Valerio Potì : Citation Profile

University College Dublin

8

H index

8

i10 index

479

Citations

RESEARCH PRODUCTION:

33

Articles

12

Papers

RESEARCH ACTIVITY:

   22 years (2004 - 2026). See details.
   Cites by year: 21
   Journals where Valerio Potì has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 16 (3.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo218
   Updated: 2026-10-17    RAS profile: 2026-10-15    
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Relations with other researchers

Works with:

Matkovskyy, Roman (4)

Bredin, Don (4)

Montone, Maurizio (3)

cotter, john (2)

Eyiah-Donkor, Emmanuel (2)

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

Is cited by:

lucey, brian (18)

Conlon, Thomas (15)

GUPTA, RANGAN (12)

Corbet, Shaen (11)

Nguyen, Duc Khuong (10)

Shahzad, Syed Jawad Hussain (10)

Zoia, Maria (9)

Urquhart, Andrew (9)

Salisu, Afees (8)

Vacca, Gianmarco (8)

Demirer, Riza (7)

Cites to:

Campbell, John (21)

Cochrane, John (21)

Engle, Robert (17)

Neely, Christopher (12)

Newey, Whitney (10)

Hansen, Lars (10)

French, Kenneth (10)

West, Kenneth (9)

Sheppard, Kevin (9)

Kilian, Lutz (9)

Fama, Eugene (9)

Main data

Where Valerio Potì has published?

Journals with more than one article published# docs
International Review of Financial Analysis4
Research in International Business and Finance4
Economics Letters4
Digital Finance2
International Journal of Forecasting2
Journal of International Money and Finance2
Journal of Commodity Markets2
Journal of Banking & Finance2

Working Papers Series with more than one paper published# docs
Post-Print / HAL3
The Institute for International Integration Studies Discussion Paper Series / IIIS3
Papers / arXiv.org2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Valerio Potì (2026 and 2025)

YearTitle of citing document
2025Large Language Models and Futures Price Factors in China. (2025). Zhou, Heyang ; Cheng, Yuhan ; Liu, Yanchu. In: Papers. RePEc:arx:papers:2509.23609.

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2026On the Structure of Risk Contribution: A Leave-One-Out Decomposition into Inherent and Correlation Risk. (2026). Fabozzi, Frank ; Alexander, Nolan. In: Papers. RePEc:arx:papers:2604.10375.

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2026Structural Repricing of Gold and Niá¹£Ä b Governance: Wealth Zakat Determination in Fiat-Money Economies, 2021€“2025. (2026). Baharudin, Mohammad Hidir. In: International Journal of Research and Scientific Innovation. RePEc:bjc:journl:v:13:y:2026:i:6:p:3388-3399.

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2025Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores. (2025). Cerqueti, Roy ; Nicolosi, Marco ; da Fermo, Carmine. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:34:y:2025:i:1:p:778-787.

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2026Monotonic Polynomial GARCH Models for Conditional Higher Moments. (2026). Sssmuth, Bernd ; Beiner, Rouven. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12734.

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2026The collapse of the FTX exchange: The end of cryptocurrencys age of innocence. (2026). Corbet, Shaen ; Conlon, Thomas ; Hu, Yang. In: The British Accounting Review. RePEc:eee:bracre:v:58:y:2026:i:3:s0890838923001348.

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2026Is gold a hedge or safe-haven for inflation? Time-varying correlation in a multi-frequency framework. (2026). Zhu, Yinglun ; Zhou, Chenyue ; Xu, Yingying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:90:y:2026:i:c:p:1566-1581.

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2025Real estate as an inflation hedge: new evidence from an international analysis. (2025). Hoesli, Martin ; Muckenhaupt, Jan ; Zhu, Bing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001287.

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2025Enhanced index tracking: A relative downside risk approach. (2025). Huang, Zeyu ; Liu, Yangyi ; Luo, Ronghua. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s106294082500141x.

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2025Political elections and market reactions: The ‘Trump effect’ on green stocks. (2025). Rimo, Giuseppe ; Pennetta, Daniela ; Cosma, Stefano ; Gambarelli, Luca. In: Economics Letters. RePEc:eee:ecolet:v:249:y:2025:i:c:s0165176525000989.

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2025Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity. (2025). Dömötör, Barbara ; Vg, Attila Andrs ; Dmtr, Barbara ; Gunay, Samet. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000111.

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2025Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172.

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2025Analysing art as a safe-haven asset in times of crisis. (2025). Dimitriou, Dimitrios ; Corbet, Shaen ; Tsioutsios, Alexandros. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002819.

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2025Driving effects of U.S. monetary policy and geopolitical risks on gold reserve share. (2025). He, Shouchao ; Hu, Qizheng ; Gu, Ran ; Zhang, Jiahui ; Liu, Ziheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004788.

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2025Gold and cryptocurrencies as safe-havens: Lessons from wartime. (2025). Pastn-Henrquez, Boris ; Tapia-Grien, Pablo ; Seplveda-Velsquez, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004933.

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2025A Safe Haven Index. (2025). Dimpfl, Thomas ; Pena, Javier ; Baur, Dirk G. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pb:s1544612325011808.

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2025The diminishing lustre: Golds market volatility and the fading safe haven effect. (2025). Faraj, Hussain ; Al-Sabah, Mariam ; McMillan, David. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000729.

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2025Exchange rate regime changes and market efficiency: An event study. (2025). Portela, Jose ; Martin-Bujack, Karin ; Corzo, Teresa ; Rodrguez-Gallego, Alejandro. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s1042443125000228.

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2026Portfolio return prediction and risk price heterogeneity. (2026). Taylor, Nick. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:2:p:434-456.

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2025Alternative investment behavior of households during crises: The effects of the COVID-19 shock on gold purchases in India. (2025). Gopalakrishnan, Balagopal ; Baur, Dirk G ; Mohapatra, Sanket. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:229:y:2025:i:c:s0167268124004645.

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2025Predicting commodity returns: Time series vs. cross sectional prediction models. (2025). Angelidis, Timotheos ; Sakkas, Athanasios ; Tessaromatis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000194.

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2025Gold and Bitcoin as hedgers and safe havens: Perspective from nonlinear dynamics. (2025). Acikgoz, Turker. In: Resources Policy. RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000315.

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2025Adding precious metals to a risk avert Investors portfolio – Is gold alone?. (2025). Chakrabarti, Gagari ; Saha, Madhurima ; Chattopadhyay, Dhriti. In: Resources Policy. RePEc:eee:jrpoli:v:106:y:2025:i:c:s0301420725001692.

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2025Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?. (2025). Hadhri, Sinda ; Hanif, Waqas ; el Khoury, Rim. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000258.

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2025A tale of two risks: Differential diversification roles of clean energy sector stocks in physical and transition climate risk management. (2025). Kuang, Wei. In: Renewable Energy. RePEc:eee:renene:v:249:y:2025:i:c:s0960148125008031.

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2025Unlocking finance through sustainability: Evidence from Italian-listed companies. (2025). Zaccarella, Pasquale ; di Nallo, Loris ; Cuozzo, Benedetta ; Minnetti, Francesco. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025007348.

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2025Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital. (2025). Çevik, Emrah ; Goodell, John W ; Gunay, Samet ; Cevik, Emrah Ismail ; Kenc, Turalay. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007718.

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2025Cash management amid HFCAA-Induced data breach risks: A comparative analysis of reactive vs. proactive responses in Chinese firms. (2025). Liu, Xin ; Duan, Mingzhe ; Chen, Sicen. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025002229.

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2026Systemic risk transmission to energy futures: weekend information gaps and the breakdown of pricing efficiency. (2026). Corbet, Shaen ; Muiz, Jose Antonio ; Larkin, Charles ; Conlon, Thomas. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:140276.

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2025Can Bitcoin Replace Gold in an Investment Portfolio in the Polish Capital Market?. (2025). Gieraltowska, Urszula ; Rzeczycki, Andrzej. In: European Research Studies Journal. RePEc:ers:journl:v:xxviii:y:2025:i:3:p:1587-1608.

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2025An Efficient Scenario Reduction Method for Problems with Higher Moment Coherent Risk Measures. (2025). He, Xiaolei ; Zhang, Weiguo. In: INFORMS Journal on Computing. RePEc:inm:orijoc:v:37:y:2025:i:3:p:743-760.

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2025Portfolio Optimization Based on Almost Second-Degree Stochastic Dominance. (2025). Chen, Piao ; Jaillet, Patrick ; Luo, Chunling. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:8:p:7029-7055.

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2026Does Speculation in Futures Markets Improve Commodity Hedging Decisions?. (2026). Miffre, Jolle ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Management Science. RePEc:inm:ormnsc:v:72:y:2026:i:3:p:2525-2544.

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2026Market-News Co-Moments and the Cross Section of Stock Returns. (2026). Shankar, Sriram ; Mallik, Girijasankar ; Baghdadabad, Mohammadreza Tavakoli. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:33:y:2026:i:1:d:10.1007_s10690-024-09511-5.

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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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2026Global shocks and exchange-rate multifractality: new evidence from BRICS. (2026). Bhatia, Madhur. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:23:y:2026:i:3:d:10.1007_s10368-026-00764-1.

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2025Price divergence in bitcoin market. (2025). Li, Xiao ; Chu, Gang ; Shen, Dehua ; Urquhart, Andrew. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:65:y:2025:i:3:d:10.1007_s11156-024-01371-4.

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2025Is portfolio diversification still effective: evidence spanning three crises from the perspective of U.S. investors. (2025). McMillan, David G ; Kambouroudis, Dimos ; Huang, Rong. In: Journal of Asset Management. RePEc:pal:assmgt:v:26:y:2025:i:2:d:10.1057_s41260-025-00398-z.

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2025Greening crypto portfolios: the diversification and safe haven potential of clean cryptocurrencies. (2025). Kuang, Wei. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04910-z.

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2026Innovations in financial decision-making: unveiling insights through a novel approach to almost stochastic dominance. (2026). Uurlu, Umut ; Ta, Oktay ; Kiran, Nsal. In: Risk Management. RePEc:pal:risman:v:28:y:2026:i:2:d:10.1057_s41283-026-00221-y.

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2025Carbon emissions and sustainability in Covid-19’s waves: evidence from a two-state dynamic Markov-switching regression (MSR) model. (2025). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Yfanti, Stavroula. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05184-x.

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2025Wisdom of the crowd signals: Predictive power of social media trading signals for cryptocurrencies. (2025). Haase, Frederic ; Celig, Tom ; Rath, Oliver ; Schoder, Detlef. In: Electronic Markets. RePEc:spr:elmark:v:35:y:2025:i:1:d:10.1007_s12525-025-00815-6.

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2025Revisiting precious metal mining stocks and precious metals as hedge, diversifiers and safe-havens: a multidimensional scaling and wavelet quantile correlation perspective. (2025). Dar, Arif Billah ; Parrey, Zubair Ahmad ; Paul, Manas. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-024-02659-z.

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2025Quantile connectivity between cryptocurrency, commodities, gold and BRICS index: what is the best investment strategy?. (2025). Jarboui, Anis ; Bouzguenda, Mariem. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:1:d:10.1007_s40822-024-00290-y.

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2025The dynamic response of Russian exchange rate to precious metals and minerals prices. (2025). Sohag, Kazi ; Gainetdinova, Anna. In: Mineral Economics. RePEc:spr:minecn:v:38:y:2025:i:1:d:10.1007_s13563-024-00449-8.

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2025Commodity Option Return Predictability. (2025). Gagnon, Mariehlne ; Aka, Constant ; Power, Gabriel J. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:10:p:1544-1578.

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2025Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy. (2025). Conlon, Thomas ; Cao, Min. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:977-1005.

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Works by Valerio Potì:

YearTitleTypeCited
2024Evaluating Financial Relational Graphs: Interpretation Before Prediction In: Papers.
[Full Text][Citation analysis]		paper0
2025NGAT: A Node-level Graph Attention Network for Long-term Stock Prediction In: Papers.
[Full Text][Citation analysis]		paper0
2008Have European Stocks become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area In: European Financial Management.
[Full Text][Citation analysis]		article35
2006Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area.(2006) In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		paper
2026Sentiment, Productivity, and Economic Growth In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article1
2023Sentiment, Productivity, and Economic Growth.(2023) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2014The signature of sentiment in conditional consumption CAPM estimates: A note In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article1
2018A new tight and general bound on return predictability In: Economics Letters.
[Full Text][Citation analysis]		article4
2019Measuring excess-predictability of asset returns and market efficiency over time In: Economics Letters.
[Full Text][Citation analysis]		article13
2022Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour In: Economics Letters.
[Full Text][Citation analysis]		article5
2024Econometric identification of the attainable maximal sharpe ratio by optimal shrinkage of the cross-section of asset returns In: Economics Letters.
[Full Text][Citation analysis]		article0
2014Predictability, trading rule profitability and learning in currency markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article1
2015Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article198
2017The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article58
2017Predictability and diversification benefits of investing in commodity and currency futures In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article8
2022Shall the winning last? A study of recent bubbles and persistence In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2022Shall the winning last? A study of recent bubbles and persistence.(2022) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2015Predictability and ‘good deals’ in currency markets In: International Journal of Forecasting.
[Full Text][Citation analysis]		article6
2008Predictability and Good Deals in Currency Markets.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2021Nonparametric tests for Optimal Predictive Ability In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
2026Fed put in the equity options markets In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article0
2010The coskewness puzzle In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article24
2020Predictability and pricing efficiency in forward and spot, developed and emerging currency markets In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article1
2013What drives currency predictability? In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article6
2023Revisiting the Silver Crisis In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article1
2023Commodity futures return predictability and intertemporal asset pricing In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article8
2023Commodity futures return predictability and intertemporal asset pricing.(2023) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2020Commodity Futures Return Predictability and Intertemporal Asset Pricing.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2026Narrative forecasts In: Journal of Economic Psychology.
[Full Text][Citation analysis]		article0
2020Precautionary motives for private firms’ cash holdings In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article3
2006Correlation dynamics in European equity markets In: Research in International Business and Finance.
[Full Text][Citation analysis]		article47
2005Correlation Dynamics in European Equity Markets.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2013Cost of entrepreneurial capital and under-diversification: A Euro-Mediterranean perspective In: Research in International Business and Finance.
[Full Text][Citation analysis]		article6
2024The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European Banks In: Research in International Business and Finance.
[Full Text][Citation analysis]		article2
2024Corrigendum to “The impact of ESG scores on the value relevance of fair value hierarchy of financial instruments: Evidence from European banks” [Res. Int. Bus. Financ. 71 (2024) 102451].(2024) In: Research in International Business and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2022COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic In: Post-Print.
[Citation analysis]		paper4
2022COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic.(2022) In: Digital Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2004Idiosyncratic Risk, Market Risk and Correlation Dynamics in European Equity Markets In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]		paper7
2005International Portfolio Formation, Skewness & the Role of Gold In: The Institute for International Integration Studies Discussion Paper Series.
[Full Text][Citation analysis]		paper2
2017Portfolio Analysis Using Stochastic Dominance, Relative Entropy, and Empirical Likelihood In: Management Science.
[Full Text][Citation analysis]		article17
2022Food Prices, Ethics and Forms of Speculation In: Journal of Business Ethics.
[Full Text][Citation analysis]		article3
2022Discussion on: “Programmable money: next generation blockchain based conditional payments” by Ingo Weber and Mark Staples In: Digital Finance.
[Full Text][Citation analysis]		article0
2015The role of orthogonal polynomials in adjusting hyperpolic secant and logistic distributions to analyse financial asset returns In: Statistical Papers.
[Full Text][Citation analysis]		article10
2016Orthogonal polynomials for tailoring density functions to excess kurtosis, asymmetry, and dependence In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article3
2024Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies In: Quantitative Finance.
[Full Text][Citation analysis]		article1

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