu, Pei-Zhi. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003372. Full description at Econpapers || Download paper | |
2024 | Do climate risks affect dirty–clean energy stock price dynamic correlations?. (2024). Wu, Zhige ; Tang, Yixuan ; Li, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004213. Full description at Econpapers || Download paper | |
2024 | Monetary policies on green financial markets: Evidence from a multi-moment connectedness network. (2024). Zheng, Tingguo ; Ye, Shiqi ; Zhang, Hongyin. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400447x. Full description at Econpapers || Download paper | |
2024 | Commodity systemic risk and macroeconomic predictions. (2024). Fang, YI ; Zhao, Yang ; Pei, Tiancheng ; Ouyang, Ruolan. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005152. Full description at Econpapers || Download paper | |
2024 | The energy transition and the value of Capacity Remuneration Mechanisms. (2024). moretto, michele ; Fontini, Fulvio ; Bonaldo, Cinzia. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005905. Full description at Econpapers || Download paper | |
2024 | Price discovery redux—Analyzing energy spot and futures prices using a dynamic programming approach. (2024). Vatsa, Puneet ; Miljkovic, Dragan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400673x. Full description at Econpapers || Download paper | |
2024 | Extreme downside risk connectedness between green energy and stock markets. (2024). Alomari, Mohammed ; el Khoury, Rim ; Mensi, Walid ; Vo, Xuan Vinh ; Kang, Sang Hoon. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032535. Full description at Econpapers || Download paper | |
2024 | Asymmetric relationship between carbon market and energy markets. (2024). Tiwari, Aviral ; Lee, Chien-Chiang ; Shao, David Xuefeng ; Aikins, Emmanuel Joel. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034340. Full description at Econpapers || Download paper | |
2024 | Silicon Valley Bank bankruptcy and Stablecoins stability. (2024). Galati, Luca ; Capalbo, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005173. Full description at Econpapers || Download paper | |
2024 | Does systemic risk in the fund markets predict future economic downturns?. (2024). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000218. Full description at Econpapers || Download paper | |
2024 | Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper | |
2024 | Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462. Full description at Econpapers || Download paper | |
2024 | When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. (2024). Shafiullah, Muhammad ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001340. Full description at Econpapers || Download paper | |
2024 | Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Cincinelli, Peter ; Urga, Giovanni ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552. Full description at Econpapers || Download paper | |
2024 | Evolving energies: Analyzing stability amidst recent challenges in the natural gas market. (2024). Bouazizi, Tarek ; Makrychoriti, Panagiota ; Guesmi, Khaled ; Abid, Ilyes. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002783. Full description at Econpapers || Download paper | |
2024 | State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices. (2024). Tsai, Ping Chen ; Wang, Chou Wen ; Eom, Cheoljun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003442. Full description at Econpapers || Download paper | |
2024 | How useful are energy-related uncertainty for oil price volatility forecasting?. (2024). Zhang, Xiaoyun ; Guo, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323013259. Full description at Econpapers || Download paper | |
2024 | Does the strength of the US dollar affect the interdependence among currency exchange rates of RCEP and CPTPP countries?. (2024). Wang, Mengjiao ; Liu, Jianxu ; Yang, Bing. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001405. Full description at Econpapers || Download paper | |
2024 | The nexus between local government debt risk, real estate sector, and financial stability. (2024). Li, Yulong. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401105x. Full description at Econpapers || Download paper | |
2025 | Risk spillover changes among commodity futures, stock and ESG markets: A study based on multidimensional higher order moment perspective. (2025). Zhou, Luohui ; Yu, Peining ; Li, Chujin ; Chen, Zejun. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324013138. Full description at Econpapers || Download paper | |
2024 | The impact of COVID-19 on sovereign contagion. (2024). Moratis, Georgios ; Drakos, Anastasios. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s157230892300089x. Full description at Econpapers || Download paper | |
2024 | Temporal networks and financial contagion. (2024). Nocciola, Luca ; Franch, Fabio ; Vouldis, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000093. Full description at Econpapers || Download paper | |
2024 | Spillovers in Europe: The role of ESG. (2024). Paterlini, Sandra ; Bax, Karoline ; Bonaccolto, Giovanni. In: Journal of Financial Stability. RePEc:eee:finsta:v:72:y:2024:i:c:s1572308924000068. Full description at Econpapers || Download paper | |
2024 | Stock, foreign exchange and commodity markets linkages: Implications for risk diversification and portfolio management. (2024). Veloso, Carmen L ; Cornejo, Edinson E ; Seplveda, Sandra M ; Muoz, Jorge A ; Delgado, Carlos L. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s104402832400125x. Full description at Econpapers || Download paper | |
2024 | Extreme downside risk connectedness and portfolio hedging among the G10 currencies. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Mensi, Walid ; Brahim, Mariem ; Carlotti, Jean-Etienne ; Aikins, Emmanuel Joel. In: International Economics. RePEc:eee:inteco:v:178:y:2024:i:c:s211070172400026x. Full description at Econpapers || Download paper | |
2024 | Financial market connectedness between the U.S. and China: A new perspective based on non-linear causality networks. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001543. Full description at Econpapers || Download paper | |
2024 | Fintech and financial stability: Evidence from spatial analysis for 25 countries. (2024). You, Kefei ; Koranteng, Barbara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:93:y:2024:i:c:s1042443124000684. Full description at Econpapers || Download paper | |
2024 | Forecasting Bitcoin volatility using machine learning techniques. (2024). Urquhart, Andrew ; Sangiorgi, Ivan ; Huang, Zih-Chun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001306. Full description at Econpapers || Download paper | |
2024 | Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks. (2024). Wilfling, Bernd ; GUPTA, RANGAN ; Segnon, Mawuli. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:29-43. Full description at Econpapers || Download paper | |
2024 | Bayesian forecasting in economics and finance: A modern review. (2024). Maheu, John ; Huber, Florian ; Koop, Gary ; Martin, Gael M ; Nibbering, Didier ; Frazier, David T ; Panagiotelis, Anastasios ; Maneesoonthorn, Worapree ; Loaiza-Maya, Ruben. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839. Full description at Econpapers || Download paper | |
2024 | Behavioral risk profiling: Measuring loss aversion of individual investors. (2024). van Dolder, Dennie ; Vandenbroucke, Jurgen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:168:y:2024:i:c:s0378426624002073. Full description at Econpapers || Download paper | |
2024 | International macroeconomic vulnerability. (2024). Garcia, Marcio ; Velloso, Joo ; Guillen, Diogo ; Ribeiro, Bernardo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:146:y:2024:i:c:s0261560624000925. Full description at Econpapers || Download paper | |
2024 | China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372. Full description at Econpapers || Download paper | |
2024 | Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703. Full description at Econpapers || Download paper | |
2024 | Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114. Full description at Econpapers || Download paper | |
2024 | Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643. Full description at Econpapers || Download paper | |
2024 | Forecasting downside and upside realized volatility: The role of asymmetric information. (2024). Maki, Daiki. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:29:y:2024:i:c:s1703494924000069. Full description at Econpapers || Download paper | |
2024 | Comparative risk aversion vs. threshold choice in the Omega ratio. (2024). Schweizer, Nikolaus ; Chau, Ki Wai ; Balter, Anne G. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001561. Full description at Econpapers || Download paper | |
2024 | Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets. (2024). Chen, Yunfei ; Jiang, Wei. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723010875. Full description at Econpapers || Download paper | |
2024 | Empirical analysis of investment in Pakistan’s upstream sector. (2024). Jamil, Faisal. In: Resources Policy. RePEc:eee:jrpoli:v:88:y:2024:i:c:s0301420723012011. Full description at Econpapers || Download paper | |
2024 | Higher-order moment connectedness between stock and commodity markets and portfolio management. (2024). Sensoy, Ahmet ; Mensi, Walid ; Kang, Sang Hoon ; Ko, Hee-Un. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072400014x. Full description at Econpapers || Download paper | |
2024 | Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). lucey, brian ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898. Full description at Econpapers || Download paper | |
2024 | Gold, platinum and the predictability of bubbles in global stock markets. (2024). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Nielsen, Joshua. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752. Full description at Econpapers || Download paper | |
2024 | A wavelet analysis of the relationship between carbon emissions rights and crude oil prices in China. (2024). Cao, Yafei ; Long, Huidian. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724000795. Full description at Econpapers || Download paper | |
2024 | Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios. (2024). Selmi, Refk ; Mensi, Walid ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Belghouthi, Houssem Eddine. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002551. Full description at Econpapers || Download paper | |
2024 | Social responsibility, information technology, and high-quality development of mining enterprise using structural equation modeling (SEM). (2024). Zhou, Zhiyong ; Wu, Yanhong ; Xie, Qinghua. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002927. Full description at Econpapers || Download paper | |
2024 | Risk dynamics in energy transition: Evaluating downside risks and interconnectedness in fossil fuel and renewable energy markets. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Hamouda, Foued ; Zargar, Faisal Nazir. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003994. Full description at Econpapers || Download paper | |
2024 | Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline. (2024). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Brahim, Mariem. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004446. Full description at Econpapers || Download paper | |
2024 | Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x. Full description at Econpapers || Download paper | |
2024 | Social media sentiment contagion and stock price jumps and crashes. (2024). Xiong, Yan ; Yang, Jing. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002725. Full description at Econpapers || Download paper | |
2024 | Cryptocurrency: A new player or a new crisis in financial markets? —— Evolutionary analysis of association and risk spillover based on network science. (2024). Zhou, Fan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:648:y:2024:i:c:s0378437124004643. Full description at Econpapers || Download paper | |
2024 | Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251. Full description at Econpapers || Download paper | |
2024 | Oil, gold and international stock markets: Extreme spillovers, connectedness and its determinants. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ziadat, Salem Adel ; al Rababa, Abdel Razzaq. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:1-17. Full description at Econpapers || Download paper | |
2024 | Do ESG disclosures mitigate investors’ reaction on mining disasters? Evidence from Brazil. (2024). Feria-Dominguez, Jose Manuel ; Fdez-Galiano, Ines Merino. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:256-267. Full description at Econpapers || Download paper | |
2024 | Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM. (2024). Wang, Xing ; Liang, Chao. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001339. Full description at Econpapers || Download paper | |
2024 | Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets. (2024). Mensi, Walid ; Kang, Sang Hoon ; Adekoya, Oluwasegun B ; Gubareva, Mariya. In: Renewable Energy. RePEc:eee:renene:v:231:y:2024:i:c:s0960148124010115. Full description at Econpapers || Download paper | |
2024 | Together in bad times? The effect of COVID-19 on inflation spillovers in China. (2024). Xu, Yingying ; Lien, Donald. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:316-331. Full description at Econpapers || Download paper | |
2024 | Volatility transmission between upstream and midstream energy sectors. (2024). Payne, James ; Malik, Farooq ; Ewing, Bradley T. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1191-1199. Full description at Econpapers || Download paper | |
2024 | Asymmetric spillover effects in energy markets. (2024). Wohar, Mark ; Tiwari, Aviral ; doğan, buhari ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Doan, Buhari. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502. Full description at Econpapers || Download paper | |
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2012 | Model based Monte Carlo pricing of energy and temperature Quanto options In: Energy Economics. [Full Text][Citation analysis] | article | 17 |
2010 | Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options.(2010) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2010 | Model based Monte Carlo pricing of energy and temperature quanto options.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2017 | The relationship between oil prices and rig counts: The importance of lags In: Energy Economics. [Full Text][Citation analysis] | article | 17 |
2017 | The long-run oil–natural gas price relationship and the shale gas revolution In: Energy Economics. [Full Text][Citation analysis] | article | 51 |
2015 | The Long-Run Oil-Natural Gas Price Relationship And The Shale Gas Revolution.(2015) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 51 | paper | |
2019 | Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock In: Energy Economics. [Full Text][Citation analysis] | article | 19 |
2019 | Scenario-based forecast for the electricity demand in Qatar and the role of energy efficiency improvements In: Energy Policy. [Full Text][Citation analysis] | article | 7 |
2015 | Spillovers between energy and FX markets: The importance of asymmetry, uncertainty and business cycle In: Energy Policy. [Full Text][Citation analysis] | article | 10 |
2021 | Dynamic network analysis of North American financial institutions In: Finance Research Letters. [Full Text][Citation analysis] | article | 6 |
2022 | Measuring systemic risk during the COVID-19 period: A TALIS3 approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2023 | Asymmetric and time-frequency based networks of currency markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
2014 | Currency hedging strategies in strategic benchmarks and the global and Euro sovereign financial crises In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
2013 | Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2013 | Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises.(2013) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2024 | Not all words are equal: Sentiment and jumps in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 6 |
2019 | Decomposing and backtesting a flexible specification for CoVaR In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 9 |
2022 | Systemic risk and severe economic downturns: A targeted and sparse analysis In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 12 |
2013 | On the predictability of stock prices: A case for high and low prices In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 26 |
2011 | On the Predictability of Stock Prices: A Case for High and Low Prices..(2011) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2011 | On the Predictability of Stock Prices: a Case for High and Low Prices.(2011) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2012 | On the Predictability of Stock Prices: a Case for High and Low Prices.(2012) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2017 | Systemic co-jumps In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 2 |
2016 | Systemic co-jumps.(2016) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2021 | Asymmetric and time-frequency spillovers among commodities using high-frequency data In: Resources Policy. [Full Text][Citation analysis] | article | 37 |
2023 | Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic In: Resources Policy. [Full Text][Citation analysis] | article | 8 |
2024 | Time series clustering based on latent volatility mixture modeling with applications in finance In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
2009 | A generalized Dynamic Conditional Correlation model for portfolio risk evaluation In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 37 |
2006 | A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | paper | |
2013 | Fast clustering of GARCH processes via Gaussian mixture models In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 6 |
2018 | The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 42 |
2015 | The Dynamic Impact of Uncertainty in Causing and Forecasting the Distribution of Oil Returns and Risk.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 42 | paper | |
2015 | Realized range volatility forecasting: Dynamic features and predictive variables In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 10 |
2019 | Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 10 |
2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?.(2016) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?.(2016) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2016 | Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?.(2016) In: Documentos de Trabajo del ICAE. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2023 | The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 7 |
2017 | The impact of network connectivity on factor exposures, asset pricing and portfolio diversification.(2017) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2017 | Building News Measures from Textual Data and an Application to Volatility Forecasting In: Econometrics. [Full Text][Citation analysis] | article | 20 |
2024 | The Contribution of Green, Blue, and Energy Sources to Economic Development in Central Asia In: Economies. [Full Text][Citation analysis] | article | 0 |
2021 | Has the EU-ETS Financed the Energy Transition of the Italian Power System? In: IJFS. [Full Text][Citation analysis] | article | 4 |
2020 | Analytical Gradients of Dynamic Conditional Correlation Models In: JRFM. [Full Text][Citation analysis] | article | 1 |
2020 | Financial Time Series: Methods and Models In: JRFM. [Full Text][Citation analysis] | article | 0 |
2016 | The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective In: JRFM. [Full Text][Citation analysis] | article | 3 |
2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
2023 | Quantile regression-based seasonal adjustment In: International Journal of Computational Economics and Econometrics. [Full Text][Citation analysis] | article | 0 |
2005 | Spatial effects in multivariate ARCH In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
2005 | Multivariate ARCH with spatial effects for stock sector and size In: Economics and Quantitative Methods. [Full Text][Citation analysis] | paper | 0 |
2008 | Scalar BEKK and indirect DCC In: Journal of Forecasting. [Full Text][Citation analysis] | article | 56 |
2023 | Omega Compatibility: A Meta-analysis In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Dating EU15 monthly business cycle jointly using GDP and IPI In: Journal of Business Cycle Measurement and Analysis. [Full Text][Citation analysis] | article | 1 |
2007 | Dating EU15 Monthly Business Cycle Jointly Using GDP and IPI.(2007) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2013 | Volatility Threshold Dynamic Conditional Correlations: An International Analysis In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 32 |
2008 | Volatility Threshold Dynamic Conditional Correlations: An International Analysis.(2008) In: Marco Fanno Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
2023 | The Role of Jumps in Realized Volatility Modeling and Forecasting In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 1 |
2024 | Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 0 |
2006 | Dynamic Asymmetric GARCH In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 16 |
2024 | Measuring Climate Transition Risk Spillovers In: Review of Finance. [Full Text][Citation analysis] | article | 1 |
2008 | Forecasting temperature indices with timevarying long-memory models In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 1 |
2009 | Structured Multivariate Volatility Models In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 3 |
2009 | Comparing and selecting performance measures for ranking assets In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 7 |
2011 | Modeling and forecasting realized range volatility In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Conditional jumps in volatility and their economic determinants In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Multi-jumps In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Multi-jumps.(2014) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2015 | Dynamic Principal Components: a New Class of Multivariate GARCH Models In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Price convergence within and between the Italian electricity day-ahead and dispatching services markets In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Oil Price Uncertainty and Conflicts: Evidence from the Middle East and North Africa In: Marco Fanno Working Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | I Fondi Immobiliari Italiani: Nav Discount E Valutazioni Degli Esperti Indipendenti In: Economics Department Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2014 | Time-Varying Persistence in US Inflation In: Working Papers. [Citation analysis] | paper | 8 |
2017 | Time-varying persistence in US inflation.(2017) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2024 | Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks In: Working Papers. [Citation analysis] | paper | 1 |
2025 | Unveiling True Connectedness in US State-Level Stock Markets: The Role of Common Factors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
Evaluating value-at-risk measures in the presence of long memory conditional volatility In: Journal of Risk. [Full Text][Citation analysis] | article | 0 | |
2024 | The Asymmetric Relationship between Conventional/Shale Rig Counts and WTI Oil Prices In: The Energy Journal. [Full Text][Citation analysis] | article | 0 |
2009 | Forecasting realized (co)variances with a block structure Wishart autoregressive model In: Working Papers. [Full Text][Citation analysis] | paper | 17 |
2012 | Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model.(2012) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2021 | Is the Korean housing market following Gangnam style? In: Empirical Economics. [Full Text][Citation analysis] | article | 14 |
2024 | New insights on the environmental Kuznets curve (EKC) for Central Asia In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2024 | The factor structure of exchange rates volatility: global and intermittent factors In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2022 | Impact of COVID-19 on financial returns: a spatial dynamic panel data model with random effects In: Journal of Spatial Econometrics. [Full Text][Citation analysis] | article | 0 |
2003 | Identification of long memory in GARCH models In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 8 |
2005 | Multivariate Markov switching dynamic conditional correlation GARCH representations for contagion analysis In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 66 |
2010 | Misspecification tests for periodic long memory GARCH models In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 2 |
2012 | On the evaluation of marginal expected shortfall In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
2019 | Asymmetry and leverage in GARCH models: a News Impact Curve perspective In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
2022 | What drives the expansion of research on banking crises? Cross-country evidence In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
2007 | Variance (Non) Causality in Multivariate GARCH In: Econometric Reviews. [Full Text][Citation analysis] | article | 7 |
2009 | Periodic Long-Memory GARCH Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 9 |
2015 | Proximity-Structured Multivariate Volatility Models In: Econometric Reviews. [Full Text][Citation analysis] | article | 13 |
2017 | Correction of Caporin and Paruolo (2015) In: Econometric Reviews. [Full Text][Citation analysis] | article | 0 |
2012 | A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices In: The European Journal of Finance. [Full Text][Citation analysis] | article | 5 |
2021 | Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2012 | On the role of risk in the Morningstar rating for mutual funds In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
2015 | Precious metals under the microscope: a high-frequency analysis In: Quantitative Finance. [Full Text][Citation analysis] | article | 17 |
2014 | Precious Metals Under the Microscope: A High-Frequency Analysis.(2014) In: Working Papers on Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2024 | ESG risk exposure: a tale of two tails In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
2013 | Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals In: Working Papers on Finance. [Full Text][Citation analysis] | paper | 0 |
2006 | Methodological aspects of time series back-calculation In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2012 | Market volatility, optimal portfolios and naive asset allocations In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | CDS Industrial Sector Indices, credit and liquidity risk In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2015 | Rational learning for risk-averse investors by conditioning on behavioral choices In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | RATIONAL LEARNING FOR RISK-AVERSE INVESTORS BY CONDITIONING ON BEHAVIORAL CHOICES.(2016) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2013 | Forecasting Temperature Indices Density with Time‐Varying Long‐Memory Models In: Journal of Forecasting. [Citation analysis] | article | 5 |
2011 | Comparing and selecting performance measures using rank correlations In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2011 | Comparing and selecting performance measures using rank correlations.(2011) In: Economics - The Open-Access, Open-Assessment E-Journal (2007-2020). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
2017 | Estimation and model-based combination of causality networks In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2020 | Does monetary policy impact international market co-movements? In: SAFE Working Paper Series. [Full Text][Citation analysis] | paper | 3 |
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