CAPORIN, MASSIMILIANO

CAPORIN, MASSIMILIANO  

Dipartimento di Scienze Statistiche  

Mostra records
Risultati 1 - 20 di 155 (tempo di esecuzione: 0.044 secondi).
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
Volatility spillovers in forex markets and the role of quantitative easing 2026 Caporin M. + THE NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE - -
Forecast reconciliation and Multivariate GARCH 2025 Massimiliano CaporinDaniele Girolimetto + - - 3rd Italian Conference on Economic Statistics (ICES 2025). Sustainability, innovation and digitalization: Statistical Measurement for Economic Analysis
Forecasting time series by long-memory models for count data with an application to price jumps 2025 Bisaglia L.Caporin M.Grigoletto M. ASTA ADVANCES IN STATISTICAL ANALYSIS - -
Forecasting time series by long‑memory models for countdata with an application to price jumps 2025 Luisa BisagliaMassimiliano CaporinMatteo Grigoletto ASTA ADVANCES IN STATISTICAL ANALYSIS - -
Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks 2025 Caporin M. + JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY - -
The non-linear ESG premium 2025 Caporin M. + QUANTITATIVE FINANCE - -
Chinese FDI outflows and host country environment 2024 Massimiliano, Caporin + JOURNAL OF ENVIRONMENTAL MANAGEMENT - -
Cross-company jump spillover and the role of news 2024 Caporin M. + HELIYON - -
Early warnings of systemic risk using one-minute high-frequency data 2024 Caporin M. + EXPERT SYSTEMS WITH APPLICATIONS - -
Environmental Kuznets Curve for Extended Brics Economies: Do Women Governance and Water Stress Matter? 2024 Caporin M. + INTERNATIONAL JOURNAL OF ENERGY ECONOMICS AND POLICY - -
ESG risk exposure: a tale of two tails 2024 Caporin, Massimiliano + QUANTITATIVE FINANCE - -
Exploiting Intraday Decompositions in Realized Volatility Forecasting: A Forecast Reconciliation Approach 2024 Caporin, MassimilianoDi Fonzo, TommasoGirolimetto, Daniele JOURNAL OF FINANCIAL ECONOMETRICS - -
Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment 2024 Caporin, Massimiliano + ENERGY ECONOMICS - -
Measuring Climate Transition Risk Spillovers 2024 Caporin M. + REVIEW OF FINANCE - -
New insights on the environmental Kuznets curve (EKC) for Central Asia 2024 Caporin M. + EMPIRICAL ECONOMICS - -
Nonstandard Errors 2024 Caporin M. + THE JOURNAL OF FINANCE - -
Not all words are equal: Sentiment and jumps in the cryptocurrency market 2024 Caporin, Massimiliano + JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS & MONEY - -
On the Ordering of Dynamic Principal Components and the Implications for Portfolio Analysis 2024 Caporin M. + ANNALS OF OPERATIONS RESEARCH - -
Spatial effect of biomass energy consumption on carbon emissions reduction: the role of globalization 2024 Caporin M. + ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH INTERNATIONAL - -
The Asymmetric Relationship between Conventional/Shale Rig Counts and WTI Oil Prices 2024 Caporin, MassimilianoFontini, Fulvio + THE ENERGY JOURNAL - -