Alessandra Amendola : Citation Profile

Università degli Studi di Salerno

8

H index

6

i10 index

176

Citations

RESEARCH PRODUCTION:

26

Articles

14

Papers

3

Chapters

RESEARCH ACTIVITY:

   24 years (2000 - 2024). See details.
   Cites by year: 7
   Journals where Alessandra Amendola has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 10 (5.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam108
   Updated: 2026-05-02    RAS profile: 2025-03-16    
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Relations with other researchers

Works with:

Gallo, Giampiero (3)

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

Is cited by:

GUPTA, RANGAN (7)

Caporin, Massimiliano (6)

Gallo, Giampiero (6)

Cepni, Oguzhan (5)

Petrella, Lea (4)

Clements, Adam (4)

Zhang, Yaojie (3)

Venegas-Martínez, Francisco (2)

Floros, Christos (2)

Santillán-Salgado, Roberto (2)

Storti, Giuseppe (2)

Cites to:

Engle, Robert (44)

Bollerslev, Tim (37)

Storti, Giuseppe (23)

Gallo, Giampiero (20)

Diebold, Francis (16)

Jagannathan, Ravi (15)

Hansen, Peter (15)

Patton, Andrew (14)

Bauwens, Luc (14)

Lunde, Asger (13)

Andersen, Torben (11)

Main data

Where Alessandra Amendola has published?

Journals with more than one article published# docs
Computational Statistics & Data Analysis2
Statistical Methods & Applications2

Working Papers Series with more than one paper published# docs
Policy Research Working Paper Series / The World Bank2
Papers / arXiv.org2

Recent works citing Alessandra Amendola (2026 and 2025)

YearTitle of citing document
2025Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin. (2025). Raffiee, Kambiz ; Adrangi, Bahram ; Chatrath, Arjun ; Hatamerad, Saman. In: Papers. RePEc:arx:papers:2507.05552.

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2025Selection Confidence Sets for Equally Weighted Portfolios. (2025). Ferrari, Davide ; Fulci, Alessandro ; Paterlini, Sandra. In: Papers. RePEc:arx:papers:2510.14988.

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2025Forecasting the Impact of Extreme Weather Events on Electricity Prices in Italy: A GARCH-MIDAS Approach with Enhanced Variable Selection. (2025). Riso, Luigi ; Zoia, Maria Grazia ; Guerzoni, Marco. In: DISCE - Working Papers del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0043.

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2026Extreme weather events as the main driver of electricity price volatility in Italy: A GARCH-MIDAS approach with machine learning-based variable selection. (2026). Guerzoni, Marco ; Riso, Luigi ; Zoia, Grazia M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001524.

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2025Multiplicative Error Models: 20 years on. (2025). Gallo, Giampiero ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:209-229.

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2024Technology 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.

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2025Impact of policy uncertainty on stock market volatility in the China’s low-carbon economy. (2025). , Zheng ; Liu, Liping ; Yoon, Seong-Min. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007655.

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2025Monetary policy and oil volatility smirk. (2025). Zhen, Fang ; Zhao, Junzhu ; Tian, Yuan. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521925003874.

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2025Prediction of market value of firms with corporate sustainability performance data using machine learning models. (2025). Doan, Murat ; Sayilir, Zlem ; Chelery, Muhammed Aslam ; Imen, Emre. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003484.

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2024Does crude oil price volatility respond asymmetrically to financial shocks?. (2024). Priya, Pragati ; Pal, Debdatta. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003969.

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2025Mixed-frequency fusion grey panel model for spatiotemporal prediction of photovoltaic power generation. (2025). Rao, Congjun ; Gao, Mingyun ; Xiao, Xinping ; Zuo, Ziyue. In: Renewable Energy. RePEc:eee:renene:v:248:y:2025:i:c:s0960148125007177.

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2025ESG disclosure and firm performance in global south economy: Does industry profile and board independence moderate the relationship. (2025). Kumar, Satish ; Bamel, Umesh ; Khatri, Komal. In: International Review of Economics & Finance. RePEc:eee:reveco:v:100:y:2025:i:c:s1059056025002564.

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2025Measuring inequality in the adoption of ESG scores by small and medium enterprises. (2025). Bernardelli, Adelaide Emma ; Giudici, Paolo ; Amendola, Alessandra. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006859.

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2025Volatility forecasting and volatility-timing strategies: A machine learning approach. (2025). Ryu, Doojin ; Cho, Hoon ; Chun, Dohyun. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005166.

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2025The Effects of ESG Scores and ESG Momentum on Stock Returns and Volatility: Evidence from U.S. Markets. (2025). Santillán-Salgado, Roberto ; Escobar-Saldvar, Luis Jacob ; Villarreal-Samaniego, Dacio ; Santilln-Salgado, Roberto J. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:367-:d:1692779.

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2025The Impact of the Fed’s Monetary Policy on Cryptocurrencies: Novel Policy Implications for Central Banks. (2025). Tosun, Tayfun Tuncay ; Uurlu, Erginbay. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:393-:d:1702390.

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2025Non-Pecuniary Risk, ESG Ratings, and Expected Stock Returns. (2025). Simlai, Prodosh Eugene. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:16:p:7482-:d:1727482.

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2025The ESG Paradox: Risk, Sustainability, and the Smokescreen Effect. (2025). Mabrouk, Fatma ; Showkat, Mohsin ; Bhat, Basit Ali ; Makkar, Manpreet Kaur. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:16:p:7539-:d:1729084.

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2025Combining realized volatility estimators based on economic performance. (2025). Skintzi, Vasiliki ; Fameliti, Stavroula P. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:7:d:10.1057_s41260-025-00415-1.

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2025One card fits all? Exploring the incidence, intensity, and extent of credit card use in Canada (1999–2019). (2025). Picault, Julien ; Islam, Khan Jahirul. In: Journal of Financial Services Marketing. RePEc:pal:jofsma:v:30:y:2025:i:1:d:10.1057_s41264-024-00298-0.

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2025US-China Tensions and Stock Market Co-movement between the US and China: Insights from a DCC-DAGARCH-MIDAS Model. (2025). Xu, Jiawei ; Gupta, Rangan ; Fang, Libing ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202522.

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2025SYSTEMATIC REVIEW OF EVIDENCE ON THE IMPACT OF TAX INCENTIVES IN LATIN AMERICAN AND CARIBBEAN COUNTRIES. (2025). Jenkins, Glenn ; Yarygina, Anastasiya ; Armendariz, Edna ; Othman, Abdallah. In: Development Discussion Papers. RePEc:qed:dpaper:4630.

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2025Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin. (2025). Chatrath, Arjun ; Hatamerad, Saman ; Raffiee, Kambiz ; Adrangi, Bahram. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:1:p:75-105.

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2025Latin American Equities, Volatility Regimes, and the US Economic Policy Uncertainty. (2025). Raffiee, Kambiz ; Chatrath, Arjun ; Adrangi, Bahram. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:15-44.

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2025Volatility in U.S. Natural Gas Prices: Exploring Market Dynamics and Economic Policy Uncertainties. (2025). Tichy, Tomas ; Adrangi, Bahram ; Kresta, Ales ; Raffiee, Kambiz. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:183-208.

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2025Uncertainty and Volatility: Sectoral Equity Responses to Economic and Policy Shocks in the U.S.. (2025). Kresta, Ales ; Hatamerad, Saman ; Adrangi, Bahram ; Tichy, Tomas. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:12:y:2025:i:2:p:77-110.

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2025Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network. (2025). Zhou, Yang ; Xie, Chi ; Zhu, You ; Gong, Jue ; Wang, Gang-Jin. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00768-x.

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2025Stock return forecasting based on the proxy variables of category factors. (2025). Zhao, Yuan ; Gong, Xue ; Zhang, Weiguo ; Xu, Weijun. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00779-8.

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2025Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:4:p:1441-1466.

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2026Component‐Driven FX Volatility Prediction: Evidence From USDCNH via GARCH‐MIDAS Models Exploiting Leading Indicators. (2026). Zhou, Sherry Zhefang ; Wu, Denis Haoheng. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:1:p:194-216.

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Works by Alessandra Amendola:

YearTitleTypeCited
2015On 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]		paper19
2017On 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: 19		article
2020Doubly Multiplicative Error Models with Long- and Short-run Components In: Papers.
[Full Text][Citation analysis]		paper2
2024Doubly 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: 2		article
2026Combining Value-at-Risk and Expected Shortfall forecasts via the Model Confidence Set In: Papers.
[Full Text][Citation analysis]		paper0
2006Special Issue on Nonlinear Modelling and Financial Econometrics In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article3
2008A GMM procedure for combining volatility forecasts In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
2019On the asymmetric impact of macro–variables on volatility In: Economic Modelling.
[Full Text][Citation analysis]		article15
2021Choosing the frequency of volatility components within the Double Asymmetric GARCH–MIDAS–X model In: Econometrics and Statistics.
[Full Text][Citation analysis]		article13
2020A Model Confidence Set approach to the combination of multivariate volatility forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article15
2015An analysis of the determinants of financial distress in Italy: A competing risks approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article19
2006The moments of SETARMA models In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article7
2014Does U.S. Monetary Policy Affect Crude Oil Future Price Volatility? An Empirical Investigation In: Working Papers - Economics.
[Full Text][Citation analysis]		paper0
2024Is Monetary Policy a Driver of Cryptocurrencies? Evidence from a Structural Break GARCH-MIDAS Approach In: Econometrics.
[Full Text][Citation analysis]		article2
2023The Impact of ESG Scores on Risk Market Performance In: Sustainability.
[Full Text][Citation analysis]		article8
2009Combination of multivariate volatility forecasts In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper13
2016Factors Driving the Credit Card Ownership in Italy In: International Business Research.
[Full Text][Citation analysis]		article2
2017An Assessment of the Access to Credit-Welfare Nexus: Evidence from Mauritania In: International Journal of Business and Management.
[Full Text][Citation analysis]		article1
2013CORPORATE FINANCIAL DISTRESS AND BANKRUPTCY: A COMPARATIVE ANALYSIS IN FRANCE, ITALY AND SPAIN In: Global Economic Observer.
[Full Text][Citation analysis]		article1
2009Concepts and tools for nonlinear time series modelling In: MPRA Paper.
[Full Text][Citation analysis]		paper5
2020Tax Policy and Firms Financial Choices: Empirical Evidence from the Dominican Republic In: MIC 2020: The 20th Management International Conference.
[Full Text][Citation analysis]		chapter0
Comparing multivariate volatility forecasts by direct and indirect approaches In: Journal of Risk.
[Full Text][Citation analysis]		article0
Variable selection in default risk models In: Journal of Risk Model Validation.
[Full Text][Citation analysis]		article0
2019Fiscal Policies and Firms Performance:A Propensity Score Matching Analysis inDominican Republic In: CELPE Discussion Papers.
[Full Text][Citation analysis]		paper0
2001Modelling Asymmetries in Unemployment Rate In: CELPE Discussion Papers.
[Full Text][Citation analysis]		paper0
2000A NON LINEAR TIME SERIES APPROACH TO MODELLING ASYMMETRY IN STOCK MARKET INDEXES In: Computing in Economics and Finance 2000.
[Full Text][Citation analysis]		paper4
2002A 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
2006The combination of volatility forecasts In: Computing in Economics and Finance 2006.
[Citation analysis]		paper0
2010Variabile Selection in Forecasting Models for Corporate Bankruptcy In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Do fiscal policies affect the firms’ growth and performance? Urban versus rural area In: Eurasian Economic Review.
[Full Text][Citation analysis]		article2
2017An evaluation study on students’ international mobility experience In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article4
2021On the Use of Mixed Sampling in Modelling Realized Volatility: The MEM–MIDAS In: Springer Books.
[Citation analysis]		chapter0
2008Least Squares Predictors for Threshold Models: Properties and Forecast Evaluation In: Springer Books.
[Citation analysis]		chapter0
2004Predictor distribution and forecast accuracy of threshold models In: Statistical Methods & Applications.
[Full Text][Citation analysis]		article1
2020Corporate Governance, Investment, Profitability and Insolvency Risk: Evidence from Italy In: Advances in Management and Applied Economics.
[Full Text][Citation analysis]		article3
2020Fiscal Policies and Performance: Evidence from Dominican Republic firms In: Journal of Applied Finance & Banking.
[Full Text][Citation analysis]		article1
2020Energy and non€“energy Commodities: Spillover Effects on African Stock Markets In: Journal of Statistical and Econometric Methods.
[Full Text][Citation analysis]		article0
2016Evaluation of volatility predictions in a VaR framework In: Quantitative Finance.
[Full Text][Citation analysis]		article9
2016Financial access and household welfare : evidence from Mauritania In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper5
2018Fiscal incentives and firm performance : evidence from the Dominican Republic In: Policy Research Working Paper Series.
[Full Text][Citation analysis]		paper1
2017Variable selection in high‐dimensional regression: a nonparametric procedure for business failure prediction In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article6
2015Model Uncertainty and Forecast Combination in High‐Dimensional Multivariate Volatility Prediction In: Journal of Forecasting.
[Full Text][Citation analysis]		article9
2009Combination of multivariate volatility forecasts In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0

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