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Risk premia and seasonality in commodity futures
Hevia, Constantino; Petrella, Ivan; Sola, Martin - 2016
Persistent link: https://www.econbiz.de/10011482266
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Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 4, pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
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Adaptive models and heavy tails with an application to inflation forecasting
Delle Monache, Davide; Petrella, Ivan - In: International journal of forecasting 33 (2017) 2, pp. 482-501
Persistent link: https://www.econbiz.de/10011922921
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Structural scenario analysis with SVARs
Antolin-Diaz, Juan; Petrella, Ivan; Rubio-Remírez, … - 2018
Persistent link: https://www.econbiz.de/10011860276
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Advances in nowcasting economic activity : the role of heterogeneous dynamics and fat tails
Antolín-Díaz, Juan; Drechsel, Thomas; Petrella, Ivan - In: Journal of econometrics 238 (2024) 2, pp. 1-25
Persistent link: https://www.econbiz.de/10015073934
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Aggregate skewness and the business cycle
Iseringhausen, Martin; Petrella, Ivan; Theodoridis, … - 2022
Persistent link: https://www.econbiz.de/10013168183
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Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide; De Polis, Andrea; Petrella, Ivan - 2020
Persistent link: https://www.econbiz.de/10012253930
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Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide; Petrella, Ivan; Venditti, Fabrizio - 2019
Persistent link: https://www.econbiz.de/10012205777