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Mostrati risultati da 1 a 20 di 141
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
On the Ordering of Dynamic Principal Components and the Implications for Portfolio Analysis 2024 Caporin M. + ANNALS OF OPERATIONS RESEARCH - -
Time series clustering based on latent volatility mixture modeling with applications in finance 2024 Setoudehtazangi F.Caporin M. + MATHEMATICS AND COMPUTERS IN SIMULATION - -
Early warnings of systemic risk using one-minute high-frequency data 2024 Caporin M. + EXPERT SYSTEMS WITH APPLICATIONS - -
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment 2024 Caporin, Massimiliano + ENERGY ECONOMICS - -
Spatial effect of biomass energy consumption on carbon emissions reduction: the role of globalization 2024 Caporin M. + ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH INTERNATIONAL - -
Measuring Climate Transition Risk Spillovers 2024 Caporin M. + REVIEW OF FINANCE - -
Nonstandard Errors 2024 Caporin M. + THE JOURNAL OF FINANCE - -
ESG risk exposure: a tale of two tails 2024 Caporin, Massimiliano + QUANTITATIVE FINANCE - -
Not all words are equal: Sentiment and jumps in the cryptocurrency market 2024 Caporin, Massimiliano + JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY - -
The Asymmetric Relationship between Conventional/Shale Rig Counts and WTI Oil Prices 2024 Caporin, MassimilianoFontini, Fulvio + THE ENERGY JOURNAL - -
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 - -
Networks in risk spillovers: A multivariate GARCH perspective 2023 Caporin M. + ECONOMETRICS AND STATISTICS - -
Omega Compatibility: A Meta-analysis 2023 Caporin M. + COMPUTATIONAL ECONOMICS - -
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 - -
Asymmetric and time-frequency based networks of currency markets 2023 Caporin M. + FINANCE RESEARCH LETTERS - -
Quantile regression-based seasonal adjustment 2023 Caporin M.Elseidi M. INTERNATIONAL JOURNAL OF COMPUTATIONAL ECONOMICS AND ECONOMETRICS - -
The systemic risk of US oil and natural gas companies 2023 Caporin, MassimilianoFontini, FulvioPanzica, Roberto ENERGY ECONOMICS - -
The Role of Jumps in Realized Volatility Modeling and Forecasting 2023 Caporin, M JOURNAL OF FINANCIAL ECONOMETRICS - -
Mostrati risultati da 1 a 20 di 141
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