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Search: person:"Cifarelli, Giulio"
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Cifarelli, Giulio
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Paladino, Giovanna
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ECONIS (ZBW)
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1
Endogenous and exogenous volatility in the foreign exchange market
Bargigli, Leonardo
;
Cifarelli, Giulio
-
2020
Persistent link: https://www.econbiz.de/10012517831
Saved in:
2
Navigating the oil bubble : a non-linear heterogeneous-agent dynamic model of futures oil pricing
Cifarelli, Giulio
;
Paesani, Paolo
- In:
The energy journal
42
(
2021
)
5
,
pp. 101-122
Persistent link: https://www.econbiz.de/10013170656
Saved in:
3
A dynamic model of hedging and speculation in the commodity futures markets
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of financial markets
25
(
2015
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011477250
Saved in:
4
Smooth transition regime shifts and pil price dynamics
Cifarelli, Giulio
- In:
Energy economics
38
(
2013
),
pp. 160-167
Persistent link: https://www.econbiz.de/10009764597
Saved in:
5
Can oil diversify away the unpriced risk of a portfolio?
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
International journal of finance & economics : IJFE
17
(
2012
)
1
,
pp. 73-88
Persistent link: https://www.econbiz.de/10009507849
Saved in:
6
Oil price dynamics and speculation : a multivariate financial approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Energy economics
32
(
2010
)
2
,
pp. 363-372
Persistent link: https://www.econbiz.de/10003954624
Saved in:
7
Volatility linkages across three major equity markets : a financial arbitrage approach
Cifarelli, Giulio
;
Paladino, Giovanna
- In:
Journal of international money and finance
24
(
2005
)
3
,
pp. 413-439
Persistent link: https://www.econbiz.de/10002738497
Saved in:
8
Stock market exuberance : linkages between the US and the European markets
Cifarelli, Giulio
;
Paladino, Giovanna
-
2000
Persistent link: https://www.econbiz.de/10001604060
Saved in:
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