7
H index
6
i10 index
212
Citations
Alma Mater Studiorum - Università di Bologna | 7 H index 6 i10 index 212 Citations RESEARCH PRODUCTION: 19 Articles 14 Papers RESEARCH ACTIVITY: 15 years (2008 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pde542 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Luca De Angelis. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Oxford Bulletin of Economics and Statistics | 2 |
Statistica | 2 |
International Journal of Forecasting | 2 |
European Journal of Operational Research | 2 |
Working Papers Series with more than one paper published | # docs |
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Quaderni di Dipartimento / Department of Statistics, University of Bologna | 4 |
Economics Discussion Papers / Department of Economics, University of Reading | 4 |
Papers / arXiv.org | 3 |
Essex Finance Centre Working Papers / University of Essex, Essex Business School | 2 |
Year | Title of citing document |
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2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720. Full description at Econpapers || Download paper |
2024 | Expectile hidden Markov regression models for analyzing cryptocurrency returns. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2301.09722. Full description at Econpapers || Download paper |
2023 | Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market. (2023). Smaniotto, Elia ; Radi, Davide ; Livieri, Giulia. In: Papers. RePEc:arx:papers:2303.12483. Full description at Econpapers || Download paper |
2024 | Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks. (2023). Cartlidge, John ; Clegg, Lawrence. In: Papers. RePEc:arx:papers:2306.01740. Full description at Econpapers || Download paper |
2023 | Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market. (2023). Petrella, Lea ; Merlo, Luca ; Foroni, Beatrice. In: Papers. RePEc:arx:papers:2307.06400. Full description at Econpapers || Download paper |
2023 | A dynamic systems approach to harness the potential of social tipping. (2023). Zimm, Caroline ; Niamir, Leila ; Monasterolo, Irene ; McCaffrey, Mark S ; Hohne, Niklas ; Wilson, Charlie ; Eker, Sibel. In: Papers. RePEc:arx:papers:2309.14964. Full description at Econpapers || Download paper |
2023 | Stock Returns Under Different Market Regimes: An Application of Markov Switching Models to 24 European Indices. (2023). Gerunov, Anton. In: Economic Studies journal. RePEc:bas:econst:y:2023:i:1:p:18-35. Full description at Econpapers || Download paper |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ferreiro, Javier Ojea ; Reboredo, Juan C. In: Staff Working Papers. RePEc:bca:bocawp:23-38. Full description at Econpapers || Download paper |
2023 | Financial effects of carbon risk and carbon disclosure: A review. (2023). Wang, Qingxia. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:4:p:4175-4219. Full description at Econpapers || Download paper |
2023 | Carbon emissions and the cost of debt in the eurozone: The role of public policies, climate?related disclosure and corporate governance. (2020). Drogo, Federico ; Palea, Vera. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:29:y:2020:i:8:p:2953-2972. Full description at Econpapers || Download paper |
2024 | Reassessing climate disclosure demands: An examination of stakeholder perspectives beyond institutional investors. (2024). Kuvvet, Emre. In: Economic Affairs. RePEc:bla:ecaffa:v:44:y:2024:i:1:p:95-117. Full description at Econpapers || Download paper |
2024 | When the league table lies: Does outcome bias lead to informationally inefficient markets?. (2024). Merz, Oliver ; Flepp, Raphael ; Franck, Egon. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:414-429. Full description at Econpapers || Download paper |
2024 | Do markets Trump politics? Fossil and renewable market reactions to major political events. (2024). Sterner, Thomas ; Mukanjari, Samson. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:805-836. Full description at Econpapers || Download paper |
2023 | The Low?carbon Equity Market: A New Alternative for Investment Diversification?. (2022). Ludovina, Maria Fernanda ; Lozano, Maria Belen ; de Sousa, Vitor Manuel. In: Global Policy. RePEc:bla:glopol:v:13:y:2022:i:1:p:34-47. Full description at Econpapers || Download paper |
2023 | The evaluation of the effects of ESG scores on financial markets. (2023). Costa, Michele. In: Working Papers. RePEc:bol:bodewp:wp1189. Full description at Econpapers || Download paper |
2023 | The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act. (2023). Offner, Eric A ; Bauer, Michael D ; Rudebusch, Glenn D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10739. Full description at Econpapers || Download paper |
2023 | Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-22-00030. Full description at Econpapers || Download paper |
2023 | A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market. (2023). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000382. Full description at Econpapers || Download paper |
2024 | Belated stock returns for green innovation under carbon emissions trading market. (2024). Zhang, Xin ; Chen, Zhongfei. In: Journal of Corporate Finance. RePEc:eee:corfin:v:85:y:2024:i:c:s0929119924000208. Full description at Econpapers || Download paper |
2023 | A regime-switching model of stock returns with momentum and mean reversion. (2023). Zakamulin, Valeriy ; Giner, Javier. In: Economic Modelling. RePEc:eee:ecmode:v:122:y:2023:i:c:s0264999323000494. Full description at Econpapers || Download paper |
2023 | Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach. (2023). Iitsuka, Yoshitaka ; Motegi, Kaiji. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001759. Full description at Econpapers || Download paper |
2023 | Are SRI funds financing carbon emissions? An input-output life cycle assessment of investment funds. (2023). Benetto, Enrico ; Rubin, Mirco ; Hitaj, Claudia ; Gibon, Thomas ; Popescu, Ioana-Stefania. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001817. Full description at Econpapers || Download paper |
2023 | Does climate legislation matter for bank lending? Evidence from MENA countries. (2023). Ghosh, Saibal. In: Ecological Economics. RePEc:eee:ecolec:v:212:y:2023:i:c:s0921800923001866. Full description at Econpapers || Download paper |
2023 | Simulating the progression of a professional snooker frame. (2023). Brooks, Roger J ; Wright, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:309:y:2023:i:3:p:1286-1299. Full description at Econpapers || Download paper |
2023 | Greenhouse gas emissions, firm value, and the investor base: Evidence from Korea. (2023). Wang, Boxian ; Lee, Jiyoon ; Han, Hope H. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000535. Full description at Econpapers || Download paper |
2023 | The environmental pillar of ESG and financial performance: A portfolio analysis. (2023). Karvelas, Kleanthis ; Alexopoulos, Thomas ; Agliardi, Elettra. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323000968. Full description at Econpapers || Download paper |
2023 | The systemic risk of US oil and natural gas companies. (2023). Panzica, Roberto ; Fontini, Fulvio ; Caporin, Massimiliano. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001482. Full description at Econpapers || Download paper |
2023 | Electricity price spike clustering: A zero-inflated GARX approach. (2023). Suthaharan, Neyavan ; Lu, YE. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003328. Full description at Econpapers || Download paper |
2023 | The risk spillover of high carbon enterprises in China: Evidence from the stock market. (2023). Yin, Hua ; Zhu, Pingheng ; Wu, Baohui ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004371. Full description at Econpapers || Download paper |
2024 | How carbon risk affects corporate debt defaults: Evidence from Paris agreement. (2024). Liang, Yuchao ; Qiang, Haofan ; Wang, Jiaxin ; Zhong, Wenrui ; Huang, Xiang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007739. Full description at Econpapers || Download paper |
2024 | Energy ETF performance: The role of fossil fuels. (2024). Stefanelli, Kevyn ; Morelli, Giacomo ; Decclesia, Rita Laura. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000409. Full description at Econpapers || Download paper |
2024 | Green credit policy and corporate climate risk exposure. (2024). Wen, Shuyang ; Cao, YI ; Duan, Lin ; He, Feng. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002172. Full description at Econpapers || Download paper |
2023 | In search of climate distress risk. (2023). Kuruppuarachchi, Duminda ; Diaz-Rainey, Ivan ; Nguyen, Quyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003945. Full description at Econpapers || Download paper |
2023 | Just “blah blah blah”? Stock market expectations and reactions to COP26. (2023). Palea, Vera ; Paimanova, Viktoriia ; Miazza, Aline ; Birindelli, Giuliana. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002156. Full description at Econpapers || Download paper |
2023 | Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557. Full description at Econpapers || Download paper |
2023 | When do investors go green? Evidence from a time-varying asset-pricing model. (2023). Panzica, Roberto ; Ossola, Elisa ; Alessi, Lucia. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004143. Full description at Econpapers || Download paper |
2024 | Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news. (2024). Cao, Ruiyi ; Xue, Minggao ; Ge, Xiaowen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002667. Full description at Econpapers || Download paper |
2024 | What drives green betas? Climate uncertainty or speculation. (2024). Demirer, Riza ; Eki, Brahim Halil ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012424. Full description at Econpapers || Download paper |
2023 | Climate change and financial systemic risk: Evidence from US banks and insurers. (2023). Vioto, Davide ; Gianfrancesco, Igor ; Curcio, Domenico. In: Journal of Financial Stability. RePEc:eee:finsta:v:66:y:2023:i:c:s1572308923000323. Full description at Econpapers || Download paper |
2024 | Over with carbon? Investors’ reaction to the Paris Agreement and the US withdrawal. (2024). Kvedaras, Virmantas ; Battiston, Stefano ; Alessi, Lucia. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000172. Full description at Econpapers || Download paper |
2023 | Environmental, social, and governance premium in Chinese stock markets. (2023). Sun, Yanfei ; Ni, Yinan. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000066. Full description at Econpapers || Download paper |
2023 | Betting on a buzz: Mispricing and inefficiency in online sportsbooks. (2023). Singleton, Carl ; Reade, J ; Ramirez, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1413-1423. Full description at Econpapers || Download paper |
2023 | What drives the cross-border spillover of climate transition risks? Evidence from global stock markets. (2023). Shing, Wilson Tsz ; Tang, Gabriel Shui. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:432-447. Full description at Econpapers || Download paper |
2023 | What drives biased odds in sports betting markets: Bettors’ irrationality and the role of bookmakers. (2023). Yamada, Toru ; Goto, Shingo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:252-270. Full description at Econpapers || Download paper |
2024 | Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000527. Full description at Econpapers || Download paper |
2023 | Climate agreements and carbon intensity: Towards increased production efficiency and technical progress?. (2023). Okorie, David ; Wesseh, Presley K. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:66:y:2023:i:c:p:300-313. Full description at Econpapers || Download paper |
2023 | Carbon asset remolding and potential benefit measurement of machinery products in the light of lean production and low-carbon investment. (2023). Liu, Tiansen ; Song, Yazhi. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:186:y:2023:i:pb:s0040162522006874. Full description at Econpapers || Download paper |
2023 | Climate change and growth. (2023). Stiglitz, Joseph E ; Stern, Nicholas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:118100. Full description at Econpapers || Download paper |
2023 | Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:fem:femwpa:2023.04. Full description at Econpapers || Download paper |
2023 | Control of Operational Modes of an Urban Distribution Grid under Conditions of Uncertainty. (2023). Zicmane, Inga ; Beryozkina, Svetlana ; Senyuk, Mihail ; Matrenin, Pavel ; Safaraliev, Murodbek ; Onka, Zsolt ; Sidorov, Alexander ; Tavarov, Saidjon Shiralievich. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3497-:d:1125598. Full description at Econpapers || Download paper |
2023 | A Multi-Attribute Approach for Low-Carbon and Intensive Land Use of Jinan, China. (2023). Wang, Liyu ; Lu, Xinhai ; Li, Jing ; Yu, Qingling. In: Land. RePEc:gam:jlands:v:12:y:2023:i:6:p:1197-:d:1166442. Full description at Econpapers || Download paper |
2023 | An Empirical Approach to Integrating Climate Reputational Risk in Long-Term Scenario Analysis. (2023). Guastella, Gianni ; Schiavoni, Caterina ; Pareglio, Stefano. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5886-:d:1109792. Full description at Econpapers || Download paper |
2023 | Do investors care about carbon risk? The impact of the Paris agreement on the inflation hedging performance of commodities. (2023). Selmi, Refk. In: Post-Print. RePEc:hal:journl:hal-04133736. Full description at Econpapers || Download paper |
2023 | Investor Empowerment for Sustainability. (2023). Ringe, Wolf-Georg ; Wolf-Georg, Ringe. In: Review of Economics. RePEc:lus:reveco:v:74:y:2023:i:1:p:21-52:n:2. Full description at Econpapers || Download paper |
2023 | Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps. (2023). Ojea-Ferreiro, Javier ; Reboredo, Juan C. In: Working Papers. RePEc:mib:wpaper:509. Full description at Econpapers || Download paper |
2023 | Climate change and growth. (2023). Stiglitz, Joseph ; Stern, Nicholas. In: Industrial and Corporate Change. RePEc:oup:indcch:v:32:y:2023:i:2:p:277-303.. Full description at Econpapers || Download paper |
2023 | Portfolio benefits of taxonomy orientated and renewable European electric utilities. (2023). Klein, Christian ; Cauthorn, Thomas ; Zwergel, Bernhard ; Remme, Leonard. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:7:d:10.1057_s41260-023-00325-0. Full description at Econpapers || Download paper |
2023 | Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model. (2023). Zakamulin, Valeriy. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:1:d:10.1057_s41283-022-00112-y. Full description at Econpapers || Download paper |
2023 | Forecasting Soccer Matches With Betting Odds: A Tale of Two Markets. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:116925. Full description at Econpapers || Download paper |
2023 | Disagreement and Market Structure in Betting Markets: Theory and Evidence from European Soccer. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:117243. Full description at Econpapers || Download paper |
2023 | Do Gamblers Understand Complex Bets? Evidence From Asian Handicap Betting on Soccer. (2023). Whelan, Karl ; Hegarty, Tadgh. In: MPRA Paper. RePEc:pra:mprapa:117244. Full description at Econpapers || Download paper |
2023 | Role of Green Finance in Greening the Economy: Conceptual Approach. (2023). Bendoraityt, Asta ; Alekneviien, Vilija. In: Central European Business Review. RePEc:prg:jnlcbr:v:2023:y:2023:i:2:id:317:p:105-130. Full description at Econpapers || Download paper |
2023 | Exploring Entertainment Utility from Football Games. (2023). Rossi, Giambattista ; Ramirez, Philip ; Rambaccussing, Dooruj ; Pawlowski, Tim. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2023-13. Full description at Econpapers || Download paper |
2023 | The Vector Error Correction Index Model: Representation, Estimation and Identification. (2023). Cubadda, Gianluca ; Mazzali, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:556. Full description at Econpapers || Download paper |
2023 | Emotional Cues and the Demand for Televised Sports: Evidence from the UEFA Champions League. (2023). Nalbantis, Georgios ; Richardson, Travis ; Pawlowski, Tim. In: Journal of Sports Economics. RePEc:sae:jospec:v:24:y:2023:i:8:p:993-1025. Full description at Econpapers || Download paper |
2024 | Are Betting Markets Inefficient? Evidence From Simulations and Real Data. (2024). Makarewicz, Tomasz ; Deutscher, Christian ; Tting, Marius ; Winkelmann, David. In: Journal of Sports Economics. RePEc:sae:jospec:v:25:y:2024:i:1:p:54-97. Full description at Econpapers || Download paper |
2023 | Forecasting binary outcomes in soccer. (2023). Mattera, Raffaele. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-021-04224-8. Full description at Econpapers || Download paper |
2023 | A new model for predicting the winner in tennis based on the eigenvector centrality. (2023). Grassi, Rosanna ; Candila, Vincenzo ; Arcagni, Alberto. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04594-7. Full description at Econpapers || Download paper |
2023 | Betting market efficiency and prediction in binary choice models. (2023). Zijm, Renske ; Koning, Ruud H. In: Annals of Operations Research. RePEc:spr:annopr:v:325:y:2023:i:1:d:10.1007_s10479-022-04722-3. Full description at Econpapers || Download paper |
2023 | Climate transition risk in determining credit risk: evidence from firms listed on the STOXX Europe 600 index. (2023). Lopez-Martin, Carmen ; Ramos-Garcia, Daniel ; Arguedas-Sanz, Raquel. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:5:d:10.1007_s00181-023-02416-8. Full description at Econpapers || Download paper |
2023 | Risk measures and portfolio analysis in the paradigm of climate finance: a review. (2023). Nag, Suryadeepto ; Chakrabarty, Siddhartha P. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:3:d:10.1007_s43546-023-00449-w. Full description at Econpapers || Download paper |
2023 | The burgeoning field of sustainable investment: Past, present and future. (2023). Sorrosalforradellas, Mariateresa ; Barberamarine, Mariagloria ; Fabregataibar, Laura ; Beisenbina, Marzhan. In: Sustainable Development. RePEc:wly:sustdv:v:31:y:2023:i:2:p:649-667. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2022 | Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2022) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2023) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2022 | Time-Varying Poisson Autoregression In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Gambling on Momentum In: Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Gambling on Momentum.(2022) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2015 | A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
2013 | A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models.(2013) In: Quaderni di Dipartimento. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2018 | Co†integration Rank Determination in Partial Systems Using Information Criteria In: Oxford Bulletin of Economics and Statistics. [Full Text][Citation analysis] | article | 3 |
2010 | Model selection in hidden Markov models : a simulation study In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 2 |
2016 | PARX model for football matches predictions In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 9 |
2017 | PARX model for football match predictions.(2017) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2016 | Co-integration rank determination in partial systems using information criteria In: Quaderni di Dipartimento. [Full Text][Citation analysis] | paper | 1 |
2008 | THE MULTIDIMENSIONAL MEASUREMENT OF POVERTY: A FUZZY SET APPROACH In: Statistica. [Citation analysis] | article | 12 |
2012 | A statistical procedure for testing financial contagion In: Statistica. [Citation analysis] | article | 1 |
2017 | A Markov-switching regression model with non-Gaussian innovations: estimation and testing In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
2015 | Disequilibria and contagion in financial markets: Evidence from a new test In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 3 |
2015 | Disequilibria and Contagion in Financial Markets: Evidence from a New Test.(2015) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2018 | DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER In: Econometric Theory. [Full Text][Citation analysis] | article | 10 |
2016 | Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order.(2016) In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2020 | Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement In: Ecological Economics. [Full Text][Citation analysis] | article | 91 |
2014 | Mining categorical sequences from data using a hybrid clustering method In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
2022 | Weighted Elo rating for tennis match predictions In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 6 |
2019 | Efficiency of online football betting markets In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 35 |
2022 | Informational efficiency and behaviour within in-play prediction markets In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 15 |
2021 | Informational efficiency and behaviour within in-play prediction markets.(2021) In: Economics Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2022 | Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2023 | Gambling on Momentum in Contests In: Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Home advantage and mispricing in indoor sports’ ghost games: the case of European basketball In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2013 | Latent class models for financial data analysis: some statistical developments In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 1 |
2013 | A dynamic analysis of stock markets using a hidden Markov model In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 12 |
2015 | A Dynamic Latent Model for Poverty Measurement In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
2009 | The dynamic analysis and prediction of stock markets through the latent Markov model In: Serie Research Memoranda. [Full Text][Citation analysis] | paper | 0 |
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