CAPORIN, MASSIMILIANO

CAPORIN, MASSIMILIANO  

Dipartimento di Scienze Statistiche  

Mostra records
Risultati 1 - 20 di 148 (tempo di esecuzione: 0.048 secondi).
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
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 - -
The Contribution of Green, Blue, and Energy Sources to Economic Development in Central Asia 2024 Caporin M. + ECONOMIES - -
The factor structure of exchange rates volatility: global and intermittent factors 2024 Caporin M. + EMPIRICAL ECONOMICS - -
Time series clustering based on latent volatility mixture modeling with applications in finance 2024 Setoudehtazangi F.Caporin M. + MATHEMATICS AND COMPUTERS IN SIMULATION - -
Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic 2023 Caporin M. + RESOURCES POLICY - -
Asymmetric and time-frequency based networks of currency markets 2023 Caporin M. + FINANCE RESEARCH LETTERS - -
Estimating time-varying proximity with a state–space model 2023 Caporin M. + JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION - -