Giulio Cifarelli : Citation Profile

Università degli Studi di Firenze

7

H index

5

i10 index

272

Citations

RESEARCH PRODUCTION:

23

Articles

21

Papers

RESEARCH ACTIVITY:

   29 years (1992 - 2021). See details.
   Cites by year: 9
   Journals where Giulio Cifarelli has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 6 (2.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pci45
   Updated: 2025-12-20    RAS profile: 2022-10-08    
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Relations with other researchers

Works with:

Bargigli, Leonardo (2)

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

Is cited by:

Melecký, Martin (4)

Czudaj, Robert (4)

Beckmann, Joscha (4)

Uctum, Remzi (4)

Mignon, Valérie (3)

Gregor, Jiří (3)

Joëts, Marc (3)

MORANA, CLAUDIO (3)

Sensoy, Ahmet (3)

Gómez-Puig, Marta (3)

Masih, Abul (3)

Cites to:

Aizenman, Joshua (24)

Calvo, Guillermo (17)

Engle, Robert (14)

Reinhart, Carmen (13)

Westerhoff, Frank (12)

Shiller, Robert (12)

Johansen, Soren (11)

Bordo, Michael (11)

Summers, Lawrence (10)

Perron, Pierre (10)

Obstfeld, Maurice (10)

Main data

Where Giulio Cifarelli has published?

Journals with more than one article published# docs
Open Economies Review3
Economia Internazionale / International Economics2
The European Journal of Finance2
Energy Economics2

Working Papers Series with more than one paper published# docs
Working Papers - Economics / Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa14
MPRA Paper / University Library of Munich, Germany7

Recent works citing Giulio Cifarelli (2025 and 2024)

YearTitle of citing document
2024The essential role of U.S.-China tensions: a fresh insight into the gold market. (2024). Qin, Meng. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxxi:y:2024:i:4(641):p:227-246.

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2062Big Fish: Oil Markets and Speculation. (2015). Sitzia, Francesco Giuseppe ; Scarpa, Elisa ; Cologni, Alessandro. In: Energy: Resources and Markets. RePEc:ags:feemer:206220.

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2024Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Li, Shan ; Wang, LU ; Liang, Chao. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

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2025How have global pandemics destabilised the food market?. (2025). Cui, Jinhao ; Su, Chi-Wei ; Qin, Meng. In: Agricultural Economics. RePEc:caa:jnlage:v:71:y:2025:i:6:id:323-2023-agricecon.

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2024Trading Momentum in the U.S. Crude Oil Futures Market. (2024). Hamdan, Dalia ; Starkova, Olga ; Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-05-61.

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2025Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284.

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2024The security of energy import: Do economic policy uncertainty and geopolitical risk really matter?. (2024). Zhang, Xiuqi ; Meng, Xiangyu ; Su, Chi Wei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:377-388.

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2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

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2024Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736.

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2024Geopolitical risk: An opportunity or a threat to the green bond market?. (2024). Stefea, Petru ; Qin, Meng ; Liu, Fangying ; Norena-Chavez, Diego. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000999.

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2024Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x.

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2024Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006388.

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2025Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches. (2025). Yoon, Seong-Min ; Jiang, Zhuhua ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002853.

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2025Exchange rate movements and oil price expectation shocks in selected African countries: Evidence from a recursive methodology. (2025). Lam, Eddery ; Ojede, Andrew. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004803.

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2025The complexity of transitioning from oil dependency: A dynamic modelling case study of Indonesia. (2025). Wadley, David ; Dargusch, Paul ; Richards, Russell ; Rahman, Arief. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500489x.

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2024Recent evidence on the sovereign-bank nexus in the euro area. (2024). Pancaro, Cosimo ; Bochmann, Paul ; Kagerer, Benedikt. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011371.

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2025Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization. (2025). Lai, Yu-Sheng. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000236.

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2024Exploring the dynamic interaction between geopolitical risks and lithium prices: A time-varying analysis. (2024). Zhang, Xiaojing ; Umar, Muhammad ; Qin, Meng ; Chang, Hsu-Ling ; Su, Chi-Wei. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002071.

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2024The role of gold in terrorism: Risk aversion or financing source?. (2024). Song, YU ; Chang, Shiwei ; He, Lele. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005683.

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2024Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761.

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2024Impact of firm characteristics and country-level governance on global energy stocks during crises. (2024). Pandey, Dharen ; Nor, Safwan Mohd ; Ali, Azwadi ; Rusere, Warren ; Al-Ahdal, Waleed M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002939.

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2024Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach. (2024). Du, Qunyang ; Dong, Qingyuan. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003386.

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2025Exploring the hedging performance of non-fungible token: Novel evidence from world uncertainty. (2025). Qin, Meng ; Su, Chi-Wei ; Umar, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001874.

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2024Risk premium, price of risk and expected volatility in the oil market: Evidence from survey data. (2024). Uctum, Remzi ; Prat, Georges. In: Post-Print. RePEc:hal:journl:hal-04873466.

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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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2024Price Exuberance and Contagion across Housing Markets: Evidence from US Metropolitan Areas. (2024). Escobari, Diego ; Shahedur, MD ; Damianov, Damian S. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:69:y:2024:i:1:d:10.1007_s11146-022-09925-w.

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2025The role of cryptocurrencies in predicting oil prices pre and during COVID-19 pandemic using machine learning. (2025). Ibrahim, Bassam A ; Elamer, Ahmed A ; Abdou, Hussein A. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-05024-4.

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2024Riemannian‐geometric regime‐switching covariance hedging. (2024). Lee, Hsiangtai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:1003-1054.

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Works by Giulio Cifarelli:

YearTitleTypeCited
2021Navigating the Oil Bubble: A Non-linear Heterogeneous-agent Dynamic Model of Futures Oil Pricing In: The Energy Journal.
[Full Text][Citation analysis]		article0
2018Navigating the oil bubble: A non-linear heterogeneous-agent dynamic model of futures oil pricing.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Speculative pricing in the Liverpool cotton futures market: a nonlinear tale of noise traders and fundamentalists from the 1920s In: Cliometrica, Journal of Historical Economics and Econometric History.
[Full Text][Citation analysis]		article0
2004The impact of the Argentine default on volatility co-movements in emerging bond markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article12
2010Oil price dynamics and speculation: A multivariate financial approach In: Energy Economics.
[Full Text][Citation analysis]		article174
2008Oil price Dynamics and Speculation. A Multivariate Financial Approach.(2008) In: Working Papers - Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 174		paper
2013Smooth transition regime shifts and oil price dynamics In: Energy Economics.
[Full Text][Citation analysis]		article5
2015A dynamic model of hedging and speculation in the commodity futures markets In: Journal of Financial Markets.
[Full Text][Citation analysis]		article16
2006Volatility co-movements between emerging sovereign bonds: Is there segmentation between geographical areas? In: Global Finance Journal.
[Full Text][Citation analysis]		article18
2005Volatility linkages across three major equity markets: A financial arbitrage approach In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article12
2020A non-linear analysis of the sovereign bank nexus in the EU In: The Journal of Economic Asymmetries.
[Full Text][Citation analysis]		article3
2016Time-varying mark-up and the ECB monetary policy transmission in a highly non linear framework In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article9
2018Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum? In: Research in International Business and Finance.
[Full Text][Citation analysis]		article1
2007The buffer stock model redux? An analysis of the dynamics of foreign reserve accumulation In: Working Papers - Economics.
[Full Text][Citation analysis]		paper1
2009The Buffer Stock Model Redux? An Analysis of the Dynamics of Foreign Reserve Accumulation.(2009) In: Open Economies Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2009Exchange Rate Regimes and Reserve Policy on the Periphery: The Italian Lira 1883-1911 In: Working Papers - Economics.
[Full Text][Citation analysis]		paper3
2009Is Oil A Financial Asset? An Empirical Investigation Spanning the Last Fifteen Years In: Working Papers - Economics.
[Full Text][Citation analysis]		paper0
2010Commodity Futures Returns: A Non Linear Markov Regime Switching Model of Hedging and Speculative Pressures In: Working Papers - Economics.
[Full Text][Citation analysis]		paper0
2011Nonlinear Regime Shifts in Oil Price Hedging Dynamics In: Working Papers - Economics.
[Full Text][Citation analysis]		paper0
2012An Assessment of the Theory of Storage: Has the Relationship between Commodity Price Volatility and Market Fundamentals Changed Over Time? In: Working Papers - Economics.
[Full Text][Citation analysis]		paper1
2013Speculative Cotton Pricing in the 1920s. A Nonlinear Tale of Noise Traders and Fundamentalists In: Working Papers - Economics.
[Full Text][Citation analysis]		paper0
2014One size does not fit all. A non-linear analysis of European monetary transmission In: Working Papers - Economics.
[Full Text][Citation analysis]		paper0
2016The impact of unconventional monetary policy on the sovereign bank nexus within and across EU countries. A time-varying conditional correlation analysis In: Working Papers - Economics.
[Full Text][Citation analysis]		paper0
2017On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016 In: Working Papers - Economics.
[Full Text][Citation analysis]		paper0
2017On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016.(2017) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2018Sovereign - bank risk interconnections during the Greek financial crisis and the role of the Italian debt In: Working Papers - Economics.
[Full Text][Citation analysis]		paper0
2020Structural Interdependence of Price and Demand in a Model of the Foreign Exchange Market with Heterogeneous Speculators: Evidence from High-frequency Data In: Working Papers - Economics.
[Full Text][Citation analysis]		paper0
2020Endogenous and Exogenous Volatility in the Foreign Exchange Market In: Working Papers - Economics.
[Full Text][Citation analysis]		paper0
1998The BTP Futures Contracts: Interest Rate Risk Hedging and Exchange Rate Crises In: Giornale degli Economisti.
[Citation analysis]		article0
2012Exchange Rate Regimes and Reserve Policy: The Italian Lira, 1883–1911 In: Open Economies Review.
[Full Text][Citation analysis]		article7
1995Fundamentals, regime shifts, and dollar behavior in the 1980s In: Open Economies Review.
[Full Text][Citation analysis]		article1
2011Hedging vs. speculative pressures on commodity futures returns In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2010Oil and portfolio risk diversification In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2002The information content of implied volatilities of options on eurodeposit futures traded on the LIFFE: is there long memory? In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2004Yes, implied volatilities are not informationally efficient: an empirical estimate using options on interest rate futures contracts In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2001Volatility spillovers and the role of leading financial centres In: BNL Quarterly Review.
[Full Text][Citation analysis]		article0
2001Volatility spillovers and the role of leading financial centres.(2001) In: Banca Nazionale del Lavoro Quarterly Review.
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This paper has nother version. Agregated cites: 0		article
2003Spreads on Emerging-Market Debt: Global vs. Regional Factors In: Economia Internazionale / International Economics.
[Citation analysis]		article0
1992Exchange Rate Market Efficiency Tests and Cointegration Analysis In: Economia Internazionale / International Economics.
[Citation analysis]		article0
2008Reserve overstocking in a highly integrated world. New evidence from Asia and Latin America In: The European Journal of Finance.
[Full Text][Citation analysis]		article1
2001Introduction In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2012Can oil diversify away the unpriced risk of a portfolio? In: International Journal of Finance & Economics.
[Citation analysis]		article4
1998The exchange rate crisis of September 1992 and the pricing of Italian financial futures In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1

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