Valerio Potì : Citation Profile

University College Dublin

8

H index

7

i10 index

433

Citations

RESEARCH PRODUCTION:

30

Articles

11

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 21
   Journals where Valerio Potì has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 16 (3.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo218
   Updated: 2025-06-14    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Matkovskyy, Roman (4)

Bredin, Don (4)

Eyiah-Donkor, Emmanuel (3)

cotter, john (3)

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

Is cited by:

lucey, brian (18)

Conlon, Thomas (13)

GUPTA, RANGAN (12)

Shahzad, Syed Jawad Hussain (10)

Nguyen, Duc Khuong (10)

Zoia, Maria (9)

Urquhart, Andrew (9)

Vacca, Gianmarco (8)

Corbet, Shaen (8)

Szafarz, Ariane (7)

Salisu, Afees (7)

Cites to:

Cochrane, John (21)

Campbell, John (21)

Engle, Robert (16)

Neely, Christopher (12)

French, Kenneth (10)

Newey, Whitney (10)

Fama, Eugene (9)

Hansen, Lars (9)

Kilian, Lutz (9)

Sheppard, Kevin (9)

West, Kenneth (9)

Main data

Where Valerio Potì has published?

Journals with more than one article published# docs
Research in International Business and Finance4
International Review of Financial Analysis4
Economics Letters4
International Journal of Forecasting2
Digital Finance2
Journal of International Money and Finance2
Journal of Commodity Markets2

Working Papers Series with more than one paper published# docs
Post-Print / HAL3
The Institute for International Integration Studies Discussion Paper Series / IIIS3
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Valerio Potì (2025 and 2024)

YearTitle of citing document
2024Higher‐order moments and asset pricing in the Australian stock market. (2024). Ahadzie, Richard Mawulawoe ; Jeyasreedharan, Nagaratnam. In: Accounting and Finance. RePEc:bla:acctfi:v:64:y:2024:i:1:p:75-128.

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2024Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24.

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2024Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431.

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2024Immigration Narrative and Home Prices. (2024). Mazzotta, Stefano. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000741.

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2024Understanding sentiment shifts in central bank digital currencies. (2024). Corbet, Shaen ; Larkin, Charles ; Hu, Yang ; Conlon, Thomas ; Hou, Yang ; Oxley, Les. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001035.

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2024Family business origin and investment preference: An empirical study of imprinting theory. (2024). Liu, Guanchun ; Zhang, Suge ; Cheng, Chen. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838923001300.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2024Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Guan, Bo ; Mazouz, Khelifa. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136.

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2024Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2024Gold market volatility and REITs returns during tranquil and turbulent episodes. (2024). Salisu, Afees ; Hammed, Yinka S ; Akinsomi, Omokolade ; Ametefe, Frank Kwakutse. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002801.

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2024Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Tiwari, Aviral ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2024COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies. (2024). Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: International Economics. RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000775.

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2025Alternative investment behavior of households during crises: The effects of the COVID-19 shock on gold purchases in India. (2025). Gopalakrishnan, Balagopal ; Baur, Dirk G ; Mohapatra, Sanket. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004645.

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2024Financial integration and hedging and safe haven properties of metals for sovereign bonds. (2024). Schertler, Andrea ; Hfler, Markus. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s0261560624001827.

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2024Between money and speculative asset: The role of financial literacy on the perception towards Bitcoin in Italy. (2024). Cascavilla, Alessandro. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:102:y:2024:i:c:s0167487024000242.

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2024Shining 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.

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2024The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179.

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2024Time-varying expected returns, conditional skewness and Bitcoin return predictability. (2024). Serna, Gregorio ; Atance, David. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000747.

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2024Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; khurram, Muhammad usman ; Vo, Xuan Vinh ; Ali, Fahad. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954.

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2024Gold in household portfolios during a pandemic: Evidence from India. (2024). Mohapatra, Sanket ; Chatterjee, Oindrila ; Gopalakrishnan, Balagopal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:1288-1306.

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2024Dynamic hedging responses of gold and silver to inflation: A Markov regime-switching VAR analysis∗. (2024). O'Mahony, Barry ; Valadkhani, Abbas. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007330.

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2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay ; Goodell, John W. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

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2024Bitcoin forks: What drives the branches?. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539.

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2024What Insights Do Short-Maturity (7DTE) Return Predictive Regressions Offer about Risk Preferences in the Oil Market?. (2024). Zhang, Zhaowei ; Gao, Xiaohui ; Bakshi, Gurdip. In: Commodities. RePEc:gam:jcommo:v:3:y:2024:i:2:p:14-247:d:1403633.

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2024Using Precious Metals to Reduce the Downside Risk of FinTech Stocks. (2024). Sadorsky, Perry. In: FinTech. RePEc:gam:jfinte:v:3:y:2024:i:4:p:28-550:d:1506235.

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2024Time–Frequency Co-Movement of South African Asset Markets: Evidence from an MGARCH-ADCC Wavelet Analysis. (2024). Ferreira-Schenk, Sune ; Matlhaku, Kago ; Moodley, Fabian. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:10:p:471-:d:1501928.

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2024Stochastic Arbitrage Opportunities: Set Estimation and Statistical Testing. (2024). Post, Thierry ; Arvanitis, Stelios. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:4:p:608-:d:1341021.

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2025Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model. (2025). Zhao, Yuhe ; Ju, Ronghua. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10613-5.

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2025Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors. (2025). McMillan, David G ; Kambouroudis, Dimos ; Huang, Rong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00398-z.

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2024Assessing the performance of safe haven assets during major crises. (2024). Bonga-Bonga, Lumengo ; Lwandile, Andiswa Luncedo ; Manguzvane, Mathias Mandla. In: MPRA Paper. RePEc:pra:mprapa:123066.

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2024Did Precious Metals Serve as Hedge and Safe-haven Alternatives to Equity During the COVID-19 Pandemic: New Insights Using a Copula-based Approach. (2024). Pradhan, H K ; Banerjee, Ameet Kumar. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:23:y:2024:i:4:p:399-423.

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2024Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y.

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2024Modeling portfolio efficiency using stochastic optimization with incomplete information and partial uncertainty. (2024). Rocca, M ; Mendivil, F ; Torre, D. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04372-x.

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2024Enduring relief or fleeting respite? Bitcoin as a hedge and safe haven for the US dollar. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard. In: Annals of Operations Research. RePEc:spr:annopr:v:337:y:2024:i:1:d:10.1007_s10479-024-05884-y.

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2024Time varying risk aversion and its connectedness: evidence from cryptocurrencies. (2024). Corbet, Shaen ; Hu, Yang ; Hou, Yang ; Oxley, Les. In: Annals of Operations Research. RePEc:spr:annopr:v:338:y:2024:i:2:d:10.1007_s10479-024-06001-9.

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2024Influencing cryptocurrency: analyzing celebrity sentiments on X (formerly Twitter) and their impact on bitcoin prices. (2024). Managi, Shunsuke ; Inuduka, Takeshi ; Yokose, Akihito. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:3:d:10.1007_s42521-024-00106-3.

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2025Revisiting precious metal mining stocks and precious metals as hedge, diversifiers and safe-havens: a multidimensional scaling and wavelet quantile correlation perspective. (2025). Dar, Arif Billah ; Parrey, Zubair Ahmad ; Paul, Manas. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02659-z.

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2025Quantile connectivity between cryptocurrency, commodities, gold and BRICS index: what is the best investment strategy?. (2025). Jarboui, Anis ; Bouzguenda, Mariem. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00290-y.

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2025The dynamic response of Russian exchange rate to precious metals and minerals prices. (2025). Sohag, Kazi ; Gainetdinova, Anna. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00449-8.

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2024Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States. (2024). Lee, Yenhsien ; Liu, Hungchun ; Zeng, Guangzhe ; Tang, Chiahsien. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1277-1292.

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Works by Valerio Potì:

YearTitleTypeCited
2024Evaluating Financial Relational Graphs: Interpretation Before Prediction In: Papers.
[Full Text][Citation analysis]		paper0
2008Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area In: European Financial Management.
[Full Text][Citation analysis]		article35
2006Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area.(2006) In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2014The signature of sentiment in conditional consumption CAPM estimates: A note In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article1
2018A new tight and general bound on return predictability In: Economics Letters.
[Full Text][Citation analysis]		article3
2019Measuring excess-predictability of asset returns and market efficiency over time In: Economics Letters.
[Full Text][Citation analysis]		article10
2022Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour In: Economics Letters.
[Full Text][Citation analysis]		article4
2024Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns In: Economics Letters.
[Full Text][Citation analysis]		article0
2014Predictability, trading rule profitability and learning in currency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article179
2017The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article52
2017Predictability and diversification benefits of investing in commodity and currency futures In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2022Shall the winning last? A study of recent bubbles and persistence In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2022Shall the winning last? A study of recent bubbles and persistence.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015Predictability and ‘good deals’ in currency markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
2008Predictability and Good Deals in Currency Markets.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2021Nonparametric tests for Optimal Predictive Ability In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
2010The coskewness puzzle In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
2020Predictability and pricing efficiency in forward and spot, developed and emerging currency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2013What drives currency predictability? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article6
2023Revisiting the Silver Crisis In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article1
2023Commodity futures return predictability and intertemporal asset pricing In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article4
2023Commodity futures return predictability and intertemporal asset pricing.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Commodity Futures Return Predictability and Intertemporal Asset Pricing.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Precautionary motives for private firms’ cash holdings In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
2006Correlation dynamics in European equity markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article47
2005Correlation Dynamics in European Equity Markets.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2013Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2024The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European Banks In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2024Corrigendum to “The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European banks” [Res. Int. Bus. Financ. 71 (2024) 102451] In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2022COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic In: Post-Print.
[Citation analysis]		paper4
2022COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic.(2022) In: Digital Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2004Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]		paper7
2005International Portfolio Formation, Skewness & the Role of Gold In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2017Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood In: Management Science.
[Full Text][Citation analysis]		article11
2022Food Prices, Ethics and Forms of Speculation In: Journal of Business Ethics.
[Full Text][Citation analysis]		article3
2023Sentiment, Productivity, and Economic Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
2022Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples In: Digital Finance.
[Full Text][Citation analysis]		article0
2015The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns In: Statistical Papers.
[Full Text][Citation analysis]		article9
2016Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article3
2024Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies In: Quantitative Finance.
[Full Text][Citation analysis]		article1

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