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A semiparametric approach to short-term oil price forecasting

Morana, Claudio - In: Energy economics 23 (2001) 3, pp. 325-338

Persistent link: https://www.econbiz.de/10001568088

The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises

Morana, Claudio - In: Journal of forecasting 36 (2017) 8, pp. 919-935

Persistent link: https://www.econbiz.de/10011860924

Macroeconomic and financial effects of oil price shocks : evidence for the euro area

Morana, Claudio - In: Economic modelling 64 (2017), pp. 82-96

Persistent link: https://www.econbiz.de/10011756484

Modelling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach

Baillie, Richard; Morana, Claudio - In: Journal of economic dynamics & control 33 (2009) 8, pp. 1577-1592

Persistent link: https://www.econbiz.de/10003861075

Modeling long memory and structural breaks in conditional variances : an adaptive FIGARCH approach

Baillie, Richard (contributor); Morana, Claudio (contributor) - 2007

Persistent link: https://www.econbiz.de/10003428583

Macroeconomic and financial effects of oil price shocks : evidence for the Euro area

Morana, Claudio - 2016

The paper investigates the macroeconomic and financial effects of oil prices shocks in the euro area since its creation in 1999, with a special focus on the recent slump. The analysis is carried out episode by episode, within a time-varying parameter framework, consistent with the view that "not...

Persistent link: https://www.econbiz.de/10011451685

The effects of the introduction of the euro on the volatility of European stock markets

Morana, Claudio; Beltratti, Andrea - In: Journal of banking & finance 26 (2002) 10, pp. 2047-2064

Persistent link: https://www.econbiz.de/10001703472

Deterministic and stochastic methods for estimation of intra-day seasonal components with high frequency data

Beltratti, Andrea; Morana, Claudio - In: Economic notes : economic review of Banca Monte dei … 30 (2001) 2, pp. 205-234

Persistent link: https://www.econbiz.de/10001603713

Computing value at risk with high frequency data

Beltratti, Andrea; Morana, Claudio - In: Journal of empirical finance 6 (1999) 5, pp. 431-455

Persistent link: https://www.econbiz.de/10001505778

Central bank interventions and exchange rates : an analysis with high frequency data

Morana, Claudio; Beltratti, Andrea - In: Journal of international financial markets, … 10 (2000) 3/4, pp. 349-362

Persistent link: https://www.econbiz.de/10001532761