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Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
The Asymmetric Relationship between Conventional/Shale Rig Counts and WTI Oil Prices 2024 Caporin, MassimilianoFontini, Fulvio + THE ENERGY JOURNAL - -
Not all words are equal: Sentiment and jumps in the cryptocurrency market 2024 Caporin, Massimiliano + JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY - -
The systemic risk of US oil and natural gas companies 2023 Caporin, MassimilianoFontini, FulvioPanzica, Roberto ENERGY ECONOMICS - -
Omega Compatibility: A Meta-analysis 2023 Caporin M. + COMPUTATIONAL ECONOMICS - -
Sign effects of volatility and jumps in forex markets and a reappraisal of meteor showers and heat waves 2023 Caporin M. + FINANCE - -
Estimating time-varying proximity with a state–space model 2023 Caporin M. + JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION - -
Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic 2023 Caporin M. + RESOURCES POLICY - -
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification 2023 Caporin M. + INTERNATIONAL REVIEW OF ECONOMICS & FINANCE - -
Quantile regression-based seasonal adjustment 2023 Caporin M.Elseidi M. INTERNATIONAL JOURNAL OF COMPUTATIONAL ECONOMICS AND ECONOMETRICS - -
Networks in risk spillovers: A multivariate GARCH perspective 2023 Caporin M. + ECONOMETRICS AND STATISTICS - -
The Role of Jumps in Realized Volatility Modeling and Forecasting 2023 Caporin, M JOURNAL OF FINANCIAL ECONOMETRICS - -
Asymmetric and time-frequency based networks of currency markets 2023 Caporin M. + FINANCE RESEARCH LETTERS - -
Dynamic large financial networks via conditional expected shortfalls 2022 Caporin M. + EUROPEAN JOURNAL OF OPERATIONAL RESEARCH - -
Impact of COVID-19 on financial returns: a spatial dynamic panel data model with random effects 2022 Caporin, Massimiliano + JOURNAL OF SPATIAL ECONOMETRICS - -
The long-run relationship between the Italian day-ahead and balancing electricity prices 2022 Caporin M.Fontini F. + ENERGY SYSTEMS - -
What drives the expansion of research on banking crises? Cross-country evidence 2022 Massimiliano Caporin + APPLIED ECONOMICS - -
Systemic risk and severe economic downturns: A targeted and sparse analysis 2022 Caporin M. + JOURNAL OF BANKING & FINANCE - -
News and intraday jumps: Evidence from regularization and class imbalance 2022 Caporin, MassimilianoPoli, Francesco THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE - -
Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test 2022 Caporin M. + ENERGY ECONOMICS - -
The relationship between day-ahead and future prices in electricity markets: An empirical analysis on Italy, France, Germany, and Switzerland 2022 Bonaldo C.Caporin M.Fontini F. ENERGY ECONOMICS - -
Mostrati risultati da 1 a 20 di 133
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