Valerio Potì : Citation Profile

Are you Valerio Potì?

University College Dublin

8

H index

6

i10 index

401

Citations

RESEARCH PRODUCTION:

30

Articles

10

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 20
   Journals where Valerio Potì has often published
   Relations with other researchers
   Recent citing documents: 46.    Total self citations: 16 (3.84 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo218
   Updated: 2024-11-04    RAS profile: 2024-10-09    
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Relations with other researchers

Works with:

Matkovskyy, Roman (4)

Bredin, Don (4)

cotter, john (3)

Conlon, Thomas (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 (12)

GUPTA, RANGAN (12)

Shahzad, Syed Jawad Hussain (10)

Nguyen, Duc Khuong (10)

Zoia, Maria (9)

Vacca, Gianmarco (8)

Szafarz, Ariane (7)

Demirer, Riza (7)

Bouri, Elie (7)

Balcilar, Mehmet (7)

Cites to:

Campbell, John (21)

Cochrane, John (21)

Engle, Robert (12)

Neely, Christopher (12)

Newey, Whitney (10)

West, Kenneth (9)

French, Kenneth (9)

Hansen, Lars (9)

Menkhoff, Lukas (8)

Conlon, Thomas (8)

Verdelhan, Adrien (8)

Main data

Where Valerio Potì has published?

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

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

Recent works citing Valerio Potì (2024 and 2023)

YearTitle of citing document
2023Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27.

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2023Macroeconomic volatility and the current account: Extending the evidence. (2023). Jalles, Joao ; Karras, Georgios. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001463.

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2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172.

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2024Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures. (2024). Park, Sung Y. ; Joo, Young C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000524.

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2023On the driving forces of real exchange rates: Is the Japanese Yen different?. (2023). Zeng, Ming ; Maio, Paulo. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000907.

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2023The commodity risk premium and neural networks. (2023). faff, robert ; Yew, Rand Kwong ; Rad, Hossein ; Miffre, Joelle. In: Journal of Empirical Finance. RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823001007.

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2024Asymmetric volatility spillover between crude oil and other asset markets. (2024). Xu, Yongdeng ; Mazouz, Khelifa ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000136.

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2023The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei. In: Energy. RePEc:eee:energy:v:271:y:2023:i:c:s0360544223004395.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2023Can altcoins act as hedges or safe-havens for Bitcoin?. (2023). Urquhart, Andrew ; Lucey, Brian ; Li, YI. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005372.

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2024Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress. (2024). Alam, Md Rafayet ; Billah, Mabruk ; Hoque, Mohammad Enamul ; Tiwari, Aviral Kumar. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s104402832400036x.

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2023The role of interpersonal trust in cryptocurrency adoption. (2023). Yarovaya, Larisa ; Urquhart, Andrew ; Matkovskyy, Roman ; Jalan, Akanksha. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001871.

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2023Gold-mining stocks, risk factors, and tail patterns. (2023). , James ; Cai, Jun ; Qin, Yiyi ; Webb, Robert I. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000914.

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2023Semivariance below the maximum: Assessing the performance of economic and financial prospects. (2023). Xu, Xia ; le Courtois, Olivier. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:209:y:2023:i:c:p:185-199.

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2023Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642.

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2024Between money and speculative asset: The role of financial literacy on the perception towards Bitcoin in Italy. (2024). Cascavilla, Alessandro. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:102:y:2024:i:c:s0167487024000242.

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2023Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets. (2023). Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006390.

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2023Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137.

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2023Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war. (2023). Szafarz, Ariane ; OOSTERLINCK, Kim ; Reyns, Ariane. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s030142072300421x.

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2023Technology shocks - Gold market connection: Is the effect episodic to business cycle behaviour?. (2023). Ogbonna, Ahamuefula ; Abolade, Onomeabure C ; Olaniran, Abeeb O ; Ayinde, Taofeek O. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004828.

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2023Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020.

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2023Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices. (2023). Soytas, Ugur ; Mugheri, Adil ; Luqman, Muhammad ; Ahmad, Najid. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009807.

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2024Shining in or fading out: Do precious metals sparkle for cryptocurrencies?. (2024). Vigne, Samuel A ; Lucey, Brian M ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000898.

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2023On the predictive ability of conditional market skewness. (2023). Serna, Gregorio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:186-191.

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2024The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain. (2024). Seiler, Volker. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:160-179.

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2024Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad ; Vo, Xuan Vinh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954.

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2023Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730.

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2024Bitcoin forks: What drives the branches?. (2024). Corbet, Shaen ; Oxley, Les ; Hu, Yang ; Hou, Yang ; Conlon, Thomas. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000539.

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2023Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375.

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2023Gold in household portfolios during a pandemic: Evidence from an emerging economy. (2023). Mohapatra, Sanket ; Gopalakrishnan, Balagopal ; Chatterjee, Oindrila. In: IIMA Working Papers. RePEc:iim:iimawp:14697.

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2023Co-Skewness across Return Horizons*. (2023). Conlon, Thomas ; cotter, john ; Jin, Chenglu. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:5:p:1483-1518..

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2023Between money and speculative asset: the role of financial literacy on the perception towards Bitcoin in Italy. (2023). Cascavilla, Alessandro. In: MPRA Paper. RePEc:pra:mprapa:118472.

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2023Evaluating the Safe-Haven Abilities of Bitcoin and Gold for Crude Oil Market: Evidence During the COVID-19 Pandemic. (2023). Liu, Yuntong ; Zhang, Yifeng ; Wei, YU ; Wang, Qian. In: Evaluation Review. RePEc:sae:evarev:v:47:y:2023:i:3:p:391-432.

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2023Exchange Rate Interdependence in ASEAN Markets: A Wavelet Analysis. (2023). Aftab, Muhammad ; Qureshi, Saba. In: Global Business Review. RePEc:sae:globus:v:24:y:2023:i:6:p:1180-1204.

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2023Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. (2023). Selmi, Refk ; Vo, Xuan Vinh ; Maitra, Debasish ; Mensi, Walid. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00451-z.

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2024Co?movement of foreign exchange rate returns and stock market returns in an emerging market: Evidence from the wavelet coherence approach. (2023). Kirikkaleli, Dervis ; Abbas, Syed Kumail ; Gokmenoglu, Korhan K ; He, Xingxing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1994-2005.

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2023Robust forecast superiority testing with an application to assessing pools of expert forecasters. (2023). Swanson, Norman R ; Jin, Sainan ; Corradi, Valentina. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:4:p:596-622.

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Works by Valerio Potì:

YearTitleTypeCited
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
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]		article2
2019Measuring excess-predictability of asset returns and market efficiency over time In: Economics Letters.
[Full Text][Citation analysis]		article9
2022Crypto-environment network connectivity and Bitcoin returns distribution tail behaviour In: Economics Letters.
[Full Text][Citation analysis]		article4
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]		article162
2017The price of shelter - Downside risk reduction with precious metals In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article47
2017Predictability and diversification benefits of investing in commodity and currency futures In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article7
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
2010The coskewness puzzle In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article22
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]		article5
2023Revisiting the Silver Crisis In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article0
2023Commodity futures return predictability and intertemporal asset pricing In: Journal of Commodity Markets.
[Full Text][Citation analysis]		article4
2023Commodity futures return predictability and intertemporal asset pricing.(2023) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Commodity Futures Return Predictability and Intertemporal Asset Pricing.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2020Precautionary motives for private firms’ cash holdings In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article2
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]		article0
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] In: Research in International Business and Finance.
[Full Text][Citation analysis]		article0
2022COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic In: Post-Print.
[Citation analysis]		paper2
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: 2		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]		article10
2022Food Prices, Ethics and Forms of Speculation In: Journal of Business Ethics.
[Full Text][Citation analysis]		article2
2023Sentiment, Productivity, and Economic Growth In: NBER Working Papers.
[Full Text][Citation analysis]		paper1
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]		article9
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]		article0

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