CAPORIN, MASSIMILIANO

CAPORIN, MASSIMILIANO  

Dipartimento di Scienze Statistiche  

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Risultati 1 - 20 di 121 (tempo di esecuzione: 0.054 secondi).
Titolo Data di pubblicazione Autori Rivista Serie Titolo libro
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 - -
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 - -