Maria Grazia Zoia : Citation Profile


Are you Maria Grazia Zoia?

Università Cattolica del Sacro Cuore

4

H index

1

i10 index

44

Citations

RESEARCH PRODUCTION:

20

Articles

8

Papers

1

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   21 years (2002 - 2023). See details.
   Cites by year: 2
   Journals where Maria Grazia Zoia has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 11 (20 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pzo88
   Updated: 2024-07-05    RAS profile: 2024-03-20    
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Relations with other researchers


Works with:

Vacca, Gianmarco (6)

Nava, Consuelo (6)

Barbieri, Laura (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Maria Grazia Zoia.

Is cited by:

Ñíguez Grau, Trino (4)

Mora-Valencia, Andrés (3)

Perote, Javier (3)

Vivarelli, Marco (2)

Ren, Xiaohang (1)

Omtzigt, Pieter (1)

Lassance, Nathan (1)

Wang, Tianyi (1)

Barbieri, Laura (1)

Piva, Mariacristina (1)

Johansen, Soren (1)

Cites to:

Potì, Valerio (10)

Phillips, Peter (10)

Sul, Donggyu (8)

van Reenen, John (7)

Diewert, Walter (7)

Lommatzsch, Kirsten (6)

Acerbi, Carlo (6)

Dreger, Christian (6)

Slacalek, Jiri (6)

Engle, Robert (6)

Kholodilin, Konstantin (6)

Main data


Where Maria Grazia Zoia has published?


Journals with more than one article published# docs
Communications in Statistics - Theory and Methods2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org5
Department of Economics and Statistics Cognetti de Martiis. Working Papers / University of Turin2

Recent works citing Maria Grazia Zoia (2024 and 2023)


YearTitle of citing document
2023Constructing Copulas Using Corrected Hermite Polynomial Expansion for Estimating Cross Foreign Exchange Volatility. (2023). Yamakami, Tomohisa ; Shiraya, Kenichiro. In: Papers. RePEc:arx:papers:2301.10044.

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2023GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets. (2023). Li, Min-Jian ; Yao, Can-Zhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000335.

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2024Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility. (2024). Yamakami, Tomohisa ; Shiraya, Kenichiro. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:3:p:1195-1214.

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2024Vulnerability of European electricity markets: A quantile connectedness approach. (2024). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Muoz, Jorge A ; Klein, Tony. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004470.

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2023Dynamic analysis of natural gas substitution for crude oil: Scenario simulation and quantitative evaluation. (2023). Ding, Qinyi ; Pan, Lingying ; Yang, Weixin. In: Energy. RePEc:eee:energy:v:282:y:2023:i:c:s0360544223021588.

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2023Quantifying the international stock market risk spillover: An analysis based on G-expectation upper variances. (2023). Chen, Kaijie ; Tang, Zhenpeng ; Cai, YI ; Liu, Dinggao. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323007183.

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2023Long-run macroeconomic consequences of Taiwans aging labor force: an analysis of policy options. (2023). Chen, Li-Ju ; McNown, Robert ; Wong, Koi Nyen ; Goh, Soo Khoon. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:45:y:2023:i:1:p:121-138.

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2023Crude oil price prediction using deep reinforcement learning. (2023). Shu, Lingli ; Wang, Xia ; Li, Xiaoyan ; Luo, Peng ; Liang, Xuedong. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000715.

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2023Natural resources: A determining factor of geopolitical risk in Russia? Revisiting conflict-based perspective. (2023). Dagestani, Abd Alwahed ; Sadiq, Muhammad ; Sun, Xiaofei ; Wang, Yangjie ; Pan, Lijun. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723007444.

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2023Green hydrogen and an evolving concept of energy security: Challenges and comparisons. (2023). Nyga-Ukaszewska, Honorata ; Pickford, Kit ; Carlson, Ewa Lazarczyk. In: Renewable Energy. RePEc:eee:renene:v:219:y:2023:i:p1:s0960148123013253.

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2023Green Household Technology and Its Impacts on Environmental Sustainability in China. (2023). Su, Chi-Wei ; Chang, Hsu-Ling ; Wang, Yunxu ; Zhang, Jing-Wen ; Meng, Qin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:17:p:12919-:d:1226193.

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2023Effects of Technology, Energy, Monetary, and Fiscal Policies on the Relationship between Renewable and Fossil Fuel Energies and Environmental Pollution: Novel NBARDL and Causality Analyses. (2023). Ersin, Ozgur Omer ; Irpici, Yasemin Asu ; Bildirici, Melike. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:20:p:14887-:d:1260156.

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2023Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis. (2023). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Working Papers. RePEc:hhs:cbsnow:2023_008.

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2023Risk budgeting using a generalized diversity index. (2023). Koumou, Gilles Boevi. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:6:d:10.1057_s41260-023-00326-z.

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Maria Grazia Zoia has edited the books:


YearTitleTypeCited

Works by Maria Grazia Zoia:


YearTitleTypeCited
2020An econometric analysis of the Italian cultural supply In: Papers.
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paper0
2021A Novel Multi-Period and Multilateral Price Index In: Papers.
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paper0
2021Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem In: Papers.
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paper0
2021Modeling Portfolios with Leptokurtic and Dependent Risk Factors In: Papers.
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paper2
2022Bootstrap Cointegration Tests in ARDL Models In: Papers.
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paper4
2022Bootstrap cointegration tests in ARDL models.(2022) In: Economic Modelling.
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This paper has nother version. Agregated cites: 4
article
2019An insight into the Italian economy from an analysis based on the industrial production index in both frequency and time domains In: Metroeconomica.
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article0
2019A new proposal for the construction of a multi-period/multilateral price index In: DISCE - Quaderni del Dipartimento di Politica Economica.
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paper3
2002ON A PARTITIONED INVERSION FORMULA HAVING USEFUL APPLICATIONS IN ECONOMETRICS In: Econometric Theory.
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article1
2021A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors In: The North American Journal of Economics and Finance.
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article3
2019Kurtosis analysis in GARCH models with Gram–Charlier-like innovations In: Economics Letters.
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article0
2022A three-step procedure to investigate the convergence of electricity and natural gas prices in the European Union In: Energy Economics.
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article5
2022EU electricity market integration and cross-country convergence in residential and industrial end-user prices In: Energy Policy.
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article3
2023Kurtosis-based vs volatility-based asset allocation strategies: Do they share the same properties? A first empirical investigation In: Finance Research Letters.
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article0
2022Forecasting in GARCH models with polynomially modified innovations In: International Journal of Forecasting.
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article3
2018Value at risk and expected shortfall based on Gram-Charlier-like expansions In: Journal of Banking & Finance.
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article10
2006New insights into best linear unbiased estimation and the optimality of least-squares In: Journal of Multivariate Analysis.
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article0
2018Gram–Charlier-like expansions of power-raised hyperbolic secant laws In: Statistics & Probability Letters.
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article0
2020Modeling Multivariate Financial Series and Computing Risk Measures via Gram–Charlier-Like Expansions In: Risks.
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article0
2018The determinants of Italian firms’ technological competencies and capabilities In: Eurasian Business Review.
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article4
2006Topics in Dynamic Model Analysis In: Lecture Notes in Economics and Mathematical Systems.
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book1
2015The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns In: Statistical Papers.
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article3
2013Band-limited component estimation in time-limited economic series In: Journal of Applied Statistics.
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article0
2016Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence In: Communications in Statistics - Theory and Methods.
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article0
2022Leptokurtic moment-parameterized elliptically contoured distributions with application to financial stock returns In: Communications in Statistics - Theory and Methods.
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article0
2023Kurtosis-based risk parity: methodology and portfolio effects In: Quantitative Finance.
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article1
2022Kurtosis-Based Risk Parity: Methodology and Portfolio Effects..(2022) In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2022Forecasting Domestic Tourism across Regional Destinations through MIDAS Regressions. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers.
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paper0
2009Classical versus VAR econometrics: the Janus head effect in economic dynamic modelling In: Rivista Internazionale di Scienze Sociali.
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article0

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