Sfoglia per Autore

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Mostrati risultati da 1 a 20 di 112
Titolo Data di pubblicazione Autore(i) Rivista Serie Titolo libro
The effect of renewable energy development on China's energy intensity: Evidence from partially linear functional-coefficient panel data analyses 2022 Caporin, Massimiliano + JOURNAL OF CLEANER PRODUCTION - -
Dynamic large financial networks via conditional expected shortfalls 2022 Caporin M. + EUROPEAN JOURNAL OF OPERATIONAL RESEARCH - -
Systemic risk and severe economic downturns: A targeted and sparse analysis 2022 Caporin M. + JOURNAL OF BANKING & FINANCE - -
Asymmetric and time-frequency spillovers among commodities using high-frequency data 2021 Caporin M. + RESOURCES POLICY - -
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements 2021 Caporin M.Zambon N. + EUROPEAN JOURNAL OF FINANCE - -
Dynamic network analysis of North American financial institutions 2021 Liu S.Caporin M.Paterlini S. FINANCE RESEARCH LETTERS - -
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach 2021 Caporin M. + THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE - -
TrAffic LIght system for systemic Stress: TALIS3 2021 Caporin M. + THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE - -
Systemic risk for financial institutions in the major petroleum-based economies: The role of oil 2021 Caporin M. + THE ENERGY JOURNAL - -
Has the EU-ETS Financed the Energy Transition of the Italian Power System? 2021 Caporin, MassimilianoFontini, FulvioSegato, Samuele INTERNATIONAL JOURNAL OF FINANCIAL STUDIES - -
Is the Korean housing market following Gangnam style? 2021 Caporin M. + EMPIRICAL ECONOMICS - -
On the volatilities of tourism stocks and oil 2020 Caporin M. + ANNALS OF TOURISM RESEARCH - -
Volatility Forecasting in a Data Rich Environment 2020 Mauro BernardiGiovanni BonaccoltoMassimiliano CaporinMichele Costola - - Macroeconomic Forecasting in the Era of Big Data
Long-memory models for count time series 2020 Luisa BisagliaMassimiliano CaporinMatteo Grigoletto - - Book of short papers SIS 2020
Do structural breaks in volatility cause spurious volatility transmission? 2020 Caporin M. + JOURNAL OF EMPIRICAL FINANCE - -
Financial Time Series: Methods and Models 2020 Caporin, Massimiliano + JOURNAL OF RISK AND FINANCIAL MANAGEMENT - -
Analytical Gradients of Dynamic Conditional Correlation Models 2020 Caporin, Massimiliano + JOURNAL OF RISK AND FINANCIAL MANAGEMENT - -
The bank-sovereign nexus: Evidence from a non-bailout episode 2019 Massimiliano Caporin + JOURNAL OF EMPIRICAL FINANCE - -
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data? 2019 Caporin, Massimiliano + INTERNATIONAL REVIEW OF ECONOMICS & FINANCE - -
Testing persistence of WTI and brent long-run relationship after the shale oil supply shock 2019 Caporin, MassimilianoFontini, FulvioTalebbeydokhti, Elham ENERGY ECONOMICS - -
Mostrati risultati da 1 a 20 di 112
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