Giulio Palomba : Citation Profile

Università Politecnica delle Marche

7

H index

6

i10 index

161

Citations

RESEARCH PRODUCTION:

17

Articles

15

Papers

2

Chapters

RESEARCH ACTIVITY:

   25 years (2001 - 2026). See details.
   Cites by year: 6
   Journals where Giulio Palomba has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 3 (1.83 %)

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   Permalink: http://citec.repec.org/ppa281
   Updated: 2026-05-02    RAS profile: 2026-04-13    
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Relations with other researchers

Works with:

Lucchetti, Riccardo (Jack) (3)

Riccetti, Luca (2)

Tedeschi, Marco (2)

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

Is cited by:

Riccetti, Luca (11)

Fratesi, Ugo (8)

Cela, Eralba (7)

Ambrosetti, Elena (7)

Sacchi, Agnese (6)

Fiorillo, Fabio (6)

Fanelli, Luca (4)

Esposti, Roberto (4)

Tedeschi, Gabriele (4)

Sterlacchini, Alessandro (4)

Seckin, Aylin (3)

Cites to:

Engle, Robert (24)

Bollerslev, Tim (17)

Diebold, Francis (16)

GUPTA, RANGAN (14)

AROURI, Mohamed (10)

Hammoudeh, Shawkat (10)

Marcellino, Massimiliano (10)

Nguyen, Duc Khuong (10)

bloom, nicholas (10)

Pesaran, Mohammad (9)

shin, yongcheol (8)

Main data

Where Giulio Palomba has published?

Journals with more than one article published# docs
Economic Modelling2
Resources Policy2

Working Papers Series with more than one paper published# docs
Working Papers / Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali13
MPRA Paper / University Library of Munich, Germany2

Recent works citing Giulio Palomba (2026 and 2025)

YearTitle of citing document
2025Time-frequency analysis of geopolitical risk and food commodity market: a wavelet based investigation. (2025). , Aiswarya ; Muralikrishna, Muthumeenakshi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:364310.

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2025Latent Variable Estimation in Bayesian Black-Litterman Models. (2025). Hu, Jerry Yao-Chieh ; Lin, Peter ; Chiou, Paul W. In: Papers. RePEc:arx:papers:2505.02185.

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2026Careers of Female Artists: Gender Bias in Institutional Visibilty and Secondary Market Outcomes. (2026). Sahli, Matthias ; Noll, Laura J. In: ACEI Working Paper Series. RePEc:cue:wpaper:awp-04-2026.

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2025Spillover Effects between Financial and Physical Copper Markets. (2025). Capliez-Wahart, Romain. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-40.

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2025A long short-term memory enhanced realized conditional heteroskedasticity model. (2025). Kohn, Robert ; Tran, Minh-Ngoc ; Wang, Chao ; Liu, Chen. In: Economic Modelling. RePEc:eee:ecmode:v:142:y:2025:i:c:s0264999324002797.

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2024How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206.

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2025Spillover effects between energy uncertainty and financial risk in the Eurozone banking sector. (2025). di Tommaso, Caterina ; Pacelli, Vincenzo ; Povia, Maria Melania ; Foglia, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007916.

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2025Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223.

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2025Multiscale extreme risk spillover between shipping and commodity markets: An analysis based on GARCH-Copula-CoVaR. (2025). Bei, Honghan ; Wang, Qian ; Yan, Xiaoxiao ; Geng, Xinpeng. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325003883.

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2025Corporate investment decisions and related commodities: International evidence from energy and mining industries. (2025). Abrokwah, M ; Smimou, K ; Drougas, A. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005936.

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2025Sailing the stormy seas: Energy hedge funds strategy innovation, and market uncertainties. (2025). Gurdgiev, Constantin ; Shin, Seungho ; French, Joseph J ; Lucey, Brian M. In: Energy Economics. RePEc:eee:eneeco:v:150:y:2025:i:c:s0140988325006267.

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2025Redefining energy policy for sustainable growth: The interplay of fossil fuel subsidies, energy security risks, and energy balances in shaping geopolitical stability. (2025). Usman, Muhammad ; Zhang, Jinjun. In: Energy. RePEc:eee:energy:v:322:y:2025:i:c:s0360544225012629.

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2024Forecasting the mineral resource rent through the inclusion of economy, environment and energy: Advanced machine learning and deep learning techniques. (2024). Sarwar, Suleman ; Waheed, Rida ; Morales, Lucia ; Aziz, Ghazala. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000965.

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2025Mainland Chinese investor attention influences on international markets: The impact of Game of Hunting on the stock returns of head-hunting companies in Hong Kong. (2025). Fan, Hongzhong ; Zhang, Hejie. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:93:y:2025:i:c:s0927538x25002239.

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2024The influence of uncertainty on commodity futures returns and trading behaviour. (2024). Smales, Lee ; Laubsch, Joshua ; Vo, Duc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001212.

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2025Does global geopolitical risk jeopardize the clean energy transition? New evidence from a global panel. (2025). TANG, Chor Foon ; Chen, You ; Saqib, Abdul ; Shittu, Ibrahim. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:223:y:2025:i:c:s1364032125006793.

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2025Volatility Modeling of the Impact of Geopolitical Risk on Commodity Markets. (2025). Vurur, Necmiye Serap ; Grima, Simon ; Wiecka, Beata ; Ozen, Ercan ; Zdemir, Letife. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:4:p:88-:d:1620636.

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2024The Spherical Parametrisation for Correlation Matrices and its Computational Advantages. (2024). Pedini, Luca ; Lucchetti, Riccardo (Jack). In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:2:d:10.1007_s10614-023-10467-3.

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2025Iterative Deep Learning Approach to Active Portfolio Management with Sentiment Factors. (2025). Tellez, DIEGO ; Tellez-Falla, Diego F ; Pantoja, Javier Orlando ; Alemn, Julin Alberto. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10702-5.

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2025Portfolio with Copula-GARCH and Black-Litterman Model Using a Novel View Error Matrix. (2025). Deng, Xue ; Zhou, Wen ; Cao, QI. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:4:d:10.1007_s10614-024-10815-x.

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2025Misattribution stigma and contagion: How did the art auction market react to Australian “Black art scandals”?. (2025). Fry, Tim ; Coslor, Erica. In: Journal of Cultural Economics. RePEc:kap:jculte:v:49:y:2025:i:3:d:10.1007_s10824-024-09526-w.

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2024How efficient are natural gas markets in practice? A wavelet-based approach. (2024). Baba, Amina ; Creti, Anna ; ben Kebaier, Sana. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-022-04750-z.

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2025A novel hybrid framework for forecasting stock indices based on the nonlinear time series models. (2025). Rodrigues, Paulo Canas ; Lpez-Gonzales, Javier Linkolk ; Iftikhar, Hasnain ; Khan, Faridoon ; Torres, Elas A. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:8:d:10.1007_s00180-025-01614-5.

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2026Market-specific connectedness behaviors across quantiles and frequencies connectedness patterns among G7 markets, commodities, bitcoin, and interest rate spread. (2026). el Aoun, Olfa. In: Digital Finance. RePEc:spr:digfin:v:8:y:2026:i:1:d:10.1007_s42521-025-00175-y.

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2025Analyzing Inflation Dynamics in Pakistan: The New Keynesian Phillips Curve Perspective. (2025). Saqib, Muhammad. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:3:d:10.1007_s13132-024-02380-3.

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2024Evaluating the impact of the global COVID-19 pandemic on Banksy’s limited edition print market. (2024). Clark, Stephen. In: SN Business & Economics. RePEc:spr:snbeco:v:4:y:2024:i:4:d:10.1007_s43546-024-00638-1.

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2024The interplay of geopolitics and agricultural commodity prices. (2024). Steinbach, Sandro ; Mensah, Edouard ; Goyal, Raghav. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:46:y:2024:i:4:p:1533-1562.

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2024The long-lasting effects of experiencing communism on attitudes towards financial markets. (2024). Malmendier, Ulrike ; Laudenbach, Christine ; Niessen-Ruenzi, Alexandra. In: SAFE Working Paper Series. RePEc:zbw:safewp:303039.

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Works by Giulio Palomba:

YearTitleTypeCited
2001Un Modello CGE per lanalisi del federalismo fiscale allitaliana In: Working Papers.
[Full Text][Citation analysis]		paper7
2003GARCH multivariati e approccio di Black.Litterman nellasset allocation tattica: unanalisi empirica In: Working Papers.
[Full Text][Citation analysis]		paper7
2006Forecasting US bond yields at weekly frequency In: Working Papers.
[Full Text][Citation analysis]		paper3
2006Multivariate GARCH models and Black-Litterman approach for tracking error constrained portfolios: an empirical analysis In: Working Papers.
[Full Text][Citation analysis]		paper12
2008Multivariate GARCH models and the Black-Litterman approach for tracking error constrained portfolios: an empirical analysis.(2008) In: Global Business and Economics Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		article
2007Testing similarities of short-run inflation dynamics among EU countries after the Euro In: Working Papers.
[Full Text][Citation analysis]		paper5
2007Investors Behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach In: Working Papers.
[Full Text][Citation analysis]		paper8
2007Investors’ behaviour in the Chinese Stock Exchanges: Empirical Evidence in a Systemic Approach.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2007Simulation-Based Tests of Forward-Looking Models Under VAR Learning Dynamics In: Working Papers.
[Full Text][Citation analysis]		paper15
2011Simulation‐based tests of forward‐looking models under VAR learning dynamics.(2011) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 15		article
2008A Model for Pricing the Italian Contemporary Art Paintings at Auction In: Working Papers.
[Full Text][Citation analysis]		paper24
2011A model for pricing Italian Contemporary Art paintings at auction.(2011) In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		article
A Model for Pricing the Italian Contemporary Art Paintings at Auction.() In: EHUCHAPS.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 24		chapter
2011Portfolio Frontiers with Restrictions to Tracking Error Volatility and Value at Risk In: Working Papers.
[Full Text][Citation analysis]		paper15
2012Portfolio frontiers with restrictions to tracking error volatility and value at risk.(2012) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2013Are Futures Prices Influenced by Spot;Prices or Vice-versa? An Analysis of Crude;Oil, Natural Gas and Gold Markets In: Working Papers.
[Full Text][Citation analysis]		paper1
2019Does macroeconomics help in predicting stock markets volatility comovements? A nonlinear approach In: Working Papers.
[Full Text][Citation analysis]		paper2
2022Reconciling TEV and VaR in Active Portfolio Management: A New Frontier In: Working Papers.
[Full Text][Citation analysis]		paper0
2024HEALTHCARE EFFICIENCY AND ELDERLY MORTALITY IN ITALY In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Commodity price dynamics in the era of energy transition: Exploring the substitutability of clean energy In: Economic Analysis and Policy.
[Full Text][Citation analysis]		article0
2023The role of uncertainty in forecasting volatility comovements across stock markets In: Economic Modelling.
[Full Text][Citation analysis]		article3
2009Nonlinear adjustment in US bond yields: An empirical model with conditional heteroskedasticity In: Economic Modelling.
[Full Text][Citation analysis]		article5
2024Contagion among European financial indices, evidence from a quantile VAR approach In: Economic Systems.
[Full Text][Citation analysis]		article0
2015Dynamic relationships between spot and futures prices. The case of energy and gold commodities In: Resources Policy.
[Full Text][Citation analysis]		article30
2023Disentangling the geopolitical risk and its effects on commodities. Evidence from a panel of G8 countries In: Resources Policy.
[Full Text][Citation analysis]		article13
2019Asset management with TEV and VaR constraints: the constrained efficient frontiers In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article1
2020Analytical Gradients of Dynamic Conditional Correlation Models In: JRFM.
[Full Text][Citation analysis]		article2
2026Reconciling Tracking Error Volatility and Value-at-Risk in Active Portfolio Management: A New Frontier In: Computational Economics.
[Full Text][Citation analysis]		article0
2011The Indicators of Risk In: Palgrave Macmillan Studies in Banking and Financial Institutions.
[Citation analysis]		chapter0
2008Nonlinear Adjustment in US Bond Yields: an Empirical Analysis with Conditional Heteroskedasticity In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2026Matrix-valued AutoRegressive (MAR) models in gretl In: Computational Statistics.
[Full Text][Citation analysis]		article0
2009Testing similarities of short-run inflation dynamics among EU-25 countries after the Euro In: Empirical Economics.
[Full Text][Citation analysis]		article5
2021The impact of attractiveness on job opportunities in Italy: a gender field experiment In: Economia Politica: Journal of Analytical and Institutional Economics.
[Full Text][Citation analysis]		article3
2024Does the Cash Conversion Cycle Affect Firm Profitability? Some Empirical Evidence from Listed Firms in North Macedonia In: Zagreb International Review of Economics and Business.
[Full Text][Citation analysis]		article0

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