Sfoglia per Autore
News and intraday jumps: Evidence from regularization and class imbalance
2022 Caporin, Massimiliano; Poli, Francesco
Time-varying Granger causality tests in the energy markets: A study on the DCC-MGARCH Hong test
2022 Caporin, M.; Costola, M.
Measuring systemic risk during the COVID-19 period: A TALIS3 approach
2022 Caporin, M.; Garcia-Jorcano, L.; Jimenez-Martin, J. -A.
Systemic risk and severe economic downturns: A targeted and sparse analysis
2022 Caporin, M.; Costola, M.; Garibal, J. -C.; Maillet, B.
The Asymmetric Impact of Oil Prices and Production on Drilling Rig Trajectory: A correction
2022 Ewing, Bradley T.; Payne, James E.; Caporin, M.
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.
Dynamic large financial networks via conditional expected shortfalls
2022 Bonaccolto, G.; Caporin, M.; Maillet, B. B.
The long-run relationship between the Italian day-ahead and balancing electricity prices
2022 Caporin, M.; Fontini, F.; Santucci de Magistris, P.
What drives the expansion of research on banking crises? Cross-country evidence
2022 Caporin, Massimiliano; Stolbov, Mikhail; Shchepeleva, Maria
The effect of renewable energy development on China's energy intensity: Evidence from partially linear functional-coefficient panel data analyses
2022 Liu, Jie; Caporin, Massimiliano; Zheng, Yali; Yu, Shiwei
Impact of COVID-19 on financial returns: a spatial dynamic panel data model with random effects
2022 Billé, Anna Gloria; Caporin, Massimiliano
Contagion between real estate and financial markets: A Bayesian quantile-on-quantile approach
2021 Caporin, M.; Gupta, R.; Ravazzolo, F.
Multiple co-jumps in the cross-section of US equities and the identification of system(at)ic movements
2021 Bonaccolto, G.; Caporin, M.; Zambon, N.
Dynamic network analysis of North American financial institutions
2021 Liu, S.; Caporin, M.; Paterlini, S.
TrAffic LIght system for systemic Stress: TALIS3
2021 Caporin, M.; Garcia-Jorcano, L.; Jimenez-Martin, J. -A.
Has the EU-ETS Financed the Energy Transition of the Italian Power System?
2021 Caporin, Massimiliano; Fontini, Fulvio; Segato, Samuele
Systemic risk for financial institutions in the major petroleum-based economies: The role of oil
2021 Khalifa, A.; Caporin, M.; Costola, M.; Hammoudeh, S.
Asymmetric and time-frequency spillovers among commodities using high-frequency data
2021 Caporin, M.; Naeem, M. A.; Arif, M.; Hasan, M.; Vo, X. V.; Hussain Shahzad, S. J.
Statistical Analysis of Financial Data: With Examples In R Gentle James Chapman and Hall/CRC Press, 646 pp, ISBN: 9781138599499
2021 Caporin, Massimiliano
Is the Korean housing market following Gangnam style?
2021 Al-Yahyaee, K. H.; Mensi, W.; Ko, H. -U.; Caporin, M.; Kang, S. H.
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